SEC_13F_list_local: Official List of Section 13(f) Securities from local file

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 from local file

Description

This function parses file with official list of Section 13(f) securities downloaded from SEC website https://www.sec.gov/divisions/investment/13flists.htm, and returns a data frame. Year and quarter of the list determined based on name of the file.

Usage

SEC_13F_list_local(path_to_13f_file)

Arguments

path_to_13f_file

character string, path to local file

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_Q4 <- SEC_13F_list_local("/Users/user_name/Downloads/13flist2020q4.pdf")
#Parse list from "Downloads" folder

## End(Not run)

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