Monthly Portfolio Investments Report (PDF)

The U.S. Securities and Exchange Commission (SEC) has published new Form N-PORT which will be valid through January 31, 2025 unless otherwise modified before. The form must be filed by certain registered investment companies, including mutual funds, exchange-traded funds (ETFs), and closed-end funds to report information about a fund’s portfolio holdings as of the end of each calendar quarter.
The purpose of Form N-PORT is to provide the SEC and the public with a standardized and machine-readable format for viewing and analyzing fund holdings. The form includes information on the fund’s portfolio investments, including the name, quantity, and value of each security, as well as detailed information about the fund’s derivatives holdings, borrowings, and other financial instruments.
This latest revised version, which is applicable from December 11, 2023, contains the modifications made by a recently issued rule of the SEC (EventID 23087) as regards the naming of ESG investment funds to require funds with an ESG focus (80% of investments must be classified as ESG investments) to additionally publish on Form N-PORT the following information:
– Information regarding whether each portfolio investment is part of the fund’s 80% basket.
– The value of the fund’s 80% basket, expressed as a percentage of the fund’s total assets.
– Clarifications on the terminology used in the fund’s name and any criteria linked to these terms.