IPR Strategies - Value-Factor

For the D&B Project:

• Ignore iprstrat_IPR-ValueFactor_sample_2007-2020.csv.gz

• Ingest: iprstrat_IPR-ValueFactor_backfile_2007_01-2021_04.csv.gz - this full backfile includes all history up until the most recent valuation slice as of 2021-04-30.

• Monthly updates: In the future, they will upload deltas since historical data remain unchanged (until there is a new valuation version).

• For dunsification, please see match logic file. Note that the primary_ISIN needs to go through ISO code substitutions.

Data Dictionary as of 05/12/2021:

ISO Code Substitutions:

For Match Logic, please see the latest file on:

To match the data,

• add a new field called ISIN_country and populate this field:

  • If primary_ISIN = ‘Unlisted’ or null, then ISIN_country = null

  • Else ISIN_Country = first two chars of primary_ISIN

• add a new field called countryISOAlpha2Code

  • If country = null, countryISOAlpha2Code = ISO code substitution on top of ISIN_country field (e.g. if ISIN_Country = ‘PR’, then countryISOAlpha2Code = ‘US’)

    • Please note that certain country codes will not exist - these are old country codes like CS or SU. If you can’t find a substitution, then countryISOAlpha2Code = null.

  • Else countryISOAlpha2Code = ISO code substition on top of country field (e.g. if ISIN_Country = ‘VG’, then countryISOAlpha2Code = ‘GB’)

    • Please note that certain country codes will not exist - these are old country codes like CS or SU. If you can’t find a substitution, then countryISOAlpha2Code = null.

Match Input fields explanation:

• name → name

• countryISOAlpha2Code → countryISOAlpha2Code

• town_or_address → addressLocality

Acceptance rules (to be confirmed with D&B)

• Accept all confidence code >=7

• If ConfidenceCode <7, accept matches where matchGrade has the following pattern A*

• Apply '1' AcceptanceIndicator to all above conditions