Funds

Fund holdings, full book with shorts

The fund's full book at its latest filed report (SEC N-PORT), shorts included as negative adj_mv, ranked by |adj_mv|. Each holding has ticker, bw_sym_id, adj_mv and a signed weight against filed net assets (gross when a filing reports none; see weight_basis). book gives long/short/net/gross totals over every position, in dollars and as a fraction of net assets. Ask for limit=5000 to get the whole book; the positions can go straight into POST /portfolio/exposure. A fund with no holdings panel falls back to its 25 largest longs (source: top_25_longs).

get/funds/{bw_fund_id}/holdings

Request

  • Base URL: https://riskmodels.app/api
  • URL: https://riskmodels.app/api/funds/{bw_fund_id}/holdings
  • Auth: HTTP bearer

Path parameters

bw_fund_idstring required

Query parameters

limitinteger

Max holdings to return, largest |adj_mv| first (default 25; 5000 returns any fund's whole book).

Response

The fund's book (or the top-25 fallback).

bw_fund_idstring required
tickerstring nullable
fund_namestring nullable
equity_style_9boxstring nullable
source'full_book' | 'top_25_longs'

full_book: every position from the fund's holdings panel. top_25_longs: fallback for a fund with no panel, holding only its 25 largest long positions.

teostring date required

Report date of the filing the book comes from.

filing_datestring date nullable

SEC filing date of that report.

aum_reportednumber float nullable
aum_erm3number float nullable
net_assetsnumber nullable

Net assets from the filing's own N-PORT header. Null when the filing has none (then aum_reported is only the sum of positions).

weight_basis'net_assets' | 'gross'

Denominator of each holding's weight: net_assets when the filing reports them, else the book's gross value. Never the net in-model value, which for a long/short fund would inflate weights.

n_holdings_returnedinteger required
n_total_holdingsinteger required

Example response

{
  "book": {
    "n_long": 313,
    "n_short": 292,
    "long_mv": 578631588,
    "short_mv": -551804076,
    "net_mv": 26827512,
    "gross_mv": 1130435663,
    "long_pct_nav": 0.969,
    "short_pct_nav": -0.924,
    "net_pct_nav": 0.045,
    "gross_pct_nav": 1.893
  },
  "coverage": {
    "n_positions": 605,
    "n_with_ticker": 590,
    "gross_with_ticker": 0.9895,
    "unmatched_mv": -10222472
  },
  "n_holdings_returned": 25,
  "n_total_holdings": 605,
  "holdings": [
    {
      "ticker": "AAPL",
      "bw_sym_id": "BW-BBG000B9XRY4"
    }
  ]
}

Changes

No recorded changes to this operation across all 1 revision of this API.