Sources¶

Every holding openbasket shows comes from one of the sources below, and is shown with that source’s name, link, credit line and as-of date. Each source has its own page with its endpoints, coverage, terms and known gaps.

Adding a source

Status as tested on 2026-11-03.

Source	Status	Used for
SEC Form N-PORT	Working	Full holdings of US-registered funds and ETFs, equity and bond, with ISINs, CUSIPs and LEIs.
SEC `company_tickers_mf.json`	Working	Fund and ETF ticker to series ID.
TickerInside	Working	Daily issuer holdings for US equity ETFs, keyed by ticker.
OpenFIGI	Working	ISIN to name, ticker and security type; ISIN to US ticker when matching a fund.
iShares UK	Working	Daily full holdings of UCITS ETFs with ISINs and five-decimal weights, from the issuer’s site.
iShares US	Working	Daily full holdings of US iShares ETFs with ISINs; equity weights to two decimals.
SPDR (State Street)	Working	Daily full holdings of US ETFs (including SPY and DIA) and UCITS ETFs.
justETF, FT and others	Not built	Top holdings only.

SEC Form N-PORT¶

Quarterly ZIPs of tab-delimited tables from https://www.sec.gov/files/dera/data/form-n-port-data-sets/{quarter}_nport.zip. 2026 Q3 is 462 MB zipped and 1.6 GB unzipped; FUND_REPORTED_HOLDING alone is 5.6 million rows. The pipeline extracts four tables, converts them to Parquet with DuckDB, and never loads the full quarter into pandas.

What the data shows:

PERCENTAGE is in percent of net assets (IVV’s lines sum to 100.12).
A quarter holds several report periods per fund, plus late amendments (NPORT-P/A) to old ones. Each series uses its latest report date, and an amendment replaces the original filing for the same date.
96.6% of holding rows carry an ISIN in IDENTIFIERS. Where a row has only a CUSIP, the ISIN another filing reported for that CUSIP is used (385,195 CUSIPs), then one derived from the CUSIP (1,323 CUSIPs, US and Canadian numbers only).
A fund holding another fund is linked by ISSUER_LEI = the held fund’s SERIES_LEI.
N-PORT is filed monthly but published quarterly, 60 days after the period, so holdings run two to five months behind.

Gaps:

Unit investment trusts such as SPY and DIA do not file N-PORT. SPY is missing from company_tickers_mf.json for the same reason.
Non-US funds (UCITS, including IE- and LU-ISIN ETFs) are not in N-PORT; iShares UCITS ETFs are covered from the issuer instead.
Swap-based ETFs report the swap and its collateral, not the index. Map them to a physical ETF on the same index with lookthrough.proxies; the rows are labelled as a proxy.
Private funds such as BlackRock Cash Funds stay as a single line.

TickerInside¶

pip install tickerinside. The equity issuer layer (source_layer == "issuer") is the issuer’s daily file, a day or two old, keyed by ticker. Tickers are matched to ISINs through the same fund’s N-PORT lines and OpenFIGI; a ticker that entered the fund after its last N-PORT filing stays unresolved and appears in lookthrough_unidentified.csv. Other layers (sec_nport, sec_nport_bonds) are rebuilt from N-PORT, which this package reads in full, so they are skipped.

Terms. Current data is published under CC BY 4.0 and must be credited. Every row from TickerInside carries its cite_as text in source_ref; keep it in anything published from the output. History is under separate terms and is not used.

OpenFIGI¶

POST https://api.openfigi.com/v3/mapping. It does not return ISINs: a mapping response has figi, compositeFIGI, shareClassFIGI, name, ticker, exchCode, securityType, securityType2, marketSector and securityDescription. So ISINs come from N-PORT, and OpenFIGI supplies names and types and the ticker that links a fund ISIN to its SEC series.

iShares¶

BlackRock moved its sites in 2026. The .ajax CSV endpoints that etf-scraper used (US 1467271812596, UK 1506575576011) now return the HTML product page, so etf-scraper was not used. Two JSON endpoints per site replace them. The sites read are set in issuers.ishares_sites ([uk, us]).

Fund list, UK: https://www.ishares.com/varnish-api/blk-product-screener-server/api/v1/product-screener/product-data?country=gb&language=en&siteName=ishares-uk&userType=individual returns all 1,431 UK-site products keyed by portfolio ID, each with its isin, ticker, asset class and totalNetAssets.
Fund list, US: The same endpoint with country=us&siteName=ishares-us returns HTTP 500 (no configuration for the US site). The US screener page loads https://www.ishares.com/us/product-screener/product-screener-v3.jsn?dcrPath=/templatedata/config/product-screener-v3/data/en/us-ishares/ishares-product-screener-backend-config&siteEntryPassthrough=true instead, which returns data.tableData as a column list plus rows: 526 products, every one with isin, cusip, portfolioId and ticker. The 44 BlackRock mutual funds in it (productType BLK_MUTUAL_FUND_DATA) are dropped, because their holdings have no identifiers and N-PORT covers them; the 482 iShares ETFs are kept. A missing ISIN would be derived from the CUSIP.

ingest saves both lists as data/01_raw/issuers/ishares_products.parquet; an input ISIN found there is matched to that fund before any other route.

Holdings: https://www.blackrock.com/varnish-api/<data_site>/product-data/api/v2/get-product-data?appType=PRODUCT_PAGE&appSubType=ISHARES&targetSite=<site>&locale=<locale>&userType=individual&component=holdings&portfolioId=<id>, with uk-retail01-product-data, ishares-uk, en_GB for the UK and blk-one01-product-data, us-ishares, en_US for the US (the US names are in the apiHost and targetSite config of each US product page). It returns the full holdings table column by column: isin, ticker, issueName, the weight, assetClass, marketValue, and for bond funds couponRate, maturityDate and duration, with asOfDate. US tables add cusip and sedol. Responses are cached per fund per day in data/01_raw/issuers/holdings/.

The weight column differs by fund. UK funds and US bond and fund-of-funds tables give holdingPercent to five decimals. US equity tables give marketWeight (and notionalWeight) to two decimals instead; marketWeight is used, so IVV’s lines sum to 100.06%. Where a US line has a CUSIP but no ISIN, it goes through the same lookup as SPDR lines (see below): the ISIN N-PORT reports for that CUSIP (nport_cusip), then one derived from the CUSIP (derived_cusip) only if OpenFIGI knows it.

Each product page also links latest-holdings.csv, which still works, but it has no ISIN column and rounds weights to two decimals. The fund download (get-fund-document?component=fundDownloadV2) is a SpreadsheetML workbook with the same limits. Neither is used.

What the data shows (2 November 2026):

Fund	Lines	ISIN-identified weight
iShares Core S&P 500 UCITS ETF (IE00B5BMR087)	509	99.86%
iShares Core MSCI World UCITS ETF (IE00B4L5Y983)	1,270	99.65%
iShares Core UK Gilts UCITS ETF (IE00B1FZSB30)	74	100.02%
iShares Core Global Aggregate Bond UCITS ETF (IE00B3F81409)	20,000*	92.22%
iShares Core S&P 500 ETF (IVV, US4642872000)	508	99.99%
iShares Core U.S. Aggregate Bond ETF (AGG, US4642872265)	13,465	102.97%
iShares Core 60/40 Balanced Allocation ETF (AOR, US4642898674)	9	99.91%

* Exactly 20,000 lines in both the JSON and the CSV, which looks like a cap on the site’s side. The lines still sum to 100.27%, so anything cut is a tail of very small positions, but very large bond funds may be incomplete.

AGG’s ISIN lines add up to more than 100% because its USD cash line is −2.92%. Of its 35 lines without an ISIN, 25 (0.05%) are commercial mortgage bonds with only a CUSIP: 24 are found in N-PORT and one more is a derived ISIN that OpenFIGI confirms. AOR’s lines are seven iShares ETFs and a cash fund, each found in the US fund list and expanded from its own issuer file.

Lines without an ISIN are cash, futures and FX forwards, and in bond funds US agency mortgage pools, which are listed by pool number only (about 7.7% of the global aggregate fund). Swap-based funds such as IE000OY7BDY9 report one index line of about 99.97% with no ISIN; the summary flags any input where a single ISIN-less line holds 50% or more.

Issuer tickers are local codes, and cash lines use currency codes such as USD, which is also a US ETF’s ticker. So iShares lines are matched to funds by ISIN only, never by ticker.

Terms. This is public data from the issuer’s website. BlackRock’s site terms have not been reviewed for automated or bulk use; the client keeps to one request per fund per day and pauses between requests.

SPDR¶

State Street publishes a daily workbook per ETF. Two regions are used:

Fund list: https://www.ssga.com/bin/v1/ssmp/fund/fundfinder?country=us&language=en&role=intermediary&product=etfs&ui=fund-finder (185 US ETFs with a holdings file) and the same with country=uk&language=en_gb, whose uk-etfs list holds the 177 UCITS ETFs. The fund’s ISIN is in each entry’s keywords text and the holdings file is linked in documentPdf. ingest adds them to data/01_raw/issuers/issuer_products.parquet with issuer = spdr.
Holdings: https://www.ssga.com/library-content/products/fund-data/etfs/us/holdings-daily-us-en-<ticker>.xlsx and .../emea/holdings-daily-emea-en-<ticker>-<exchange>.xlsx. A few header lines (name, ticker, as-of date), then a table whose header row starts with Name (US) or ISIN (UCITS). Bond funds add coupon, par value and maturity columns. Weights are percent of the fund.

SPY and DIA are unit investment trusts and file no N-PORT, so this is the only free source of their full holdings.

UCITS files carry an ISIN column. US files identify a line by Identifier (a CUSIP, an ISIN for some bonds, or a State Street code) and SEDOL, so an ISIN is found, in order, from:

the file’s own ISIN;
the ISIN N-PORT filings report for the CUSIP (nport_cusip);
the ISIN N-PORT filings report next to the SEDOL (nport_sedol), from data/03_primary/sedol_isin_map.parquet, about 25,400 SEDOLs;
the ISIN derived from the CUSIP (derived_cusip), only if OpenFIGI knows it. State Street gives some foreign shares CUSIP-shaped internal codes (Samsung’s GDR is 494281900); 345 such ISINs derived for the developed-world fund turned out not to exist, so unverified ones are dropped.

What the data shows (2 November 2026):

Fund	Constituents	Resolved
SPDR S&P 500 ETF Trust (SPY, US78462F1030)	503	99.90%
SPDR Dow Jones Industrial Average ETF Trust (DIA, US78467X1090)	30	99.95%
SPDR Portfolio Developed World ex-US (SPDW, US78463X8891)	2,359	99.21%
SPDR Portfolio Aggregate Bond (SPAB, US78464A6495)	8,707	99.09%
SPDR S&P 500 UCITS ETF (IE00B6YX5C33)	504	100.00%
State Street Global High Yield Bond UCITS ETF (LU3357226557)	2,361	93.75%

What stays unresolved: State Street’s own money-market fund in US bond funds (3.1% of SPAB, internal code only), and new or 144A bonds that UCITS bond files list with no ISIN (5.4% of the high-yield fund).

Terms. Public data from State Street’s website, not reviewed for automated or bulk use; files are fetched once per fund per day.

Top-holdings fallbacks¶

justETF, FT and similar sources are not built yet.