SEC_13F_list: Official List of Section 13(f) Securities

In yanlesin/SEC13Flist: Functions to Work with Official List of SEC Section 13(f) Securities and Security Identifiers

Official List of Section 13(f) Securities

Description

This function downloads, specified by Year and Quarter (starting from year 2004, quarter 1), official list of Section 13(f) securities from SEC website https://www.sec.gov/divisions/investment/13flists.htm, parses it and returns a data frame. If no parameters provided, function determines year and quarter based on Current List section of SEC website https://www.sec.gov/divisions/investment/13flists.htm

Usage

SEC_13F_list(YEAR_, QUARTER_, show_progress = FALSE)

Arguments

YEAR_	Numeric, Year for the SEC List
QUARTER_	Numeric, Quarter for the SEC List
show_progress	Logical, Option is not active in this build! Show progress during list parsing, default value show_progress = FALSE

Value

A data frame that contains official list of Section 13(f) securities with the following columns:

• CUSIP: character - CUSIP number of the security included in the official list

• HAS_LISTED_OPTION: character - An asterisk indicates that security having a listed option and each option is individually listed with its own CUSIP number immediately below the name of the security having the option

• ISSUER_NAME: character - Issuer name

• ISSUER_DESCRIPTION: character - Issuer description

• STATUS: character - "ADDED" (The security has become a Section 13(f) security) or "DELETED" (The security ceases to be a 13(f) security since the date of the last list)

• YEAR: integer - Year of the official list

• QUARTER: integer - Quarter of the official list

Examples

## Not run: library(SEC13Flist)
SEC_13F_list_2018_Q3 <- SEC_13F_list(2018,3) #Parse list for Q3 2018 without progress indicator
SEC_13F_list_2018_Q3_ <- SEC_13F_list(2018,3,TRUE) #Parse list with progress indicator

## End(Not run)

yanlesin/SEC13Flist documentation built on Jan. 21, 2025, 5:23 p.m.