RADiENT Analytics: Fixed Income Fund Holdings

Access portfolio holdings details for over 3000+ fixed income funds, sourced from N-PORT filings

Description:

With this dataset, access historical holdings details for over 3000+ fixed income and alternative funds since 2019, with standardized security mapping! This data can be integrated with enterprise platforms to research crowded trades, fund flows, manager styles and performance.

Updated daily, this dataset includes company classifiers such as CIKs and fund groups, and security-level classifiers such as CUSIPs, sectors, asset types and country of issuance. This dataset can be easily integrated with other RADiENT regulatory datasets from filings of Form ADV, 13F, 13D, 13G and N-CENs.

The data is structured from Form N-PORT filings, which are filed with the SEC quarterly by registered management investment companies and exchange-traded funds (ETFs). Besides complete portfolio disclosures, this dataset also contains details on performance, fund flows, and realized and unrealized gains.

In this dataset, there are 4 key tables :
– nportcalculatedinfo
– nportsecurity
– nporttransactions
– nportfund

Some key fields within the nportcalculatedinfo table include:
– monthly_class_returns : dictionary of monthly returns disclosed in the filing
– quarterly_class_returns : quarterly returns disclosed in the filing
– proportion_equity : proportion of equity as a percentage of total assets, held by the fund
– market_val : total market value of all assets held
– flow_info : inflows and outflows to/from the fund, within the quarter
– asset_cat_breakdown : dictionary with calculated proportions across all asset categories
– top_10_holdings_proportion: top 10 holdings as a percentage of the entire portfolio

Some key fields within the nportsecurity table include:
– asset_cat : asset category of the instrument
– inv_country : country in which the investment is made
– name : security name
– sector : mapped sector for the security (where available)

About the Provider:

RADiENT is an investment management and regulatory intelligence platform. We provide granular, high-quality datasets for all SEC filings, and calculated investment metrics for over 50,000 funds.

Visit the provider’s website for more

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