| --- |
| pretty_name: Stocks Quarterly Institutional Ownership |
| language: |
| - en |
| license: other |
| task_categories: |
| - time-series-forecasting |
| - tabular-regression |
| tags: |
| - finance |
| - quantitative-trading |
| - backtesting |
| - stocks |
| - equities |
| - quarterly |
| - institutional-ownership |
| - sec-filings |
| - 13f |
| - ownership |
| size_categories: |
| - 1M<n<10M |
| extra_gated_prompt: "This dataset is free to browse and gated for download. Approval is tied to a Papers With Backtest subscription, which also covers the other datasets in this organisation and the strategy catalogue at https://paperswithbacktest.com. Plans and what each one includes: https://paperswithbacktest.com/pricing" |
| --- |
| |
| # Stocks Quarterly Institutional Ownership |
|
|
| One row per ticker and quarter: how many 13F filers held it, how many shares they held in all, and what those shares were worth -- the aggregate of the position table. |
|
|
| <!-- MEASURED:START - rewritten by dataset_cards/refresh.py --> |
| |
| Shape measured at the next refresh of `dataset_cards/facts.json`. Refreshed monthly. |
|
|
| <!-- MEASURED:END --> |
|
|
| ## Why It Matters |
|
|
| Half the institutional-ownership papers need no position at all, only the breadth: the number of holders of a name and how it changed, the institutional share once the shares held are divided by shares outstanding from the fundamentals, the names institutions were leaving. This table is that aggregate, computed from `Stocks-Quarterly-InstitutionalHoldings` with option positions excluded, share positions only, and one filing per filer and quarter (an amendment supersedes the original). |
|
|
| **Dates.** `date` is the **quarter end the positions describe**, not the filing date. The aggregate is only known 45 days later, when the last filer has reported, so a strategy must lag this table by at least that much. It is the opposite convention from the position table, where a row is dated when it became public. |
|
|
| ## Load It |
|
|
| ```bash |
| pip install --upgrade pwb-toolbox |
| ``` |
|
|
| ```python |
| from pwb_toolbox import datasets as pwb_ds |
| |
| df = pwb_ds.load_dataset("Stocks-Quarterly-InstitutionalOwnership", symbols=["AAPL"]) |
| print(df.iloc[-1, :]) |
| ``` |
|
|
| ## Columns |
|
|
| | Column Name | Description | |
| | :--- | :--- | |
| | **symbol** | Ticker. | |
| | **date** | Quarter end the positions describe. | |
| | **holders** | Number of distinct 13F filers holding shares. | |
| | **shares_held** | Shares held by all filers, summed. | |
| | **market_value** | Dollar value of those shares, as reported, summed. | |
|
|
| ## 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](https://paperswithbacktest.com/pricing). The same subscription covers every dataset in this organisation and the strategy catalogue. |
|
|
| ## Elsewhere |
|
|
| - [The strategy catalogue](https://paperswithbacktest.com/strategies) |
| - [`pwb-toolbox`](https://github.com/paperswithbacktest/pwb-toolbox), the loader used in the snippet above |
| - [Every dataset in this organisation](https://huggingface.co/datasets/paperswithbacktest) |
|
|
