Fund holdings data as at different dates

l_abdilla

Hi,

I am trying to obtain the holdings for a set of funds as at different points in time, on a quarterly basis over a 10-year period. I have tried using both the EIKON API, as well as CodeBook to do this. However, I notice that even though I change the date in the parameters field, the Number of Shares and Percentage of Fund Assets remain constant (based on the latest filing date).

I have tried testing this on one fund using the following code (through CodeBook):
df_test_1 = ld.get_data(
universe = 'LP68085723',
fields = [
'TR.FundCountryOfDomicile',
'TR.FundHoldingRIC',
'TR.FundHoldingName',
'TR.FundHoldingsDate',
'TR.FundLatestFilingDate',
'TR.FundNumberOfShares',
'TR.FundPercentageOfFundAssets',
'TR.FundCompany',
'TR.FundAdjShrsHeldValue',
'TR.SharesHeldValue',
'TR.HistFdAdjPctOfShrsOutHeld',
'TR.FundPctPortfolio',
'TR.F.AssetsUnderMgmtAUM',
'TR.AssetsUnderMgmtActual',
'TR.AvgAssetsUnderMgmtActual',
],
parameters = {
'SDate': '2018-03-31',
'Curn': 'USD'
}
)

display(df_test_1)

Even though I set the date as 2018-03-31, data is returned based on the latest filing date, 2018-12-31, as can be seen from the attached image.

Is there another way to obtain this data?

Thanks!

Screenshot 2025-06-25 111543.png

Jirapongse

@l_abdilla

Thank you for reaching out to us.

The SDate parameter is not supported by all fields. You can use the Data Item Browser tool to check the supported parameters of each field.

I checked and found that the TR.FundHoldingRIC supports the StartNum and EndNum parameters.

l_abdilla

https://community.developers.refinitiv.com/discussion/comment/126527#Comment_126527

Hi @Jirapongse,

Thanks for your input.

My understanding is that StartNum and EndNum in this case can be used to return the number of positions. However, is there a way to obtain the positions as at different points in time. We can focus on these fields as being more important:

'TR.FundHoldingRIC'
'TR.FundHoldingName'
'TR.FundNumberOfShares'
'TR.FundPercentageOfFundAssets'

I would like to understand how the fund positions/ holdings change over time.

Thank you!

Jirapongse

According to the Data Item Browser, those fields don't support the SDate parameter. This could mean that they don't support historical data.

Please contact the content support team directly via the LSEG Support to confirm this.