SEC 13-F Data Analysis

Data Structure

13-F data is distributed as TSV files:

• COVERPAGE.tsv: Filing metadata. Key columns: ACCESSION_NUMBER, FILINGMANAGER_NAME, REPORTCALENDARORQUARTER
• INFOTABLE.tsv: Individual holdings. Key columns: ACCESSION_NUMBER, NAMEOFISSUER, TITLEOFCLASS, CUSIP, VALUE (in thousands $), SSHPRNAMT (shares), SSHPRNAMTTYPE
• SUMMARYPAGE.tsv: Aggregated data. Key columns: ACCESSION_NUMBER, TABLEENTRYTOTAL (number of holdings), TABLEVALUETOTAL (AUM in thousands $)

Common Operations with Python/Pandas

Load data

import pandas as pd
cover = pd.read_csv('COVERPAGE.tsv', sep='\t')
info = pd.read_csv('INFOTABLE.tsv', sep='\t')
summary = pd.read_csv('SUMMARYPAGE.tsv', sep='\t')

Find fund by name (fuzzy)

from thefuzz import fuzz
cover['score'] = cover['FILINGMANAGER_NAME'].apply(lambda x: fuzz.token_sort_ratio(search_term.lower(), str(x).lower()))
best = cover.loc[cover['score'].idxmax()]
accession = best['ACCESSION_NUMBER']

Get AUM and holdings count

row = summary[summary['ACCESSION_NUMBER'] == accession]
aum = row['TABLEVALUETOTAL'].values[0]  # in thousands
count = row['TABLEENTRYTOTAL'].values[0]

Compare holdings across quarters

q2_holdings = info_q2[info_q2['ACCESSION_NUMBER'] == acc_q2][['CUSIP','VALUE','SSHPRNAMT']]
q3_holdings = info_q3[info_q3['ACCESSION_NUMBER'] == acc_q3][['CUSIP','VALUE','SSHPRNAMT']]
# Group by CUSIP (a fund may hold multiple lots of same stock)
q2_agg = q2_holdings.groupby('CUSIP')['VALUE'].sum().reset_index()
q3_agg = q3_holdings.groupby('CUSIP')['VALUE'].sum().reset_index()
merged = q3_agg.merge(q2_agg, on='CUSIP', how='outer', suffixes=('_q3','_q2')).fillna(0)
merged['change'] = merged['VALUE_q3'] - merged['VALUE_q2']
top_increases = merged.nlargest(5, 'change')

Find all holders of a specific stock (by CUSIP)

holders = info[info['CUSIP'] == target_cusip]
holders_agg = holders.groupby('ACCESSION_NUMBER')['VALUE'].sum().reset_index()
holders_agg = holders_agg.merge(cover[['ACCESSION_NUMBER','FILINGMANAGER_NAME']], on='ACCESSION_NUMBER')
top_holders = holders_agg.nlargest(3, 'VALUE')

Notes

• VALUE column is in thousands of dollars
• Multiple INFOTABLE rows can exist for same CUSIP within one filing (different share classes, put/call)
• SUMMARYPAGE may have fewer rows than COVERPAGE (not all filings have summary)