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holdings()

About

FedPy.SOMA().holdings(security_type)
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This will return a DataFrame with the SOMA holding's of the security type passed to it ordered by CUSIP.

Parameters:
  • security_type : string for a security or list of string's for multiple securities.
    • Valid security types:
      • "bills" : U.S Treasury Bills held in SOMA.
      • "notesbonds" : U.S Treasury Notes & Bonds held in SOMA.
      • "tips" : U.S Treasury Inflation Protected Securities held in SOMA.
      • "mbs" : Mortgage Backed Securities held in SOMA.
      • "cmbs" : Commercial Mortgage Backed Securities held in SOMA.
      • "agency debts" : Agency Debt's held in SOMA.
      • "frn" : Floating Rate Note's held in SOMA.

Example use

Let's pull all the U.S Treasuries held in the SOMA Portfolio, because this includes multiple security types we will need to pass a list of strings.

import FedPy


treasuries = FedPy.holdings(["bills", "notesbonds"])
print(treasuries)
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Output:
                                9127964W6  ...           912810SZ2
asOfDate                       2021-11-03  ...          2021-11-03
maturityDate                   2021-11-04  ...          2051-08-15
issuer                                     ...                    
spread                                     ...                    
coupon                                     ...                   2
parValue                      20426299000  ...         16407222100
inflationCompensation                      ...                    
percentOutstanding     0.1257560211293619  ...  0.1794970041932151
changeFromPriorWeek                     0  ...                   0
changeFromPriorYear                        ...         16407222100
securityType                        Bills  ...          NotesBonds
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