Institutional Holdings Feeds¶
General Information¶
VerityData Institutional Holdings Feed contains holdings information based on Form 13F, 13D and 13G disclosures.
Form 13Fs are generally filed by institutions with greater than $100 million under management. Form 13Fs generally include long positions and other positions required to be disclosed by the SEC. 13Fs are usually filed 45 days after the end of a calendar quarter .
Form 13Ds are filed by Activist holders with >5% ownership or +/-1% change in ownership. 13Ds have to be filed within 10 days after the transaction or falling below the 5% threshold.
Form 13Gs are filed by Passive holders with >5% ownership and have to be filed within 10 days after the end of the month or falling below the 5% threshold. Additionally, the majority of institutional investors, excluding hedge funds, are required to update 13G positions annually, with the filings due 45 days after the end of the year. Such filings are required if the institution continues to hold in excess of 5% of a class of security; or, if an institution's ownership of a class of security fell below 5% during the given year.
We would recommend that if you are looking to create a model based on 13D/G disclosures that you pay close attention to filings made in January and February and ignore 13D/G filings with an asof date of December 31st.
Notes on the point-in-time format:¶
- Updates to company-related fields (ticker, cusip, company_name, etc.) do not trigger updates in the feed, only updates to holdings-specific fields trigger an update.
- Company-related fields are as of the asof field, not the original insert, meaning values such as ticker, cusip, etc. may change when comparing an initial insert to a later update for the same txn_id. (e.g. a transaction with ticker "FOO" at insert will show as "BAR" on subsequent updates if the company's ticker changed between the two asof dates. The original insert will always show "FOO", however.)
- Not all fields are available with point-in-time accuracy. Please see the Data Dictionary (attached) for more information.
Notes on the historical format¶
- Historical dictionaries are described after the new Point In Time ones, for customers who may still be consuming the older format.
- These feeds are provided as zip-compressed, pipe-delimited text files.
- For text files, they are extremely large (> 30 MB compressed, > 100 MB uncompressed). Viewing them in spreadsheet applications may take extra time, and some text editors will not load files of that size at all.
Point In Time (PIT) Feed Dicitonary¶
| Column Name | Description |
|---|---|
| rptcik | Unique identifier of the 13F Filer as assigned by the SEC. In the case where an institution has multiple entities associated with it, we will use the Primary Filer’s CIK. The Primary Filer is determined by our research team. |
| filer_name | Name of the filer. |
| filer_type | Type of institution as determined by our Research Team. Not all Filers will have a type associated with them. |
| A = Investment Advisor | |
| B = Bank | |
| C = Corporation | |
| E = Endowment | |
| H = Hedge | |
| I = Individual | |
| M = Mutual | |
| N = Institutional | |
| P = Pension | |
| S = Insurance | |
| V = Venture Capital | |
| Null = Not Set | |
| formtype | Type of filing filed with the SEC: |
| 13F & 13F/A = Insititutional Investor filings | |
| 13D & 13D/A = Activist / or option to be an Activist Investor Filings | |
| 13G & 13G/A = Passive Investor Filings | |
| 13D-C & 13D/A-C = InsiderScore designation to denote filings where the filer has changed from filing Form 13G to a 13D. This designation will appear on the first filing after the change. | |
| 13G-C & 13G/A-C = Similar to the above but opposite. | |
| disclosure_date | The date and time that the filing was submitted to the SEC. You'll see that most filers wait until the around the filing deadline (see filing_asof below). In terms of using the information within your model: under our current processing workflows, we generally process all 13F filings they day they are filed (including during peak filing season). |
| In very rare cases, if a 13F amendment is filed and the filer completely restates their holdings, the Filed Timestamp will update to the date of that 13F amendment. | |
| quarter_end_date | The quarter-end date which the filing information is based on. 13F disclosures can be filed up to 45 days after the quarter end. For example, holdings as of 12/31/18 would need to be filed by 2/14/19. The vast majority of filers do file within the timeframe, but some are late. For 13DG this is the next computed fiscal quarter end date using the "filing asof" date. |
| filing_asof | [13DG only] The date as of which the filing information was accurate. SEC rules state that 13D filings are to be filed within 10 days of the event and 13G filings are to be filed within 10 days of the month end of the event. We have seen that filers are often late (sometimes years late). |
| The SEC has expansive annual filing disclosures. The delay in annual 13G filings can be up to ~45 days. Annual 13Gs may have also been disclosed in 13F filings prior to the annual 13G. | |
| ticker | Ticker of the holding. By default we return the Ticker of the common equity except for cases where we have a different ticker for the specific instrument. Tickers with [] denote companies that are no longer active. |
| cid | VerityData's unique company id. Point-In-Time cusips may differ. CID should be used for consistency. Cid Should only be NULL in cases where the record was already in the feed when the cid value was removed. Such records will have edit_action = D. |
| cusip | CUSIP identifier of the holding. By default we return the CUSIP of the common equity except for cases where the 13F includes the CUSIP of the specific instrument. |
| company_name | Name of the holding. |
| company_instrument | We use the filed CUSIP and additional identifier text filers add to the 13F rows to determine the appropriate instrtument type. See this breakdown: |
| Common = 1 | |
| Preferred = 6 | |
| ADR = 7 | |
| Warrant = 8 | |
| Call Option = 9 | |
| Put Option = 10 | |
| Debt = 11 | |
| Exchange Traded Fund = 12 | |
| Mutual Fund = 13 | |
| REIT = 15 | |
| Unknown = 20 | |
| Closed End Fund = 24 | |
| Unit = 25 | |
| sector | Sector of the holding. |
| class_status | Denotes the status of the company at the time of the last update. Useful to exclude posthumous edits to inactive companies from your modeling / testing. PIT feed only - PIT accuracy starts on 5/1/2010. |
| mcap | [Not Point In Time Data] Market cap of the holding on the Disclosure Date (Available Quarterly Shares Outstanding * Close Price on Disclosure Date). This number is not applicable to Exchange Traded Fund or Mutual Fund defined below {company_instrument 12 or 13}. |
| shares | Shares owned from the 13F filing. Shares are split adjusted if a split happens later. |
| value | [13F only]Dollar value of the holding. Unless noted, we use the quarter-end prices for all prior quarter holdings and latest quote, if available, for the current quarter. The following instruments {company_instrument} are exceptions and for these we use the values as included in the 13F filing: Call Option, Put Option, Debt, Preferred, and Unknown. |
| share_chg | Change in the number of shares from the prior Filing. Computed by comparing the number of shares in the existing Form 13 versus either 1) the prior 13D/G or 2) the prior 13F using the totals per CUSIP, rather than individual holding ids. We determine which filing based on the filing that has the most recent filing_asof. |
| pct_share_chg | The percentage change in shares on a quarter-over-quarter basis. New holdings will be denoted by a Null value. |
| pct_out | [Not Point In Time Data for 13F] Unless noted, is the Shares Owned {shares} as percentage of the shares outstanding using the shares outstanding value for the same quarter. If we do not have a quarter-end share outstanding value, we use the previously available quarter-end shares outstanding. We display a null value for these instrument types: Preferred, Warrants, Call Option, Put Option, Debt, Unknown, and Unit. We will also Null out cases where we do not have confidence in our historic shares outstanding value. |
| pct_portfolio | [13F only] The Value {value} as percentage of the sum of all the holdings on the quarter-end date. |
| annual_filing | [13DG only] Denotes whether the filing is considered an "annual filing". Will yield "13F Repeat" if the filing repeats information disclosed in a 13F filing or "G Holding" if not. Null if filing is not considered an "annual filing". |
| has_letter | [13DG only] Denotes "Y" if a Press Disclosure or Letter was included in the filing. Letters tend to include material information pertaining to shareholders of the company. |
| has_purpose | [13D only] Denotes "Y" if if a purpose was disclosed in Item 4 of the 13D. |
| txnid | [13DG only] Unique transaction identifier assigned by InsiderScore.Links to txnid in our Insider Transaction feed. |
| last_update | The date of the last update for this entry. |
| edit_action | "U" for update, "D" for delete and "I" for new insert. |
| asof | The date the record appeared in the feed |
Historical 13DG Holdings Feed¶
General Information¶
VerityData’s Form 13D/G Feed focuses on these two filing types:
Form 13Ds - are filed by Activist holders with >5% ownership or +/-1% change in ownership and have to be filed within 10 days after the transaction or falling below the 5% threshold.
Form 13Gs - are filed by Passive holders with >5% ownership and have to be filed within 10 days after the end of the month or falling below the 5% threshold. Additionally, the majority of institutional investors, excluding hedge funds, are required to update 13G positions annually, with the filings due 45 days after the end of the year. Such filings are required if the institution continues to hold in excess of 5% of a class of security; or, if an institution's ownership of a class of security fell below 5% during the given year.
We would recommend that if you are looking to create a model based on 13D/G disclosures that you pay close attention to filings made in January and February and ignore 13D/G filings with an as of date of December 31st.
VerityData also provides files related to quarterly holding disclosures contained in 13F filings, including advanced screening by type of fund (including “fundamental” institutions), popularity of top 10 holdings and much more.
Important Note: These feeds are provided as zip-compressed, pipe-delimited text files. For text files, they are extremely large (> 30 MB compressed, > 100 MB uncompressed). Viewing them in spreadsheet applications may take extra time, and some text editors will not load files of that size at all.
Data Dictionary¶
| Header | Description |
|---|---|
| ticker | Ticker of the company. Tickers with [] denote companies that are no longer active. |
| cusip | The parsed CUSIP of the holding. |
| share_class | The class of shares as filed within the Form 13. |
| companyname | Name of the company. |
| sector | InsiderScore’s proprietary sector classification: Real Estate=8 Basic Materials=10 Energy=11 Consumer Discretionary=12 Telecommunications=13 Financial=14 Healthcare=15 Industrial Goods=16 Consumer Staples=17 Technology=18 Utilities=19 |
| marketcap | Market cap of the company on Disclosure Date (Available Quarterly Shares Outstanding * Close Price on Disclosure Date). |
| filerrptcik | Unique identifier of the 13F Filer as assigned by the SEC. In the case where an institution has multiple entities associated with it, we will use the Primary Filer’s CIK. The Primary Filer is determined by our research team. See this example: Primary Filer = Blackrock and other entities = Blackrock Offshore Fund, Blackrock Income Fund. In the cases where we group Filers together, we also aggregate their holdings contained within all associated 13F filings for the quarter. |
| filername | Name of the filer |
| filertype | Type of institution as determined by our Research Team. Not all filers will have a type associated with them. A = Investment Advisor B = Bank C = Corporation E = Endowment H = Hedge I = Individual M = Mutual N = Institutional P = Pension S = Insurance V = Venture Capital Null or U = Not Set |
| transactionid | Unique identifier of the record as assigned by InsiderScore. |
| filingtimestamp | Date and time that the filing was filed. |
| asofdate | The date as of which the filing information was accurate. SEC rules state that 13D filings are to be filed within 10 days of the event and 13G filings are to be filed within 10 days of the month end of the event. We have seen that filers are often late (sometimes years late). The SEC has expansive annual filing disclosures. The delay in annual 13G filings can be up to ~45 days. Annual 13Gs may have also been disclosed in 13F filings prior to the annual 13G. |
| filingtype | Type of filing filed with the SEC: 13D & 13D/A = Activist / or option to be an Activist Investor Filings 13G & 13G/A = Passive Investor Filings 13D-C & 13D/A-C = InsiderScore designation to denote filings where the filer has changed from filing Form 13G to a 13D. This designation will appear on the first filing after the change. 13G-C & 13G/A-C = Similar to the above but opposite. |
| sharechange | Change in the number of shares from the prior filing. This is calculated by comparing the number of shares in the existing Form 13 versus either 1) the prior 13D/G or 2) the prior 13F (quarterly holdings filing). We determine which filing based on the prior filing that has the most recent As Of Date. |
| eventtype | This column denotes whether the filer has crossed a specified threshold of ownership. Entries include: New 13D Investor = The first 13D filed for the holding is >5% of shares outstanding New >5% 13G Filing = The first 13G filed for the holding and holdings are >5% of shares outstanding New >10% 13G Filing = The first 13G filed for the holding and holdings are >10% of shares outstanding Initial >5% 13D Filing = The first 13D filed for the holding that is >5% of the shares outstanding Initial >5% 13G Filing = The first 13G filed for the holding where holdings are >5% of shares outstanding Initial >10% 13G Filing = The first 13G filed for the holding where holdings are >10% of shares outstanding Returning >5% 13D Filing = The filer previously held >5%, dropped below that threshold, and have returned Returning >5% 13G Filing = The filer previously held >5%, dropped below that threshold, and have returned Returning >10% 13G Filing = The filer previously held >10%, dropped below that threshold, and have returned Informational = The filing was Informational in nature and did not disclose shares owned information |
| haspurpose | Specific to 13D. Denotes "Y" if if a purpose was disclosed in Item 4 of the 13D. |
| hasletter | Denotes "Y" if a Press Disclosure or Letter was included in the filing. Letters tend to include material information pertaining to shareholders of the company. |
| annualfiling | Denotes whether the filing is considered an "annual filing". Will yield "13F Repeat" if the filing repeats information disclosed in a 13F filing or "G Holding" if not. Null if filing is not considered an "annual filing". |
| isnewflag | Returns 1 or Null. The IsNewFlag denotes the first time a filer is filing a 13D or 13G. Note: Annual 13G's may have a 1 in the IsNewFlag column, but will not be paired with either a "New 5% 13G" or "New 10% 13G". Only non-annual 13G's are currently denoted with these events. |
| percentchangeshares | The percentage change in shares. For filing that have an IsNew Flag {isnewflag}, the value will be Null. |
| sharesownedafter | The number of shares owned after as denoted in the filing |
| percentsharesownedafter | The percentage of shares outstanding owned after as denoted in the filing. |
Historical 13F Holdings Feed¶
General Information¶
VerityData Form 13F Feed contains quarterly holdings information based Form 13F disclosures:
Form 13Fs - are filed by institutions generally with greater than $100 million under management. Form 13Fs generally include long positions within 45 days after the end of a calendar quarter and other required positions required to be disclosed by the SEC.
Important Note: These feeds are provided as zip-compressed, pipe-delimited text files. For text files, they are extremely large (>100 MB compressed, > 350 MB uncompressed). Viewing them in spreadsheet applications may take extra time, and some text editors will not load files of that size at all.
Data Dictionary¶
| Header | Description |
|---|---|
| filerrptcik | Unique identifier of the 13F Filer as assigned by the SEC. In the case where an institution has multiple entities associated with it, we will use the Primary Filer’s CIK. The Primary Filer is determined by our research team. See this example: Primary Filer = Blackrock and other entities = Blackrock Offshore Fund, Blackrock Income Fund. In the cases where we group Filers together, we also aggregate their holdings contained within all associated 13F filings for the quarter. |
| filername | Name of the filer. |
| filertype | Type of institution as determined by our Research Team. Not all Filers will have a type associated with them. A = Investment Advisor B = Bank C = Corporation E = Endowment H = Hedge I = Individual M = Mutual N = Institutional P = Pension S = Insurance V = Venture Capital Null = Not Set |
| filedtimestamp | The date and time that the filing was submitted to the SEC. You'll see that most filers wait until the around the filing deadline (see As Of Date below). In terms of using the information within your model: under our current processing workflows, we generally process all 13F filings they day they are filed (including during peak filing season). In very rare cases, if a 13F amendment is filed and the filer completely restates their holdings, the Filed Timestamp will update to the date of that 13F amendment. |
| asofdate | The quarter-end date as of which the filing information is based on. 13F disclosures can be filed up to 45 days after the quarter end. For example, holdings as of 12/31/18 would need to be filed by 2/14/19. The vast majority of filers do filed within the timeframe, but some are late. |
| cusip | CUSIP identifier of the holding. By default we return the CUSIP of the common equity except for cases where the 13F includes the CUSIP of the specific instrument. |
| ticker | Ticker of the holding. By default we return the Ticker of the common equity except for cases where we have a different ticker for the specific instrument. Tickers with [] denote companies that are no longer active. |
| companyname | Name of the holding. |
| sector | Verity's proprietary sector classification: Real Estate=8 Basic Materials=10 Energy=11 Consumer Discretionary=12 Telecommunications=13 Financial=14 Healthcare=15 Industrial Goods=16 Consumer Staples=17 Technology=18 Utilities=19 |
| marketcap | Market cap of the company on Disclosure Date (Available Quarterly Shares Outstanding * Close Price on Disclosure Date). This number is not applicable to Exchange Traded Fund or Mutual Fund defined below {companyinstrument 12 or 13}. |
| companyinstrument | We use the filed CUSIP and additional identifier text filers add to the 13F rows to determine the appropriate instrtument type. See this breakdown: Common = 1 Preferred = 6 ADR = 7 Warrant = 8 Call Option = 9 Put Option = 10 Debt = 11 Exchange Traded Fund = 12 Mutual Fund = 13 REIT = 15 Unknown = 20 Closed End Fund = 24 Unit = 25 |
| value | Dollar value of the holding. Unless noted, we use the quarter-end prices for all prior quarter holdings and latest quote, if available, for the current quarter. The following instruments {companyinstrument} are exceptions and for these we use the values as included in the 13F filing: Call Option, Put Option, Debt, Preferred, and Unknown. |
| sharesowned | Shares owned from the 13F filing. Shares are split if a split happens later. |
| sharechange | Change in the number of shares from the prior Filing. This is calculated by comparing the number of shares in the existing Form 13 versus either 1) the prior 13D/G or 2) the prior 13F. We determine which filing based on the filing that has the most recent As Of Date. |
| percentchangeshares | The percentage change in shares on a quarter-over-quarter basis. New holdings will be denoted by a Null value. |
| sharespercentoutstanding | Unless noted, is the Shares Owned {sharesowned} as percentage of the shares outstanding using the shares outstanding value for the same quarter. If we do not have a quarter-end share outstanding value, we use the previously available quarter-end shares outstanding. We display a null value for these instrument types: Preferred, Warrants, Call Option, Put Option, Debt, Unknown, and Unit. We will also Null out cases where we do not have confidence in our historic shares outstanding value. |
| percentportfolio | The Value {value} as percentage of the sum of all the holdings on the quarter-end date. |
| querytimestamp | Date and time that the 13F file was generated. Typically only present in current-quarter feed. |