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

EDGAR accession number — returns all holdings from one specific N-PORT filing (one fund-month).

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.

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.

Reporting month-end (YYYY-MM-DD). Restricts results to one reporting period.

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.

Exact 9-character CUSIP. Most reliable identifier for equity and debt holdings in N-PORT.

Exact ticker symbol if filer included it in the identifiers block (less common than CUSIP).

Exact ISIN if filer included it in the identifiers block.

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.

True returns only derivative rows (asset_cat starting with 'D'). False returns only non-derivative rows. Omit for both.

Structural derivative type, derived from which <derivativeInfo> child element is present in the filing.

ISO-2 country code of the holding (e.g., 'US', 'GB', 'JP').

Filter to long or short positions per N-PORT payoffProfile field.

Minimum fair value in USD. Use to focus on large positions only.

Minimum percentage of fund net assets (0-100 scale). Use to focus on concentrated positions.

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.

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.

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.

ISO date (YYYY-MM-DD). Only derivatives expiring on or before this date. Pair with expiration_since for a rollover window.

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.

ISO date (YYYY-MM-DD). Only debt holdings maturing on or before this date.

ISO date (YYYY-MM-DD). Only holdings whose period_ending >= this date.

ISO date (YYYY-MM-DD). Only holdings whose period_ending <= this date.

Default: value_usd.

Default: desc (largest / most recent first).

Maximum records to return. Default 50, max 500.