Access Portfolio Holdings & Cover Pages of Form 13F Filings with Python

   

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• Quick Start
  • Holdings from Form 13F Filings
  • Cover Pages from Form 13F Filings

This Python tutorial demonstrates how to access and download the holdings and cover pages of Form 13F filings using the sec-api Python package and the Form 13F APIs. The number of unique holdings of a fund is calculated as well as the total portfolio value. The cover page of the corresponding Form 13F filing is also downloaded, allowing for confirmation of the fund's name, address, other managers, and more.

!pip install sec-api

import json
import pandas as pd

API_KEY_SEC_API = "YOUR_API_KEY"

from sec_api import Form13FHoldingsApi, Form13FCoverPagesApi

form13FHoldingsApi = Form13FHoldingsApi(API_KEY_SEC_API)
form13FCoverPagesApi = Form13FCoverPagesApi(API_KEY_SEC_API)

search_params = {
    "query": "cik:1350694 AND periodOfReport:2024-03-31",
    "from": "0",
    "size": "1",
    "sort": [{"periodOfReport": {"order": "desc"}}],
}

# load holdings
response = form13FHoldingsApi.get_data(search_params)
filings = response["data"]
holdings = filings[0]["holdings"]

# load cover page
response = form13FCoverPagesApi.get_data(search_params)
cover_page = response["data"][0]

The following example demonstrates how to retrieve a fund's holdings from Form 13F filings. The get_data(search_params) method of the Form13FHoldingsApi class extracts holdings from Form 13F filings that match the specified search criteria. In this example, we obtain the portfolio holdings of Bridgewater Associates (CIK: 1350694) as reported in their 13F filing for the first quarter of 2024.

from sec_api import Form13FHoldingsApi

form13FHoldingsApi = Form13FHoldingsApi(API_KEY_SEC_API)

search_params = {
    "query": "cik:1350694 AND periodOfReport:2024-03-31",
    "from": "0",
    "size": "1",
    "sort": [{"periodOfReport": {"order": "desc"}}],
}

response = form13FHoldingsApi.get_data(search_params)
filings = response["data"]
holdings_json = filings[0]["holdings"]

holdings = pd.DataFrame(holdings_json)
holdings

	cusip	ticker	cik	investmentDiscretion	votingAuthority	nameOfIssuer	value	shrsOrPrnAmt	titleOfClass
0	88579Y101	MMM	66740	SOLE	{'Sole': 13726, 'Shared': 0, 'None': 0}	3M CO	1455917	{'sshPrnamtType': 'SH', 'sshPrnamt': 13726}	COM
1	002824100	ABT	1800	SOLE	{'Sole': 1728482, 'Shared': 0, 'None': 7675}	ABBOTT LABS	197331605	{'sshPrnamtType': 'SH', 'sshPrnamt': 1736157}	COM
2	00287Y109	ABBV	1551152	SOLE	{'Sole': 449779, 'Shared': 0, 'None': 0}	ABBVIE INC	81904756	{'sshPrnamtType': 'SH', 'sshPrnamt': 449779}	COM
3	00404A109	ACHC	1520697	SOLE	{'Sole': 82943, 'Shared': 0, 'None': 408}	ACADIA HEALTHCARE COMPANY IN	6603066	{'sshPrnamtType': 'SH', 'sshPrnamt': 83351}	COM
4	G1151C101	ACN	1467373	SOLE	{'Sole': 5269, 'Shared': 0, 'None': 0}	ACCENTURE PLC IRELAND	1826288	{'sshPrnamtType': 'SH', 'sshPrnamt': 5269}	SHS CLASS A
...	...	...	...	...	...	...	...	...	...
672	98954M200	Z	1617640	SOLE	{'Sole': 98269, 'Shared': 0, 'None': 0}	ZILLOW GROUP INC	4793562	{'sshPrnamtType': 'SH', 'sshPrnamt': 98269}	CL C CAP STK
673	98956P102	ZBH	1136869	SOLE	{'Sole': 353985, 'Shared': 0, 'None': 918}	ZIMMER BIOMET HOLDINGS INC	46840098	{'sshPrnamtType': 'SH', 'sshPrnamt': 354903}	COM
674	98978V103	ZTS	1555280	SOLE	{'Sole': 60434, 'Shared': 0, 'None': 0}	ZOETIS INC	10226037	{'sshPrnamtType': 'SH', 'sshPrnamt': 60434}	CL A
675	98980F104	ZI	1794515	SOLE	{'Sole': 70792, 'Shared': 0, 'None': 0}	ZOOMINFO TECHNOLOGIES INC	1134796	{'sshPrnamtType': 'SH', 'sshPrnamt': 70792}	COMMON STOCK
676	98980A105	ZTO	1677250	SOLE	{'Sole': 523693, 'Shared': 0, 'None': 0}	ZTO EXPRESS CAYMAN INC	10966131	{'sshPrnamtType': 'SH', 'sshPrnamt': 523693}	SPONSORED ADS A

677 rows × 9 columns

columns_to_explode = ["votingAuthority", "shrsOrPrnAmt"]

for column in columns_to_explode:
    holdings = pd.concat(
        [
            holdings.drop(columns=column),
            pd.json_normalize(holdings[column]).add_prefix(f"{column}_"),
        ],
        axis=1,
    )

holdings

	cusip	ticker	cik	investmentDiscretion	nameOfIssuer	value	titleOfClass	votingAuthority_Sole	votingAuthority_Shared	votingAuthority_None	shrsOrPrnAmt_sshPrnamtType	shrsOrPrnAmt_sshPrnamt
0	88579Y101	MMM	66740	SOLE	3M CO	1455917	COM	13726	0	0	SH	13726
1	002824100	ABT	1800	SOLE	ABBOTT LABS	197331605	COM	1728482	0	7675	SH	1736157
2	00287Y109	ABBV	1551152	SOLE	ABBVIE INC	81904756	COM	449779	0	0	SH	449779
3	00404A109	ACHC	1520697	SOLE	ACADIA HEALTHCARE COMPANY IN	6603066	COM	82943	0	408	SH	83351
4	G1151C101	ACN	1467373	SOLE	ACCENTURE PLC IRELAND	1826288	SHS CLASS A	5269	0	0	SH	5269
...	...	...	...	...	...	...	...	...	...	...	...	...
672	98954M200	Z	1617640	SOLE	ZILLOW GROUP INC	4793562	CL C CAP STK	98269	0	0	SH	98269
673	98956P102	ZBH	1136869	SOLE	ZIMMER BIOMET HOLDINGS INC	46840098	COM	353985	0	918	SH	354903
674	98978V103	ZTS	1555280	SOLE	ZOETIS INC	10226037	CL A	60434	0	0	SH	60434
675	98980F104	ZI	1794515	SOLE	ZOOMINFO TECHNOLOGIES INC	1134796	COMMON STOCK	70792	0	0	SH	70792
676	98980A105	ZTO	1677250	SOLE	ZTO EXPRESS CAYMAN INC	10966131	SPONSORED ADS A	523693	0	0	SH	523693

677 rows × 12 columns

unique_holdings_by_cusip = holdings.groupby("cusip").first().reset_index()
print(f"Number of unique holdings: {len(unique_holdings_by_cusip)}")

Number of unique holdings: 677

total_portfolio_value = holdings["value"].sum() / 1_000_000_000
print(f"Total portfolio value: ${total_portfolio_value:,.3f} billion")

Total portfolio value: $19.775 billion

To retrieve the cover page of Bridgewater's Form 13F filing for the first quarter of 2024, we use the get_data(search_params) method of the Form13FCoverPagesApi class.

from sec_api import Form13FCoverPagesApi

form13FCoverPagesApi = Form13FCoverPagesApi(API_KEY_SEC_API)

search_params = {
    "query": "cik:1350694 AND periodOfReport:2024-03-31",
    "from": "0",
    "size": "1",
    "sort": [{"periodOfReport": {"order": "desc"}}],
}

response = form13FCoverPagesApi.get_data(search_params)
cover_page = response["data"][0]

print(json.dumps(cover_page, indent=2))

{
  "id": "d1a4cbcd2eab004e9415e402a2701c46",
  "accessionNo": "0001172661-24-002257",
  "filedAt": "2024-05-14T12:37:20-04:00",
  "formType": "13F-HR",
  "cik": "1350694",
  "crdNumber": "105129",
  "secFileNumber": "801-35875",
  "form13FFileNumber": "028-11794",
  "periodOfReport": "2024-03-31",
  "isAmendment": false,
  "amendmentInfo": {},
  "filingManager": {
    "name": "Bridgewater Associates, LP",
    "address": {
      "street": "One Nyala Farms Road",
      "city": "Westport",
      "stateOrCountry": "CT",
      "zipCode": 6880
    }
  },
  "reportType": "13F HOLDINGS REPORT",
  "otherManagersReportingForThisManager": [],
  "provideInfoForInstruction5": false,
  "signature": {
    "name": "Michael Kitson",
    "title": "Chief Compliance Officer and Counsel",
    "phone": "203-226-3030",
    "signature": "Michael Kitson",
    "city": "Westport",
    "stateOrCountry": "CT",
    "signatureDate": "05-14-2024"
  },
  "tableEntryTotal": 677,
  "tableEntryTotalAsReported": 677,
  "tableValueTotal": 19775432137,
  "tableValueTotalAsReported": 19775432137,
  "otherIncludedManagersCount": 0,
  "otherIncludedManagers": []
}