get_fund_holdings

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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.