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Finding ETF Holdings in SEC N-PORT-P Filings

Article Quant Q&A · Author: Matt
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Summary

The note answers a data sourcing question about retrieving the underlying stock positions of ETFs, represented by their CIKs, from SEC EDGAR. Since ETF holdings change over time, the questioner wants to query the information monthly.

The proposed source is the SEC’s N-PORT-P filing. These monthly reports contain fund portfolio information, with underlying positions listed in Part C. A researcher can use the filings to collect reported holdings and identify issuers by CIK. The note gives no extraction procedure, API details, or validation of filing availability and timing, so users would still need to work out how to locate the relevant reports and parse their contents. The described source provides periodic reported holdings; it should not be assumed to represent real-time ETF composition.

Key ideas

  • SEC N-PORT-P filings are identified as a source for ETF portfolio holdings.
  • Part C of the filing contains the underlying positions.
  • The filings are monthly, making them relevant to periodic holdings collection.
  • The note does not provide an API workflow or address reporting lags and data validation.

Tags

EquitiesPortfolio constructionUS markets
Full text
# Getting ETF components (underlying stocks)


# Getting ETF components (underlying stocks)












Using EDGAR's API interface, what is the best way to get the list of an ETFs underlying stock positions (in this case, just the CIKs)? I can pull all of the CIKs from EDGAR with no issue. Given that ETFs change their composition, I am looking to query this data monthly.

## Answer by mountshoutcap (score 2)

https://quant.stackexchange.com/a/77759

To answer the "where", you can scrape the info you need from SEC forms NPORT-P. they are monthly and contain the underlying positions of each ETF in Part C of the form. (see example here https://www.sec.gov/Archives/edgar/data/36405/000175272421045740/xslFormNPORT-P_X01/primary_doc.xml)

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.