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Fund holdings

Mahesh Krishnan
Hi,

Is there an R function and data source for retrieving all mutual fund
holdings. The closest I got was Blomberg, but fund -> MHD does not get all
data in one shot.  Plus RBloomberg doesn't work with their internal
functions.
I appreciate any help/ pointers that you can provide.

Thanks,
Mahesh.

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Re: Fund holdings

gsee
Hi Mahesh,

I'm not aware of an R function that gets the holdings of mutual funds,
but in my "qmao" package
(https://r-forge.r-project.org/R/?group_id=1113), the getHoldings
function will get the holdings and weights of iShares and Select
Sector SPDRs ETFs.

I also have some code that I haven't yet committed to the public
domain that will get the holdings of SPDRs (e.g. SPY, DIA), and Van
Eck funds (e.g. GDX, OIH) as well as a function that will get
historical holdings of iShares.  If this is of interest to anyone, I'd
be happy to make that code available.

Best,
Garrett

On Wed, Apr 25, 2012 at 7:57 AM, Mahesh Krishnan <[hidden email]> wrote:

> Hi,
>
> Is there an R function and data source for retrieving all mutual fund
> holdings. The closest I got was Blomberg, but fund -> MHD does not get all
> data in one shot.  Plus RBloomberg doesn't work with their internal
> functions.
> I appreciate any help/ pointers that you can provide.
>
> Thanks,
> Mahesh.
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

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Re: Fund holdings

gsee
All,

The code I mentioned is attached.

Garrett

On Wed, Apr 25, 2012 at 8:10 AM, G See <[hidden email]> wrote:

> Hi Mahesh,
>
> I'm not aware of an R function that gets the holdings of mutual funds,
> but in my "qmao" package
> (https://r-forge.r-project.org/R/?group_id=1113), the getHoldings
> function will get the holdings and weights of iShares and Select
> Sector SPDRs ETFs.
>
> I also have some code that I haven't yet committed to the public
> domain that will get the holdings of SPDRs (e.g. SPY, DIA), and Van
> Eck funds (e.g. GDX, OIH) as well as a function that will get
> historical holdings of iShares.  If this is of interest to anyone, I'd
> be happy to make that code available.
>
> Best,
> Garrett
>

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getHoldings.SPDR.R (2K) Download Attachment
getHoldings.vaneck.R (2K) Download Attachment
getHoldingsHistory.R (2K) Download Attachment
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