Warren Buffett Index

These indices track the disclosed stock holdings of prominent investment funds based on their quarterly 13F regulatory filings.

What You Should Know:

These indices reflect only what funds are required to disclose publicly—which is incomplete. 13F filings show only U.S. long stock positions from the end of each quarter, filed 45 days later. Options, international stocks, bonds, cash, and short positions are completely invisible. All trading between quarter-ends is also missed.

Why This Matters:

The index performance will likely differ from the fund's actual returns. You're tracking a rules-based index built from limited quarterly snapshots, not the fund's real portfolio.

How We Build Each Index:

1. Start with the 13F filing — Use the holdings and weights reported as of quarter-end
2. Filter for tradable stocks — Remove securities not supported by Apex Clearing (small-caps, some ADRs, non-equities)
3. Remove small positions — Exclude holdings under 1% weight
4. Reweight proportionally — Redistribute excluded weight across remaining stocks

Updates:

Indices rebalance within two trading days after each fund's quarterly 13F filing becomes public (typically 45 days after quarter-end).