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Form NPORT-P Data API

Monthly Portfolio Holdings Report for Funds

All Form NPORT-P filings since first filed in 2019
Updated every few seconds
Up to 7,000 new records per month
Jump to: API Endpoint Request Parameters Response Data Model Response Example References

The Form NPORT-P Data API endpoint provides developers with a straightforward way to query and access data from SEC Form NPORT-P filings. This endpoint allows you to search for filings using any Form NPORT-P data point, such as the filing fund's CIK, the total assets of the fund, or the presence of a specific holding, and returns structured JSON data for easy integration into your application.

API Endpoint

https://api.fincoded.com/v1/form-nport-p

Supported HTTP methods: GET
Response content type: JSON

Use the API key on your user dashboard to authenticate your requests, using the key=[YOUR_API_KEY] query parameter:

https://api.fincoded.com/v1/form-nport-p?key=[YOUR_API_KEY]

Request Parameters

You can query the endpoint by any Form NPORT-P property; see the Response Data Model below for a full list of available properties.

Request Parameters
Standard query parameters, all optional. See the API introduction for more details.
  • property[operator]value: Filter the data based on various data model properties, operators (=, <=, >=, !=, <, >) and values.
  • page: The page number for the set of results you want to retrieve.
  • count: The number of results per page.
  • sortBy: The field you want to sort the results by, in full dotted JSON path syntax.
  • sortOrder: The order you want to sort the results, asc for ascending and desc for descending order.
  • subdocuments: When set to true, for endpoints that contain subdocuments for each result (eg informationTable holdings in 13F data), limit these subdocuments to those that match the subdocument filter conditions.
Request Examples

Find Form NPORT-P data filed by Blackstone Alternative Multi-Strategy Fund (Series ID S000045538).

https://api.fincoded.com/v1/form-nport-p?filerInformation.seriesClassInformation.seriesId=S000045538

Find Form NPORT-P data filed by a fund with total assets of less than $100,000,000 and with an investment identified by CUSIP 037833100 (Apple Inc).

https://api.fincoded.com/v1/form-nport-p?fundInformation.totalAssets<100000000&investmentsOrSecurities.identification.cusip=037833100

Response Data Model

Response type: JSON

The data model for each returned item closely resembles the XML of the original filing, converted to JSON syntax. An additional seriesMetadata property contains the SGML Class and Contract data from the SEC filing header metadata that isn't part of the XML. And a second additional a sourceReference property contains metadata about the original filing, including the date and CIK(s) of the filing company.

Property Type Enum Values Path
sourceReference object sourceReference
source string
filing
 sourceReference.source
filename string sourceReference.filename
url string sourceReference.url
date date sourceReference.date
ciks string[] sourceReference.ciks
schemaVersion string schemaVersion
submissionType string
NPORT-P
NPORT-P/A
 submissionType
accessionNumber string accessionNumber
seriesMetadata object[] seriesMetadata
ownerCik string seriesMetadata.ownerCik
seriesId string seriesMetadata.seriesId
seriesName string seriesMetadata.seriesName
classContract object[] seriesMetadata.classContract
classId string seriesMetadata.classContract.classId
className string seriesMetadata.classContract.className
classTicker string seriesMetadata.classContract.classTicker
filerInformation object filerInformation
filer object filerInformation.filer
cik string filerInformation.filer.cik
fileNumber string filerInformation.filer.fileNumber
contact object filerInformation.contact
name string filerInformation.contact.name
phoneNumber string filerInformation.contact.phoneNumber
email string filerInformation.contact.email
notificationEmails string[] filerInformation.notificationEmails
seriesClassInformation object filerInformation.seriesClassInformation
seriesId string filerInformation.seriesClassInformation.seriesId
classIds string[] filerInformation.seriesClassInformation.classIds
flags object filerInformation.flags
isConfirmingCopy boolean filerInformation.flags.isConfirmingCopy
wantReturnCopy boolean filerInformation.flags.wantReturnCopy
overrideInternet boolean filerInformation.flags.overrideInternet
investmentCompanyType string filerInformation.investmentCompanyType
generalInformation object generalInformation
registrant object generalInformation.registrant
name string generalInformation.registrant.name
fileNumber string generalInformation.registrant.fileNumber
cik string generalInformation.registrant.cik
lei string generalInformation.registrant.lei
address object generalInformation.registrant.address
street1 string generalInformation.registrant.address.street1
street2 string generalInformation.registrant.address.street2
city string generalInformation.registrant.address.city
country object generalInformation.registrant.address.country
kind string
us
foreign
 generalInformation.registrant.address.country.kind
state string generalInformation.registrant.address.country.state
country string generalInformation.registrant.address.country.country
zipOrPostalCode string generalInformation.registrant.address.zipOrPostalCode
phoneNumber string generalInformation.registrant.phoneNumber
series object generalInformation.series
name string generalInformation.series.name
id string generalInformation.series.id
lei string generalInformation.series.lei
reportingPeriod object generalInformation.reportingPeriod
end date generalInformation.reportingPeriod.end
date date generalInformation.reportingPeriod.date
isFinalFiling boolean generalInformation.isFinalFiling
fundInformation object fundInformation
totalAssets number fundInformation.totalAssets
totalLiabilities number fundInformation.totalLiabilities
netAssets number fundInformation.netAssets
miscSecuritiesAssets number fundInformation.miscSecuritiesAssets
investedAssets number fundInformation.investedAssets
amountsPayableWithinOneYear object fundInformation.amountsPayableWithinOneYear
borrowings number fundInformation.amountsPayableWithinOneYear.borrowings
controlledCompanies number fundInformation.amountsPayableWithinOneYear.controlledCompanies
otherAffiliates number fundInformation.amountsPayableWithinOneYear.otherAffiliates
other number fundInformation.amountsPayableWithinOneYear.other
amountsPayableAfterOneYear object fundInformation.amountsPayableAfterOneYear
borrowings number fundInformation.amountsPayableAfterOneYear.borrowings
controlledCompanies number fundInformation.amountsPayableAfterOneYear.controlledCompanies
otherAffiliates number fundInformation.amountsPayableAfterOneYear.otherAffiliates
other number fundInformation.amountsPayableAfterOneYear.other
firmCommitment number fundInformation.firmCommitment
standbyCommitment number fundInformation.standbyCommitment
liquidationPreference number fundInformation.liquidationPreference
cashAndEquivalentsNotReported number fundInformation.cashAndEquivalentsNotReported
portfolioLevelRisk object fundInformation.portfolioLevelRisk
currencyMetrics object[] fundInformation.portfolioLevelRisk.currencyMetrics
currencyCode string fundInformation.portfolioLevelRisk.currencyMetrics.currencyCode
interestRateRiskDV01 object fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV01
threeMonth number fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV01.threeMonth
oneYear number fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV01.oneYear
fiveYear number fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV01.fiveYear
tenYear number fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV01.tenYear
thirtyYear number fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV01.thirtyYear
interestRateRiskDV100 object fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV100
threeMonth number fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV100.threeMonth
oneYear number fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV100.oneYear
fiveYear number fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV100.fiveYear
tenYear number fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV100.tenYear
thirtyYear number fundInformation.portfolioLevelRisk.currencyMetrics.interestRateRiskDV100.thirtyYear
creditSpreadRiskInvestmentGrade object fundInformation.portfolioLevelRisk.creditSpreadRiskInvestmentGrade
threeMonth number fundInformation.portfolioLevelRisk.creditSpreadRiskInvestmentGrade.threeMonth
oneYear number fundInformation.portfolioLevelRisk.creditSpreadRiskInvestmentGrade.oneYear
fiveYear number fundInformation.portfolioLevelRisk.creditSpreadRiskInvestmentGrade.fiveYear
tenYear number fundInformation.portfolioLevelRisk.creditSpreadRiskInvestmentGrade.tenYear
thirtyYear number fundInformation.portfolioLevelRisk.creditSpreadRiskInvestmentGrade.thirtyYear
creditSpreadRiskNonInvestmentGrade object fundInformation.portfolioLevelRisk.creditSpreadRiskNonInvestmentGrade
threeMonth number fundInformation.portfolioLevelRisk.creditSpreadRiskNonInvestmentGrade.threeMonth
oneYear number fundInformation.portfolioLevelRisk.creditSpreadRiskNonInvestmentGrade.oneYear
fiveYear number fundInformation.portfolioLevelRisk.creditSpreadRiskNonInvestmentGrade.fiveYear
tenYear number fundInformation.portfolioLevelRisk.creditSpreadRiskNonInvestmentGrade.tenYear
thirtyYear number fundInformation.portfolioLevelRisk.creditSpreadRiskNonInvestmentGrade.thirtyYear
borrowers object[] fundInformation.borrowers
name string fundInformation.borrowers.name
lei string fundInformation.borrowers.lei
aggregateValue number fundInformation.borrowers.aggregateValue
cashCollateralInformation object fundInformation.cashCollateralInformation
isNonCashCollateral boolean
false
true
 fundInformation.cashCollateralInformation.isNonCashCollateral
aggregateInformationItems object[] fundInformation.cashCollateralInformation.aggregateInformationItems
investmentCategory object fundInformation.cashCollateralInformation.aggregateInformationItems.investmentCategory
kind string
enum
other
 fundInformation.cashCollateralInformation.aggregateInformationItems.investmentCategory.kind
value string fundInformation.cashCollateralInformation.aggregateInformationItems.investmentCategory.value
amount number fundInformation.cashCollateralInformation.aggregateInformationItems.amount
collateral number fundInformation.cashCollateralInformation.aggregateInformationItems.collateral
returnInformation object fundInformation.returnInformation
monthlyTotalReturns object[] fundInformation.returnInformation.monthlyTotalReturns
return1 number fundInformation.returnInformation.monthlyTotalReturns.return1
return2 number fundInformation.returnInformation.monthlyTotalReturns.return2
return3 number fundInformation.returnInformation.monthlyTotalReturns.return3
classId string fundInformation.returnInformation.monthlyTotalReturns.classId
monthlyReturnCategories object fundInformation.returnInformation.monthlyReturnCategories
commodityContracts object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts
month1 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.month3.netUnrealizedAppreciation
forwardCategory object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.forwardCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.forwardCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.forwardCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.forwardCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.forwardCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.forwardCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.forwardCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.forwardCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.forwardCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.forwardCategory.month3.netUnrealizedAppreciation
futureCategory object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.futureCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.futureCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.futureCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.futureCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.futureCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.futureCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.futureCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.futureCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.futureCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.futureCategory.month3.netUnrealizedAppreciation
optionCategory object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.optionCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.optionCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.optionCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.optionCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.optionCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.optionCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.optionCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.optionCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.optionCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.optionCategory.month3.netUnrealizedAppreciation
swaptionCategory object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swaptionCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swaptionCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swaptionCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swaptionCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swaptionCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swaptionCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swaptionCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swaptionCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swaptionCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swaptionCategory.month3.netUnrealizedAppreciation
swapCategory object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swapCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swapCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swapCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swapCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swapCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swapCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swapCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swapCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swapCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.swapCategory.month3.netUnrealizedAppreciation
warrantCategory object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.warrantCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.warrantCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.warrantCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.warrantCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.warrantCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.warrantCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.warrantCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.warrantCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.warrantCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.warrantCategory.month3.netUnrealizedAppreciation
otherCategory object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.otherCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.otherCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.otherCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.otherCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.otherCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.otherCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.otherCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.otherCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.otherCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.commodityContracts.otherCategory.month3.netUnrealizedAppreciation
creditContracts object fundInformation.returnInformation.monthlyReturnCategories.creditContracts
month1 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.month3.netUnrealizedAppreciation
forwardCategory object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.forwardCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.forwardCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.forwardCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.forwardCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.forwardCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.forwardCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.forwardCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.forwardCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.forwardCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.forwardCategory.month3.netUnrealizedAppreciation
futureCategory object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.futureCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.futureCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.futureCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.futureCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.futureCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.futureCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.futureCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.futureCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.futureCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.futureCategory.month3.netUnrealizedAppreciation
optionCategory object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.optionCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.optionCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.optionCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.optionCategory.month1.netUnrealizedAppreciation
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netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.optionCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.optionCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.optionCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.optionCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.optionCategory.month3.netUnrealizedAppreciation
swaptionCategory object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swaptionCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swaptionCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swaptionCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swaptionCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swaptionCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swaptionCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swaptionCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swaptionCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swaptionCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swaptionCategory.month3.netUnrealizedAppreciation
swapCategory object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swapCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swapCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swapCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swapCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swapCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swapCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swapCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swapCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swapCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.swapCategory.month3.netUnrealizedAppreciation
warrantCategory object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.warrantCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.warrantCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.warrantCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.warrantCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.warrantCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.warrantCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.warrantCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.warrantCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.warrantCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.warrantCategory.month3.netUnrealizedAppreciation
otherCategory object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.otherCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.otherCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.otherCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.otherCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.otherCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.otherCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.otherCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.creditContracts.otherCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.otherCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.creditContracts.otherCategory.month3.netUnrealizedAppreciation
equityContracts object fundInformation.returnInformation.monthlyReturnCategories.equityContracts
month1 object fundInformation.returnInformation.monthlyReturnCategories.equityContracts.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.equityContracts.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.equityContracts.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.equityContracts.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.equityContracts.month2.netRealizedGain
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month3 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.forwardCategory.month3
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netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.forwardCategory.month3.netUnrealizedAppreciation
futureCategory object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.futureCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.futureCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.futureCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.futureCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.futureCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.futureCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.futureCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.futureCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.futureCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.futureCategory.month3.netUnrealizedAppreciation
optionCategory object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.optionCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.optionCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.optionCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.optionCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.optionCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.optionCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.optionCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.optionCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.optionCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.optionCategory.month3.netUnrealizedAppreciation
swaptionCategory object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swaptionCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swaptionCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swaptionCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swaptionCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swaptionCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swaptionCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swaptionCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swaptionCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swaptionCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swaptionCategory.month3.netUnrealizedAppreciation
swapCategory object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swapCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swapCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swapCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swapCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swapCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swapCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swapCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swapCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swapCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.swapCategory.month3.netUnrealizedAppreciation
warrantCategory object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.warrantCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.warrantCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.warrantCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.warrantCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.warrantCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.warrantCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.warrantCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.warrantCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.warrantCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.warrantCategory.month3.netUnrealizedAppreciation
otherCategory object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.otherCategory
month1 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.otherCategory.month1
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.otherCategory.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.otherCategory.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.otherCategory.month2
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.otherCategory.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.otherCategory.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.monthlyReturnCategories.otherContracts.otherCategory.month3
netRealizedGain number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.otherCategory.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.monthlyReturnCategories.otherContracts.otherCategory.month3.netUnrealizedAppreciation
other object fundInformation.returnInformation.other
month1 object fundInformation.returnInformation.other.month1
netRealizedGain number fundInformation.returnInformation.other.month1.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.other.month1.netUnrealizedAppreciation
month2 object fundInformation.returnInformation.other.month2
netRealizedGain number fundInformation.returnInformation.other.month2.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.other.month2.netUnrealizedAppreciation
month3 object fundInformation.returnInformation.other.month3
netRealizedGain number fundInformation.returnInformation.other.month3.netRealizedGain
netUnrealizedAppreciation number fundInformation.returnInformation.other.month3.netUnrealizedAppreciation
monthlyFlows object fundInformation.monthlyFlows
month1 object fundInformation.monthlyFlows.month1
sales number fundInformation.monthlyFlows.month1.sales
reinvestment number fundInformation.monthlyFlows.month1.reinvestment
redemption number fundInformation.monthlyFlows.month1.redemption
month2 object fundInformation.monthlyFlows.month2
sales number fundInformation.monthlyFlows.month2.sales
reinvestment number fundInformation.monthlyFlows.month2.reinvestment
redemption number fundInformation.monthlyFlows.month2.redemption
month3 object fundInformation.monthlyFlows.month3
sales number fundInformation.monthlyFlows.month3.sales
reinvestment number fundInformation.monthlyFlows.month3.reinvestment
redemption number fundInformation.monthlyFlows.month3.redemption
liquidInvestmentMinimum object fundInformation.liquidInvestmentMinimum
highlyLiquidInvstment number fundInformation.liquidInvestmentMinimum.highlyLiquidInvstment
daysOfHolding number fundInformation.liquidInvestmentMinimum.daysOfHolding
reportingPeriodChange object fundInformation.liquidInvestmentMinimum.reportingPeriodChange
didChange boolean
false
true
 fundInformation.liquidInvestmentMinimum.reportingPeriodChange.didChange
changes number[] fundInformation.liquidInvestmentMinimum.reportingPeriodChange.changes
derivativesTransactions object[] fundInformation.derivativesTransactions
classification string fundInformation.derivativesTransactions.classification
fundPercentage number fundInformation.derivativesTransactions.fundPercentage
derivativesExposure object fundInformation.derivativesExposure
percentage number fundInformation.derivativesExposure.percentage
currencyPercentage number fundInformation.derivativesExposure.currencyPercentage
interestRatePercentage number fundInformation.derivativesExposure.interestRatePercentage
numberOfBusinessDaysInExcess number fundInformation.derivativesExposure.numberOfBusinessDaysInExcess
vaRInformation object fundInformation.vaRInformation
medianDailyVaRPercentage number fundInformation.vaRInformation.medianDailyVaRPercentage
fundsDesignatedInformation object fundInformation.vaRInformation.fundsDesignatedInformation
nameOfDesignatedIndex string fundInformation.vaRInformation.fundsDesignatedInformation.nameOfDesignatedIndex
indexIdentifier string fundInformation.vaRInformation.fundsDesignatedInformation.indexIdentifier
medianVaRRatioPercentage number fundInformation.vaRInformation.fundsDesignatedInformation.medianVaRRatioPercentage
backtestingResults number fundInformation.vaRInformation.backtestingResults
investmentsOrSecurities object[] investmentsOrSecurities
identification object investmentsOrSecurities.identification
cusip string investmentsOrSecurities.identification.cusip
isin string investmentsOrSecurities.identification.isin
tickers string[] investmentsOrSecurities.identification.tickers
otherIdentifiers object[] investmentsOrSecurities.identification.otherIdentifiers
value string investmentsOrSecurities.identification.otherIdentifiers.value
description string investmentsOrSecurities.identification.otherIdentifiers.description
name string investmentsOrSecurities.identification.name
lei string investmentsOrSecurities.identification.lei
title string investmentsOrSecurities.identification.title
amount object investmentsOrSecurities.amount
balance number investmentsOrSecurities.amount.balance
units object investmentsOrSecurities.amount.units
kind string
enum
other
 investmentsOrSecurities.amount.units.kind
value string investmentsOrSecurities.amount.units.value
currency object investmentsOrSecurities.amount.currency
kind string
us
foreign
 investmentsOrSecurities.amount.currency.kind
code string
USD
 investmentsOrSecurities.amount.currency.code
exchangeRate number investmentsOrSecurities.amount.currency.exchangeRate
valueUSD number investmentsOrSecurities.amount.valueUSD
percentageValue number investmentsOrSecurities.amount.percentageValue
payoffProfile string
long
short
 investmentsOrSecurities.payoffProfile
assetAndIssuer object investmentsOrSecurities.assetAndIssuer
assetCategory object investmentsOrSecurities.assetAndIssuer.assetCategory
kind string
enum
other
 investmentsOrSecurities.assetAndIssuer.assetCategory.kind
value string investmentsOrSecurities.assetAndIssuer.assetCategory.value
issuerCategory object investmentsOrSecurities.assetAndIssuer.issuerCategory
kind string
enum
other
 investmentsOrSecurities.assetAndIssuer.issuerCategory.kind
value string investmentsOrSecurities.assetAndIssuer.issuerCategory.value
country string investmentsOrSecurities.country
otherCountry string investmentsOrSecurities.otherCountry
isRestrictedSecurity boolean investmentsOrSecurities.isRestrictedSecurity
categories object investmentsOrSecurities.categories
values object[] investmentsOrSecurities.categories.values
category string investmentsOrSecurities.categories.values.category
percentage number investmentsOrSecurities.categories.values.percentage
circumstances string[] investmentsOrSecurities.categories.circumstances
fairValueLevel string investmentsOrSecurities.fairValueLevel
debtSecurities object investmentsOrSecurities.debtSecurities
maturityDate date investmentsOrSecurities.debtSecurities.maturityDate
couponKind string investmentsOrSecurities.debtSecurities.couponKind
annualizedRate number investmentsOrSecurities.debtSecurities.annualizedRate
isDefault boolean investmentsOrSecurities.debtSecurities.isDefault
isInArrears boolean investmentsOrSecurities.debtSecurities.isInArrears
isPaidInKind boolean investmentsOrSecurities.debtSecurities.isPaidInKind
isMandatoryConvertible boolean investmentsOrSecurities.debtSecurities.isMandatoryConvertible
isContingentConvertible boolean investmentsOrSecurities.debtSecurities.isContingentConvertible
referenceInstruments object[] investmentsOrSecurities.debtSecurities.referenceInstruments
name string investmentsOrSecurities.debtSecurities.referenceInstruments.name
title string investmentsOrSecurities.debtSecurities.referenceInstruments.title
currencyCode string investmentsOrSecurities.debtSecurities.referenceInstruments.currencyCode
identifiers object investmentsOrSecurities.debtSecurities.referenceInstruments.identifiers
cusip string investmentsOrSecurities.debtSecurities.referenceInstruments.identifiers.cusip
isin string investmentsOrSecurities.debtSecurities.referenceInstruments.identifiers.isin
tickers string[] investmentsOrSecurities.debtSecurities.referenceInstruments.identifiers.tickers
otherIdentifiers object[] investmentsOrSecurities.debtSecurities.referenceInstruments.identifiers.otherIdentifiers
value string investmentsOrSecurities.debtSecurities.referenceInstruments.identifiers.otherIdentifiers.value
description string investmentsOrSecurities.debtSecurities.referenceInstruments.identifiers.otherIdentifiers.description
currencies object[] investmentsOrSecurities.debtSecurities.currencies
conversionRatio number investmentsOrSecurities.debtSecurities.currencies.conversionRatio
code string investmentsOrSecurities.debtSecurities.currencies.code
delta number investmentsOrSecurities.debtSecurities.delta
repurchaseAgreement object investmentsOrSecurities.repurchaseAgreement
transactionCategory string investmentsOrSecurities.repurchaseAgreement.transactionCategory
counterparty object investmentsOrSecurities.repurchaseAgreement.counterparty
isCleared boolean
true
false
 investmentsOrSecurities.repurchaseAgreement.counterparty.isCleared
centralCounterparty string investmentsOrSecurities.repurchaseAgreement.counterparty.centralCounterparty
counterparties object[] investmentsOrSecurities.repurchaseAgreement.counterparty.counterparties
name string investmentsOrSecurities.repurchaseAgreement.counterparty.counterparties.name
lei string investmentsOrSecurities.repurchaseAgreement.counterparty.counterparties.lei
isTriParty boolean investmentsOrSecurities.repurchaseAgreement.isTriParty
repurchaseRate number investmentsOrSecurities.repurchaseAgreement.repurchaseRate
maturityDate date investmentsOrSecurities.repurchaseAgreement.maturityDate
repurchaseCollaterals object[] investmentsOrSecurities.repurchaseAgreement.repurchaseCollaterals
principalAmount number investmentsOrSecurities.repurchaseAgreement.repurchaseCollaterals.principalAmount
principalCurrencyCode string investmentsOrSecurities.repurchaseAgreement.repurchaseCollaterals.principalCurrencyCode
collateralValue number investmentsOrSecurities.repurchaseAgreement.repurchaseCollaterals.collateralValue
collateralCurrencyCode string investmentsOrSecurities.repurchaseAgreement.repurchaseCollaterals.collateralCurrencyCode
investmentCategory object investmentsOrSecurities.repurchaseAgreement.repurchaseCollaterals.investmentCategory
kind string
enum
other
 investmentsOrSecurities.repurchaseAgreement.repurchaseCollaterals.investmentCategory.kind
value string investmentsOrSecurities.repurchaseAgreement.repurchaseCollaterals.investmentCategory.value
derivativeInformation object investmentsOrSecurities.derivativeInformation
category string
forward
future
swap
option
swaption
warrant
other
 investmentsOrSecurities.derivativeInformation.category
counterparties object[] investmentsOrSecurities.derivativeInformation.counterparties
name string investmentsOrSecurities.derivativeInformation.counterparties.name
lei string investmentsOrSecurities.derivativeInformation.counterparties.lei
derivative object investmentsOrSecurities.derivativeInformation.derivative
kind string
fxForwardOrSwap
nonFXForward
nonFXSwap
 investmentsOrSecurities.derivativeInformation.derivative.kind
amountOfCurrencySold number investmentsOrSecurities.derivativeInformation.derivative.amountOfCurrencySold
soldCurrencyCode string investmentsOrSecurities.derivativeInformation.derivative.soldCurrencyCode
amountOfCurrencyPurchased number investmentsOrSecurities.derivativeInformation.derivative.amountOfCurrencyPurchased
purchasedCurrencyCode string investmentsOrSecurities.derivativeInformation.derivative.purchasedCurrencyCode
settlementDate date investmentsOrSecurities.derivativeInformation.derivative.settlementDate
unrealizedAppreciation number investmentsOrSecurities.derivativeInformation.derivative.unrealizedAppreciation
payoffProfile string
long
short
 investmentsOrSecurities.derivativeInformation.derivative.payoffProfile
referenceInstrument investmentsOrSecurities.derivativeInformation.derivative.referenceInstrument
expirationDate date investmentsOrSecurities.derivativeInformation.derivative.expirationDate
notionalAmount number investmentsOrSecurities.derivativeInformation.derivative.notionalAmount
currencyCode string investmentsOrSecurities.derivativeInformation.derivative.currencyCode
payoffProfile string
long
short
 investmentsOrSecurities.derivativeInformation.payoffProfile
referenceInstrument investmentsOrSecurities.derivativeInformation.referenceInstrument
expirationDate date investmentsOrSecurities.derivativeInformation.expirationDate
notionalAmount number investmentsOrSecurities.derivativeInformation.notionalAmount
currencyCode string investmentsOrSecurities.derivativeInformation.currencyCode
unrealizedAppreciation number investmentsOrSecurities.derivativeInformation.unrealizedAppreciation
isSwap boolean investmentsOrSecurities.derivativeInformation.derivative.isSwap
receiptFromAnotherParty object investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty
kind string
fixed
floating
other
 investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.kind
rate number investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.rate
currencyCode string investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.currencyCode
amount number investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.amount
rateResetTenors object[] investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.rateResetTenors
resetDate string
day
month
year
 investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.rateResetTenors.resetDate
resetDateUnit number investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.rateResetTenors.resetDateUnit
rateTenor string
day
month
year
 investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.rateResetTenors.rateTenor
rateTenorUnit number investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.rateResetTenors.rateTenorUnit
rateIndex string investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.rateIndex
rateSpread number investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.rateSpread
description string investmentsOrSecurities.derivativeInformation.derivative.receiptFromAnotherParty.description
paymentToAnotherParty object investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty
kind string
fixed
floating
other
 investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.kind
rate number investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.rate
currencyCode string investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.currencyCode
amount number investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.amount
rateResetTenors object[] investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.rateResetTenors
resetDate string
day
month
year
 investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.rateResetTenors.resetDate
resetDateUnit number investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.rateResetTenors.resetDateUnit
rateTenor string
day
month
year
 investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.rateResetTenors.rateTenor
rateTenorUnit number investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.rateResetTenors.rateTenorUnit
rateIndex string investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.rateIndex
rateSpread number investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.rateSpread
description string investmentsOrSecurities.derivativeInformation.derivative.paymentToAnotherParty.description
terminationDate date investmentsOrSecurities.derivativeInformation.derivative.terminationDate
upfrontPayment number investmentsOrSecurities.derivativeInformation.derivative.upfrontPayment
paymentCurrencyCode string investmentsOrSecurities.derivativeInformation.derivative.paymentCurrencyCode
upfrontReceipt number investmentsOrSecurities.derivativeInformation.derivative.upfrontReceipt
receiptCurrencyCode string investmentsOrSecurities.derivativeInformation.derivative.receiptCurrencyCode
putOrCall string
call
put
 investmentsOrSecurities.derivativeInformation.putOrCall
writtenOrPurchased string
purchased
written
 investmentsOrSecurities.derivativeInformation.writtenOrPurchased
sharesOrPrincipalAmount object investmentsOrSecurities.derivativeInformation.sharesOrPrincipalAmount
kind string
shares
principalAmount
 investmentsOrSecurities.derivativeInformation.sharesOrPrincipalAmount.kind
numberOfShares number investmentsOrSecurities.derivativeInformation.sharesOrPrincipalAmount.numberOfShares
principalAmount number investmentsOrSecurities.derivativeInformation.sharesOrPrincipalAmount.principalAmount
currencyCode string investmentsOrSecurities.derivativeInformation.sharesOrPrincipalAmount.currencyCode
exercisePrice number investmentsOrSecurities.derivativeInformation.exercisePrice
exercisePriceCurrencyCode string investmentsOrSecurities.derivativeInformation.exercisePriceCurrencyCode
delta number investmentsOrSecurities.derivativeInformation.delta
terminationDate date investmentsOrSecurities.derivativeInformation.terminationDate
notionalAmounts object[] investmentsOrSecurities.derivativeInformation.notionalAmounts
amount number investmentsOrSecurities.derivativeInformation.notionalAmounts.amount
currencyCode string investmentsOrSecurities.derivativeInformation.notionalAmounts.currencyCode
description string investmentsOrSecurities.derivativeInformation.description
securitiesLending object investmentsOrSecurities.securitiesLending
cashCollateral object investmentsOrSecurities.securitiesLending.cashCollateral
isCashCollateral boolean
false
true
 investmentsOrSecurities.securitiesLending.cashCollateral.isCashCollateral
value number investmentsOrSecurities.securitiesLending.cashCollateral.value
nonCashCollateral object investmentsOrSecurities.securitiesLending.nonCashCollateral
isNonCashCollateral boolean
false
true
 investmentsOrSecurities.securitiesLending.nonCashCollateral.isNonCashCollateral
value number investmentsOrSecurities.securitiesLending.nonCashCollateral.value
loanByFund object investmentsOrSecurities.securitiesLending.loanByFund
isLoanByFund boolean
false
true
 investmentsOrSecurities.securitiesLending.loanByFund.isLoanByFund
value number investmentsOrSecurities.securitiesLending.loanByFund.value
explanatoryNotes object[] explanatoryNotes
item string explanatoryNotes.item
note string explanatoryNotes.note
signature object signature
date date signature.date
nameOfApplicant string signature.nameOfApplicant
text string signature.text
name string signature.name
title string signature.title
documents object[] documents
conformedName string documents.conformedName
conformedDocumentType string documents.conformedDocumentType
relatedFormType string documents.relatedFormType
description string documents.description

Response Example

{
  "data": [
    {
      "sourceReference": {
        "source": "filing",
        "filename": "0001752724-24-152362.txt",
        "url": "https://www.sec.gov/Archives/edgar/data/1595386/0001752724-24-152362.txt",
        "date": "2024-07-01T21:13:11.000Z",
        "ciks": [
          "1595386"
        ]
      },
      "documents": [],
      "explanatoryNotes": [],
      "filerInformation": {
        "filer": {
          "cik": "1595386"
        },
        "notificationEmails": [],
        "seriesClassInformation": {
          "seriesId": "S000044509",
          "classIds": [
            "C000138493"
          ]
        }
      },
      "fundInformation": {
        "totalAssets": 5094624559.74,
        "totalLiabilities": 1617136.94,
        "netAssets": 5093007422.8,
        "miscSecuritiesAssets": 0,
        "investedAssets": 949783939.77,
        "amountsPayableWithinOneYear": {
          "borrowings": 0,
          "controlledCompanies": 0,
          "otherAffiliates": 0,
          "other": 0
        },
        "amountsPayableAfterOneYear": {
          "borrowings": 0,
          "controlledCompanies": 0,
          "otherAffiliates": 0,
          "other": 0
        },
        "firmCommitment": 0,
        "standbyCommitment": 0,
        "liquidationPreference": 0,
        "cashAndEquivalentsNotReported": 258290.84,
        "portfolioLevelRisk": {
          "currencyMetrics": [
            {
              "currencyCode": "USD",
              "interestRateRiskDV01": {
                "threeMonth": -30106.68369665,
                "oneYear": -2632.03312638,
                "fiveYear": 0,
                "tenYear": 0,
                "thirtyYear": 0
              },
              "interestRateRiskDV100": {
                "threeMonth": -2994480.02567578,
                "oneYear": -262733.8627455,
                "fiveYear": 0,
                "tenYear": 0,
                "thirtyYear": 0
              }
            }
          ],
          "creditSpreadRiskInvestmentGrade": {
            "threeMonth": 0,
            "oneYear": 0,
            "fiveYear": 0,
            "tenYear": 0,
            "thirtyYear": 0
          },
          "creditSpreadRiskNonInvestmentGrade": {
            "threeMonth": 0,
            "oneYear": 0,
            "fiveYear": 0,
            "tenYear": 0,
            "thirtyYear": 0
          }
        },
        "borrowers": [],
        "cashCollateralInformation": {
          "isNonCashCollateral": false
        },
        "returnInformation": {
          "monthlyTotalReturns": [
            {
              "return1": -1.775808,
              "return2": 4.593089,
              "return3": 1.799516,
              "classId": "C000138493"
            }
          ],
          "monthlyReturnCategories": {
            "commodityContracts": {
              "month1": {
                "netRealizedGain": -34481635.31,
                "netUnrealizedAppreciation": 1847786.27
              },
              "month2": {
                "netRealizedGain": 4990089.93,
                "netUnrealizedAppreciation": 123167624.3
              },
              "month3": {
                "netRealizedGain": 19760840.56,
                "netUnrealizedAppreciation": -106513668.46
              },
              "forwardCategory": {
                "month1": {
                  "netRealizedGain": 0,
                  "netUnrealizedAppreciation": 0
                },
                "month2": {
                  "netRealizedGain": 0,
                  "netUnrealizedAppreciation": 0
                },
                "month3": {
                  "netRealizedGain": 0,
                  "netUnrealizedAppreciation": 0
                }
              },
              "futureCategory": {
                "month1": {
                  "netRealizedGain": -34481635.31,
                  "netUnrealizedAppreciation": 1847786.27
                },
                "month2": {
                  "netRealizedGain": 4990089.93,
                  "netUnrealizedAppreciation": 35783509.5
                },
                "month3": {
                  "netRealizedGain": 19760840.56,
                  "netUnrealizedAppreciation": -5283556.82
                }
              },
              "optionCategory": {
                "month1": {
                  "netRealizedGain": 0,
                  "netUnrealizedAppreciation": 0
                },
                "month2": {
                  "netRealizedGain": 0,
                  "netUnrealizedAppreciation": 0
                },
                "month3": {
                  "netRealizedGain": 0,
                  "netUnrealizedAppreciation": 0
                }
              },
              "swaptionCategory": {
                "month1": {
                  "netRealizedGain": 0,
                  "netUnrealizedAppreciation": 0
                },
                "month2": {
                  "netRealizedGain": 0,
                  "netUnrealizedAppreciation": 0
                },
                "month3": {
                  "netRealizedGain": 0,
                  "netUnrealizedAppreciation": 0
                }
              },
              "swapCategory": {
                "month1": {
                  "netRealizedGain": 0,
                  "netUnrealizedAppreciation": 0
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