Mutual Funds - Holdings data

di.ti

Hi, i need some help please re: the below query for returning the assets held in a particular fund, but i would like some additional fields…

data, err = ek.get_data('LP65070066',
 ['TR.FundHoldingRIC',
 'TR.FundHoldingName',
 'TR.FundNumberOfShares',
'TR.FundNumberOfSharesChanged'],
{'Endnum': '1000'}) 

if err:    
print(f"Error: {err}")
else:    
df4 = datadf4

The output of the above provides some data on the overall fund, but I would like to see the data for each underlying asset:

• currency
• maturity date
• security type (equity, swap etc)
• Refinitiv identifier or isin
• original security name (instead of a mapped name)
• counterparty id/name

If i include the above in my query, it returns i.e. isin of the fund, not the underlying individual held asset.

Are these fields available? If so, can you please help update the above query?

Also, the output is netted out - is the data re: mutual funds available un-netted?

Thank you so much

raksina.samasiri

Hi @di.ti ,

The moderators on this forum do not have deep expertise inevery type of content available through products. Such expertise is available through the Helpdesk. If the Helpdesk can show you how to retrieve it using =@TR formula in Eikon Excel, thenthe moderators on this forum can help you translate it into get_data method in Eikon Data API call. the Helpdesk canbe reached via  https://myaccount.lseg.com/en/helpandsupport  and you may request from them the data you would like to get.

Jirapongse

@di.ti

I assumed that you would like to retreive data from the RICs in the TR.FundHoldingRIC field. You may need another ek.get_data call for that. For example:

data, err = ek.get_data('LP65070066',
 ['TR.FundHoldingRIC',
 'TR.FundHoldingName',
 'TR.FundNumberOfShares',
'TR.FundNumberOfSharesChanged'],
{'Endnum': '1000'}) 

rics = data["Holding RIC"].replace('', np.nan).dropna().to_list()


df, err = ek.get_data(rics,['TR.FundCurrency',
                         'CF_CURR',
                         'TR.FiMaturityDate',
                         'TR.AssetCategory',
                         'TR.ISIN',
                         'TR.CommonName'])
df

To find the required fields, you can browse available fields by using the Data Item Browser tool. Otherwise, you can contact the helpdesk team via Myaccount, as mentioned by my colleague.

Taimi.bek

looks good! but is there a way to find the weighting of each holding within the fund?
the DIB is not helpful in finding that

Jirapongse

@Taimi.bek

You can contact the helpdesk team via MyAccount to inquire about the TR fields that provide the required data. The helpdesk team will verify whether those fields are available