Over $30 trillion in assets is managed by institutions that file quarterly 13F disclosures with the SEC. StonkWhisper's FundFlow tracker parses every 13F to show you where hedge funds, mutual funds, and asset managers are accumulating and reducing exposure.
Any institutional investment manager with $100 million or more in assets under management must file a quarterly Form 13F with the SEC. This filing discloses every long equity position held at quarter end — the fund name, CUSIP, share count, and market value. The filing is due within 45 days of each quarter end (mid-February, mid-May, mid-August, and mid-November).
13F data is the most direct public window into where the largest money managers in the world have their money. When you see Warren Buffett's Berkshire Hathaway initiated a new position — or when a well-known hedge fund added significantly to an existing holding — that information comes from 13F filings parsed by platforms like StonkWhisper's FundFlow.
New positions: When a fund appears on a stock's 13F holders list for the first time, it signals conviction — they chose to initiate a position in this specific company among thousands of alternatives.
Significant add: Increasing an existing position by 25%+ in a single quarter. Particularly meaningful when combined with a declining or flat price (buying weakness).
Concentration change: A stock moving from 1% to 5% of a fund's portfolio represents sharply increasing conviction by that manager.
Broad accumulation: When many institutions simultaneously increase holdings (not just one), the signal is broader — sector rotation or macro thesis rather than idiosyncratic conviction.
Fund exits: Full position liquidation is a bearish signal, particularly when a previously high-conviction holder exits completely.
13F data has important caveats. The 45-day reporting lag means you're seeing where institutional money was at quarter end, not where it is now. Positions can change dramatically during the quarter without any public disclosure. A fund that held 5 million shares as of March 31 may have sold half by May 15 when the filing goes public.
Additionally, 13F only shows long equity positions. Short positions, options, fixed income, and international holdings are not required to be disclosed. A fund reporting a $200M long position in a stock may simultaneously hold a large short hedge that isn't visible in the 13F data.
Despite these limitations, 13F data is one of the most valuable public data sets for understanding institutional conviction in specific equities. StonkWhisper combines 13F data with more timely signals (dark pool, options flow, insider transactions) to provide a multi-timeframe view of institutional positioning.
Members of Congress must disclose stock trades within 30–45 days under the STOCK Act. While separate from 13F data, Congressional trading disclosure creates another form of high-quality institutional flow intelligence. StonkWhisper's Congress Tracker monitors STOCK Act filings alongside institutional 13F data — two distinct windows into informed, high-conviction equity positioning.
StonkWhisper's FundFlow and Congress tracker surface where the largest and most informed players are positioning — free, updated as new filings arrive.
Open FundFlow Tracker →A Form 13F is a quarterly SEC disclosure required from institutional investment managers with $100M+ in assets under management. It discloses all long equity positions held at the end of each quarter — including fund name, stock ticker, share count, and market value. The filing must be made within 45 days of quarter end.
13F data is quarterly and lagged (45-day delay), showing where institutional money was at quarter end. Dark pool data is biweekly, showing aggregate off-exchange volume for each stock — a more current but less specific signal. Together they provide both a strategic (13F) and tactical (dark pool) view of institutional positioning. StonkWhisper tracks both.
Yes, for their most recently filed quarter. StonkWhisper's FundFlow shows the top institutional holders of any stock, their position sizes, and quarter-over-quarter changes. For more current (but less specific) institutional buying signals, the Dark Pool tracker shows recent off-exchange accumulation patterns.
Institutional flow (13F) tracks money managers and funds — external investors who chose to allocate capital to the company. Insider buying tracks company officers and directors — people inside the company who are using their own money to buy stock. Both are powerful signals, but insider buying (particularly cluster buys) is generally considered a more direct expression of informed conviction about a specific company's near-term prospects.