Form N-PORT Data API
Form N-PORT (Monthly Portfolio Investments Report) is used by registered management investment companies and exchange-traded funds (ETF) organized as a unit investment trust. An N-PORT filing includes a fund's holdings, performance metrics, assets under management, borrowers and more. The N-PORT filing is publicly filed with the SEC on a quarterly schedule and supersedes form N-Q.
The N-PORT Data API returns standardized N-PORT filings data in structured JSON format. All filings are searchable by any N-PORT filing parameter, such as total assets, series/class IDs, monthly returns by class ID, interest rate and credit spread risks and more.
Our system converts the XML data of an N-PORT filing into a standardized JSON format, indexes the data into a large-scale database and exposes the API to access and search the entire N-PORT filings database. This process is performed in real-time and new N-PORT data is available in less than 300 milliseconds after the filing was published on SEC EDGAR.
Dataset size:
All N-PORT filings in JSON format filed since the introduction in 2019 to present.
Data update frequency:
New filings are indexed and searchable in 300 milliseconds after they are published on EDGAR.
Survivorship bias free:
Yes. All Form N-PORT filings, from active and inactive funds, are included.
API Endpoint
The N-PORT Data API allows searching and filtering all N-PORT filings published on the SEC EDGAR database since 2019 to present. The API accepts search queries as JSON formatted payload and returns the matching N-PORT filings in JSON format. The API endpoint is:
https://api.sec-api.io/form-nport
Supported HTTP methods: POST
Request and response content type: JSON
Authentication
Use the API key shown in your user profile after sign up. There are two ways to use your API key. It's either/or.
- Set as
Authorizationheader. Before making aPOSTrequest tohttps://api.sec-api.io/form-nport, set theAuthorizationheader toYOUR_API_KEY - Set as query parameter. Example:
https://api.sec-api.io/form-nport?token=YOUR_API_KEY
In this case, makePOSTrequests to the endpointhttps://api.sec-api.io/form-nport?token=YOUR_API_KEYand not tohttps://api.sec-api.io/form-nport.
Request Parameters
All N-PORT filing properties are searchable. Refer to the complete list of properties in the Response Structure section below. You can send a search query as JSON formatted payload to the API using the structure below.
Request parameters:
query(string) - Your search query written in Lucene syntax. Boolean operators (AND, OR, NOT), wildcards (*) and nested conditions are fully supported. Query examples:
The search expression"genInfo.regCik:0000842790"returns all N-PORT filings filed by CIK 0000842790."accessionNo:\"0001752724-22-020473\""returns the filing with accession number 0001752724-22-020473."seriesClassInfo.classIds:C000084554"returns all N-PORT filings covering the class/contract with ID C000084554."invstOrSecs.cusip.value:681936BM1"returns all filings showing an investment in the company with CUSIP 681936BM1."fundInfo.totAssets:[5000000000 TO *]"returns all filings with total assets greater than $5 billion.from(integer) - The start index position of your search. Increasefromin order to paginate through the results. For example, setfromto 20 to return search results from position 20 to 30. Default: 0.size(integer) - The number of N-PORT filings to be returned in one response. Default: 10. Max: 10.sort(array) - An array of sort definitions. Each array item defines the sort order, e.g. results to be sorted by filing date.
Example:[{ "fundInformation.totalAssets": { "order": "desc" } }]sort filings by total assets in descending order.
Default:[{ "filedAt": { "order": "desc" } }]
Request Examples
Search N-PORT filings by series ID: Find the 10 most recently submitted N-PORT filings for the series ID S000025654.
JSON
1
{
2
"query": "filerInfo.seriesClassInfo.seriesId:S000025654",
3
"from": "0",
4
"size": "10",
5
"sort": [{ "filedAt": { "order": "desc" } }]
6
}
Search N-PORT filings by class ID: Find the 10 most recently submitted N-PORT filings referring to the class ID C000120702.
JSON
1
{
2
"query": "filerInfo.seriesClassInfo.classId:C000120702",
3
"from": "0",
4
"size": "10",
5
"sort": [{ "filedAt": { "order": "desc" } }]
6
}
Find all portfolio reports of investment companies with total assets exceeding $1 billion, sort the result by the date each N-PORT filing was published on SEC EDGAR, starting with the latest filing.
JSON
1
{
2
"query": "fundInfo.totAssets:[100000000 TO *]",
3
"from": "0",
4
"size": "10",
5
"sort": [{ "filedAt": { "order": "desc" } }]
6
}
Find all portfolio reports of investment companies with investments into Amazon or Apple.
JSON
1
{
2
"query": "invstOrSecs.name:(Amazon, Apple)",
3
"from": "0",
4
"size": "10",
5
"sort": [{ "filedAt": { "order": "desc" } }]
6
}
Response Structure
Response type: JSON
filings(array) - An array of N-PORT filings matching your search query. Each array item represents an entire N-PORT filing.filedAt(date) - Filing date and time, e.g. 2021-08-31T07:51:48-04:00accessionNo(string) - Accession number of the filing, e.g. 0001752724-22-020473submissionType(string) - The form type. EitherNPORT-PorNPORT-P/A.filerInfo(object) - Information about the filing entity.filer(object)fileNumber(string)issuerCredentials(object)cik(string)
seriesClassInfo(array) - Series and class IDsseriesId(string) - Series ID, e.g. S000009165seriesLei(string) - LEI of the seriesseriesName(string) - Name of the series, e.g. Alger Weatherbie Specialized Growth FundclassIds(array) - Array of strings containing all class IDs of the series, e.g. ["C000024920", "C000095960"]
genInfo(object) - Part A: General InformationregName(string) - Name of the filer, e.g. Alger FundsregFileNumber(string) - File number of the filer, e.g. 811-01355regCik(string) - CIK of the filer, e.g. 0000003521regLei(string) - LEI of the filer, e.g. 549300GSR7CWA7IW4H72regStreet1(string) - Street 1regStreet2(string) - Street 2regZipOrPostalCode(string) - ZIP coderegCountry(string)regStateConditional(object)regCountry(string)regState(string)
regPhone(string) - Phone number of filer.seriesName(string) - Series name.seriesId(string) - Series ID.seriesLei(string) - Series LEI.repPdEnd(date) - End of reporting period, e.g. 2020-10-31repPdDate(date) - Date of reporting period, e.g. 2020-07-31isFinalFiling(boolean)
fundInfo(object) - Part B: Information About the FundtotAssets(float) - Item B.1.a Total assetstotLiabs(float) - Item B.1.b Total liabilitiesnetAssets(float) - Item B.1.c Net assetsassetsAttrMiscSec(float) - Item B.2.a Assets attributable to miscellaneous securities reported in Part D.assetsInvested(float) - Item B.2.b Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.amountsPayableOneYear(object) - Item B.2.c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year.banks(float) - Banks or other financial institutions for borrowings.controlledCompanies(float) - Controlled companies.otherAffiliates(float) - Other affiliates.others(float) - Others.
amountsPayableAfterOneYear(object) - Item B.2.c. Amounts payable after one year.banks(float) - Banks or other financial institutions for borrowings.controlledCompanies(float) - Controlled companies.otherAffiliates(float) - Other affiliates.others(float) - Others.
delayDeliv(float) - Item B.2.d Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis:standByCommit(float) - Item B.2.d (ii) On a standby commitment basis.liquidPref(float) - Item B.2.e Liquidation preference of outstanding preferred stock issued by the Fund.cshNotRptdInCorD(float) - Item B.2.f. Cash and cash equivalents not reported in Parts C and D.curMetrics(object) - Item B.3. Currency metrics.curMetric(array)curCd(string) - ISO currency metric code, e.g. United States DollarinterestRateRiskDv01(object) - Item B.3.a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.period3Mon(float) - 3 month.period1Yr(float) - 1 year.period5Yr(float) - 5 years.period10Yr(float) - 10 years.period30Yr(float) - 30 years.
interestRateRiskDv100(object) - Item 3.B.b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.period3Mon(float) - 3 month.period1Yr(float) - 1 year.period5Yr(float) - 5 years.period10Yr(float) - 10 years.period30Yr(float) - 30 years.
creditSpreadRisk(object) - Item 3.B.c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.investmentGrade(object) - Investment grade.period3Mon(float) - 3 month.period1Yr(float) - 1 year.period5Yr(float) - 5 years.period10Yr(float) - 10 years.period30Yr(float) - 30 years.
nonInvestmentGrade(object) - Non-investment grade.period3Mon(float) - 3 month.period1Yr(float) - 1 year.period5Yr(float) - 5 years.period10Yr(float) - 10 years.period30Yr(float) - 30 years.
borrowers(array, optional) - Item B.4.a. For each borrower in any securities lending transaction, provide the following information:name(string) - i. Name of borrower,lei(string) - ii. LEI (if any) of borroweraggregateValue(float) - iii. Aggregate value of all securities on loan to the borrower.
isNonCashCollateral(boolean) - Item B.4.b Did any securities lending counterparty provide any non-cash collateral?aggregateAmount(float) - Item B.4.b i. Aggregate principal amount.aggregateCollateral(float) - Item B.4.b ii. Aggregate value of collateral.investmentCategory(string) - Item B.4.b iii. Category of investments that most closely represents the collateral, selected from among the following: asset-backed securities, agency collateralized mortgage obligations, agency debentures and agency strips, agency mortgage-backed securities, U.S. Treasuries (including strips), other instrument. If "other instrument," include a brief description, including, if applicable, whether it is an irrevocable letter of credit.returnInfo(object) - Item B.5 Return information.monthlyTotalReturns(array) - Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.classId(string) - Class identification number(s) (if any) of the Class(es) for which returns are reported.returnMonth1(float) - Monthly total returns of the Fund for each of the preceding three months – Month 1.returnMonth2(float) - Monthly total returns of the Fund for each of the preceding three months – Month 2.returnMonth3(float) - Monthly total returns of the Fund for each of the preceding three months – Month 3.
monthlyReturnCategories(array) - For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.commodityContracts(object) - Asset category: Commodity ContractscreditContracts(object) - Asset category: Credit ContractsequityContracts(object) - Asset category: Equity ContractsforeignExchgContracts(object) - Asset category: Foreign Exchange ContractsinterestRtContracts(object) - Asset category: Interest Rate ContractsotherContracts(object) - Asset category: Other Contracts
invstOrSecs(array) - Part C: Schedule of Portfolio Investmentsname(string) - a. Name of issuer (if any).lei(string) - b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.title(string) - c. Title of the issue or description of the investment.cusip(string) - d. CUSIP (if any).identifiers(object) - At least one of the following other identifiers:isin(object, optional) - ISIN, e.g. FR0000120628value(string)
ticker(string, optional) - Ticker, e.g. CSvalue(string)
other(string, optional) - Other identifier, e.g. AXAF1value(string)otherDesc(string)
balance(float) - Balance, e.g. 39542units(string) - Units, e.g. Number of sharesdescOthUnits(string) - Description of other unitscurCd(string) - Currency. Indicate the currency in which the investment is denominated, e.g. United States DollarcurrencyConditional(object)curCd(string)exchangeRt(float)
valUSD(float) - Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value, e.g. 6178437.50pctVal(float) - Percentage value compared to net assets of the Fund, e.g. 0.717838123833payoffProfile(string) - Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.assetCat(string) - Asset type: short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other. If “other,” provide a brief description.issuerCat(string) - Issuer type: corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other. If “other”, provide a brief description.invCountry(string) - Report the ISO country code that corresponds to the country where the issuer is organized, e.g. USisRestrictedSec(boolean) - Is the investment a Restricted Security?fairValueLevel(string) - Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7 (ASC 820, Fair Value Measurement). Options: 1, 2, 3 or N/A. Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).debtSec(object) - Item C.9. Debt Securities.maturityDt(date) - Maturity date.couponKind(string) - Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).annualizedRt(float) - Annualized rate.isDefault(boolean) - Currently in default?areIntrstPmntsInArrs(boolean) - Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer?isPaidKind(boolean) - Is any portion of the interest paid in kind? [Y/N] Enter “N” if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.isMandatoryConvrtbl(boolean) - Mandatory convertible?isContngtConvrtbl(boolean) - Contingent convertible?dbtSecRefInstruments(object) - Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).dbtSecRefInstrument(array)name(string)title(string)curCd(string)identifiers(object)cusip(object)isin(object)ticker(object)other(object)
currencyInfos(object) - Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.delta(string) - Delta (if applicable).
repurchaseAgrmt(object) - Item C.10. Repurchase and Reverse Repurchase Agreements.transCat(string) - Select the category that reflects the transaction (repurchase, reverse repurchase). Select “repurchase agreement” if the Fund is the cash lender and receives collateral. Select “reverse repurchase agreement” if the Fund is the cash borrower and posts collateral.clearedCentCparty(object) - Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. If N, provide the name and LEI (if any) of counterparty.isCleared(boolean)centralCounterparty(string)
notClearedCentCparty(object)isTriParty(boolean) - Tri-party?repurchaseRt(float) - Repurchase rate.maturityDt(date) - Maturity date.repurchaseCollaterals(object) - Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.repurchaseCollateral(array)principalAmt(float) - Principal amount.principalCd(string)collateralVal(float) - Value of collateral.collateralCd(string)invstCat(string) - Category of investments that most closely represents the collateral, selected from among the following (asset-backed securities; agency collateralized mortgage obligations; agency debentures and agency strips; agency mortgage-backed securities; private label collateralized mortgage obligations; corporate debt securities; equities; money market; U.S. Treasuries (including strips); other instrument). If “other instrument,” include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt.
derivativeInfo(object) - Item C.11. Derivatives.fwdDeriv(object) - Forwardscounterparties(array) - CounterpartiesamtCurSold(float) - Amount of currency sold.curSold(string) - Description of currency sold.amtCurPur(float) - Amount of currency purchased.curPur(string) - Description of currency purchased.settlementDt(date) - Settlement date.unrealizedAppr(float) - Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.payOffProf(number) - Payoff profile, selected from among the following (long, short).descRefInstrmnt(object) - Description of reference instrument, as required by sub-Item C.11.c.iii.expDate(date) - Expiration date.notionalAmt(float) - Aggregate notional amount or contract value on trade date.curCd(string)derivCat(string) - Type of derivative instrument that most closely represents the investment.
futrDeriv(object) - Futurescounterparties(array) - Counterparty. Provide the name and LEI (if any) of counterparty (including a central counterparty).payOffProf(string) - Payoff profile, selected from among the following (long, short).descRefInstrmnt(object) - Description of reference instrument, as required by sub-Item C.11.c.iii.expDate(date) - Expiration date.notionalAmt(float) - Aggregate notional amount or contract value on trade date.curCd(string)unrealizedAppr(float) - Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.derivCat(string)
swapDeriv(object) - Swapscounterparties(array) - Counterparty. Provide the name and LEI (if any) of counterparty (including a central counterparty).amtCurSold(float) - Amount of currency sold.curSold(string) - Description of currency sold.amtCurPur(float)curPur(string)settlementDt(date) - Settlement date.unrealizedAppr(float) - Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.descRefInstrmnt(object)swapFlag(array)fixedRecDesc(object)floatingRecDesc(object)otherRecDesc(object)fixedPmntDesc(object)floatingPmntDesc(object)otherPmntDesc(object)otherPmntDesc(object)terminationDt(date) - Termination or maturity date.upfrontPmnt(float) - Upfront payments.pmntCurCd(string)upfrontRcpt(float) - Upfront receipts.rcptCurCd(string)notionalAmt(float) - Notional amount.curCd(string)derivCat(string)
optionSwaptionWarrantDeriv(object) - Options and warrants, including options on a derivative (e.g. swapoptions)othDeriv(object)
securityLending(object) - Item C.12. Securities lending.isCashCollateral(boolean) - a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?isNonCashCollateral(boolean) - b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?isLoanByFund(boolean) - c. Is any portion of this investment on loan by the Fund?
Response Example
JSON
1
{
2
"total": {
3
"value": 10000,
4
"relation": "gte"
5
},
6
"filings": [
7
{
8
"submissionType": "NPORT-P/A",
9
"accessionNumber": "0001145549-22-060663",
10
"filerInfo": {
11
"filer": {
12
"issuerCredentials": {
13
"cik": "0001750821",
14
"ccc": "XXXXXXXX"
15
}
16
},
17
"seriesClassInfo": {
18
"seriesId": "S000069692",
19
"classId": [
20
"C000222265",
21
"C000222266"
22
]
23
}
24
},
25
"genInfo": {
26
"regName": "North Square Investments Trust",
27
"regFileNumber": "811-23373",
28
"regCik": "0001750821",
29
"regLei": "549300K2CKCXH4E67T58",
30
"regStreet1": "10 South LaSalle Street",
31
"regStreet2": "Suite 1925",
32
"regCity": "Chicago",
33
"regStateConditional": {
34
"regCountry": "US",
35
"regState": "US-IL"
36
},
37
"regZipOrPostalCode": "60603",
38
"regPhone": "3128572160",
39
"seriesName": "North Square McKee Bond Fund",
40
"seriesId": "S000069692",
41
"seriesLei": "549300PHHMXSPZQUPF03",
42
"repPdEnd": "2022-10-31",
43
"repPdDate": "2022-07-31",
44
"isFinalFiling": "N"
45
},
46
"fundInfo": {
47
"totAssets": 127694318.88,
48
"totLiabs": 4923978.88,
49
"netAssets": 122770340,
50
"assetsAttrMiscSec": 0,
51
"assetsInvested": 0,
52
"amtPayOneYrBanksBorr": 0,
53
"amtPayOneYrCtrldComp": 0,
54
"amtPayOneYrOthAffil": 0,
55
"amtPayOneYrOther": 0,
56
"amtPayAftOneYrBanksBorr": 0,
57
"amtPayAftOneYrCtrldComp": 0,
58
"amtPayAftOneYrOthAffil": 0,
59
"amtPayAftOneYrOther": 0,
60
"delayDeliv": 4227285,
61
"standByCommit": 0,
62
"liquidPref": 0,
63
"curMetrics": {
64
"curMetric": [
65
{
66
"curCd": "USD",
67
"intrstRtRiskdv01": {
68
"period10Yr": 9856.91,
69
"period1Yr": 6715.44,
70
"period30Yr": 11136.99,
71
"period3Mon": 13234.65,
72
"period5Yr": 11291.54
73
},
74
"intrstRtRiskdv100": {
75
"period10Yr": 985691.78,
76
"period1Yr": 671546.48,
77
"period30Yr": 1113694.42,
78
"period3Mon": 1323461.45,
79
"period5Yr": 1129157.54
80
}
81
}
82
]
83
},
84
"creditSprdRiskInvstGrade": {
85
"period10Yr": 9687.72,
86
"period1Yr": 5820.36,
87
"period30Yr": 10710.37,
88
"period3Mon": 9920.17,
89
"period5Yr": 11446.13
90
},
91
"creditSprdRiskNonInvstGrade": {
92
"period10Yr": 0,
93
"period1Yr": 101.19,
94
"period30Yr": 0,
95
"period3Mon": 21.28,
96
"period5Yr": 35.08
97
},
98
"isNonCashCollateral": "N",
99
"returnInfo": {
100
"monthlyTotReturns": {
101
"monthlyTotReturn": [
102
{
103
"classId": "C000222265",
104
"rtn1": 0.71,
105
"rtn2": -1.3,
106
"rtn3": 2.14
107
},
108
{
109
"classId": "C000222266",
110
"rtn1": 0.72,
111
"rtn2": -1.28,
112
"rtn3": 2.16
113
}
114
]
115
},
116
"othMon1": {
117
"netRealizedGain": -221892.91,
118
"netUnrealizedAppr": 987371.06
119
},
120
"othMon2": {
121
"netRealizedGain": -497878.98,
122
"netUnrealizedAppr": -1303921.56
123
},
124
"othMon3": {
125
"netRealizedGain": -747377.72,
126
"netUnrealizedAppr": 3151751.49
127
}
128
},
129
"mon1Flow": {
130
"redemption": -5909235.61,
131
"reinvestment": 162967.53,
132
"sales": 658907.53
133
},
134
"mon2Flow": {
135
"redemption": -3483203.47,
136
"reinvestment": 178658.71,
137
"sales": 471975.09
138
},
139
"mon3Flow": {
140
"redemption": -3906967.84,
141
"reinvestment": 178311.02,
142
"sales": 4912153.03
143
}
144
},
145
"invstOrSecs": [
146
{
147
"name": "Fannie Mae",
148
"lei": "B1V7KEBTPIMZEU4LTD58",
149
"title": "Fannie Mae Pool",
150
"cusip": "3140X8BP1",
151
"identifiers": {
152
"isin": {
153
"value": "US3140X8BP18"
154
}
155
},
156
"balance": 138078.19,
157
"units": "PA",
158
"curCd": "USD",
159
"valUSD": 130089.31,
160
"pctVal": 0.1059615132,
161
"payoffProfile": "Long",
162
"assetCat": "ABS-MBS",
163
"issuerCat": "USGSE",
164
"invCountry": "US",
165
"isRestrictedSec": "N",
166
"fairValLevel": "2",
167
"debtSec": {
168
"maturityDt": "2050-10-01",
169
"couponKind": "Fixed",
170
"annualizedRt": 2.5,
171
"isDefault": "N",
172
"areIntrstPmntsInArrs": "N",
173
"isPaidKind": "N"
174
},
175
"securityLending": {
176
"isCashCollateral": "N",
177
"isNonCashCollateral": "N",
178
"isLoanByFund": "N"
179
}
180
},
181
{
182
"name": "Fannie Mae",
183
"lei": "B1V7KEBTPIMZEU4LTD58",
184
"title": "Fannie Mae Pool",
185
"cusip": "3140X9AE5",
186
"identifiers": {
187
"isin": {
188
"value": "US3140X9AE52"
189
}
190
},
191
"balance": 118917.08,
192
"units": "PA",
193
"curCd": "USD",
194
"valUSD": 123144.51,
195
"pctVal": 0.1003047723,
196
"payoffProfile": "Long",
197
"assetCat": "ABS-MBS",
198
"issuerCat": "USGSE",
199
"invCountry": "US",
200
"isRestrictedSec": "N",
201
"fairValLevel": "2",
202
"debtSec": {
203
"maturityDt": "2037-12-01",
204
"couponKind": "Fixed",
205
"annualizedRt": 4,
206
"isDefault": "N",
207
"areIntrstPmntsInArrs": "N",
208
"isPaidKind": "N"
209
},
210
"securityLending": {
211
"isCashCollateral": "N",
212
"isNonCashCollateral": "N",
213
"isLoanByFund": "N"
214
}
215
},
216
{
217
"name": "Fannie Mae",
218
"lei": "B1V7KEBTPIMZEU4LTD58",
219
"title": "Fannie Mae Pool",
220
"cusip": "3140X9K95",
221
"identifiers": {
222
"isin": {
223
"value": "US3140X9K957"
224
}
225
},
226
"balance": 144438.16,
227
"units": "PA",
228
"curCd": "USD",
229
"valUSD": 142437.65,
230
"pctVal": 0.116019594,
231
"payoffProfile": "Long",
232
"assetCat": "ABS-MBS",
233
"issuerCat": "USGSE",
234
"invCountry": "US",
235
"isRestrictedSec": "N",
236
"fairValLevel": "2",
237
"debtSec": {
238
"maturityDt": "2046-06-01",
239
"couponKind": "Fixed",
240
"annualizedRt": 3,
241
"isDefault": "N",
242
"areIntrstPmntsInArrs": "N",
243
"isPaidKind": "N"
244
},
245
"securityLending": {
246
"isCashCollateral": "N",
247
"isNonCashCollateral": "N",
248
"isLoanByFund": "N"
249
}
250
}
251
// cut for brevity
252
]
253
}
254
// cut for brevity
255
]
256
}
References
For more information about N-PORT filings visit the SEC websites here: