13F filer portfolio history
Per-filer portfolio time series from per-filer ds_portfolio.zarr. One row per teo (quarter-end) with diagnostics, AUM, ERM3 coverage, and portfolio style attribution. Return components are NULL until D.8 Phase 2 (the security-master ↔ ERM3 attribution bridge). Each row carries its filing_date (knowledge-time stamp; null until the per-quarter data fill lands). as_of filters to rows known by that date (filing_date <= as_of, falling back to teo <= as_of on panels without filing dates; basis echoed as as_of_basis).
Request
- Base URL: https://riskmodels.app/api
- URL: https://riskmodels.app/api/13f/filers/{bw_filer_id}/portfolio
- Auth: HTTP bearer
Path parameters
Query parameters
Knowledge-mode date: keep only quarters whose filings were public on or before this date. 404 when nothing was known yet.
Response
Portfolio history rows (each with filing_date). Additive quality fields (2026-10-06), keyed on the book each row was built from (ds_ph's accession for the quarter): per row original_filing_date (first EDGAR filing for the quarter), filing_date_is_amendment (the row's book is not that first filing), n_amendments, accession_number, book_complete, mapped_share (share of the book's reported value whose security identifiers resolved), erm3_universe_share (= coverage_in_erm3), is_partial_period (the row's teo → next quarter-end window ends after the data's returns_window_end), is_stub (returns with no holdings snapshot), repair_status (most severe of rows_quarantined > amendment_restated > units_repaired > reparsed, none, or null when the repair ledger is unavailable), repair_rows_affected and repair_detail (rows per repair kind). At the root: missing_quarters (quarter-ends inside the window with no book), data_vintage (store schema version, identifier-window fingerprint, returns window end) and quality_sources (ok / unpublished / error for the vintage store, repair ledger and store attributes).
Changes
No recorded changes to this operation across all 1 revision of this API.