Taxonomies
Reference classifications used across the Quantuma platform.
Investment types
| Value | Description |
|---|---|
| First Lien | Senior secured first lien debt |
| Unitranche | Blended first/second lien (single tranche) |
| Second Lien | Subordinated secured debt |
| Unsecured | Subordinated or mezzanine unsecured debt |
| Equity | Common equity, preferred equity, warrants |
| Structured | CLO tranches, structured finance obligations |
| Other | Anything not fitting the above |
Index types
| Value | Description |
|---|---|
| SOFR | Secured Overnight Financing Rate (dominant US floating index) |
| EURIBOR | Euro Interbank Offered Rate |
| Prime | US Prime Rate |
| SONIA | Sterling Overnight Index Average (UK) |
| CORRA | Canadian Overnight Repo Rate Average |
| BBSW | Bank Bill Swap Rate (Australia) |
| Base Rate | Bank of England Base Rate |
| STIBOR | Stockholm Interbank Offered Rate (Sweden) |
| NIBOR | Norwegian Interbank Offered Rate |
| SARON | Swiss Average Rate Overnight |
| CDOR | Canadian Dollar Offered Rate (legacy) |
| BKBM | Bank Bill Benchmark Rate (New Zealand) |
| TONAR | Tokyo Overnight Average Rate (Japan) |
| LIBOR | London Interbank Offered Rate (legacy) |
| CIBOR | Copenhagen Interbank Offered Rate (Denmark) |
GICS classification
| Sector | Industry Groups |
|---|---|
| Energy | Energy |
| Materials | Materials |
| Industrials | Capital Goods, Commercial & Professional Services, Transportation |
| Consumer Discretionary | Automobiles & Components, Consumer Durables & Apparel, Consumer Services, Consumer Discretionary Dist. & Retail |
| Consumer Staples | Consumer Staples Dist. & Retail, Food Beverage & Tobacco, Household & Personal Products |
| Health Care | Health Care Equipment & Services, Pharma Biotech & Life Sciences |
| Financials | Banks, Financial Services, Insurance |
| Information Technology | Software & Services, Technology Hardware & Equipment, Semiconductors & Equipment |
| Communication Services | Telecommunication Services, Media & Entertainment |
| Utilities | Utilities |
| Real Estate | Equity Real Estate Investment Trusts, Real Estate Mgmt & Development |
Geographic regions
| Region | Coverage |
|---|---|
| Northeast | CT, DC, DE, MA, MD, ME, NH, NJ, NY, PA, RI, VT |
| Southeast | AL, AR, FL, GA, KY, LA, MS, NC, SC, TN, VA, WV |
| Midwest | IA, IL, IN, KS, MI, MN, MO, ND, NE, OH, SD, WI |
| South | AZ, NM, OK, TX |
| West | AK, CA, CO, HI, ID, MT, NV, OR, UT, WA, WY |
| Canada | All Canadian provinces |
| International | All other countries |
Last updated on