The Form 13F Holdings dataset provides structured data from the information tables filed in SEC Form 13F-HR and 13F-HR/A filings. Each record represents one complete information table — the entire portfolio holdings of a single reporting entity for a calendar quarter-end. A single record may contain 10 securities or over 20,000 securities, depending on the manager's portfolio size. The dataset covers all 13F filings published since May 2013, encompasses approximately 3,000 to 4,000 filing managers per quarter, and is completely survivorship-bias-free, including all portfolios of all reporting entities irrespective of their current status. Data is distributed as compressed JSONL files (.jsonl.gz) organized by calendar month.
This is the canonical source for analyzing what institutional investors own across US-listed equities and equity-linked securities at the CUSIP level.
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Each record is one complete 13F information table — the entire portfolio holdings of a single reporting entity for a given calendar quarter. A single JSONL object contains default filing attributes (id, CIK, ticker, accession number, etc.) alongside a holdings array, where each item in the array is one security position. A manager holding 500 securities produces one record with 500 entries in the holdings array. The unit of observation is the manager-quarter pair.
Cover pages are excluded from this dataset and available in the dedicated 13F Cover Pages dataset.
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{
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"default filing attributes: id, cik, ticker, etc.": "...",
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"holdings": [
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{
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"nameOfIssuer": "ADVANCED MICRO DEVICES INC",
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"titleOfClass": "COM",
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"cusip": "007903107",
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"ticker": "AMD",
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"cik": "2488",
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"value": 1565000,
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"shrsOrPrnAmt": {
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"sshPrnamt": 18527,
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"sshPrnamtType": "SH"
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},
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"investmentDiscretion": "SOLE",
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"votingAuthority": {
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"Sole": 0,
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"Shared": 0,
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"None": 18527
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}
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}
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]
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}
Each object in the holdings array contains:
| Field | Description | Example |
|---|---|---|
| nameOfIssuer | Issuer name | "ADVANCED MICRO DEVICES INC" |
| titleOfClass | Security class or title | "COM", "SHS CL A", "PUT" |
| cusip | 9-character CUSIP identifier | "007903107" |
| ticker | Ticker symbol (enriched, not in raw EDGAR data) | "AMD" |
| cik | Issuer CIK (enriched, not in raw EDGAR data) | "2488" |
| value | Absolute market value in USD (standardized) | 1565000 |
| shrsOrPrnAmt.sshPrnamt | Share count or principal amount | 18527 |
| shrsOrPrnAmt.sshPrnamtType | Shares ("SH") or principal ("PRN") | "SH" |
| investmentDiscretion | Sole, defined, or other discretion | "SOLE", "DEFINED", "OTHER" |
| votingAuthority.Sole | Shares with sole voting authority | 0 |
| votingAuthority.Shared | Shares with shared voting authority | 0 |
| votingAuthority.None | Shares with no voting authority | 18527 |
| putCall | Put/call flag for option positions | "Put", "Call", or absent |
| otherManager | Manager ID sharing discretion | Optional |
Each record also includes top-level filing attributes alongside the holdings array. These follow the standard Filing Query API response structure:
| Field | Description | Example |
|---|---|---|
| formType | Original or amendment | "13F-HR" or "13F-HR/A" |
| cik | Reporting manager's SEC Central Index Key | "1067983" |
| periodOfReport | Quarter-end date (as-of date for positions) | "2024-12-31" |
| filedAt | Timestamp submitted to the SEC | "2025-02-14T..." |
| accessionNo | Unique SEC filing identifier | "0001067983-25-000123" |
Form 13F-HR is the quarterly report filed by institutional investment managers who exercise investment discretion over $100 million or more in Section 13(f) securities. Each filing has three components:
This dataset extracts the information table entries and combines them with filing-level metadata into structured, analysis-ready records.
Form 13F is filed by institutional investment managers exercising investment discretion over $100 million or more in Section 13(f) securities. The SEC defines this term broadly under Section 13(f)(6)(A) of the Securities Exchange Act of 1934, covering:
Managers whose 13(f) holdings never reach $100 million, those holding only non-13(f) securities, and foreign managers with no US-listed holdings do not file.
Filings are due quarterly, within 45 calendar days of each calendar quarter-end:
| Quarter | Holdings As-Of | Deadline |
|---|---|---|
| Q1 | March 31 | May 15 |
| Q2 | June 30 | August 14 |
| Q3 | September 30 | November 14 |
| Q4 | December 31 | February 14 |
Amendments replace the entire information table when the original contained errors, when previously omitted positions are discovered, or when confidential treatment expires. They are full restatements, not incremental corrections.
The filing obligation is established by Section 13(f) of the Securities Exchange Act of 1934 and implemented by Rule 13f-1. The related Rule 13f-2 governs short position reporting for institutional investment managers. The SEC publishes an official list of Section 13(f) securities quarterly, defining the reportable universe: exchange-traded equities, equity options, convertible debt, and closed-end fund shares.
13F reports a manager's full portfolio quarterly. Schedules 13D/13G are event-driven filings triggered when a single position crosses 5% beneficial ownership. 13D adds the investor's intentions, source of funds, and plans — information absent from 13F. 13D is filed within 10 days of crossing 5%; 13F lags up to 45 days. Use 13F for portfolio-level analysis; use 13D/13G for concentrated ownership and activist tracking.
13F reports at the manager level, covering only 13(f) securities. Form N-PORT reports at the individual fund level and covers all asset classes (equities, bonds, derivatives, repos). N-PORT includes richer per-position data (coupon, maturity, delta, liquidity classification) but is filed by registered investment companies only, not by hedge funds or pensions.
Insider forms report individual buy/sell transactions within 2 business days and cover only the insider's holdings in their own company. 13F provides quarterly snapshots with no transaction detail but covers the manager's entire 13(f) portfolio across all issuers.
This dataset contains the same underlying information as raw EDGAR XML filings, but in a structured, analysis-ready JSONL format. Raw filings require XML parsing, schema handling, and multi-document joins. This dataset delivers each information table as a single JSON record with all holdings in a holdings array alongside filing-level metadata, enriched with ticker and CIK per security.
Quantitative investment professionals build crowding signals, institutional flow estimates, and "smart money" replication strategies from quarter-over-quarter changes in 13F holdings. Crowding metrics (how many managers hold the same security, and how concentrated that overlap is) feed directly into risk models.
Fundamental equity analysts and portfolio managers monitor peer positioning, detect activist fund accumulation, screen for under-owned stocks, and assess consensus vs. variant positioning.
Risk managers at multi-manager platforms and prime brokers measure cross-manager portfolio overlap, detect concentration risk, and cross-check 13F disclosures against internally reported positions.
Institutional allocators (pension investment staff, endowment CIOs, fund-of-funds analysts) use 13F filing histories during manager due diligence to verify strategy consistency, detect style drift, and compare portfolio composition against peers.
Investor relations officers at public companies identify their institutional shareholder base each quarter, target outreach to new holders, monitor activist positioning, and support proxy solicitation with ownership data.
Sell-side equity research and sales teams map shareholder bases for covered companies, detect ownership shifts, and support investment banking advisory mandates with institutional holder analysis.
Academic researchers rely on 13F data for empirical studies of institutional herding, the predictive content of holding changes, mutual fund skill measurement, common ownership effects on competition, and the relationship between institutional ownership and corporate governance.
Financial journalists report on 13F filings as quarterly events, covering celebrity investor portfolio moves and broader sector rotation trends.
Regulatory and legal professionals reference 13F data in market surveillance, enforcement investigations, securities litigation, and antitrust analysis of common ownership.
Quantitative risk managers build crowding scores for each security by counting distinct 13F holders, computing ownership concentration (HHI across managers), and tracking quarter-over-quarter holder count changes. Securities where a small number of large managers control outsized institutional ownership relative to float are flagged as high-crowding-risk names. This analysis is a standard input to portfolio risk models because crowded positions suffer amplified drawdowns during forced-selling episodes.
Quantitative researchers and retail platforms track quarterly holding changes of curated high-conviction managers. New position entries, full exits, and significant size changes (>25% share-count change) are the highest-signal observations. Academic research demonstrates that replicating skilled managers' high-conviction positions generates risk-adjusted alpha even with the 45-day reporting lag. Multiple ETFs and fintech platforms operationalize this methodology.
Investor relations teams compile a complete institutional holder list for their company each quarter by filtering all 13F records matching the company's CUSIPs. Quarter-over-quarter comparison reveals new holders, departing holders, and position size changes. Managers are classified by type (index, active, hedge fund, pension) for targeted engagement. This is the foundational IR workflow after each 13F deadline.
Institutional allocators map a manager's 13F CUSIPs to security attributes (market cap, sector, style factor) and compute portfolio-level statistics each quarter: weighted-average market cap, sector concentration, top-10 position weight, number of holdings. Significant deviations from the manager's stated mandate or historical norms trigger review. A "small-cap value" manager shifting into large-cap growth positions is a concrete red flag that 13F data reveals independently of the manager's own reporting.
Macro strategists and sector analysts map CUSIPs to GICS sectors or custom themes (AI/semiconductors, clean energy, defense) and compute total institutional value, holder count, and quarter-over-quarter changes by sector. Normalizing for market-cap changes isolates flow-driven vs. price-driven movement. The resulting sector rotation signals are published by sell-side strategists and consumed by portfolio allocators.
Researchers compute the degree to which competing firms in the same industry are held by overlapping institutional managers. For each company pair, 13F data reveals shared holders, their ownership stakes, and concentration of overlapping ownership. Modified HHI metrics quantify the potential competitive effects. This analysis is the empirical foundation for the "common ownership" hypothesis debated by the DOJ, FTC, and competition scholars.
Corporate governance teams and event-driven funds maintain watchlists of known activist manager CIKs. Each quarter, they extract new positions and significant increases for these managers, flagging when an activist's stake exceeds meaningful thresholds (>1% of outstanding shares or a top-20 position in the activist's portfolio). Early detection provides lead time for proactive engagement or defense preparation before a public campaign is announced.
Values are standardized absolute USD amounts. Raw EDGAR 13F filings inconsistently mix absolute values and values in thousands of USD. This dataset normalizes all values to absolute dollar amounts (e.g., a value of 1565000 means $1,565,000). No manual conversion is needed.
CUSIP, ticker, and CIK are all available per holding. While CUSIP is the only security identifier in the raw EDGAR data, this dataset enriches each holding with the issuer's ticker symbol and CIK, pre-mapped from the CUSIP. CUSIPs change after corporate actions; building a CUSIP history table or using a commercial security master is necessary for accurate time-series analysis.
Amendments create apparent duplicates. Both the original 13F-HR and any 13F-HR/A amendment appear in the dataset. De-duplicate by keeping only the most recent filing date per manager-quarter combination.
Data is inherently stale. Positions are as of quarter-end but filings appear up to 45 days later. Active managers may hold materially different portfolios by publication date.
Aggregate vs. disaggregate reporting varies. Some managers consolidate all accounts; others report separately by sub-adviser. This affects position summation.
No cost basis, returns, or weights. 13F filings contain no purchase price, gain/loss, or performance data. Portfolio weights must be computed from position values.
Option positions lack contract details. Put/call positions report the underlying CUSIP, value, and share-equivalent quantity, but not strike price, expiration, or contract terms.
The full dataset is available for download as a ZIP archive containing monthly .jsonl.gz files. Each line in a JSONL file is one complete 13F information table record — the entire portfolio holdings of a single reporting entity for a given quarter. Monthly files are organized by calendar year (e.g., 2026/2026-03.jsonl.gz). Coverage begins May 2013 and updates as new filings are processed from EDGAR.
Download URL: https://api.sec-api.io/datasets/form-13f-holdings.zip?token=YOUR_API_KEY
Form types included: 13F-HR, 13F-HR/A
Total archive size: ~3.9 GB compressed
What is the difference between 13F-HR and 13F-HR/A? 13F-HR is the original quarterly filing. 13F-HR/A is an amendment that replaces the entire information table. If a manager files both for the same quarter, use the amendment (most recent filing date) and discard the original to avoid double-counting.
Why do some managers appear to hold very few positions? Some managers request confidential treatment for portions of their portfolio, withholding those positions from the initial filing. The withheld positions may appear in a later 13F-HR/A amendment. Additionally, managers that primarily hold non-13(f) securities (e.g., fixed income) will show only their 13(f) holdings, which may be a small fraction of their total AUM.
Can I compute a manager's total AUM from 13F data? Only partially. Summing the value field across all positions gives the total 13(f) portfolio value, but this excludes non-13(f) assets (bonds, private investments, foreign securities, cash). For total AUM, cross-reference with the manager's Form ADV filing.
How do I handle CUSIPs that change due to corporate actions? CUSIPs change when companies merge, spin off divisions, or undergo other corporate actions. Each holding in this dataset includes the ticker and CIK alongside the CUSIP, which helps with identification. For accurate time-series analysis, building a CUSIP history table from corporate action data or using a commercial security master is still recommended.
Is the value field in thousands or absolute dollars?
Raw EDGAR 13F filings inconsistently mix both conventions — some filers report in thousands, others in absolute dollars. This dataset standardizes all values to absolute USD amounts. A value of 1565000 means $1,565,000. No manual conversion is needed.
Are ETF and mutual fund holdings included? Shares of ETFs and closed-end funds that appear on the SEC's 13(f) securities list are included as holdings. The 13F shows which managers hold these funds. For the internal holdings of those funds, use Form N-PORT.