Excluding security classifications from metrics

You can now exclude the securities of one or more classifications from the positions and metrics of portfolios and economic groups, for example, to analyze a portfolio without its Variable Income securities.

The portfolio and economic group endpoints that accept the securityClassification filter, except List Position Dividend Yield, now accept the new excludeSecurityClassification parameter, with one or more classification identifiers, which you can get from List Securities Classifications. They include List Positions, Read Net Asset Value, Read Time-Weighted Return and their economic group counterparts, such as Read Economic Group Net Asset Value.

When you exclude a classification, the subclasses below it are excluded too, and your organization's classification applies, including its reclassifications. The filter can be combined with securityClassification, for example, to analyze all of Fixed Income except one of its subclasses.

Example, with two comma-separated values: GET /portfolios/{portfolioId}/nav?frequency=DAILY&excludeSecurityClassification=VARIABLE_INCOME,MULTIMARKET.

Learn more in Security Classification.