SEC 13-F Data Format and Structure

Overview

SEC 13-F filings provide quarterly snapshots of large institutional investment holdings. The data is distributed as tab-separated value (TSV) files organized by reporting quarters.

Key Data Files

COVERPAGE.tsv

Purpose: Fund/Manager information and filing metadata Key Columns:

• ACCESSION_NUMBER: Unique identifier for the filing (use to link with holdings)
• FILINGMANAGER_NAME: Name of the fund or investment manager
• REPORTCALENDARORQUARTER: Reporting date (e.g., "30-JUN-2025")
• DATEREPORTED: When the filing was reported
• REPORTTYPE: Type of 13-F report

Usage Example:

import pandas as pd

# Load fund information
coverpage = pd.read_csv('/root/2025-q3/COVERPAGE.tsv', sep='\t')

# Find a specific fund by name
fund_info = coverpage[coverpage['FILINGMANAGER_NAME'].str.contains('Renaissance', case=False, na=False)]
accession_number = fund_info['ACCESSION_NUMBER'].values[0]

INFOTABLE.tsv

Purpose: Detailed holdings data for all funds Key Columns:

• ACCESSION_NUMBER: Links to the fund (from COVERPAGE)
• NAMEOFISSUER: Company name of the stock
• CUSIP: Committee on Uniform Security Identification Procedures code (unique stock identifier)
• VALUE: Market value of holdings in thousands (USD)
• SSHPRNAMT: Number of shares held (integer)
• SSHPRNAMTTYPE: Share amount type (usually "SH" for shares)

Usage Example:

# Load all holdings
holdings = pd.read_csv('/root/2025-q3/INFOTABLE.tsv', sep='\t')

# Get holdings for a specific fund
fund_holdings = holdings[holdings['ACCESSION_NUMBER'] == 'specific_accession_number']

# Get count of stocks held
stock_count = len(fund_holdings)

# Find a specific stock
palantir = holdings[holdings['NAMEOFISSUER'].str.contains('PALANTIR', case=False, na=False)]

SUMMARYPAGE.tsv

Purpose: Summary-level information per fund Key Columns:

• ACCESSION_NUMBER: Fund identifier
• TABLE_OF_CONTENTS: Summary metadata
• Other aggregate information

Data Characteristics

Value Representation

• All monetary values in INFOTABLE are in thousands of USD
• To get actual dollar value: actual_value = VALUE_FROM_TSV * 1000
• Share counts are exact integers

Date Formats

• Dates typically in format "DD-MMM-YYYY" (e.g., "30-JUN-2025")
• Convert using: pd.to_datetime(df['date_column'], format='%d-%b-%Y')

Data Types

# Common data type conversions
df['VALUE'] = pd.to_numeric(df['VALUE'], errors='coerce')
df['SSHPRNAMT'] = pd.to_numeric(df['SSHPRNAMT'], errors='coerce')
df['CUSIP'] = df['CUSIP'].astype(str)

Loading and Initial Data Exploration

import pandas as pd

def load_13f_data(quarter_path):
    """Load all 13-F data for a quarter"""
    return {
        'coverpage': pd.read_csv(f'{quarter_path}/COVERPAGE.tsv', sep='\t'),
        'infotable': pd.read_csv(f'{quarter_path}/INFOTABLE.tsv', sep='\t'),
        'summarypage': pd.read_csv(f'{quarter_path}/SUMMARYPAGE.tsv', sep='\t')
    }

# Usage
q2_data = load_13f_data('/root/2025-q2')
q3_data = load_13f_data('/root/2025-q3')

# Find number of unique funds
num_funds = q3_data['coverpage']['ACCESSION_NUMBER'].nunique()
print(f"Number of unique funds in Q3: {num_funds}")

Common Analysis Patterns

Get Fund AUM (Assets Under Management)

AUM is typically found in SUMMARYPAGE.tsv:

summarypage = q3_data['summarypage']
# Look for AUM-related fields (may vary by filing)

Get Fund Holdings Count

fund_accession = 'specific_accession_number'
fund_holdings = q3_data['infotable'][q3_data['infotable']['ACCESSION_NUMBER'] == fund_accession]
num_holdings = len(fund_holdings)

Cross-Quarter Comparison

# Get same fund's holdings from two quarters
q2_holdings = q2_data['infotable'][q2_data['infotable']['ACCESSION_NUMBER'] == accession]
q3_holdings = q3_data['infotable'][q3_data['infotable']['ACCESSION_NUMBER'] == accession]

# Merge and compare
comparison = pd.merge(
    q2_holdings[['CUSIP', 'VALUE', 'SSHPRNAMT', 'NAMEOFISSUER']],
    q3_holdings[['CUSIP', 'VALUE', 'SSHPRNAMT']],
    on='CUSIP',
    suffixes=('_q2', '_q3'),
    how='outer'
).fillna(0)

# Calculate changes
comparison['value_change'] = comparison['VALUE_q3'] - comparison['VALUE_q2']
comparison = comparison.sort_values('value_change', ascending=False)

Notes

• ACCESSION_NUMBER is the critical linking key between all tables
• CUSIP is the universal stock identifier
• Multiple funds can have the same stock in their portfolios
• Data is case-sensitive in some fields, use .str.lower() or str.contains(..., case=False) for case-insensitive matching