Two files a day, joined, with the filing named on every row
Two files. One connected view of fund liquidity and holdings.
The product includes two pipe-delimited files, joined by consistent identifiers. The complete field list, including data types and descriptions, is available on the data dictionary page.
The join is the product. A liquidity row and its holdings are the same fund by construction, not a mapping table you maintain.
Fund liquidity, one row per share class
About 24,000 rows each day, built for your margin desk. Net assets from N-PORT Part A provide the denominator for every ratio, so you can scale each figure to your own position.
daily_capacity_usd. The dollar volume per day supported by the fund's own activity at the base scenario, orderly at 20% participation.
exit_days. The estimated trading days required to exit half of net assets at that same participation rate.
exit_days_pctile. The fund's ranking among every fund with a computable exit that day. Higher means slower to exit.
volume_basis. The activity used to calculate the score, exchange average daily volume for ETFs or N-PORT flow for open-end funds, clearly identified on every row.
Vehicle type. Fund family. Asset category. Calculation status. Every row includes the fields you need to sort and filter a collateral book the way your risk model already works.
Fund holdings, projected to today
Roughly 800,000 rows each day. You receive the top 100 positions in each portfolio by as-filed weight, projected forward through current price movement, plus one aggregate row representing the remaining holdings. Together, the named positions and aggregate tail equal 100% of the fund — and leveraged funds keep their real gross exposure on the named rows, balanced by a negative tail, never flattened to fit.
Each holding_rank stays fixed to its as-filed weight, keeping your day-over-day comparisons aligned and stable. Asset and issuer categories are written in full, from equity (preferred) and repurchase agreement to non-US sovereign.
Every row also includes its projection method, data source, and the report date of the underlying filing. Clear inputs. Consistent identifiers. Complete provenance.
Three ways to access the data
- Daily file delivery. Receive both pipe-delimited files through your SFTP or S3 destination, on your schedule.
- REST API. Search by ISIN and retrieve a fund's liquidity row or holdings, with the same identifiers and provenance fields included in the files.
- Browser dashboard. Explore score distributions and individual fund details through a visual interface.
One nightly run produces both files, and all three channels read those same rows. The file, the API response, and the dashboard carry the same identifiers, the same figures, and the same provenance fields, so two teams working from two channels never end up arguing about which number is real.