file,field,type,definition,example
quarter_end_prices.csv,security_id,string,"Persistfolio security identifier, identical to Cohort Release 1.1 and the Crosswalk.",PFHC-0034395AD0
quarter_end_prices.csv,quarter_end,date,Calendar quarter-end date the price refers to (the funds' valuation date).,2004-09-30
quarter_end_prices.csv,price_usd,decimal,"Price per share implied by SEC-filed fund holdings: fund market value divided by fund shares, reconciled as the median across the S&P 500 funds that held the security on that date (Total Stock Market fund only where no S&P 500 fund did). NOT an exchange closing price. Not adjusted for later splits.",18.75
quarter_end_prices.csv,price_class,categorical,"Always FUND_FILING_IMPLIED_QUARTER_END_PRICE. No estimated, interpolated or recovered price appears in this file.",FUND_FILING_IMPLIED_QUARTER_END_PRICE
quarter_end_prices.csv,price_basis,categorical,MEDIAN_OF_SP500_FUND_IMPLIED_PRICES or TOTAL_STOCK_MARKET_FUND_ONLY.,MEDIAN_OF_SP500_FUND_IMPLIED_PRICES
quarter_end_prices.csv,n_sp500_funds / n_funds_total,integer,"How many distinct S&P 500 funds / funds in total priced the security on that date. 1 means a single fund, no cross-check.",3 / 4
quarter_end_prices.csv,"price_min_usd, price_max_usd, max_deviation_pct",decimal,"Range of the underlying fund-implied prices and the largest deviation from price_usd, in percent. Shows agreement between funds.",0.0004
quarter_end_prices.csv,funds,string,"Semicolon list of funds that priced this date (VANGUARD_500, ISHARES_IVV, SPY, VANGUARD_TSM).",ISHARES_IVV;SPY;VANGUARD_500
price_source_observations.csv,(all),table,"One row per fund observation behind each price: filing form, accession, SEC URL, SHA-256 of the downloaded document, shares, market value (USD), implied price, name as filed, join rule used to attach it to the security_id. Join to quarter_end_prices on security_id + quarter_end.",
quarterly_price_returns.csv,"from_quarter_end, to_quarter_end",date,Consecutive quarter-ends for which both prices exist and the security was a member over the quarter.,2004-09-30 / 2004-12-31
quarterly_price_returns.csv,price_change_raw,decimal,price_to / price_from - 1 using the unadjusted fund-implied prices. Distorted by splits and distributions; see price_return_adjusted.,0.022381
quarterly_price_returns.csv,price_return_adjusted,decimal,"Price-only return after supported corporate actions (share factor from splits, reverse splits and stock dividends; value of distributed securities for spin-offs). Excludes cash dividends. Blank when return_status is NOT_EVALUATED_DISTRIBUTION_NOT_PRICED.",0.022381
quarterly_price_returns.csv,share_factor,string,Cumulative shares per original share at to_quarter_end.,1
quarterly_price_returns.csv,return_status,categorical,"ADJUSTED_PRICE_RETURN, or NOT_EVALUATED_DISTRIBUTION_NOT_PRICED (a distributed security could not be priced; no adjusted return is given).",ADJUSTED_PRICE_RETURN
quarterly_price_returns.csv,gate,categorical,"Plausibility/adjudication gate the interval passed in the build: WITHIN_RANGE, MARKET_MOVE_FUND_CONFIRMED, *_ADJUDICATED_NO_ACTION, ISSUER_STATEMENT_NO_ACTION, NOT_EVALUATED_DISTRIBUTION_NOT_PRICED.",WITHIN_RANGE
quarterly_price_returns.csv,distribution_value_basis,string,"Where the price of a distributed security came from, when a spin-off was valued. Blank otherwise.",
corporate_actions.csv,action_id ... notes,table,"Splits, reverse splits, stock dividends, spin-offs and distributions in kind affecting a quarter, with ratio, dates, distributed issuer and flags. Evidence quotes, SEC URLs and document SHA-256 are in corporate_actions_evidence.csv (join on action_id = record_id).",
cash_terminal_outcomes.csv,(all),table,"Exits from the index that ended in an all-cash payment per share, with the effective date and SEC evidence. Only cash outcomes are included in this release.",
coverage_by_security.csv,(all),table,"Per security: member quarter-ends, priced quarter-ends, first/last priced, return intervals and how many are not evaluated.",