/api/v1/nport/{accession}/holdings

The filing's complete portfolio holdings table

Returns complete portfolio holdings for a fund or ETF's published monthly N-PORT filing. The accession for a requested as_of date comes from GET /api/v1/nport/by-ticker/{ticker}. Every Part C position row of one N-PORT filing — identifiers, balance, USD value, % of net assets, category flags, debt terms, and the full derivative/repo/securities-lending blocks — paginated, largest position first. Missing tickers use the shared exact-CUSIP lookup and ticker_source identifies their origin.

10 tokensoffset paginationSince 3.139.0

Why use this

The fund's entire disclosed portfolio for the month: equities, bonds, repos, and all seven derivative categories. Filter by cusip/isin to find one position, by asset_cat/derivative_cat to slice an asset class, or by min_pct to keep only meaningful positions.

Common use case

Rebuilding an ETF's monthly portfolio, extracting a bond fund's per-issue debt terms (coupon, maturity, default flag), or pulling every swap a fund holds via derivative_cat=SWP.

Ticker availability: a reported ticker takes priority. When missing, the endpoint uses the existing valid security mapping for that exact CUSIP. ticker_source is filing, cusip_mapping, or null. Missing mappings stay blank. Lookup symbols are current reference labels, not a guarantee of the ticker used at the historical reporting date. Raw identifiers, quantities, values, weights, row order and pagination remain unchanged; no stored filing is updated. No successor-chain expansion or share-class merging is performed.

The position table of one filing — the complete monthly portfolio the fund disclosed, from a few dozen rows for a focused fund to several thousand for a total-market index fund. Rows are served largest-position-first (val_usd DESC), and meta.pagination.total is exact, so a client can size the book before paging.

Unit correctness is on the row: balance means shares only when units is NS — PA rows are principal (face) amounts and NC rows are contract counts. pct_val is the as-filed percentage of net assets in percentage points (5.242223 means 5.242223%), the unit the filer reports; the API never rescales it.

Derivatives: the form defines seven categories (forward, future, option, swap, swaption, warrant, other), and each derivative row carries its category code plus the COMPLETE as-filed block in derivative_info — counterparties, notionals, terms, and the reference-instrument tree, including the nested-derivative case (a swaption's underlying swap, an option on a future), preserved recursively exactly as filed. Repos and securities-lending rows carry their own blocks the same way. Structured blocks keep RAW STRING values (the form's "N/A", Y/N, and title-case enums are never coerced inside a block); typed scalar columns are numeric, with any literal "N/A" preserved in lexical_overrides.

For which FUNDS hold a given security (the reverse direction), use GET /api/v1/nport/holders-of/{cusip}.

Parameters

Name	In	Required	Default	Allowed	Description	Example
accession	path	required	—	—	SEC accession number of a PUBLISHED filing (superseded/quarantined return 404 with the state in error.details).	0001752724-26-002544
cusip	query	optional	—	—	Exact 9-character CUSIP filter.	037833100
isin	query	optional	—	—	Exact ISIN filter.	US0378331005
asset_cat	query	optional	—	—	Form asset category code as filed (e.g. EC equity-common, DBT debt, STIV short-term investment vehicle, RA repurchase agreement, DE derivative).	EC
derivative_cat	query	optional	—	—	Derivative category code as filed (FWD forward, FUT future, OPT option, SWP swap, SWO swaption, WAR warrant, OTH other). Rows without a derivative carry null and are excluded by this filter.	SWP
min_pct	query	optional	—	—	Keep rows with pct_val >= this value, in pct_val's own unit: percentage points of net assets as filed (1 keeps positions of at least 1%; 5.242223 means 5.242223%). The API never rescales either value.	1
limit	query	optional	100	—	Rows per page (1-500).	100
offset	query	optional	0	—	Pagination offset.	0

Response schema

Field	Type	Nullable	Description
status	string	no	—
request_id	string	yes	—
timestamp	string	no	—
data	array	no	Position rows ordered by val_usd DESC (largest first), then filing sequence. One row per reported investment.
data[].sequence	integer	no	—
data[].name	string	yes	Issuer name as filed. The form's "N/A" convention is preserved verbatim where the filer used it.
data[].lei	string	yes	Issuer LEI as filed.
data[].title	string	yes	Title of the issue as filed.
data[].cusip	string	yes	9-char CUSIP. Null when the filer reported none (foreign instruments carry ISIN or an 'other' identifier in identifiers instead).
data[].isin	string	yes	ISIN from the identifiers block, lifted for direct filtering.
data[].ticker	string	yes	Reported ticker when present; otherwise the available current symbol from the shared valid mapping for this exact CUSIP. Null when neither is available. No successor expansion or share-class merging.
data[].ticker_source	string	yes	filing: the reported ticker was preserved. cusip_mapping: a missing ticker was filled from the shared security lookup. Null: unavailable. Lookup symbols are current reference labels, not a historical ticker guarantee.
data[].identifiers	object	yes	The full as-filed identifiers block (ISIN/ticker/other with their attribute values), raw strings.
data[].balance	number	yes	Quantity held, in the unit named by units: NS = number of shares, PA = principal amount, NC = number of contracts, OU = other units (desc_oth_units names it). As filed, full precision.
data[].units	string	yes	Unit code for balance (NS/PA/NC/OU). Critical for unit-correctness — a PA row is face value, not shares.
data[].desc_oth_units	string	yes	—
data[].cur_cd	string	yes	ISO-4217 currency of the investment when not USD; currency_conditional carries the conditional block (currency + exchange rate) for other-currency cases.
data[].currency_conditional	object	yes	—
data[].exchange_rt	number	yes	Exchange rate to USD as filed, for non-USD positions.
data[].val_usd	number	yes	Position value in USD as filed (fair value per the form's instructions), full precision. The sort key.
data[].pct_val	number	yes	Percentage of the fund's net assets, AS FILED, in percentage points at up to 12 decimals (5.242223 means 5.242223%). Never scaled by the API.
data[].payoff_profile	string	yes	Long / Short / N/A, title-case exactly as the form defines.
data[].asset_cat	string	yes	Asset category code as filed; asset_conditional carries the 'other' description block when the filer chose a write-in category.
data[].asset_conditional	object	yes	—
data[].issuer_cat	string	yes	Issuer type code as filed; issuer_conditional carries the write-in block.
data[].issuer_conditional	object	yes	—
data[].inv_country	string	yes	Investment country code as filed (inv_oth_country carries the write-in).
data[].inv_oth_country	string	yes	—
data[].is_restricted_sec	boolean	yes	Restricted-security flag as filed.
data[].fair_value_level	string	yes	ASC 820 fair-value hierarchy level as filed: 1, 2, or 3.
data[].debt_maturity_dt	string	yes	Debt maturity date. The form's perpetual-bond sentinel 2500-12-31 is served exactly as filed.
data[].debt_coupon_kind	string	yes	Coupon type as filed (Fixed / Floating / Variable / None — title-case per the form's enums).
data[].debt_annualized_rt	number	yes	Annualized coupon rate as filed.
data[].debt_is_default	boolean	yes	In-default flag as filed.
data[].debt_sec	object	yes	The full as-filed debt-security block (convertible terms, reference instruments, etc.), raw strings.
data[].derivative_cat	string	yes	One of the seven form derivative categories (FWD/FUT/OPT/SWP/SWO/WAR/OTH) when the row is a derivative.
data[].derivative_info	object	yes	The complete as-filed derivative block for the category — counterparties, notional, terms, and the reference-instrument tree (which may nest another derivative; nesting is preserved recursively, exactly as filed).
data[].repurchase_agrmt	object	yes	As-filed repurchase-agreement block (rate, maturity, collateral schedule).
data[].security_lending	object	yes	As-filed securities-lending block (cash collateral, non-cash collateral, loaned value).
data[].lexical_overrides	object	yes	{ column: verbatim } preservation of literal "N/A" entries in typed columns for this row.
meta	object	no	—
meta.accession_number	string	no	The source filing accession, unchanged by ticker enrichment.
meta.pagination	object	no	—
meta.pagination.total	integer	no	Exact accession-scoped count after filters.
meta.pagination.limit	integer	no	—
meta.pagination.offset	integer	no	—
meta.pagination.has_more	boolean	no	—

Sample response

"status": "success"
"request_id": "nport-holdings-example"
"timestamp": "2026-09-27T00:00:00Z"
"data":
]
"meta":
- "accession_number": "0001752724-26-002544"
- "pagination":
}

}

Errors

Status	Label	Description
200	OK	Request succeeded.
400	Bad Request	Invalid query, body, or path parameter.
401	Unauthorized	Missing or invalid Authorization header / api_Token.
402	Payment Required	Insufficient token balance for this call. Top up
429	Too Many Requests	Rate limit exceeded for your tier (see /pricing for tier limits). Tier limits
500	Server Error	Unexpected server-side failure. Retry with backoff; report if persistent.

Code samples

Reveal credentials

curl "https://api.finradar.ai/api/v1/nport/0001752724-26-002544/holdings?cusip=037833100&isin=US0378331005&asset_cat=EC&derivative_cat=SWP&min_pct=1&limit=100&offset=0" \
  -H "X-API-Key: YOUR_API_KEY"

Generate an API key in /account/credentials to run live queries (literal YOUR_API_KEY placeholder shown until then).