get_fund_holdings
Returns per-security holdings from SEC Form N-PORT primary documents — one row per investment-or-security line in a mutual fund / ETF / closed-end fund's monthly portfolio report. Use this when the user asks about: which funds hold a specific stock or bond, a fund's complete portfolio composition, fund-level derivative exposure (swaps, options, futures), repo positions, concentration by issuer, or to compose 'which ETFs added X this month' / 'which funds shorted Y' style queries. Source: parsed from each NportFiling's primary_doc.xml. asset_cat is SEC's own code, and these twenty are the only ones the data holds — EC common equity; EP preferred equity; DBT debt, Treasuries included; LON loan; ABS-MBS asset-backed, mortgage; ABS-O asset-backed, other; ABS-CBDO asset-backed, CDO/CBO; ABS-APCP asset-backed commercial paper; SN structured note; STIV short-term investment vehicle, money-market and liquidity pools; RA repurchase and reverse-repurchase agreement; RE real estate; COMM commodity; DE equity derivative; DIR interest-rate derivative; DFE foreign-exchange derivative; DCR credit derivative; DCO commodity derivative; DO other derivative; OTHER other. Anything else is refused with this list. Useful filter combos: ticker='NVDA' all funds holding NVDA cusip='037833100' AAPL by CUSIP (more reliable than ticker for N-PORT) is_derivative=true, filer_name='BlackRock' the BlackRock FAMILY's derivative book — a name is a substring, and this one spans five trusts. filer_cik picks one of them. derivative_type='swap' every swap position in the universe asset_cat='RA' repo and reverse-repo exposure payoff_profile='Short' short positions only min_pct_of_portfolio=5 concentrated positions (>=5% of NAV) filer_cik='0000884394' one fund's complete portfolio counterparty='Morgan Stanley' every fund's exposure to one dealer min_notional=10000000 derivatives with >=$10M of EXPOSURE (not fair value — see min_notional) derivative_type='swap', expiration_until='2026-12-31' swaps rolling off before year-end maturity_since='2026-01-01', maturity_until='2026-12-31' bonds maturing this year Each holding ties to its parent NportFiling via filing_id. Read the parent for fund metadata (file_date, file_number, amendment flag); read the holding for security-level detail. is_derivative + derivative_type distinguish structured derivative rows from straight equity/debt holdings. DERIVATIVE + DEBT TERMS are extracted and filterable (2026-08-09). Derivatives carry deriv_notional_amount, deriv_counterparty_name/_lei, deriv_expiration_date, deriv_unrealized_appreciation, and the leg-level detail — put/call, written/purchased, strike, share count and delta for options; swap flag and upfront payment/receipt for swaps; both currency legs for forwards. Debt rows carry debt_maturity_date, coupon kind, annualized rate, default, arrears and paid-in-kind flags. USE min_notional, NOT min_value_usd, TO SIZE A DERIVATIVE. Fair value and exposure differ by orders of magnitude: a real interest-rate swap here shows value_usd -49,184 against a notional of 6,795,000. Ranking derivatives by value_usd understates them by ~100x. BACKFILL IN PROGRESS: these fields are populated on filings re-extracted since 2026-08-09 and are absent (null) on the rest until it completes. A null term on an older filing means not-yet-extracted, NOT absent from the source — do not read it as 'this swap has no counterparty'. The parent filing's primary_document_url always has the authoritative detail. COVERAGE: holdings begin with N-PORT filings FILED 2024-06-01. Most filings from then on have holdings rows, but not all: some are still metadata-only in get_nport_filings (not yet extracted — about 4% as of September 2026). Filings before 2024-06-01 are outside this coverage. For a filing with no holdings here, follow primary_document_url in get_nport_filings. An empty result for a filing means not-extracted, not an empty fund.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| isin | No | Exact ISIN if filer included it in the identifiers block. | |
| name | No | Case-insensitive substring against the holding issuer name (e.g., 'Apple', 'Treasury', 'Goldman Sachs'). A name of 1-2 characters (e.g. 'GE', '3M') matches as a whole word within the newest 20,000 holdings by period_ending only, and the answer says so; cusip, ticker or isin search the full history. | |
| cusip | No | Exact 9-character CUSIP. Most reliable identifier for equity and debt holdings in N-PORT. | |
| limit | No | Maximum records to return. Default 50, max 500. | |
| since | No | ISO date (YYYY-MM-DD). Only holdings whose period_ending >= this date. | |
| until | No | ISO date (YYYY-MM-DD). Only holdings whose period_ending <= this date. | |
| ticker | No | Exact ticker symbol if filer included it in the identifiers block (less common than CUSIP). | |
| country | No | ISO-2 country code of the holding (e.g., 'US', 'GB', 'JP'). | |
| sort_by | No | Default: value_usd. | |
| asset_cat | No | SEC's asset-category code, case-insensitive. The data holds exactly these: EC common equity; EP preferred equity; DBT debt, Treasuries included; LON loan; ABS-MBS asset-backed, mortgage; ABS-O asset-backed, other; ABS-CBDO asset-backed, CDO/CBO; ABS-APCP asset-backed commercial paper; SN structured note; STIV short-term investment vehicle, money-market and liquidity pools; RA repurchase and reverse-repurchase agreement; RE real estate; COMM commodity; DE equity derivative; DIR interest-rate derivative; DFE foreign-exchange derivative; DCR credit derivative; DCO commodity derivative; DO other derivative; OTHER other. An unknown code is refused with the list rather than searched for — Treasuries are DBT, money-market positions are STIV, and a repurchase agreement is RA. | |
| filer_cik | No | Fund trust CIK (10-digit, padded with leading zeros). Returns the trust's holdings across all reporting months. This is the precise form of filer_name: one trust, rather than a name substring that can match a whole family of them. | |
| filing_id | No | EDGAR accession number — returns all holdings from one specific N-PORT filing (one fund-month). | |
| filer_name | No | Case-insensitive substring against fund trust name (e.g., 'iShares', 'Vanguard', 'SPDR'). ⚠ A name substring matches a FAMILY, not a fund: 'BlackRock' matches at least five separate trusts (0000893818, 0000844779, 0001761055, 0000355916, 0001804196) and 300,000+ holdings rows, so it asks for the whole family's book and reads far more than a caller usually wants. filer_cik is the precise form — one trust. To narrow a name search instead, add period_ending. | |
| sort_order | No | Default: desc (largest / most recent first). | |
| counterparty | No | Case-insensitive substring against the derivative counterparty (the dealer or clearing house on the other side). Answers exposure-concentration questions — e.g. counterparty='Morgan Stanley' across funds. Cleared derivatives name an exchange or clearing house (CME, Chicago Board of Trade) rather than a bank. Note the source writes the literal 'N/A' where no counterparty is disclosed, and that value is preserved rather than nulled. | |
| min_notional | No | Minimum derivative NOTIONAL amount in the contract's currency. This is EXPOSURE, not fair value, and for derivatives the two differ by orders of magnitude — a real interest-rate swap in this dataset carries value_usd -49,184 against a notional of 6,795,000. Use min_notional (not min_value_usd) to ask 'how big is the bet'; use min_value_usd to ask 'how much is the position worth today'. Rows with no notional are excluded by any positive floor: options carry share count + strike instead and legitimately have none. | |
| is_derivative | No | True returns only derivative rows (asset_cat starting with 'D'). False returns only non-derivative rows. Omit for both. | |
| min_value_usd | No | Minimum fair value in USD. Use to focus on large positions only. | |
| period_ending | No | Reporting month-end (YYYY-MM-DD). Restricts results to one reporting period. | |
| maturity_since | No | ISO date (YYYY-MM-DD). Only debt holdings maturing on or after this date. Applies to the 33.6% of rows that are bond-like; pair with maturity_until to build a maturity ladder. | |
| maturity_until | No | ISO date (YYYY-MM-DD). Only debt holdings maturing on or before this date. | |
| payoff_profile | No | Filter to long or short positions per N-PORT payoffProfile field. | |
| derivative_type | No | Structural derivative type, derived from which `<derivativeInfo>` child element is present in the filing. | |
| expiration_since | No | ISO date (YYYY-MM-DD). Only derivatives expiring on or after this date. Normalized across contract types — futures expDate, option expDt, swap terminationDt, forward settlementDt all populate it, and deriv_category tells you which. Rows whose value is not a real date (the source writes 'N/A') are excluded from the window rather than compared. | |
| expiration_until | No | ISO date (YYYY-MM-DD). Only derivatives expiring on or before this date. Pair with expiration_since for a rollover window. | |
| min_pct_of_portfolio | No | Minimum percentage of fund net assets (0-100 scale). Use to focus on concentrated positions. |