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Quantitative Finance · Glossaire

Qu'est-ce que « 13F holdings » ?

Definition 9.2 Strategies I: Equities and Futures · Chapitre 9 — Flows

13F holdings are the quarterly equity positions that US institutional investment managers above a size threshold must report to the SEC on Form 13F, published after a lag; they are the public source for the fund holdings on which flow signals are built.

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