Institutional Ownership

Overview

Every calendar quarter, asset managers are required to disclose positions they hold that could impact the ownership of public companies. These are commonly thought of as hedge funds and other "smart money". While the raw filings are public, no effort to validate, correct, combine, map or aggregate is done until they are processes by QUANTkiosk.

Key Facts

dataset

• Sourced: SEC 13F-HR 13F-HR/A 13F-NT 13F-NT/A
• Reporting Frequency: quarterly (45 days after end of calendar quarter)
• Request Period: yyyyqq = report period
• Updated: intraday nightly
• Mapped: qkid cik ticker
• Amendments: true
• Views: aggregated original
• API: R python bulk complete

coverage

• Countries: US
• Dates: Pre-2013† 2013-Present
• Managers: 14,000+
• Instruments: 60,000+ Equity ADR ETF Converts Warrants Options

Find Filer

Filers are entities — e.g. hedge funds or banks. They file with the SEC using their assigned CIK, though this may change over time. As with the rest of the API, we require a QKID (class of qkid) to query for data. To locate a filer's CIK, we have two methods to specify which manager you are seeking.

One option is to pass the CIK into the cik function to convert to a QKID. Yet another is to use our built in search tool.

.py

import qkiosk as qk
# If you know the fund's CIK just use `qk.cik`

qk.cik(1423053)
#  Out[1]: qkid: ['0001423053.0000.E0000UI19']

# you can also find the filer's QKID using the built in `seach_mgr` function

qk.search_mgr("citadel")
#  
#   1. CITADEL ADVISORS LLC
#   2. CITADEL INVESTMENT ADVISORY INC.
#
#   ...
#
#   9. CITIZENS NATIONAL BANK TRUST DEPARTMENT
#  10. CI PRIVATE WEALTH LLC
#  
#  Selection: 1
#  Out[2]: qkid: ['0001423053.0000.E0000UI19']

# alternately you can even copy and paste a string into
# the `qkid` constructor to make a valid `qkid` object

qk.qkid('0001423053.0000.E0000UI19')
#  Out[3]: qkid: ['0001423053.0000.E0000UI19']

.r

library(qkiosk)
# If you know the fund's CIK just use `qk_cik`

qk_cik(1423053)
# 0001423053.0000.000000000

# alternately, use the seach_mgr function to see matches

qk.search_mgr("citadel")
#  
#   1. CITADEL ADVISORS LLC
#   2. CITADEL INVESTMENT ADVISORY INC.
#
#   ...
#
#   9. CITIZENS NATIONAL BANK TRUST DEPARTMENT
#  10. CI PRIVATE WEALTH LLC
#  
#  Selection: 1
#  [1] qkid: ['0001423053.0000.E0000UI19']

# you can us a string version of a QKID by wrapping with
# the `qkid` constructor to make a valid `qkid` object

qk_qkid('0001423053.0000.E0000UI19')

Holdings - Aggregated

The most compact view of a position held by a fund is the aggregated view, which is the default for querying. This takes all reported positions by instrument and combines into one aggregated position.

For example, if a filer is reporting for 3 submanagers and each holds 100, 250, and 130 shares of a company — the instrument would be reported as one row holding 480 shares.

.py

import qkiosk as qk

qk.institutional(qk.cik(1423053), 202504)

# -- or --

qk.institutional(qk.qkid('0001423053.0000.E0000UI19'), yyyyqq=202504)

.r

library(qkiosk)

qk_institutional(qk_cik(1423053), 202504)

# -- or --

qk_institutional(qk_qkid('0001423053.0000.E0000UI19'), yyyyqq=202504)

---

Holdings - Submanagers

Conversely, the original disclosure would have a record for each manager or combination of managers. This is the "submanager" view which is useful if you are looking to examine strategies amongst managers. This data is more feature rich, as will contain more rows to fascilitate. This is effected by setting the agg= argument to false.

Additional fields in the submanager view (selected via agg= argument):

• inclMgrs
• invDiscretion
• otherManager
• otherManagerName
• otherManagerFileNumber
• votingAuthSole
• votingAuthShared
• votingRightsNone

.py

import qkiosk as qk
# View Citadel's holdings for the asset management business and market making

qk.institutional(qk.cik(1423053), 202504, agg=False)

.r

library(qkiosk)
# View Citadel's holdings for the asset management business and market making

qk_institutional(qk_cik(1423053), 202504, agg=FALSE)

Sample Data

QK uniquely provides two views into an institutions holdings:

• an aggregated (all submanagers holding same intrument are rolled into one record)
• a broken-down view based on submanager reporting

This allows for the researcher to decide what is important for a particular thesis at runtime, instead of at data acquisition.

Aggregated ( 22 fields, 14801 obs. )

If a manager reports for other managers (aka submanager), the hasOtherManager field is marked as true if position includes submanager position.

⬇️ Scroll to see all fields:

---

Download full 14801 rows: qk-ownership-institutional-aggregated.csv

w/ Submanagers ( 30 fields, 18710 obs. )

Adds holding breakdowns and fields +invDiscretion, +votingAuthSole, +votingAuthShared, +votingAuthNone, +otherManager,+otherManagerName, and +otherManagerFileNumber

⬇️ Scroll to see all fields:

---

Download full 18710 rows: qk-ownership-institutional-submanager.csv

Data Dictionary

Reference Documentation

A canonical reference for data returned from institutional functions. There may be "Type" differences by language.

Please refer to the language specific API for details.

Notes include:

• qk added are fields that are derived or calculated by QUANTkiosk to facilitate research and discovery.
• submanagers are fields available to non-aggregated calls.

	Type	Description	Notes
filerName	character	name of filer (i.e. fund name)
filing	character	canonical EDGAR® filing path
submissionType	character	filing type: 13F-HR or 13F-HR/A (amended)
reportPeriod	integer	period of report
filedDate	integer	when the data was filed
inclMgrs	integer	number of submanagers reported for. See otherManager	submanagers qk added
issuer	character	name of instrument
titleOfClass	character	title or class name of instrument
issuerSIC	integer	official standardized industrial code	qk added
issuerSector	character	two-character sector code from QUANTkiosk™	qk added
issuerTicker	character	common exchange ticker	qk added
issuerQkid	character	QKID™ symbol
value	double	fair market value of position at end of report period
shrsOrPrnAmt	integer	number of shares held or principal amount
putCall	character	one of PUT , CALL or empty
shrsOrPrnAmtType	character	shares SH or principal PRN
invDiscretion	character	type of discretion over investment decision	submanagers
votingAuthSole	integer	number of shares of SOLE voting authority	submanagers
votingAuthShared	integer	number of shares of SHARED voting authority	submanagers
votingAuthNone	integer	number of shares of NONE voting authority	submanagers
portWgt	double	portfolio weight (QK™ calculated)	qk added
hasOtherManager	logical	logical indicating if record is for other manager	qk added
otherManager	integer	reference number of other manager(s) from filing	submanagers qk added
otherManagerName	character	name of other manager(s) from filing	submanagers qk added
otherManagerFileNumber	character	file number of other manager(s)	submanagers qk added
QtrsHeld	integer	quarters held (QK™ calculated)	qk added
QOQSshPrnAmt	integer	quarter over quarter change in shares or principal amount of holding (QK™ calculated)	qk added
QOQValue	double	quarter over quarter change in value of holding (QK™ calculated)	qk added
QOQPortWgt	double	quarter over quarter change in portfolio weight (QK™ calculated)	qk added
newOrDel	character	is position NEW or DEL eted. See details. (QK™ calculated)	qk added

Parameters

Reference Documentation

Always refer to the respective package for complete documentation and calling details.

Parameter	Type	Description
qkid	symbol	a qkid object representing the 'QKID™' of reporting institution or filer. Use qk_cik, qk_ticker, or similar. See qkid for details.
yyyyqq	symbol	a number of the form 'YYYYQQ' where 'YYYY' is a 4-digit year, and 'QQ' is a 2-digit quarter [00,01,02,03,04]. Use in conjuction with qtrs argument to request additional prior quarters in one call. Four digit values will be treated as a full year (i.e. 'YYYY') and expanded to YYYY00.
qtrs	double	number of previous quarters to request (including current yyyyqq.
agg	logical	if TRUE, all other managers reporting are rolled up into one record, otherwise filing will contain other managers if filed for as distinct holdings for one or more of the same instruments.
wait	double	time in seconds between calls.
quiet	logical	make request silent.