Sec 13f analysis

SEC 13F Analysis Skill

Overview

SEC Form 13F is a quarterly report filed by institutional investment managers with over $100M AUM. The data is stored in TSV files organized by quarter.

Data Structure

Each quarter folder (e.g., /root/2025-q3/) contains:

• COVERPAGE.tsv — Fund manager identification. Key columns:

  • ACCESSION_NUMBER: Unique filing identifier
  • FILINGMANAGER_NAME: Name of the fund/manager
  • REPORTCALENDARORQUARTER: Quarter end date (e.g., 30-SEP-2025)

• INFOTABLE.tsv — Individual stock holdings. Key columns:

  • ACCESSION_NUMBER: Links to COVERPAGE
  • NAMEOFISSUER: Company name
  • CUSIP: 9-character stock identifier
  • VALUE: Position value in thousands of USD
  • SSHPRNAMT: Number of shares

• SUMMARYPAGE.tsv — Fund-level summary. Key columns:

  • ACCESSION_NUMBER: Links to COVERPAGE
  • TABLEVALUETOTAL: Total portfolio value in thousands of USD (= AUM)
  • TABLEENTRYTOTAL: Number of holdings

• SUBMISSION.tsv — Filing metadata (dates, CIK, etc.)

Common Analysis Patterns

1. Find a Fund by Name (Fuzzy Search)

import pandas as pd

cover = pd.read_csv('/root/2025-q3/COVERPAGE.tsv', sep='\t', dtype=str)
# Case-insensitive search
mask = cover['FILINGMANAGER_NAME'].str.contains('renaissance', case=False, na=False)
results = cover[mask][['ACCESSION_NUMBER', 'FILINGMANAGER_NAME']]
print(results)

2. Get AUM for a Fund

import pandas as pd

accession = '0001037389-25-000007'  # from COVERPAGE lookup
summary = pd.read_csv('/root/2025-q3/SUMMARYPAGE.tsv', sep='\t', dtype=str)
row = summary[summary['ACCESSION_NUMBER'] == accession]
# TABLEVALUETOTAL is in thousands of USD
aum_thousands = int(row['TABLEVALUETOTAL'].values[0])
aum_dollars = aum_thousands * 1000
print(f"AUM: ${aum_dollars:,}")

3. Count Holdings for a Fund

import pandas as pd

accession = '0001037389-25-000007'
info = pd.read_csv('/root/2025-q3/INFOTABLE.tsv', sep='\t', dtype=str)
holdings = info[info['ACCESSION_NUMBER'] == accession]
print(f"Number of holdings: {len(holdings)}")

4. Find a Stock by CUSIP or Name

import pandas as pd

info = pd.read_csv('/root/2025-q3/INFOTABLE.tsv', sep='\t', dtype=str)
# Search by company name
mask = info['NAMEOFISSUER'].str.contains('palantir', case=False, na=False)
stocks = info[mask][['CUSIP', 'NAMEOFISSUER']].drop_duplicates()
print(stocks)

5. Compare Holdings Between Quarters

import pandas as pd

q2_info = pd.read_csv('/root/2025-q2/INFOTABLE.tsv', sep='\t', dtype=str)
q3_info = pd.read_csv('/root/2025-q3/INFOTABLE.tsv', sep='\t', dtype=str)

# Filter by accession number for each quarter
q2_holdings = q2_info[q2_info['ACCESSION_NUMBER'] == q2_accession].copy()
q3_holdings = q3_info[q3_info['ACCESSION_NUMBER'] == q3_accession].copy()

# Convert VALUE to numeric
q2_holdings['VALUE'] = pd.to_numeric(q2_holdings['VALUE'], errors='coerce')
q3_holdings['VALUE'] = pd.to_numeric(q3_holdings['VALUE'], errors='coerce')

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

merged['value_change'] = merged['VALUE_q3'] - merged['VALUE_q2']
top_increases = merged.nlargest(5, 'value_change')
print(top_increases[['CUSIP', 'NAMEOFISSUER', 'value_change']])

6. Find Top Investors in a Stock

import pandas as pd

cusip = '69608A108'  # Palantir CUSIP
info = pd.read_csv('/root/2025-q3/INFOTABLE.tsv', sep='\t', dtype=str)
cover = pd.read_csv('/root/2025-q3/COVERPAGE.tsv', sep='\t', dtype=str)

holders = info[info['CUSIP'] == cusip].copy()
holders['VALUE'] = pd.to_numeric(holders['VALUE'], errors='coerce')

# Sum by fund (in case of multiple entries per fund)
by_fund = holders.groupby('ACCESSION_NUMBER')['VALUE'].sum().reset_index()
by_fund = by_fund.nlargest(10, 'VALUE')

# Join with fund names
result = pd.merge(by_fund, cover[['ACCESSION_NUMBER', 'FILINGMANAGER_NAME']], on='ACCESSION_NUMBER')
print(result[['FILINGMANAGER_NAME', 'VALUE']])

Notes

• VALUE in INFOTABLE and TABLEVALUETOTAL in SUMMARYPAGE are in thousands of USD
• CUSIP is a 9-character identifier unique to each security
• One fund may have multiple rows in INFOTABLE (one per stock held)
• Accession numbers change each quarter — always look them up fresh
• Some funds file amendments (ISAMENDMENT = Y); prefer non-amendment or latest amendment