Message

ThirteenFAlert

A summary of an institution's quarterly 13F report: position counts, bought/sold values and the top holdings by category.

fields23 topicsec-filings

▶Proto definition.proto

message ThirteenFAlert {
  string name = 1;
  string short_name = 2;
  string cik = 3;
  repeated string tags = 4;
  repeated string people = 5;
  int64 stock_positions = 6;
  int64 stock_added_to_positions = 7;
  int64 stock_reduced_positions = 8;
  int64 stock_new_positions = 9;
  int64 stock_closed_positions = 10;
  int64 stock_buy_avg_weighted_prem = 11;
  int64 stock_sell_avg_weighted_prem = 12;
  repeated string top_ten_holdings = 13;
  string report_date = 14;
  string ticker = 15;
  repeated string top_ten_closed_holdings = 16;
  repeated string top_ten_new_holdings = 17;
  repeated string top_ten_added_holdings = 18;
  repeated string top_ten_reduced_holdings = 19;
  int64 total_value = 20;
  int64 share_value = 21;
  bool holds_options = 22;
  string document_url = 23;
}

Fields

name string 1

the name of the filing institution

short_name string 2

the short name of the filing institution (e.g. 'Vanguard' for 'VANGUARD GROUP INC')

cik string 3

the CIK of the filing institution

tags string repeated 4

tags associated with the institution (e.g. hedge-fund)

people string repeated 5

people associated with the institution (e.g. 'Bill Ackman' for 'PERSHING SQUARE CAPITAL MANAGEMENT, L.P.')

stock_positions int64 6

number of distinct stock/fund positions in the institution's latest 13F report

stock_added_to_positions int64 7

number of existing positions the institution added to this quarter (units increased, not new positions)

stock_reduced_positions int64 8

number of positions the institution reduced but still holds this quarter (units decreased, remaining units > 0)

stock_new_positions int64 9

number of new positions the institution opened this quarter

stock_closed_positions int64 10

number of positions the institution fully exited this quarter (remaining units == 0)

stock_buy_avg_weighted_prem int64 11

total USD value of shares bought this quarter

stock_sell_avg_weighted_prem int64 12

total USD value of shares sold this quarter

top_ten_holdings string repeated 13

tickers (stocks only) of the ten largest currently-held positions, by reported value

report_date string 14

the filing's report period end date

ticker string 15

the institution's own stock ticker, if it is itself a public company with options (empty otherwise)

top_ten_closed_holdings string repeated 16

tickers (stocks only) of the ten largest positions fully exited this quarter, by sold value

top_ten_new_holdings string repeated 17

tickers (stocks only) of the ten largest newly-opened positions this quarter, by reported value

top_ten_added_holdings string repeated 18

tickers (stocks only) of the ten largest added-to positions this quarter, by bought value

top_ten_reduced_holdings string repeated 19

tickers (stocks only) of the ten largest reduced (but still held) positions this quarter, by sold value

total_value int64 20

total USD value of all reported 13F holdings (across all security types) REMARK: since options are reported with their notional value, any instituion that holds options will/might have a very bloated up total value that does not really represent the actual value they hold. Use this value with care.

share_value int64 21

total USD value of share and fund holdings only (excludes options, warrants, debt, etc.)

holds_options bool 22

whether the institution holds put/call options

document_url string 23

URL to the filing on SEC EDGAR