Every quarter, 8,000+ institutional investors disclose their equity holdings to the SEC. The Playbook distills those filings into the signals that matter: who is actually buying, where conviction is building and which patterns have persisted across multiple quarters.
Every quarter, institutional investors managing over $100M disclose their long equity holdings to the SEC. The Playbook transforms these filings into structured intelligence you can act on.
When a stock's reported value rises, is that because institutions bought more shares or because the price went up? The Playbook decomposes every value change into actual equity capital flow and price effect, so you know who acted and who just held.
Focus on names where institutional activity aligns with your thesis. Proprietary composite signals distinguish sustained conviction from one-quarter noise, so you spend research time on the names that matter.
Know where broad capital is positioned before taking the other side. Style clusters reveal which institutional investors hold similar portfolios, highlighting crowding risk and correlated exit pressure.
Dedicated signals flag securities where institutional flow direction flipped and where price effects masked the actual direction of capital. These markers highlight positions that may be vulnerable to unwinding.
Free 13F tools show you holdings tables. The Playbook shows you what those holdings mean - who is actually buying, who is coasting on price gains and which patterns have persisted for multiple quarters.
Each quarter, 8,000+ institutional investors file with the SEC. Reading them individually is impossible. The Playbook distills 2M+ positions into ranked tables, scored signals and narrative insights you can read in one sitting.
Most 13F analysis shows you what investors hold. The Playbook tells you what they did. A stock can gain $20B in reported value while institutions are net selling. We decompose every change so you see the real direction of capital, not just headline numbers.
One quarter of buying means little. Three consecutive quarters with broad participation is a signal. The Playbook tracks persistence, reversals and divergence across 50+ quarters of history, surfacing patterns that single-snapshot tools miss entirely.
Raw buyer counts and dollar changes tell an incomplete story. The Playbook uses proprietary composite scoring that combines multiple dimensions of institutional activity into single, interpretable signals. Each metric is designed to answer a specific investment question.
A 70-page boardroom-grade PDF with narrative analysis, annotated figures, detailed methodology and a full disclaimer. Designed for investors who need to explain positioning to stakeholders, not just screen for tickers.
Every playbook ends with falsifiable watch items for the next quarter. Each has a measurable trigger and an explicit negation condition. When next quarter's data arrives, you can objectively test whether the signal held or broke.
Each section builds on the last, moving from macro positioning to security-level signals to forward-looking watch items.
Three flow maps (sectors, accumulation, distribution) and a synthesized wisdom statement framing the quarter's dominant patterns.
A proprietary composite 0-100 positioning score derived from multiple action-based components of institutional behavior. Measures what investors chose to do, not what the market did.
Top securities ranked by Estimated Net Equity Flow, with detailed tables showing flow intensity, breadth, persistence, reversals and divergence flags.
Sector-level reallocation patterns showing where institutional investors shifted equity exposure, with persistence scores and participation breadth.
Emerging investment themes anchored in data, with explicit metrics and limitation acknowledgments. Each theme tied to flow intensity, breadth and persistence.
Signal-driven accumulation and distribution candidates filtered by composite flow metrics. Includes strictest-signal markers and divergence flags.
Largest single-manager positions measured by a proprietary Conviction Score. Shows where individual institutional investors made their most concentrated equity bets.
Network visualization grouping institutional investors by holdings similarity. Forward-looking watch items with measurable triggers and explicit negation criteria.
The Playbook combines multiple dimensions of institutional activity into composite signals that distinguish sustained conviction from noise.
Every quarter, institutional investors managing $100M+ disclose long equity holdings to the SEC. We consolidate filings across release windows, adjust for stock splits and decompose value changes into flow and price components.
The Playbook provides research inputs, not recommendations. Institutional flows reflect constraints (benchmarks, liquidity, mandates) that are worth understanding whether you follow them or fade them.
The 13F Playbook reports institutional activity from SEC filings. It does not constitute investment advice. 13F data reflects historical long equity positions disclosed with up to a 45-day delay, excluding short positions, derivatives and non-U.S. securities. Readers use this data to inform their own process.
70 pages of equity flow decomposition, conviction scoring, style clustering and falsifiable watch items. Built from 8,000+ SEC filings. Delivered quarterly.