Holdings, allocations and overlap
N-PORT source, weight basis, allocation roll-ups and the overlap formula.
Holdings come from SEC Form N-PORT, the full monthly portfolio filed quarterly (public ~60 days after quarter end), re-served position-by-position by our market-data vendor. Weights are the filing’s percent of net assets. Totals are not forced to 100%: leverage, cash, derivatives and shorts explain differences, and the sum is shown.
Allocations (asset class, country, region, issuer type, fair-value level, long/short) sum the reported weights by N-PORT category codes; regions are our generic groupings. Net assets on the holdings tab are calculated as position value ÷ weight (median across positions) and labelled as such.
Reverse search matches by CUSIP or ISIN (security level) or by ticker/name (issuer level, labelled), across the latest snapshot of each fund.
Overlap = Σ min(wA, wB) over shared securities (matched by CUSIP, then ISIN), on long positions in percent of net assets. Snapshots with different report dates are compared with a prominent date warning; the figure covers disclosed positions only.