13f-analysis

name: 13f-analysis description: How to extract AUM, count holdings, and compare quarterly changes in 13F filings. Use this skill when calculating fund metrics or analyzing investment shifts between quarters.

13F Analysis Skill

This skill covers data extraction and comparison logic for SEC 13F filings.

Extracting AUM (Assets Under Management)

The total value of reported holdings can be found in SUMMARYPAGE.tsv or by summing the VALUE column in INFOTABLE.tsv.

1. Join COVERPAGE.tsv with SUMMARYPAGE.tsv using ACCESSION_NUMBER.
2. The TABLEVALUETOTAL column in SUMMARYPAGE.tsv represents the total value in thousands of dollars.
3. To get the dollar amount, multiply TABLEVALUETOTAL by 1000.

Counting Held Stocks

1. The TABLEENTRYTOTAL column in SUMMARYPAGE.tsv often provides the count of line items.
2. For unique stocks, count the number of unique CUSIPs associated with an ACCESSION_NUMBER in INFOTABLE.tsv.

Comparing Quarterly Changes

To compare changes between Q2 and Q3 for a fund:

1. Identify the ACCESSION_NUMBER for the fund in both quarters.
2. Extract the CUSIP and VALUE (or SSHPRNAMT for shares) from INFOTABLE.tsv for both quarters.
3. Join the datasets on CUSIP.
4. Calculate the difference: Change = Value_Q3 - Value_Q2.
5. Rank by the absolute or relative change as requested.

Finding Top Holders of a Stock

To find which funds hold the most of a specific stock:

1. Identify the CUSIP for the stock.
2. Filter INFOTABLE.tsv by that CUSIP.
3. Join with COVERPAGE.tsv on ACCESSION_NUMBER to get the FILINGMANAGER_NAME.
4. Sort by VALUE or SSHPRNAMT in descending order.