The Form NPORT-P Files Dataset contains the public portion of monthly portfolio holdings reports filed by registered management investment companies with the SEC on Form NPORT-P and NPORT-P/A. Each record represents a single EDGAR submission identified by a unique accession number and packages the structured XML filing, EDGAR metadata, an XSLT-rendered HTML view, and—when included by the filer—an NPORT-EX exhibit presenting a human-readable Schedule of Investments. Filers include open-end mutual funds, exchange-traded funds, closed-end funds, insurance company separate accounts, and business development companies registered under the Investment Company Act of 1940. Public NPORT-P filings cover the third month of each fund's fiscal quarter, with the dataset's earliest filings dating to October 2019, when NPORT-P submissions first appeared on EDGAR.
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The Form NPORT-P Files Dataset is built from Form NPORT-P and NPORT-P/A filings submitted to SEC EDGAR. Form N-PORT requires registered management investment company to report their complete portfolio holdings, derivative positions, return data, fund flow activity, risk metrics, and securities lending information as of the last business day of each calendar month. Form NPORT-P is the publicly available portion of this monthly report. Under SEC rules, NPORT-P data for the third month of each fiscal quarter is released publicly, while data for the first two months of each quarter remains confidential and is not available through EDGAR. The dataset contains only the public NPORT-P filings, not the confidential N-PORT submissions.
NPORT-P/A filings are amendments that correct or replace a previously filed monthly report. They carry the same structural layout as original filings but supersede the content for the same reporting period and series. Each record is packaged as a folder within a monthly ZIP container, named by the 18-digit accession number with dashes removed. The folder contains a metadata file, the structured XML filing, an XSLT-rendered HTML view, and in most cases an NPORT-EX exhibit. Image files from the original EDGAR submission are excluded.
A single record in the Form NPORT-P Files Dataset is one EDGAR submission of Form NPORT-P or NPORT-P/A, identified by a unique accession number. It captures the public portion of a monthly portfolio investments report filed by a registered management investment company (or a specific series thereof). A key distinction pervades every record: the filedAt timestamp indicates when the submission reached EDGAR, while repPdDate in the XML (or periodOfReport in the metadata) identifies the month-end date as of which the portfolio snapshot was taken. These dates typically differ by weeks or months.
Every accession folder contains three to four files:
metadata.json — A JSON object containing SEC EDGAR filing metadata. Key fields include: accession number, form type (NPORT-P or NPORT-P/A), filing timestamp (filedAt), reporting period end date (periodOfReport), and links to the filing on SEC.gov. The entities array identifies the registered investment company as filer, with CIK, file number, IRS number, fiscal year end, state of incorporation, SEC act (typically 40 for the Investment Company Act), and company name. The seriesAndClassesContractsInformation array enumerates each fund series (e.g., S000088972) and its share classes/contract identifiers (e.g., C000255373) covered by the filing, with ticker symbols where assigned. The documentFormatFiles array catalogs the submission's constituent documents with sequence numbers, sizes, types, and URLs — typically NPORT-P for the primary XML, NPORT-EX for the optional exhibit, and a complete submission text file entry. The linkToXbrl field is consistently empty, as NPORT-P filings use the SEC's native XML schema rather than XBRL. The dataFiles array is also typically empty.
primary_doc.xml — The core structured filing in the SEC EDGAR NPORT XML schema (namespace http://www.sec.gov/edgar/nport). This is the authoritative machine-readable data file containing the full public content of the monthly report. Its internal structure is described in detail below.
xslFormNPORT-P_X01/primary_doc.xml — An XSLT-transformed HTML rendition of the primary XML document, stored in a subdirectory named after the SEC's XSLT stylesheet version. It presents the same data as the root-level primary_doc.xml in a tabular, browser-readable layout. The subdirectory name (e.g., xslFormNPORT-P_X01) may change if the SEC updates its rendering templates.
[name].htm (optional) — The NPORT-EX exhibit, a Schedule of Investments in HTML wrapped in the standard EDGAR SGML document envelope. Present in approximately 89% of filings. Filenames vary by filer (e.g., SPY.htm, edgar.htm, fp0098211-1_nportex.htm). The SGML wrapper contains <TYPE>NPORT-EX, a sequence number (typically 2), the filename, and a description field usually set to SOI (Schedule of Investments). Not all filers include this exhibit; its presence depends on the filer's submission practices and applicable regulatory requirements.
The root element <edgarSubmission> declares three XML namespaces (nport, com for common, ncom for nportcommon) and contains three children: <headerData>, <formData>, and <documents>.
The header block carries submission-level metadata: the submission type (NPORT-P or NPORT-P/A), a confidentiality flag (isConfidential), and a <filerInfo> block containing the filer's CIK, a redacted CIK confirmation code (ccc), and a <seriesClassInfo> element listing the series ID and one or more class/contract IDs covered by the filing. When a series has multiple share classes, multiple <classId> elements appear within the same <seriesClassInfo> block.
The <formData> element contains the substantive content of the report, organized into four major sections in order: genInfo, fundInfo, invstOrSecs, and signature.
Identifies the registrant and reporting context:
regName), SEC file number (regFileNumber), CIK (regCik), LEI (regLei), mailing address (regStreet1, optional regStreet2, regCity, regStateConditional with country and state attributes, regZipOrPostalCode), and telephone number (regPhone).seriesName), series ID (seriesId), and series-level LEI (seriesLei).repPdEnd) and the specific month-end reporting date (repPdDate), e.g., 2026-01-31.isFinalFiling): Y or N, indicating whether this is the last NPORT-P filing for the series (relevant when a fund is liquidating or merging).Contains aggregate financial data, borrowing details, risk metrics, returns, and fund flows:
totAssets), total liabilities (totLiabs), net assets (netAssets), and cash not reported in Parts C or D (cshNotRptdInCorD). Additional fields include assetsAttrMiscSec (assets attributable to miscellaneous securities) and assetsInvested (assets invested in controlled foreign corporations).amtPayOneYrBanksBorr, amtPayAftOneYrBanksBorr), controlled companies, other affiliates, and other sources.delayDeliv), standby commitments (standByCommit), and liquidation preference of fund shares (liquidPref).curMetrics): when present, a repeating <curMetric> element per currency reporting interest rate risk as DV01 (intrstRtRiskdv01) and DV100 (intrstRtRiskdv100) across five time buckets: 3-month, 1-year, 5-year, 10-year, and 30-year.creditSprdRiskInvstGrade) and non-investment grade (creditSprdRiskNonInvstGrade), each reporting spread sensitivity across the same five time buckets. These appear only for funds with material fixed-income or credit exposure.isNonCashCollateral): fund-level indicator of non-cash collateral activity.returnInfo):
monthlyTotReturns: one <monthlyTotReturn> element per share class, each carrying classId and three monthly return attributes (rtn1, rtn2, rtn3) for the three months of the reporting quarter. Returns may be N/A for share classes not yet active during the period.monthlyReturnCats: net realized gains and unrealized appreciation broken out across six derivative categories (commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts), each further subdivided by seven instrument types (forward, future, option, swaption, swap, warrant, other). Each instrument type reports netRealizedGain and netUnrealizedAppr per month.othMon1, othMon2, othMon3: net realized gains and unrealized appreciation from other (non-derivative) sources for each of the three months.mon1Flow, mon2Flow, mon3Flow): for each of the three months, attributes for sales, reinvestment, and redemption capturing capital flow activity.varInfo): when present, identifies the fund's designated benchmark index by name (nameDesignatedIndex) and identifier (indexIdentifier).The largest and most granular section. Contains a repeating sequence of <invstOrSec> elements, each representing a single portfolio holding. For a typical equity fund this may contain hundreds of records; for a large index fund tracking a broad benchmark, several thousand.
Each <invstOrSec> element carries:
name), issuer LEI (lei — may be N/A for issuers without an LEI), and country of organization.title), typically the full legal name including coupon rate for fixed income or contract specification for derivatives.cusip) as the primary identifier, plus an optional <identifiers> block containing ISIN (isin), ticker (ticker), and other identifiers with a description field (otherDesc, e.g., CLIENT ID, SEDOL, INTERNAL). CUSIP may be N/A or 000000000 for certain derivatives, foreign securities, or private placements.balance) in units specified by units — NS (number of shares), PA (principal amount), NC (number of contracts), or OU (other units). The currency code (curCd) identifies the denomination of the position.valUSD) and the holding's percentage of net assets (pctVal).payoffProfile indicates Long, Short, or N/A.assetCat) using standardized codes — EC (equity common), EP (equity preferred), DBT (debt), DE (derivative), ABS-MBS (mortgage-backed ABS), ABS-O (other ABS), and others. Issuer category (issuerCat) classifies the issuer — CORP, UST (U.S. Treasury), SOV (sovereign), RF (registered fund), USGA (U.S. government agency), etc. An <issuerConditional> element may provide a freeform description (desc) alongside the category, particularly for derivatives and other instruments.invCountry), using ISO country codes.isRestrictedSec, Y/N) and fair value hierarchy level (fairValLevel) — 1 for quoted prices in active markets, 2 for observable inputs, 3 for unobservable inputs, per ASC 820.debtSec): present for fixed-income holdings. Contains maturity date (maturityDt), coupon type (couponKind — Fixed, Variable, Floating, None), annualized rate (annualizedRt), default flag (isDefault), interest payments in arrears flag (areIntrstPmntsInArrs), and paid-in-kind flag (isPaidKind). This element is absent for equity and derivative positions.derivativeInfo): present only when assetCat is DE. Contains a type-specific child element — <swapDeriv>, <optionDeriv>, <futureDeriv>, <fwdDeriv>, or others — with counterparty name and LEI, reference instrument or index description, notional amount, strike price, expiration/termination date, exercise style, fixed/floating rate details for swaps (including rate tenor and reset frequency), upfront payments and receipts, currency of settlement, and unrealized appreciation/depreciation. The schema branches significantly by derivative type.securityLending): flags for cash collateral (isCashCollateral), non-cash collateral (isNonCashCollateral), and loan by fund (isLoanByFund), with associated collateral values and counterparty information when applicable.The filing concludes with a <signature> block using the ncom namespace, containing the date signed (ncom:dateSigned), registrant name (ncom:nameOfApplicant), signer's name (ncom:signerName), the signature itself (ncom:signature), and the signer's title (ncom:title). This provides the legal attestation for the report's accuracy.
A <documents> element appears after <formData> as the last child of <edgarSubmission>. In the dataset, this element typically contains a placeholder value (e.g., XXXX) rather than substantive content, as the actual document files are stored separately in the record folder.
When present, the NPORT-EX exhibit (the .htm file) provides a standalone, human-readable Schedule of Investments. This HTML document typically contains:
The HTML uses inline CSS styling and standard table markup. The NPORT-EX exhibit is a presentation document formatted for human consumption, whereas the primary XML is the authoritative machine-readable data file. The two should represent the same underlying portfolio data, but the exhibit may include additional narrative footnotes, formatting conventions, or subtotal structures not present in the XML schema.
Included in each dataset record:
metadata.json with EDGAR filing metadata, entity identifiers, series/class information, and document manifest.primary_doc.xml structured filing with every portfolio holding, derivative position, debt security detail, return metric, risk metric, and fund-level aggregate.Excluded from each dataset record:
.txt wrapper that bundles all documents with SGML headers), though individual component documents are preserved.Amendment filings (NPORT-P/A): Amendments replace the content for the reporting period and series identified in the filing. When processing the dataset, the latest amendment for a given series and repPdDate should be treated as superseding any prior filing for that combination.
One filing per series: Each accession number covers a single series of a registrant's trust. The seriesClassInfo in the XML header and seriesAndClassesContractsInformation in the metadata identify exactly which series and share classes are reported. A fund family with many series produces separate NPORT-P filings per series, each with its own accession number.
Derivative position complexity: Derivative holdings carry significantly more complex nested structures than equity or fixed income positions. The derivativeInfo element branches into type-specific sub-elements, and counterparty, reference instrument, notional, settlement, and rate fields vary by instrument. Swap derivatives in particular contain detailed floating-rate specifications with index, spread, tenor, and reset frequency. Extraction pipelines should anticipate schema branching at this point.
Debt security detail: Fixed-income holdings include a <debtSec> child element that is absent from equity positions. This element provides maturity date, coupon characteristics, and default status — fields critical for fixed-income analysis but that will not appear in records for equity-only funds.
Identifier coverage: CUSIP is the primary identifier for most U.S. holdings but may be N/A or 000000000 for certain foreign securities, derivatives, or private placements. ISIN is populated for many holdings but not universally. Ticker symbols appear inconsistently. Issuer LEI may show N/A or a zero-padded placeholder when unavailable.
Currency and valuation: All holdings report a value in USD (valUSD) regardless of the underlying currency. For non-USD positions, curCd reflects the local currency while valUSD provides the converted dollar value. Exchange rates are not explicitly reported.
Risk metrics variability: The curMetrics, creditSprdRiskInvstGrade, and creditSprdRiskNonInvstGrade elements appear only for funds with material interest rate or credit exposure. Equity-only funds typically omit these sections entirely.
Return data for inactive share classes: When a share class was not active during part of the reporting quarter, its rtn1, rtn2, or rtn3 values appear as N/A rather than numeric values.
Schema evolution: The SEC has periodically updated the NPORT XML schema to add disclosure requirements. The 2022 rule amendments (Investment Company Act Release No. 34441) expanded reporting for securities lending, liquidity classification, and derivative fields, with compliance dates phased through 2024-2025. Filings after those compliance dates reflect the expanded schema. The XSLT stylesheet version in the subfolder name (e.g., xslFormNPORT-P_X01) tracks rendering template changes independently.
XML-native format: Unlike traditional SEC filings that evolved from ASCII through HTML to XBRL, NPORT-P was designed as a structured XML submission from inception. The primary document has always been XML, and no format migration has occurred. The NPORT-EX exhibit has consistently been HTML wrapped in the EDGAR SGML envelope.
The filer is a registered management investment company organized under the Investment Company Act of 1940. The legal registrant on EDGAR is the trust, corporation, or other entity that holds the registration — not the investment adviser or fund sponsor, although the adviser typically prepares the filing.
The filing population includes:
For fund families organized in a series structure, each series (individual fund) reports separately within a single filing by the registrant trust. The filing carries series-level and class-level identifiers so holdings can be attributed to each fund and share class.
The obligation arises under Rule 30b1-9 of the Investment Company Act, adopted in SEC Release IC-32314 (October 2016). Each covered fund must file Form N-PORT monthly, reporting portfolio holdings as of the last business day of the month.
However, only the third month of each fiscal quarter is made public on EDGAR. That public version is designated NPORT-P and is what this dataset contains. The first two months of each fiscal quarter are filed confidentially with the SEC and are not disseminated through EDGAR.
The filing deadline is 60 days after the end of the reporting month. For a calendar-fiscal-year fund with quarters ending March 31, June 30, September 30, and December 31, the public NPORT-P filings are due roughly May 30, August 29, November 29, and March 1, respectively (adjusted for weekends and holidays).
Funds with non-standard fiscal year-ends (e.g., October 31) have different quarter-end months, so NPORT-P filings appear across all months of the calendar year.
NPORT-P/A is an amendment to a previously filed NPORT-P. It replaces the prior filing for the same fund and reporting period. Amendments have no fixed deadline and are filed as needed. They are common because of the volume and complexity of the underlying data — a single registrant may report dozens of series with thousands of positions.
Institutional investment managers filing Form 13F under Exchange Act Section 13(f) are a separate population. A fund adviser may file 13F for its own holdings while the fund itself files NPORT-P, but the two obligations are independent.
Form N-PORT replaced Form N-Q, which had required semi-annual public portfolio schedules since 2004. Form N-Q was rescinded effective May 1, 2020. There is no pre-EDGAR history for NPORT-P; the form was designed from inception as a structured XML filing.
Form 13F is the dataset most often confused with NPORT-P. Both disclose securities holdings on a quarterly basis, but they report from opposite sides of the management relationship.
For fund-level analysis across all asset classes, NPORT-P is more granular and complete. For tracking aggregate manager-level equity positions, 13F is the appropriate source.
N-CSR (annual) and N-CSRS (semi-annual) contain audited or reviewed financial statements, a schedule of investments, performance tables, expense ratios, and management commentary for registered funds.
The overlap with NPORT-P is limited to the schedule of investments — both list the fund's holdings with descriptions, quantities, and market values. The differences are significant:
For systematic holdings extraction, NPORT-P is the superior source. For financial statements and narrative fund reporting, N-CSR/N-CSRS is the only option.
Form N-Q is NPORT-P's direct predecessor. Registered management investment companies filed N-Q to report complete holdings for the first and third fiscal quarters. The SEC rescinded N-Q effective for periods beginning after March 1, 2019, replacing it with N-PORT.
Historical research spanning the 2019 transition requires both datasets, with format and field reconciliation between them.
Form N-CEN shares NPORT-P's filer population — registered management investment companies — but discloses entirely different subject matter. N-CEN is an annual census-type filing reporting fund service providers, fee structures, distribution channels, and organizational details. It contains no portfolio holdings data. N-CEN provides operational context about a fund; NPORT-P provides what the fund holds. The two are complementary, not substitutable.
NPORT-EX was a transitional filing type used during the initial rollout of N-PORT reporting. Funds could file the public portion of their holdings as an NPORT-EX exhibit in less structured formats before full NPORT-P submissions were required. For certain funds in the early transition period (before October 2019), NPORT-EX may be the only available structured holdings source. After the transition completed, NPORT-EX is no longer filed and NPORT-P is the sole source.
NPORT-P is the only structured, machine-readable, fund-level portfolio holdings dataset filed under a standardized XML schema with monthly granularity. It is narrower than 13F in filer population (registered funds only) but broader in asset coverage (all positions, not just 13(f) securities). It is more structured than N-CSR/N-CSRS holdings schedules but contains none of their financial statements or narrative content. It replaced N-Q and superseded NPORT-EX as the definitive structured holdings source. It shares a filer base with N-CEN but reports portfolio content rather than operational characteristics. For systematic access to what U.S. registered funds hold at the security level, NPORT-P is the primary dataset.
The Form NPORT-P Files Dataset provides security-level fund holdings at monthly frequency, attracting professionals who need granular position data, derivative exposures, and risk metrics across thousands of registered funds.
Fund analysts track month-over-month changes in mutual fund and ETF holdings to identify position entries, exits, and conviction shifts. They focus on the holdings schedule — security descriptions, CUSIPs, quantities, and market values — to build fund-selection recommendations, manager-style attribution studies, and competitive landscape reports. The monthly cadence provides meaningfully higher resolution than older quarterly disclosure regimes.
Portfolio managers benchmark their own construction against peer funds using sector weightings, duration profiles, credit quality distributions, and position sizes from the holdings and risk metrics sections. Institutional allocators at pension plans, endowments, and fund-of-funds platforms monitor whether an external manager's actual holdings stay consistent with the stated mandate. Borrowing, securities lending, and derivative notional fields flag material changes in leverage or overlay strategies between reviews.
Quant teams parse the XML filings programmatically to extract CUSIP-level holdings, market values, net-asset-percentage breakdowns, and derivative details (counterparties, notional amounts, reference assets). These fields feed models for institutional ownership concentration, crowding signals, flow-implied demand, and hedging-behavior studies. The consistent schema and machine-readable format support large-scale ingestion pipelines.
ETF analysts use the full holdings schedule and total net assets to calculate tracking difference, active share, replication method, and cash drag relative to a benchmark index. For synthetic or derivative-heavy ETFs, the derivative and borrowing sections reveal how exposure is constructed. Output typically feeds product comparison tools and creation-basket estimates for institutional distribution.
Compliance teams at fund complexes verify that EDGAR submissions match internal portfolio accounting: fund identifiers, reporting-period dates, total net assets, and per-position CUSIPs, LEIs, and market values must reconcile to NAV. Liquidity classification fields receive close scrutiny because misclassification can trigger regulatory inquiries. Amendment filings (NPORT-P/A) are monitored as potential signals of data-quality issues.
Risk teams focus on derivative instruments (futures, options, swaps, forwards), extracting notional values, counterparty identities, and underlying reference assets. Borrowing and securities lending sections reveal leverage and rehypothecation exposure. Monthly frequency lets risk managers track counterparty concentration and leverage ratios between quarterly board cycles, providing earlier warning of risk-budget drift.
Data engineering teams ingest NPORT-P filings at scale to build normalized holdings databases and time-series products. They parse every structured field — CIK, series and class identifiers, CUSIPs, ISINs, LEIs, quantities, values, derivative and borrowing sub-schedules — and handle amendment deduplication and schema changes across filing periods. Cleaned outputs feed terminal platforms, APIs, and downstream analytics used across the investment industry.
Examination teams use NPORT-P filings for surveillance: checking concentration-limit violations, valuation outliers, affiliated-transaction disclosures, and compliance with liquidity risk management rules. Amendment filings receive particular attention as potential post-hoc corrections. Examiners cross-reference NPORT-P data against Form N-CEN and Form N-CSR to surface inconsistencies.
Researchers use the holdings schedule across thousands of funds and monthly periods to build panel datasets for studies on mutual fund behavior, liquidity management, fire-sale risk, and monetary policy transmission. Security-level liquidity classifications, derivative positions, and borrowing data support systemic-risk and fund-fragility research. Coverage from October 2019 onward captures the March 2020 stress episode.
Form NPORT-P filings support a range of analytical, compliance, and research workflows that depend on security-level fund holdings reported in structured XML at monthly frequency.
Fund analysts and allocators parse the invstOrSecs schedule across consecutive filings for the same series to detect new entries, full exits, and meaningful changes in balance or pctVal for individual CUSIPs. Comparing month-over-month snapshots reveals conviction shifts, sector rotations, and early signals of strategy drift. The seriesId field links filings for the same fund across periods, and repPdDate anchors each snapshot to a specific month-end.
Risk managers and quantitative analysts extract the derivativeInfo sub-elements (swap, option, future, forward) to compile notional amounts, counterparty names and LEIs, reference instruments, and unrealized appreciation or depreciation. Aggregating notional values by counterparty across all holdings in a filing produces counterparty concentration metrics. The monthly cadence allows tracking of leverage and counterparty risk between quarterly board review cycles.
Data vendors ingest the full XML schema programmatically, extracting CIK, series and class identifiers, CUSIPs, ISINs, LEIs, quantities, valuations (valUSD, pctVal), asset categories (assetCat), and issuer categories (issuerCat) into relational or columnar stores. Amendment filings (NPORT-P/A) are deduplicated by matching on seriesId and repPdDate to retain only the latest version. The output feeds terminal platforms, screening tools, and downstream APIs consumed across the investment industry.
Academic researchers use the holdings schedule across thousands of funds and monthly periods to study institutional herding, fire-sale dynamics, and liquidity management. Security-level fields — fairValLevel for fair value hierarchy, isRestrictedSec for restricted holdings, and the debtSec block for maturity and coupon data — support research on valuation uncertainty and portfolio liquidity. Coverage from late 2019 onward captures the March 2020 market stress episode with monthly resolution.
Compliance teams at fund complexes compare NPORT-P submissions on EDGAR against internal records to verify that reported CUSIPs, quantities, market values, and total net assets (netAssets) reconcile to the fund's NAV. They also audit amendment filings to identify patterns of post-filing corrections and review liquidity classification consistency across reporting periods to preempt regulatory inquiries.
ETF product analysts extract the complete holdings schedule and netAssets from a fund's NPORT-P filing alongside benchmark constituent data to calculate tracking difference, active share, and cash drag. For synthetic or derivative-heavy funds, the derivativeInfo section reveals whether exposure is achieved through physical holdings, total return swaps, or futures contracts. These metrics feed product comparison tools and due diligence reports for institutional distribution.
Portfolio managers and risk analysts use the curMetrics section to extract DV01 and DV100 interest rate sensitivities across the 3-month through 30-year time buckets, and the creditSprdRiskInvstGrade and creditSprdRiskNonInvstGrade elements for credit spread sensitivity. Combined with per-holding coupon data (annualizedRt, couponKind) and maturity dates from debtSec, these fields support duration attribution, curve positioning analysis, and credit quality monitoring at monthly frequency.
Dataset Index JSON API: https://api.sec-api.io/datasets/form-nportp-files.json
This endpoint returns metadata about the Form NPORT-P Files Dataset, including the dataset name, description, last updated timestamp, earliest sample date, total records and total size, form types covered (NPORT-P, NPORT-P/A), the container format (ZIP), and the content file types (XML, JSON, HTML, TXT, PDF). It also returns the download URL for the entire dataset and a list of all individual container files with per-container metadata such as size, record count, last updated timestamp, and download URL. This endpoint does not require an API key.
The JSON API can be used to monitor on a daily basis which containers have been updated in the most recent refresh run, allowing you to selectively download only the containers that changed rather than re-downloading the full dataset each time.
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{
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"datasetId": "1f13365b-9ade-61db-a79f-ce5ae403bb80",
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"datasetDownloadUrl": "https://api.sec-api.io/datasets/form-nportp-files.zip",
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"name": "Form NPORT-P Files Dataset",
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"updatedAt": "2026-04-21T02:58:45.808Z",
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"earliestSampleDate": "2019-10-01",
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"totalRecords": 806200,
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"totalSize": 101684310308,
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"formTypes": ["NPORT-P", "NPORT-P/A"],
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"containerFormat": "ZIP",
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"fileTypes": ["XML", "JSON", "HTML", "TXT", "PDF"],
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"containers": [
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{
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"downloadUrl": "https://api.sec-api.io/datasets/form-nportp-files/2026/2026-04.zip",
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"key": "2026/2026-04.zip",
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"size": 1345678901,
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"records": 12450,
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"updatedAt": "2026-04-21T02:58:45.808Z"
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}
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]
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}
Download Entire Dataset: https://api.sec-api.io/datasets/form-nportp-files.zip?token=YOUR_API_KEY
Downloads the full dataset as a single ZIP archive containing all containers. This endpoint requires an API key passed via the token query parameter.
Download Single Container: https://api.sec-api.io/datasets/form-nportp-files/2026/2026-04.zip?token=YOUR_API_KEY
Downloads an individual monthly container file instead of the full dataset. Each container corresponds to a specific month of filings. This endpoint requires an API key passed via the token query parameter. Use the dataset index JSON API to find available container paths and their download URLs.
The Form NPORT-P Files Dataset covers Form NPORT-P and its amendment variant NPORT-P/A. These are the public portions of Form N-PORT, which requires registered management investment companies to report portfolio holdings monthly under Rule 30b1-9 of the Investment Company Act.
One record is a single EDGAR submission of Form NPORT-P or NPORT-P/A, identified by a unique accession number. It contains a metadata.json file, the structured primary_doc.xml filing with complete portfolio holdings and risk metrics, an XSLT-rendered HTML view, and optionally an NPORT-EX exhibit with a human-readable Schedule of Investments.
Registered management investment companies under the Investment Company Act of 1940, including open-end mutual funds, ETFs, closed-end funds, insurance company separate accounts, and business development companies. Money market funds, unit investment trusts, and foreign funds not registered under the 1940 Act are excluded.
Funds file Form N-PORT monthly, but only the third month of each fiscal quarter is made public as NPORT-P on EDGAR. The filing deadline is 60 days after the end of the reporting month. Because funds have varying fiscal year-ends, new NPORT-P filings appear across all calendar months.
The dataset's earliest filings date to October 2019, when public NPORT-P submissions first appeared on EDGAR. The dataset is updated on an ongoing basis as new filings are submitted.
Records are packaged in monthly ZIP containers. Each record folder contains JSON (metadata), XML (the structured filing), and HTML (the XSLT rendition and, when present, the NPORT-EX exhibit). The primary data file is primary_doc.xml, which uses the SEC's native NPORT XML schema — not XBRL.
Form 13F reports aggregate holdings across all accounts under an institutional investment manager's discretion and covers only Section 13(f) securities — predominantly U.S.-listed equities. NPORT-P reports at the individual fund level and covers the fund's entire portfolio including fixed income, derivatives, and foreign securities. The two datasets serve different analytical purposes and have independent filer populations.