13F Crowding Trend API: Institutional breadth in an issuer over the quarters we hold: holders — SEC Form 13F
Institutional breadth in an issuer over the quarters we hold: holders, value and shares per quarter with changes, plus the managers that entered or exited last quarter. Built from accumulated 13F history, not a single snapshot.
$0.05 per call — pay with prepaid card credits (Authorization: Bearer ck_live_…, packs from $1) or with USDC over x402: call it, get 402 with the price, retry signed. Failed calls are never charged.
How do you call it?
GET /v1/sec/13f/crowding — product id
sec_13f_crowding. Over MCP, call answerpool_get with
product_id=sec_13f_crowding.
curl "https://answerpool.io/v1/sec/13f/crowding?issuer=NVIDIA"
# with a prepaid credit key
curl -H "Authorization: Bearer ck_live_..." "https://answerpool.io/v1/sec/13f/crowding?issuer=NVIDIA"
Live call: https://answerpool.io/v1/sec/13f/crowding?issuer=NVIDIA · JSON sample: /v1/samples/sec_13f_crowding
What does the answer look like?
A representative response, the same static sample served at /v1/samples/sec_13f_crowding.
as_of | 2026-09-03T15:30:00Z |
|---|---|
issuer_query | NVIDIA |
issuer_matched | NVIDIA CORP |
periods_covered | 2 |
new_managers | Ramiah Capital Group |
exited_managers | (empty) |
trend | building |
note | Holder counts deduplicate amendments to one filing per manager per quarter. 13F is quarterly with the SEC's ~45-day lag, and covers only managers above the $10… |
disclaimer | From SEC Form 13F filings (public domain), reported quarterly with a filing lag; not investment advice. |
refresh_after | 2026-09-17T11:15:00.000Z |
series
| period | holders | total_value_usd | total_shares | holders_change | value_change_pct |
|---|---|---|---|---|---|
| 2025-12-31 | 412 | 91200000000.0 | 640000000.0 | — | — |
| 2026-03-31 | 437 | 99400000000.0 | 662000000.0 | 25 | 8.99 |
The same sample as raw JSON
{
"as_of": "2026-09-03T15:30:00Z",
"issuer_query": "NVIDIA",
"issuer_matched": "NVIDIA CORP",
"periods_covered": 2,
"series": [
{
"period": "2025-12-31",
"holders": 412,
"total_value_usd": 91200000000.0,
"total_shares": 640000000.0,
"holders_change": null,
"value_change_pct": null
},
{
"period": "2026-03-31",
"holders": 437,
"total_value_usd": 99400000000.0,
"total_shares": 662000000.0,
"holders_change": 25,
"value_change_pct": 8.99
}
],
"new_managers": [
"Ramiah Capital Group"
],
"exited_managers": [],
"trend": "building",
"note": "Holder counts deduplicate amendments to one filing per manager per quarter. 13F is quarterly with the SEC's ~45-day lag, and covers only managers above the $100M threshold, so this is institutional breadth, not total ownership.",
"disclaimer": "From SEC Form 13F filings (public domain), reported quarterly with a filing lag; not investment advice.",
"refresh_after": "2026-09-17T11:15:00.000Z"
}How fresh is it, and where does the data come from?
The fastest source behind this answer can change every 15 minutes, so every response carries a refresh_after timestamp — right now it would be 2026-09-17T11:15:00.000Z. Schedule the next call on that value rather than on a guess.
- SEC EDGAR (US federal public domain) — upstream:
https://efts.sec.gov
Method version 0.1.0 ·
serving cache 7 days ·
every response carries a result_id you can resolve at
/v1/provenance.
When should you use it?
You need the direction of institutional interest in an issuer over time.
What you skip building
- fetching every quarter and diffing
- amendment double-counting
- per-manager deduplication
When should you not use it?
The current holder list (/v1/sec/13f/holders) or one manager's book (/v1/sec/13f/manager).
Where else can you find this?
- Catalog entry (JSON, free)
- OpenAPI schema — input and output types, prices, the 402 flow
- llms.txt — every product in one plain-text document