Persistfolio Historical Cohort — S&P 500® Membership, 2004–2025
Research historical index membership without survivorship bias. Includes former constituents, membership dates, corporate actions, SEC CIKs, and an auditable event history.
Persistfolio Historical Cohort
USD $149 one-time — Individual / Academic / Independent Researcher
USD $499 one-time — Business / Commercial Internal Use
What You Get
- membership_periods.csv — one row per continuous membership period for a stable Persistfolio security ID, including former constituents
- constituent_events.csv — the full chronological event ledger (additions, removals, mergers, renames, share-class changes, corporate separations) with evidence class and provenance category
- issuer_identity.csv — one row per stable security ID with SEC CIK where resolved, name history, and CIK resolution source
- reconciliation_summary.csv — raw vs. canonical constituent counts and reconciliation status for every anchor-to-anchor interval
- methodology.md, DATA_DICTIONARY.md, README.md, LICENSE.txt
- release_manifest.json with release ID, cutoff, row counts, and file checksums
Why This Is Different From Free Constituent Lists
- Former constituents included, not just the current roster
- SEC CIK/identity continuity resolved across renames, mergers, and share-class changes — not a bare name list
- Corporate-action-aware event ledger (mergers, spin-offs, renames) rather than opaque add/remove snapshots
- Explicit date-uncertainty and boundary semantics disclosed per row, instead of invented precision
- Evidence classification and provenance category on every event
- Whole-history forensic QA and anchor-to-anchor reconciliation across the full 2004–2025 history, with a reproducible, checksummed release manifest
Coverage & Product Facts
- Coverage
- 2004-09-30 – 2025-09-30
- Source
- Independent reconstruction from SEC EDGAR filings, publicly archived S&P 500 constituent-change announcements, and historical S&P 500-tracking fund-holdings filings used as reconciliation anchors
- Observation Frequency
- Event-driven (every constituent change), with anchor reconciliation at fixed annual dates
- Release
- historical-cohort-2025-09-30-r1 (2025-09-30)
- Formats
- CSV + Markdown + JSON (manifest)
- Update Policy
- No lifetime updates; this release covers through 2025-09-30 only. Future releases are sold separately.
Methodology & QA
Reconstructed via a chain of independently hardened, cryptographically hashed point-in-time anchors (SEC-filed S&P 500-tracking fund holdings disclosures) with a fully evidenced constituent-event ledger replayed and reconciled between each pair of anchors. See the full methodology for source hierarchy, identity rules, and disclosed limitations.
Read the full methodology →Data Dictionary
| Field | Type | Description |
|---|---|---|
| security_id | string | Persistfolio stable security identifier (PFHC-xxxxxxxxxx), stable across future releases. |
| security_name | string | Most recent name printed for this security during this period. |
| membership_start_date / membership_end_date | date | ISO dates bounding this continuous membership period. |
| cik | string | SEC Central Index Key for the registrant, where resolved; UNRESOLVED is disclosed explicitly otherwise. |
| event_type | enum | ADD_DELETE / MERGER_SUCCESSOR / NAME_CHANGE / SHARE_CLASS_CHANGE / RE_ADDITION / DELETE_ONLY / ADD_ONLY / CORPORATE_SEPARATION / OTHER. |
| evidence_class / provenance_category | enum | Evidentiary basis and coarse source category for each constituent event. |
| confidence / review_status | enum | Persistfolio's own confidence and review classification — explicit uncertainty rather than invented precision. |
Pricing & License
Individual / Academic: USD $149 one-time — Individual / Academic / Independent Researcher
Commercial / Business: USD $499 one-time — Business / Commercial Internal Use
Redistribution / embedding / resale: Contact Persistfolio — no blanket redistribution price is published
Release-specific research-data license (historical-cohort-2025-09-30-r1) — see full license terms
Known Limitations
- One known identity-key overlap (2007–2019, a dual-class media holding-company pair): two distinct, simultaneously active securities share one Persistfolio security ID, though each one’s membership dates are independently correct. See the full methodology for detail.
- Not every historical security has a resolved SEC CIK — unresolved cases are disclosed explicitly in issuer_identity.csv rather than guessed.
- Source URLs are kept in Persistfolio’s internal evidence ledger, not in the customer CSV; a coarse provenance category is provided instead.
- Independent reconstruction, not an official S&P dataset — see disclaimer.
FAQ
Is this an official S&P 500 dataset?
No. This is Persistfolio’s independent research reconstruction, built from public primary-source evidence. See the disclaimer below.
Does this include former (removed) constituents?
Yes — membership_periods.csv includes every stable security identified in the covered history, including those no longer in the index as of the release cutoff.
Will I get updates after 2025-09-30?
Not with this release. This is a one-time purchase of a dated, fixed release; future releases with later cutoffs are sold separately.
What license governs my use of the data?
A release-specific research-data license for internal research/business use: no resale, redistribution, or use to build a competing raw-data feed. See LICENSE.txt in the package for full terms.
Persistfolio is independent and is not affiliated with, sponsored by, endorsed by, or authorized by S&P Global or S&P Dow Jones Indices. S&P 500® is a trademark of S&P Dow Jones Indices LLC and/or its affiliates. This product is an independent research reconstruction and is not an official S&P dataset.