Sharing a data source that’s surprisingly underused for fund analysis<\/strong>: the SEC’s N-PORT and N-CEN filings on EDGAR. <\/p>\n – N-PORT<\/strong> (quarterly, structured XML): every fund’s complete position list with weights, share counts, CUSIP\/ISIN, country of domicile, ASC 820 fair-value level, monthly returns, and monthly creation\/redemption flows. What you can pull out without any paid vendor:<\/strong> Gotchas:<\/strong> positions are keyed on CUSIP (not ticker), so you need a CUSIP-to-ticker map to join to anything else; unit investment trusts (like SPY) file lighter N-CEN sections than open-end funds (like VOO), so some fields are legitimately empty; and the public lag is ~60 days after quarter-end. <\/p>\n The StockFit API<\/strong> does the XML parsing and CUSIP resolution if you don’t want to build it yourself. <\/p>\n Not financial advice, just pointing at the filings.<\/p>\n<\/div>\n submitted by \/u\/Either_Door_5500 <\/a>
– N-CEN<\/strong> (annual, structured XML): tracking difference vs benchmark (gross AND net of fees), securities-lending activity, in-kind creation\/redemption percentages, per-broker commissions, and the full service-provider roster. <\/p>\n
– Index-fund tracking split into replication vs cost. VOO 2025 was -0.4 bps vs the S&P 500 gross of fees, -16.9 bps net.
– True per-CUSIP overlap between funds. SPY vs VOO is 476 shared holdings, ~97% by weight.
– Issuer-domicile reality checks. SPY is ~97% US, ~3% Ireland\/Switzerland\/Bermuda\/Netherlands. <\/p>\n
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