If you carry funds on a book, we would like to show you what one day of this looks like.
Two answers you need
You hold funds, or lend against them, and you need two answers. What is inside this fund today? How quickly can you exit your position?
- What is inside this fund today? The holdings file, one row per position. The top 100 holdings in each portfolio by as-filed weight, carried forward from the filing date through price movement, plus one aggregate row for the tail. Every row names its source filing and that filing's report date.
- How quickly can you exit? The liquidity file, one row per share class. exit_days for the fund's own shares at 20% participation, with daily capacity in dollars, a same-day percentile, and the activity the score was built from named on the row.
N-PORT filings provide the public holdings data, but they arrive weeks or months after the report date. During that time, market movements change the as-filed weights. Most fund liquidity numbers start from the holdings, so they answer how long it would take to liquidate the portfolio. A shareholder needs the other answer: how quickly the fund's own shares trade. That is the number we publish.
Both answers are available in public data. We assemble them into one daily, joinable, provenance-stamped dataset.
How the two files join
Both files use fund_id and fund_id_type, allowing each liquidity row to join directly to its holdings. fund_id uses the share class's best available public identifier: class ISIN first, then exchange ticker, then SEC class ID. fund_id_type identifies the namespace, so the join is never ambiguous.
Every field in both files is published on the data dictionary page, with its type and its description, so you can see whether the feed joins to your book before you talk to us.
What arrives, and how often
- 2 filesdelivered daily, pipe-delimited and gzipped
- ~24,000 rowsone row per fund share class, every trading day
- ~800,000 rowscovering the top 100 holdings in each portfolio, projected to today
- 50of the largest U.S. fund complexes by mutual fund and ETF assets
Get the data your way: a nightly file delivery to SFTP or S3, a REST API queried by ISIN, or a browser dashboard for the people who would rather look than integrate.