Crowding insights are a key input into many trading strategies. While crowding is primarily measured by looking at peers’ holdings, readily available regulatory disclosure data is both infrequent and lagged. To that end, data providers are now adopting alternative methodologies to accommodate the needs of investors searching for higher-frequency, lower-latency data. In this intelligence report, we take a deep dive into the available fund- and security-level insights that data buyers can source in the positions and allocations data market.