How to generate ASM report from a pre-defined filter using TMSH

Is there a way to generate a report using a pre-defined report (filter) using CLI (TMSH)?

Though I should be able to generate the same report by typing down the filter for the report in TMSH but TMSH does not understand the Drilldown for Security Policy for some reason. For instanace, when I try to run the following command it is not able to identify the Policy

save analytics application-security report view-by attack-type measures { occurrences } drilldown {{ entity policy values { My_Security_Policy_Name } } } format pdf file foo.pdf range now-3w

The error I get for above is :

Data Input Error: Invalid entity value My_Security_Policy_Name

This is strange because I am able to see and set Security Policies in the filter in GUI. I am using Big-IP 12.1.0.