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Next filing · Form 10-Q · Q2 2026 · 54 days
Next filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 54 daysFactor Research · Part 2 published: risk structure in 13F filings across five allocator stylesAPI Update · AOM portfolio chains — single snapshot call for multi-step analyze flowsAPI Update · POST /api/snapshot — canonical JSON portfolio snapshotPart 3 · The One Manager Skill That PersistsPart 1 · One Position, Four Bets
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Concept · Point-in-time data discipline

Filing lag

The gap between when a fund's holdings reflected reality and when they became publicly knowable via SEC filings. ~45 days for 13F, ~60 days for N-PORT.

In depth

The gap between when holdings reflected reality and when they became public via SEC filings: ~45 days for 13F, ~60 days for N-PORT. Material for backtests (you can't trade on it early); irrelevant for evaluating a manager after the fact.

Referenced by (1)

  • Who got NVDA right before it became benchmark exposure?

    Early ownership, active conviction, and residual attribution in U.S. mutual-fund managers, 2019–2026

Related concepts

Point-in-time (PIT)Look-ahead biasSurvivorship bias
← Look-ahead biasPoint-in-time data discipline · 3 / 4Survivorship bias →
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