We are excited to release a public, research-ready dataset for macroeconomics and finance built from SEC Form N-PORT mutual fund filings. What’s inside: Complete holdings at the security level for U.S. mutual funds and ETFs each quarter.
N-PORT data validates well against benchmark aggregates (TIC, flow of funds, commercial), providing a comprehensive, reliable, and public alternative to commercial datasets. We make all the security-level data on holdings available and provide the code for updating.
👉 Access the data and code at the GCAP Data Hub: https://www.globalcapitalallocation.com/data
👉 Read the paper that provides benchmarking and analysis of the N-PORT data: https://globalcapitalallocation.s3.us-east-2.amazonaws.com/NPORT_paper.pdf
👉 Watch a video presenting the data from the Big-Data Initiative for International Macro-Finance: https://www.youtube.com/watch?v=TYCTXbKY7-Q