Hedge funds pay for positioning — which names institutions are accumulating, which they are exiting, and where the crowd is. Fund Positioning Monitor assembles security-level holdings from SEC Form N-PORT and ETF constituent data, then computes the metrics on top: cross-holder crowding and period-over-period position changes, delivered as CSV + JSON on a schedule.
The event labels (labeling is the value)
- crowding_score — how many distinct funds / ETFs hold the name (consensus vs idiosyncratic).
- positioning_label — broad consensus · moderately held · idiosyncratic.
- etf_holders / fund_holders — holder breadth split by vehicle; etf_aggregate_weight_pct — total index weight behind the name.
- delta_signal — new initiation · full exit · accumulated (±Δ%) · distributed (±Δ%), computed period-over-period.
Every row carries as_of_date and captured_at; deltas are computed only from prior captured snapshots — no look-ahead.
Try a free sample
A real slice of the crowding feed: securities with holder breadth and index weight, as CSV + JSON.
Or get the sample emailed to you — enter your email and we’ll send the download link.
Plans
The crowding feed: cross-holder crowding scores and positioning labels, CSV, weekly delivery.
Subscribe monthly →Annual (2 mo free)Everything in Starter daily, plus position-change deltas and full labels, CSV + JSON, 12-month history.
Subscribe monthly →Annual (2 mo free)The quant / long-short tier: API access, full point-in-time delta archive, and a custom fund / security universe.
Subscribe monthly →Annual (2 mo free)How it works: subscribe → confirm your delivery preferences at the setup link → first delivery lands within 24 hours. Change your preferences anytime per your tier.
Honest about what this is
Factual public SEC N-PORT and ETF constituent data, structured and labeled. Not real-time, not individualized, and not financial, legal, or investment advice. N-PORT public holdings post roughly 60 days after quarter-end (standard for the 13F/N-PORT category); ETF constituents refresh more frequently. This is a positioning feed, not an intraday tape. Not affiliated with or endorsed by the U.S. SEC.
FAQ
Where does the data come from?
SEC EDGAR Form N-PORT (mutual-fund / ETF holdings) plus publicly published ETF constituent data, normalized to one schema.
How current is it?
It refreshes on the public-filing calendar. N-PORT public holdings post about 60 days after quarter-end — standard for the category — while ETF constituents refresh more often. Disclosed plainly: a positioning feed, not real-time.
What is the crowding score?
The count of distinct tracked funds / ETFs holding a security — a consensus-vs-idiosyncratic measure — alongside the aggregate index weight behind the name.
Can I try a free sample first?
Yes — pull the free sample on this page to check the schema and labels before subscribing.
Who is this for?
Long/short equity and quant / factor funds, and ETF strategists who need ownership, crowding, and position-change categories.
Prefer raw control? Browse the SEC fund Actors on Apify to run them yourself.