Titelia

Sources and method

Every figure comes from a public, identified, dated document. Every page links to the document it comes from.

The sources

SourceContentReuse
Form N-PORT, SECquarterly positions of US-registered fundspublic data, automated access expressly allowed
Form 13F, SECquarterly positions of US institutional managers; counted apart from the funds, because a manager and its own funds file separatelypublic data, automated access expressly allowed
Annual and half-yearly reports of European fundscomplete portfolio inventory, with sector and currency per linepublication required by Directive 2009/65/EC, art. 68 to 75; the report is linked from every page that uses it
CDA, CVM (Brazil)monthly portfolio of every registered Brazilian fundOpen Database Licence (ODbL), with attribution
Fondinnehav, Finansinspektionen (Sweden)quarterly portfolio of every Swedish securities fundfree to use, stating the source (FI) and the date
Individual information, CNMV (Spain)quarterly portfolio of every Spanish fund; the CNMV publishes no number of shares, only a market valuereuse authorised where the reproduction is faithful and free of charge
Monthly portfolios, SEBI (India)the full monthly portfolio of every scheme, published by its fund house in the layout the regulator prescribes; the industry of each line is printed by the fundpublication required by SEBI's mutual fund regulations; the portfolio is linked from every page that uses it
Reference exchange rates, ECBthe daily rate of the euro against 32 currencies, since 1999; used for converted totals and nothing elsefree to use, state the source
Global Legal Entity Identifier registry (GLEIF)a company's legal name and the ISINs of its securities; used only to correct the spelling of a name, never to add oneCC0 1.0, public domain
Disclosed short positions, quivadthe share of capital sold short and how many sellers disclose it, as the European regulators publish them; read on a fixed date, never recomputed herefile published with no key and no account, source credited

The rules applied

  • A position is a fund's most recent declaration, never a sum of successive reports.
  • Weights are recomputed against declared net assets; every line carries its date.
  • Only the equity sleeve is covered: no bonds, no derivatives, no cash.
  • Amounts are in the filer's own currency: dollars for the SEC, reais for the CVM, kronor for the FI, and the accounting currency of each European report. None is rewritten into another currency.
  • A page that adds several currencies together gives the total converted at the European Central Bank reference rates, on the date each fund filed rather than today's. It is marked with "≈", the declared amounts stay below it, and it disappears as soon as one line has no rate.
  • The sector breakdown of US funds is a Titelia classification, decided company by company; whatever is not attributed is shown as such. European funds carry the sectors of their own report.
  • A report reading is kept only when it lands exactly on the totals the report prints.
  • A company's membership of an index is a Titelia claim, recorded by hand from the constituent tables of Wikipedia (CC BY-SA licence), and dated with the list it opens in the search. A position is a declared fact; a membership is not, and the two must not read alike.
  • A company's name is the one the most filers write. When a single fund declares it, nobody cross-checks it: the GLEIF registry then settles the SPELLING alone - a restored accent, a wrong letter, a name cut mid-word - and never a whole word, which would name another company. The page says under which name the line was filed.

The limits

  • European funds are added report by report; an absent fund is one not yet read.
  • Holdings files from issuer websites are not taken: their terms forbid it.
  • A company's weight in an index is not published: index administrators reserve it for their licensees.
  • The data describes a portfolio at a past date. Nothing here is investment advice.