Выложу сюда, чтобы не потерялось
There is no standard report or transaction to do exactly what you want. You'll have to create a custom report to be able to access the desired information.
However, I can provide you the database tables.
The strategy information is saved in table KOTH***. I used "***" because the number depends on the fields selected. You'll have to check in SE16N to make sure which is the proper number for the combination of fields you want to access.
Then, you'll have to use field KNUMH to make a select in table KONDH table and find the class.
Finally, you'll have to use the CUOBJ_CH to find the connection between INOB and AUSP.
An easy way to find the exact KOTH** table for an specific scenario is do the following:
1. Access VCH3 and select the strategy.
2. Set a dynamic breakpoint using teh command "SELECT". Then, press F8 until you find the select with table KOTH***.