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Stocks Quarterly Institutional Holdings
Every position reported on an SEC form 13F since 1993, by filer and quarter, with the ticker resolved: who held what, how many shares, worth how much, and with which voting authority.
Shape measured at the next refresh of dataset_cards/facts.json. Refreshed monthly.
Why It Matters
Institutional ownership is the most-cited missing input in the paper backlog: breadth of ownership and its changes, the trades of hedge funds against those of mutual funds, herding into and out of a name, the concentrated "best ideas" of a manager, the overlap between two portfolios. Stocks-Quarterly-InstitutionalTrading gives per-fund statistics from 2016 and no position. This is the position table, back to 1993.
How the ticker is resolved, and what is left out. A 13F names a security by its CUSIP. Each CUSIP reported at least a hundred times was resolved to a composite FIGI through OpenFIGI and from there to a ticker in the listed-and-delisted reference; the US composite line is taken first. Positions whose CUSIP did not resolve -- bonds, options, foreign lines of a US name, identifiers OpenFIGI rejects, and anything reported fewer than a hundred times -- are not in this copy. Measured on the source, the kept positions carry the large majority of the reported dollar value; the exact share is re-measured at each refresh.
Dates. date is the filing date, the day the holdings became public. period is the quarter end they describe; a 13F is due 45 days after it, and amendments (13F-HR/A) can come later still. A strategy acts on date, never on period.
Load It
pip install --upgrade pwb-toolbox
from pwb_toolbox import datasets as pwb_ds
df = pwb_ds.load_dataset("Stocks-Quarterly-InstitutionalHoldings", symbols=["AAPL"])
print(df.iloc[-1, :])
Columns
| Column Name | Description |
|---|---|
| symbol | Ticker resolved from the CUSIP. |
| date | Filing date on EDGAR. |
| period | Quarter end the holdings describe. |
| filer_cik / filer_name | The reporting manager (name from its own EDGAR filings). |
| form_type | 13F-HR, 13F-HR/A, 13F-NT. |
| cusip / issuer_name / title_of_class | The security as reported. |
| market_value | Value of the position in dollars, as reported. |
| shares / shares_type | Quantity, and whether it is shares (SH) or principal amount (PRN). |
| put_call | PUT or CALL for an option position, empty for shares. |
| investment_discretion | SOLE, DEFINED or OTHER. |
| voting_authority_sole / voting_authority_shared / voting_authority_none | Shares by voting authority. |
| accession_number / filing_url | The filing on EDGAR. |
Access
Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers every dataset in this organisation and the strategy catalogue.
Elsewhere
- The strategy catalogue
pwb-toolbox, the loader used in the snippet above- Every dataset in this organisation
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