This is a tool for analyzing ETF portfolios. It is generally very difficult to find detailed holdings data for ETFs in a usable format, especially without paying for data. This tool allows users to fetch holdings for any equity ETF and calculate the weighting of individual stocks in large portfolios of ETFs.
For each ETF the user adds to a portfolio, data is fetched from one of two websites using BeautifulSoup and loaded into a pandas DataFrame. Each time the user adds an ETF to the portfolio, that ETF's expense ratio and holdings are saved. The user can then fetch the weighted expense ratio of the portfolio and a complete DataFrame of individual stock holdings, arranged in descending order of weight in the portfolio.
ETFData.get('IBB').holdings returns the DataFrame
name ticker allocation
0 BIOGEN INC INC BIIB 0.089004
1 CELGENE CORP CELG 0.087885
2 AMGEN INC AMGN 0.086218
3 GILEAD SCIENCES INC GILD 0.083413
4 REGENERON PHARMACEUTICALS INC REGN 0.077043
5 ALEXION PHARMACEUTICALS INC ALXN 0.042271
6 ILLUMINA INC ILMN 0.041029
7 MYLAN NV MYL 0.040936
8 VERTEX PHARMACEUTICALS INC VRTX 0.035575
9 INCYTE CORP INCY 0.024840
10 BIOMARIN PHARMACEUTICAL INC BMRN 0.023097
11 ENDO INTERNATIONAL PLC ENDP 0.020308
12 ALKERMES PLC ALKS 0.016314
13 SHIRE ADR REPRESENTING PLC SHPG 0.014365
14 JAZZ PHARMACEUTICALS PLC JAZZ 0.012873
15 ALNYLAM PHARMACEUTICALS INC. ALNY 0.010856
16 UNITED THERAPEUTICS CORP. UTHR 0.010565
17 MEDIVATION INC. MDVN 0.010258
18 IONIS PHARMACEUTICALS INC IONS 0.008954
19 QIAGEN N.V. QGEN 0.008924
20 SEATTLE GENETICS INC. SGEN 0.008635
21 ANACOR PHARMACEUTICALS INC. ANAC 0.006708
22 NEUROCRINE BIOSCIENCES INC. NBIX 0.006144
23 JUNO THERAPEUTICS INC JUNO 0.006047
24 AKORN INC. AKRX 0.005421
25 CHINA BIOLOGIC PRODUCTS INC CBPO 0.005360
26 BIO TECHNE CORP TECH 0.005219
27 ULTRAGENYX PHARMACEUTICAL INC RARE 0.005090
28 MYRIAD GENETICS INC. MYGN 0.005019
29 INTERCEPT PHARMACEUTICALS INC ICPT 0.005015
.. ... ... ...
190 ARATANA THERAPEUTICS INC PETX 0.000178
my_etf_portfolio.get_stock_allocation() for the portfolio:
allocation etf expenses true_weight weighted_expenses
0 0.15 HDV 0.0012 0.15 0.000180
1 0.25 IBB 0.0048 0.25 0.001200
6 0.05 IYH 0.0043 0.05 0.000215
2 0.05 MGK 0.0009 0.05 0.000045
3 0.20 SPY 0.0009 0.20 0.000180
4 0.20 VTI 0.0005 0.20 0.000100
5 0.10 XLK 0.0014 0.10 0.000140
returns the DataFrame
ticker portfolio_weight name
12 AAPL 0.031298 APPLE INC
1460 GILD 0.027542 GILEAD SCIENCES INC
191 AMGN 0.026914 AMGEN INC
646 CELG 0.025971 CELGENE CORP
441 BIIB 0.025202 BIOGEN INC INC
3775 XOM 0.022184 EXXON MOBIL CORP
1894 JNJ 0.021195 JOHNSON & JOHNSON
2879 REGN 0.021013 REGENERON PHARMACEUTICALS INC
3648 VZ 0.020267 VERIZON COMMUNICATIONS INC
2290 MSFT 0.018671 Microsoft Corporation
2660 PFE 0.016589 PFIZER INC
2671 PG 0.013837 PROCTER & GAMBLE
926 CVX 0.013268 CHEVRON CORP
2276 MRK 0.012488 MERCK & CO INC
2718 PM 0.012475 PHILIP MORRIS INTERNATIONAL INC
176 ALXN 0.012329 ALEXION PHARMACEUTICALS INC
1796 INTC 0.012088 INTEL CORPORATION CORP
1956 KO 0.011485 COCA-COLA
1256 FB 0.011459 FACEBOOK INC-A
856 CSCO 0.011434 CISCO SYSTEMS INC
1761 ILMN 0.011416 ILLUMINA INC
2331 MYL 0.011178 MYLAN NV
1499 GOOGL 0.011059 ALPHABET INC-A
1498 GOOG 0.010892 ALPHABET INC-C
3627 VRTX 0.010117 VERTEX PHARMACEUTICALS INC
3302 T 0.009765 AT&T Inc.
2247 MO 0.008466 ALTRIA GROUP INC
3569 V 0.007710 VISA INC-CLASS A
2144 MCD 0.007270 MCDONALDS CORP
1780 INCY 0.006606 INCYTE CORP
... ... ... ...