By Matt Connor
When Are 13F Filings Due? 2026 Deadlines
13F filings are due 45 days after each quarter ends. The four 2026 deadlines, the rolls that move them, and what the form never shows you about a portfolio.
13F filings are due 45 days after the end of each calendar quarter, which sets four deadlines a year in mid February, mid May, mid August, and mid November. A Form 13F is a quarterly list of US listed equity positions held by an institutional investment manager that runs at least $100 million in the securities the rule covers. It describes a single day, the last trading day of a quarter, and it can reach the public more than six weeks after that day.
When are 13F filings due in 2026?
The calendar comes out of Rule 13f-1 under the Securities Exchange Act, which requires the report:
"within 45 days after the last day of such calendar year and within 45 days after the last day of each of the first three calendar quarters of the subsequent calendar year."
Rule 13f-1(a)(1), 17 CFR 240.13f-1, text current as of August 2026.
Add 45 days to March 31, June 30, September 30, and December 31 and the year is set. One wrinkle moves some of the dates: when day 45 lands on a weekend or a federal holiday, the filing is due the next business day.
The exact SQL behind every number
SELECT
concat('Q', toString(toQuarter(quarter_end_date)), ' ', toString(toYear(quarter_end_date))) AS quarter,
formatDateTime(quarter_end_date, '%b %e, %Y') AS snapshot_date,
formatDateTime(quarter_end_date + 45, '%b %e') AS day_45,
formatDateTime(quarter_end_date + 45, '%a') AS day_45_weekday,
formatDateTime(deadline, '%b %e, %Y') AS filing_deadline,
formatDateTime(deadline, '%a') AS deadline_weekday,
toUInt16(dateDiff('day', quarter_end_date, deadline)) AS days_after_quarter_end
FROM
(
SELECT
quarter_end_date,
arrayFilter(
d -> (toDayOfWeek(d) <= 5)
AND NOT has([toDate('2026-05-25'), toDate('2026-06-19'), toDate('2026-07-03'),
toDate('2026-09-07'), toDate('2026-10-12'), toDate('2026-11-11'),
toDate('2026-11-26'), toDate('2026-12-25'), toDate('2027-01-01'),
toDate('2027-01-18'), toDate('2027-02-15')], d),
arrayMap(i -> (quarter_end_date + 45) + i, range(7))
)[1] AS deadline
FROM
(
SELECT arrayJoin([toDate('2026-03-31'), toDate('2026-06-30'),
toDate('2026-09-30'), toDate('2026-12-31')]) AS quarter_end_date
)
)
ORDER BY quarter_end_dateThe panel takes each 2026 quarter end, adds 45 days, then steps the result forward off weekends and US federal holidays. The March 31 snapshot is due May 15, 2026, exactly 45 days after the quarter closed. The December 31 snapshot runs longer at 47 days, arriving Feb 16, 2027 once a weekend and a Monday federal holiday are stepped over. All 4 deadlines come out of the same arithmetic. None is a date anyone picks by hand.
Who files a 13F, and what counts as a 13F security?
The trigger is discretion rather than ownership. A manager that exercises investment discretion over accounts holding at least $100,000,000 of section 13(f) securities on the last trading day of any month of a calendar year files for that year, then for each of the first three quarters of the next one. Rule 13f-1(c) defines those securities as equity classes admitted to trading on a national securities exchange or quoted on the automated quotation system of a registered securities association, and the Commission publishes an Official List of them every quarter. Exchange traded funds and certain convertible debt sit on that list, as do many listed equity options. Ordinary corporate bonds, private company stakes, cash, and shares listed only on a foreign exchange do not. For where this form sits among the rest of the disclosure calendar, see the most common SEC filings.
How stale is a 13F when you read it?
A 13F is a photograph of one instant: the close of the final trading day of the quarter. Nothing in it covers the 45 days between that instant and the filing. The panel below pins AAPL against eight completed disclosure windows, putting the close on the last session of each quarter next to the close on the deadline day itself.
The exact SQL behind every number
SELECT
concat('Q', toString(toQuarter(as_of)), ' ', toString(toYear(as_of))) AS quarter,
formatDateTime(as_of, '%b %e, %Y') AS snapshot_date,
formatDateTime(deadline, '%b %e, %Y') AS filing_deadline,
round(toFloat64(argMaxIf(px, d, d <= as_of)), 2) AS close_at_snapshot,
round(toFloat64(argMaxIf(px, d, d <= deadline)), 2) AS close_at_deadline,
round(100 * ((close_at_deadline / close_at_snapshot) - 1), 1) AS move_pct,
abs(move_pct) AS abs_move_pct
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
argMax(close, window_start) AS px
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'AAPL'
AND window_start >= '2024-06-20'
AND window_start < '2026-05-16'
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY d
) AS tape
CROSS JOIN
(
SELECT
as_of,
arrayFilter(
x -> (toDayOfWeek(x) <= 5)
AND NOT has([toDate('2024-07-04'), toDate('2024-09-02'), toDate('2024-11-11'),
toDate('2024-11-28'), toDate('2024-12-25'), toDate('2025-01-01'),
toDate('2025-01-20'), toDate('2025-02-17'), toDate('2025-05-26'),
toDate('2025-06-19'), toDate('2025-07-04'), toDate('2025-09-01'),
toDate('2025-11-11'), toDate('2025-11-27'), toDate('2025-12-25'),
toDate('2026-01-01'), toDate('2026-01-19'), toDate('2026-02-16'),
toDate('2026-05-25')], x),
arrayMap(i -> (as_of + 45) + i, range(7))
)[1] AS deadline
FROM
(
SELECT arrayJoin([toDate('2024-06-30'), toDate('2024-09-30'), toDate('2024-12-31'),
toDate('2025-03-31'), toDate('2025-06-30'), toDate('2025-09-30'),
toDate('2025-12-31'), toDate('2026-03-31')]) AS as_of
)
) AS cal
GROUP BY as_of, deadline
HAVING countIf(d <= as_of) > 0 AND countIf(d <= deadline) > 0
ORDER BY as_ofThe windows run from the Jun 30, 2024 quarter end through the May 15, 2026 deadline. In Q2 2024, the AAPL close moved 5.2% between the two dates. By Q1 2026 the distance was 18.3%, with a snapshot close of $253.79 and a deadline close of $300.26. Someone opening that report on the deadline reads an accurate share count priced at a level the market had already left.
Manager trading inside the window sharpens the point. A stock held on March 31 and sold on April 2 still appears in the report published in mid May, six weeks after it left the portfolio. A stock bought on April 2 and sold on June 15 appears in no 13F at all. Both are ordinary, and neither is a flaw in a form that was never built as a live position feed.
The next panel counts what actually traded during one of those blind windows, from the day after the Mar 31, 2026 snapshot through the May 15, 2026 deadline.
The exact SQL behind every number
SELECT
ticker,
uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions,
round(sum(volume) / 1e6, 1) AS volume_millions,
round(100 * ((toFloat64(argMax(close, window_start))
/ toFloat64(argMin(open, window_start))) - 1), 1) AS move_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('NVDA', 'AAPL', 'MSFT', 'SPY', 'KO')
AND window_start >= '2026-04-01'
AND window_start < '2026-05-16'
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY ticker
ORDER BY volume_millions DESCAcross those 32 sessions, NVDA alone traded 4003 million shares while the Mar 31, 2026 snapshot was still unpublished, and its price moved 28% over the same stretch.
What a 13F does not contain
Four kinds of exposure are missing by construction.
- Short positions. A manager's short book does not appear on Form 13F, and a short is never netted against a long position in the same issuer. The SEC collects institutional short data under a separate rule, Rule 13f-2 and its Form SHO, and publishes it in aggregate rather than manager by manager.
- Derivatives outside the list. Swaps, total return swaps, futures, and forwards fall outside section 13(f) securities. A manager can carry economic exposure to a company through a swap and report nothing about it here.
- Anything that is not a 13F security. Foreign listed shares, private positions, most debt, and cash are all absent.
- Everyone under the threshold. A manager below $100 million files nothing, and the form covers a slice of institutional money rather than all of it.
A portfolio rebuilt from a 13F is a partial, long only snapshot, and it reads best as one. Short selling is no rounding error in the names the form does cover. The panel below takes reported daily short volume for the same five tickers over the same window and prints the share of reported volume marked short.
The exact SQL behind every number
SELECT
ticker,
round(100 * (sum(short_vol) / sum(total_vol)), 1) AS short_volume_pct,
round(sum(total_vol) / 1e6, 1) AS reported_volume_millions
FROM
(
SELECT
ticker,
date AS session_date,
max(short_volume) AS short_vol,
max(total_volume) AS total_vol
FROM global_markets.stocks_short_volume
WHERE ticker IN ('NVDA', 'AAPL', 'MSFT', 'SPY', 'KO')
AND date >= '2026-04-01'
AND date <= '2026-05-15'
GROUP BY ticker, session_date
)
GROUP BY ticker
HAVING sum(total_vol) > 0
ORDER BY short_volume_pct DESCSPY shows 53.4% of reported volume marked short over the window, and MSFT shows 38.5%. Most of that flow is market maker inventory rather than a directional bet, and daily short volume is a different statistic from the twice monthly short interest report. It is still a whole dimension of positioning that no 13F contains. Short interest arrives on its own delay, the same lesson in a different dataset: why short interest is two weeks old walks through that clock, and the short interest release calendar carries the dates.
Confidential treatment and amendments
Two mechanisms change what a filing says after the deadline passes.
A filer may object to public disclosure of specific information under Rule 24b-2, which handles Form 13F requests electronically. While a request is pending or granted, the named positions sit outside the public report. When the confidential period ends, those holdings are filed, and a quarter that looked complete gains positions months later.
An amendment does the same work in the open. Form 13F-HR/A either restates an earlier report or adds holdings to it, with no fresh deadline of its own. A number quoted from a May filing can be a different number by August. A quarter end that produced no filing shows what those gaps look like from the data side.
How the 13F clock compares with other filings
Form 4, the insider transaction report, sits at the fast end of the same spectrum:
"Form 4 must be filed before the end of the second business day following the day on which the subject transaction has been executed."
Rule 16a-3(g)(1), 17 CFR 240.16a-3, text current as of August 2026.
Two business days for one officer's trade, 45 days for an entire institutional book. Between them sit the periodic datasets: short interest, compiled twice a month and published about two weeks after the settlement date it describes, and the weekly Commitments of Traders report, whose Tuesday snapshot is released the following Friday. The COT release schedule covers that one. Each is a photograph with a known delay printed on the back, and the delay is the first thing worth reading.
FAQ
When are 13F filings due in 2026?
45 days after each calendar quarter ends. Add 45 days to March 31, June 30, September 30, and December 31, then roll any result that falls on a weekend or federal holiday to the next business day. The first panel on this page prints the exact dates.
Who has to file a Form 13F?
An institutional investment manager exercising investment discretion over accounts holding at least $100,000,000 of section 13(f) securities on the last trading day of any month of a calendar year. Filing then runs for that year end and for the first three quarters of the following year.
Do 13F filings show short positions?
No. Form 13F carries long positions in section 13(f) securities, and a short position is never netted against a long one in the same issuer. Institutional short data is collected separately under Rule 13f-2 and published in aggregate.
Can a manager keep a position out of a 13F?
A filer can request confidential treatment for specific holdings under Rule 24b-2. Where that is granted, the holdings are absent from the public report for a period and filed afterward, which is one way an old quarter gains new positions.
How out of date is a 13F when it is published?
It describes the last trading day of a quarter and can arrive 45 days or more later. A position sold in the first days of the following quarter still appears in that report, and a position opened and closed inside a single quarter never appears at all.
Every panel here ships with the SQL that produced it, so you can check the arithmetic yourself. To measure what a stock did between a quarter end snapshot and the day it became public, ask the question in plain English on the Strasmore terminal.