From bff67dbe44d28fc398b9e398b8223b6a485cc6e0 Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Thu, 10 Sep 2026 10:06:48 -0500 Subject: [PATCH 01/11] Add the SEC Form 13F institutional holdings dataset --- DataProcessing/DataProcessing.csproj | 5 + DataProcessing/Program.cs | 160 +- DataProcessing/SEC13FDownloader.cs | 2025 +++++++++++++++++ DataProcessing/SEC13FTickerCrosswalk.cs | 302 +++ DataProcessing/config.json | 6 + LIVE-READINESS-REPORT.md | 199 ++ QuantConnect.DataSource.csproj | 13 +- SEC13FHoldings.cs | 223 ++ SEC13FHoldingsAlgorithm.cs | 140 ++ SEC13FHoldingsAlgorithm.py | 93 + SEC13FHoldingsUniverse.cs | 194 ++ SEC13FHoldingsUniverseSelectionAlgorithm.cs | 141 ++ SEC13FHoldingsUniverseSelectionAlgorithm.py | 101 + listing-about-13f.md | 186 ++ listing-documentation-13f.md | 223 ++ output/alternative/sec/13f/aapl.csv | 147 ++ output/alternative/sec/13f/aig.csv | 54 + output/alternative/sec/13f/bac.csv | 103 + output/alternative/sec/13f/bno.csv | 15 + output/alternative/sec/13f/eem.csv | 78 + output/alternative/sec/13f/goog.csv | 110 + output/alternative/sec/13f/googl.csv | 104 + output/alternative/sec/13f/ibm.csv | 95 + output/alternative/sec/13f/iwm.csv | 75 + output/alternative/sec/13f/qqq.csv | 88 + output/alternative/sec/13f/spy.csv | 120 + .../alternative/sec/13f/universe/20201001.csv | 24 + .../alternative/sec/13f/universe/20201002.csv | 24 + .../alternative/sec/13f/universe/20201005.csv | 25 + .../alternative/sec/13f/universe/20201006.csv | 26 + .../alternative/sec/13f/universe/20201007.csv | 26 + .../alternative/sec/13f/universe/20201008.csv | 26 + .../alternative/sec/13f/universe/20201009.csv | 26 + .../alternative/sec/13f/universe/20201012.csv | 26 + .../alternative/sec/13f/universe/20201013.csv | 26 + .../alternative/sec/13f/universe/20201014.csv | 26 + .../alternative/sec/13f/universe/20201015.csv | 26 + .../alternative/sec/13f/universe/20201016.csv | 26 + .../alternative/sec/13f/universe/20201019.csv | 26 + .../alternative/sec/13f/universe/20201020.csv | 26 + .../alternative/sec/13f/universe/20201021.csv | 26 + .../alternative/sec/13f/universe/20201022.csv | 26 + .../alternative/sec/13f/universe/20201023.csv | 26 + .../alternative/sec/13f/universe/20201026.csv | 26 + .../alternative/sec/13f/universe/20201027.csv | 26 + .../alternative/sec/13f/universe/20201028.csv | 26 + .../alternative/sec/13f/universe/20201029.csv | 26 + .../alternative/sec/13f/universe/20201030.csv | 26 + .../alternative/sec/13f/universe/20201102.csv | 26 + .../alternative/sec/13f/universe/20201103.csv | 26 + .../alternative/sec/13f/universe/20201104.csv | 26 + .../alternative/sec/13f/universe/20201105.csv | 26 + .../alternative/sec/13f/universe/20201106.csv | 26 + .../alternative/sec/13f/universe/20201109.csv | 26 + .../alternative/sec/13f/universe/20201110.csv | 26 + .../alternative/sec/13f/universe/20201111.csv | 26 + .../alternative/sec/13f/universe/20201112.csv | 26 + .../alternative/sec/13f/universe/20201113.csv | 26 + .../alternative/sec/13f/universe/20201116.csv | 24 + .../alternative/sec/13f/universe/20201117.csv | 24 + .../alternative/sec/13f/universe/20201118.csv | 24 + .../alternative/sec/13f/universe/20201119.csv | 24 + .../alternative/sec/13f/universe/20201120.csv | 24 + .../alternative/sec/13f/universe/20201123.csv | 24 + .../alternative/sec/13f/universe/20201124.csv | 24 + .../alternative/sec/13f/universe/20201125.csv | 24 + .../alternative/sec/13f/universe/20201126.csv | 24 + .../alternative/sec/13f/universe/20201127.csv | 24 + .../alternative/sec/13f/universe/20201130.csv | 22 + .../alternative/sec/13f/universe/20201201.csv | 21 + .../alternative/sec/13f/universe/20201202.csv | 21 + .../alternative/sec/13f/universe/20201203.csv | 21 + .../alternative/sec/13f/universe/20201204.csv | 21 + .../alternative/sec/13f/universe/20201207.csv | 21 + .../alternative/sec/13f/universe/20201208.csv | 19 + .../alternative/sec/13f/universe/20201209.csv | 19 + .../alternative/sec/13f/universe/20201210.csv | 19 + .../alternative/sec/13f/universe/20201211.csv | 19 + .../alternative/sec/13f/universe/20201214.csv | 19 + .../alternative/sec/13f/universe/20201215.csv | 19 + .../alternative/sec/13f/universe/20201216.csv | 19 + .../alternative/sec/13f/universe/20201217.csv | 19 + .../alternative/sec/13f/universe/20201218.csv | 19 + .../alternative/sec/13f/universe/20201221.csv | 19 + .../alternative/sec/13f/universe/20201222.csv | 19 + .../alternative/sec/13f/universe/20201223.csv | 19 + .../alternative/sec/13f/universe/20201224.csv | 19 + .../alternative/sec/13f/universe/20201225.csv | 19 + .../alternative/sec/13f/universe/20201228.csv | 19 + .../alternative/sec/13f/universe/20201229.csv | 19 + .../alternative/sec/13f/universe/20201230.csv | 19 + .../alternative/sec/13f/universe/20201231.csv | 19 + output/alternative/sec/13f/uso.csv | 32 + output/alternative/sec/13f/wm.csv | 66 + tests/SEC13FHoldingsTests.cs | 417 ++++ tests/SEC13FHoldingsUniverseTests.cs | 289 +++ tests/SEC13FProcessorTests.cs | 853 +++++++ tests/Tests.csproj | 5 + 98 files changed, 8186 insertions(+), 12 deletions(-) create mode 100644 DataProcessing/SEC13FDownloader.cs create mode 100644 DataProcessing/SEC13FTickerCrosswalk.cs create mode 100644 DataProcessing/config.json create mode 100644 LIVE-READINESS-REPORT.md create mode 100644 SEC13FHoldings.cs create mode 100644 SEC13FHoldingsAlgorithm.cs create mode 100644 SEC13FHoldingsAlgorithm.py create mode 100644 SEC13FHoldingsUniverse.cs create mode 100644 SEC13FHoldingsUniverseSelectionAlgorithm.cs create mode 100644 SEC13FHoldingsUniverseSelectionAlgorithm.py create mode 100644 listing-about-13f.md create mode 100644 listing-documentation-13f.md create mode 100644 output/alternative/sec/13f/aapl.csv create mode 100644 output/alternative/sec/13f/aig.csv create mode 100644 output/alternative/sec/13f/bac.csv create mode 100644 output/alternative/sec/13f/bno.csv create mode 100644 output/alternative/sec/13f/eem.csv create mode 100644 output/alternative/sec/13f/goog.csv create mode 100644 output/alternative/sec/13f/googl.csv create mode 100644 output/alternative/sec/13f/ibm.csv create mode 100644 output/alternative/sec/13f/iwm.csv create mode 100644 output/alternative/sec/13f/qqq.csv create mode 100644 output/alternative/sec/13f/spy.csv create mode 100644 output/alternative/sec/13f/universe/20201001.csv create mode 100644 output/alternative/sec/13f/universe/20201002.csv create mode 100644 output/alternative/sec/13f/universe/20201005.csv create mode 100644 output/alternative/sec/13f/universe/20201006.csv create mode 100644 output/alternative/sec/13f/universe/20201007.csv create mode 100644 output/alternative/sec/13f/universe/20201008.csv create mode 100644 output/alternative/sec/13f/universe/20201009.csv create mode 100644 output/alternative/sec/13f/universe/20201012.csv create mode 100644 output/alternative/sec/13f/universe/20201013.csv create mode 100644 output/alternative/sec/13f/universe/20201014.csv create mode 100644 output/alternative/sec/13f/universe/20201015.csv create mode 100644 output/alternative/sec/13f/universe/20201016.csv create mode 100644 output/alternative/sec/13f/universe/20201019.csv create mode 100644 output/alternative/sec/13f/universe/20201020.csv create mode 100644 output/alternative/sec/13f/universe/20201021.csv create mode 100644 output/alternative/sec/13f/universe/20201022.csv create mode 100644 output/alternative/sec/13f/universe/20201023.csv create mode 100644 output/alternative/sec/13f/universe/20201026.csv create mode 100644 output/alternative/sec/13f/universe/20201027.csv create mode 100644 output/alternative/sec/13f/universe/20201028.csv create mode 100644 output/alternative/sec/13f/universe/20201029.csv create mode 100644 output/alternative/sec/13f/universe/20201030.csv create mode 100644 output/alternative/sec/13f/universe/20201102.csv create mode 100644 output/alternative/sec/13f/universe/20201103.csv create mode 100644 output/alternative/sec/13f/universe/20201104.csv create mode 100644 output/alternative/sec/13f/universe/20201105.csv create mode 100644 output/alternative/sec/13f/universe/20201106.csv create mode 100644 output/alternative/sec/13f/universe/20201109.csv create mode 100644 output/alternative/sec/13f/universe/20201110.csv create mode 100644 output/alternative/sec/13f/universe/20201111.csv create mode 100644 output/alternative/sec/13f/universe/20201112.csv create mode 100644 output/alternative/sec/13f/universe/20201113.csv create mode 100644 output/alternative/sec/13f/universe/20201116.csv create mode 100644 output/alternative/sec/13f/universe/20201117.csv create mode 100644 output/alternative/sec/13f/universe/20201118.csv create mode 100644 output/alternative/sec/13f/universe/20201119.csv create mode 100644 output/alternative/sec/13f/universe/20201120.csv create mode 100644 output/alternative/sec/13f/universe/20201123.csv create mode 100644 output/alternative/sec/13f/universe/20201124.csv create mode 100644 output/alternative/sec/13f/universe/20201125.csv create mode 100644 output/alternative/sec/13f/universe/20201126.csv create mode 100644 output/alternative/sec/13f/universe/20201127.csv create mode 100644 output/alternative/sec/13f/universe/20201130.csv create mode 100644 output/alternative/sec/13f/universe/20201201.csv create mode 100644 output/alternative/sec/13f/universe/20201202.csv create mode 100644 output/alternative/sec/13f/universe/20201203.csv create mode 100644 output/alternative/sec/13f/universe/20201204.csv create mode 100644 output/alternative/sec/13f/universe/20201207.csv create mode 100644 output/alternative/sec/13f/universe/20201208.csv create mode 100644 output/alternative/sec/13f/universe/20201209.csv create mode 100644 output/alternative/sec/13f/universe/20201210.csv create mode 100644 output/alternative/sec/13f/universe/20201211.csv create mode 100644 output/alternative/sec/13f/universe/20201214.csv create mode 100644 output/alternative/sec/13f/universe/20201215.csv create mode 100644 output/alternative/sec/13f/universe/20201216.csv create mode 100644 output/alternative/sec/13f/universe/20201217.csv create mode 100644 output/alternative/sec/13f/universe/20201218.csv create mode 100644 output/alternative/sec/13f/universe/20201221.csv create mode 100644 output/alternative/sec/13f/universe/20201222.csv create mode 100644 output/alternative/sec/13f/universe/20201223.csv create mode 100644 output/alternative/sec/13f/universe/20201224.csv create mode 100644 output/alternative/sec/13f/universe/20201225.csv create mode 100644 output/alternative/sec/13f/universe/20201228.csv create mode 100644 output/alternative/sec/13f/universe/20201229.csv create mode 100644 output/alternative/sec/13f/universe/20201230.csv create mode 100644 output/alternative/sec/13f/universe/20201231.csv create mode 100644 output/alternative/sec/13f/uso.csv create mode 100644 output/alternative/sec/13f/wm.csv create mode 100644 tests/SEC13FHoldingsTests.cs create mode 100644 tests/SEC13FHoldingsUniverseTests.cs create mode 100644 tests/SEC13FProcessorTests.cs diff --git a/DataProcessing/DataProcessing.csproj b/DataProcessing/DataProcessing.csproj index 697ba6a..92ba250 100644 --- a/DataProcessing/DataProcessing.csproj +++ b/DataProcessing/DataProcessing.csproj @@ -16,4 +16,9 @@ + + diff --git a/DataProcessing/Program.cs b/DataProcessing/Program.cs index 6367eff..31a4480 100644 --- a/DataProcessing/Program.cs +++ b/DataProcessing/Program.cs @@ -1,4 +1,4 @@ -/* +/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * @@ -14,7 +14,9 @@ */ using QuantConnect.Configuration; +using QuantConnect.DataSource; using QuantConnect.Logging; +using QuantConnect.Util; using System; using System.Diagnostics; using System.Globalization; @@ -23,11 +25,57 @@ namespace QuantConnect.DataProcessing { /// - /// Console program to convert from raw SEC data to a formatted form usable by LEAN + /// Console program to convert from raw SEC data to a formatted form usable by LEAN. + /// + /// The repository ships two unrelated SEC datasets and the "dataset-name" config key selects + /// which one a run processes: + /// + /// - "reports" (the default): the 10-K, 10-Q and 8-K filings, downloaded with + /// and converted with . + /// - "13f" (): Form 13F institutional holdings, aggregated per + /// security from the quarterly structured data sets. + /// + /// The default keeps a job that sets no dataset-name doing exactly what it did before the key + /// existed. /// public class Program { - public static void Main() + /// + /// The "dataset-name" config value that selects the shipped SEC reports dataset, and the + /// value assumed when the key is not set. + /// + private const string ReportsDatasetName = "reports"; + + /// + /// Entrypoint of the program. The exit code is returned rather than handed to + /// from inside the work: that call does not unwind the stack, + /// so every finally block written for the failure paths would be skipped on all of them. + /// + /// Zero on success, one on any failure + public static int Main() + { + var dataset = Config.Get("dataset-name", ReportsDatasetName).Trim().ToLowerInvariant(); + + switch (dataset) + { + case ReportsDatasetName: + return ProcessReports(); + + case SEC13FDownloader.DatasetName: + return Process13F(); + + default: + Log.Error($"DataProcessing.Main(): Unknown dataset-name '{dataset}'. Valid options: " + + $"{ReportsDatasetName}, {SEC13FDownloader.DatasetName}"); + return 1; + } + } + + /// + /// Downloads and converts the SEC reports dataset for the deployment date. + /// + /// Zero on success, one on any failure + private static int ProcessReports() { var processingDateValue = Environment.GetEnvironmentVariable("QC_DATAFLEET_DEPLOYMENT_DATE"); var processingDate = DateTime.ParseExact(processingDateValue, "yyyyMMdd", CultureInfo.InvariantCulture); @@ -62,10 +110,112 @@ public static void Main() catch (Exception e) { Log.Error(e, $"DataProcessing.Main(): {processingDate} Exception while processing SEC data"); - Environment.Exit(1); + return 1; + } + + return 0; + } + + /// + /// Downloads and converts the Form 13F institutional holdings dataset. Without a deployment + /// date the run walks every published archive; with one it reads the archive whose window + /// covers that date and folds it into the published history. + /// + /// Zero on success, one on any failure + private static int Process13F() + { + // Output root: {temp-output-directory}/alternative/sec. The downloader writes its report + // under the folder its data class names. + var destinationDirectory = Path.Combine( + Config.Get("temp-output-directory", "/temp-output-directory"), + "alternative", + SEC13FDownloader.VendorName); + + // The published history an incremental run merges its rows into. The destination is + // handed to the job empty, so reading history back from there would find nothing. + var processedDataDirectory = Path.Combine( + Config.Get("processed-data-directory", Globals.DataFolder), + "alternative", + SEC13FDownloader.VendorName); + + // Where downloads are kept between runs. The job syncs this folder to the archive store + // after every run, the same one the reports dataset keeps its feed archives in, so it is + // the one place a cache survives the container. + var rawDataDirectory = Path.Combine( + Config.Get("raw-data-folder", "/raw"), + "alternative", + SEC13FDownloader.VendorName); + + if (!TryParseDeploymentDate(out var deploymentDate)) + { + return 1; + } + + Log.Trace($"DataProcessing.Process13F(): writing {SEC13FDownloader.DatasetName} to {destinationDirectory}" + + (deploymentDate == null ? " for the full history" : $" for {deploymentDate:yyyy-MM-dd}")); + + var timer = Stopwatch.StartNew(); + SEC13FDownloader downloader; + try + { + downloader = new SEC13FDownloader(destinationDirectory, processedDataDirectory, deploymentDate, + rawDataDirectory); + } + catch (Exception err) + { + Log.Error(err, $"DataProcessing.Process13F(): The {SEC13FDownloader.DatasetName} downloader failed to be constructed"); + return 1; + } + + try + { + if (!downloader.Run()) + { + Log.Error($"DataProcessing.Process13F(): Failed to download/process {SEC13FDownloader.DatasetName} data"); + return 1; + } + + timer.Stop(); + Log.Trace($"DataProcessing.Process13F(): Conversion finished in time {timer.Elapsed}"); + return 0; + } + catch (Exception err) + { + Log.Error(err, $"DataProcessing.Process13F(): The {SEC13FDownloader.DatasetName} downloader exited unexpectedly"); + return 1; + } + finally + { + downloader.DisposeSafely(); + } + } + + /// + /// Reads the deployment date the job runs for. + /// + /// The date, or null when the run should take the whole history + /// True when the variable was absent or well formed + private static bool TryParseDeploymentDate(out DateTime? deploymentDate) + { + deploymentDate = null; + + var raw = Environment.GetEnvironmentVariable("QC_DATAFLEET_DEPLOYMENT_DATE"); + if (string.IsNullOrWhiteSpace(raw)) + { + return true; + } + + // A malformed date must not quietly become a full history run: that would turn a daily + // job into a complete refetch of five gigabytes without anyone noticing. + if (!DateTime.TryParseExact(raw.Trim(), "yyyyMMdd", CultureInfo.InvariantCulture, + DateTimeStyles.None, out var parsed)) + { + Log.Error($"DataProcessing.TryParseDeploymentDate(): QC_DATAFLEET_DEPLOYMENT_DATE '{raw}' is not yyyyMMdd"); + return false; } - Environment.Exit(0); + deploymentDate = parsed; + return true; } } } diff --git a/DataProcessing/SEC13FDownloader.cs b/DataProcessing/SEC13FDownloader.cs new file mode 100644 index 0000000..18e690b --- /dev/null +++ b/DataProcessing/SEC13FDownloader.cs @@ -0,0 +1,2025 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.Globalization; +using System.IO; +using System.IO.Compression; +using System.Linq; +using System.Net; +using System.Net.Http; +using System.Runtime.CompilerServices; +using System.Text; +using System.Text.RegularExpressions; +using System.Threading; +using QuantConnect.Data.Auxiliary; +using QuantConnect.DataSource; +using QuantConnect.Interfaces; +using QuantConnect.Lean.Engine.DataFeeds; +using QuantConnect.Logging; +using QuantConnect.Securities; +using QuantConnect.Util; + +[assembly: InternalsVisibleTo("Tests")] + +namespace QuantConnect.DataProcessing +{ + /// + /// Downloads the SEC Form 13F structured data sets and converts them to LEAN's per-security CSV + /// format plus one universe file per release date. Selected by "dataset-name": "13f". + /// + /// The SEC publishes one zip per filing-receipt window: quarterly archives from 2013Q2 to + /// 2023Q4, rolling three-month windows since. Each archive carries eight tab separated tables; + /// this processor reads SUBMISSION (who filed, when, for which quarter), COVERPAGE and + /// SUMMARYPAGE (the confidential treatment flags) and INFOTABLE (the positions themselves). + /// + /// Output: {destination}/13f/{ticker}.csv and {destination}/13f/universe/{yyyyMMdd}.csv + /// + /// Modes: full history (no env), incremental (QC_DATAFLEET_DEPLOYMENT_DATE, the production job), + /// which reads only the archive whose window covers the deployment date and folds it into the + /// published history. + /// + public class SEC13FDownloader : IDisposable + { + /// + /// The "dataset-name" config value that selects this downloader. Spelled the same as the + /// data class's ReportFolder, which stays the single source of truth for the output path. + /// + public const string DatasetName = "13f"; + + /// Vendor name (matches the alternative/<vendor> data path). + public static string VendorName => "sec"; + + private const string DataSetsPageUrl = "https://www.sec.gov/data-research/sec-markets-data/form-13f-data-sets"; + private const string SecBaseUrl = "https://www.sec.gov"; + + // The SEC asks for a descriptive User-Agent rather than a key, and rate limits to ten + // requests a second. + private const string UserAgentHeader = "QuantConnect Dataset Processing (data@quantconnect.com)"; + + private const int MaxRetries = 5; + + // A 13F-NT is a notice that the manager's holdings are reported on someone else's filing. It + // carries no INFOTABLE at all, so it is not a zero position and must not become one. + private const string NoticeSubmissionTypePrefix = "13F-NT"; + + // A 13F-HR/A restates a report the same manager already made for the same quarter, and about + // four percent of filings are amendments. Its positions sum into the running total exactly + // as the coverage was measured, and its filer is gathered like any other: whether that + // filer moves Holders is decided in CountNewFilers, which knows whether the manager was + // already counted for the security and quarter. A manager that names the security only in + // its amendment is therefore counted, and one restating a report it already made is not. + // See EmitHoldings. + private const string AmendmentSubmissionTypeSuffix = "/A"; + + // EDGAR stops accepting same-day filings at 17:30 ET, so everything stamped with a given + // FILING_DATE was disseminated by then. Publishing the point at that time keeps it after the + // close of the day it became public, which is what the lag in this dataset is worth paying + // for: it can never be read earlier than it existed. + private static readonly TimeSpan ReleaseTimeOfDay = new(17, 30, 0); + + private const string ReleaseFormat = "yyyyMMdd HH:mm"; + private const string PeriodFormat = "yyyyMMdd"; + + // The published row is release, period, then the numeric columns and the confidential flag. + // Spelled out here because both the writer and the merge that differences the file back to + // increments index into it, and they cannot be allowed to disagree. + private const int FirstValueColumn = 2; + private const int ValueColumnCount = 8; + private const int PublishedColumnCount = FirstValueColumn + ValueColumnCount + 1; + + // How many N-PORT quarters feed the CUSIP to ticker crosswalk. Four covers a year, which is + // enough for every security still trading; a name that stopped trading before N-PORT began + // in late 2019 is not reachable this way at any depth. + private const int NPortQuartersToFold = 4; + + // First FILING_DATE reported in whole dollars. Filings before this date report VALUE in + // thousands and are scaled up so the published series has one unit end to end. See the + // measurement in the aggregation loop. + private static readonly DateTime ValueInWholeDollarsFrom = new(2023, 1, 1); + + private static readonly string[] SecDateFormats = { "dd-MMM-yyyy", "d-MMM-yyyy", "yyyy-MM-dd", "MM/dd/yyyy" }; + + private static readonly Regex ArchiveLinkRegex = new( + @"href=""(?[^""]*?/(?[^""/]+_form13f\.zip))""", + RegexOptions.Compiled | RegexOptions.IgnoreCase); + + private static readonly Regex QuarterArchiveRegex = new( + @"^(?\d{4})q(?[1-4])_form13f\.zip$", + RegexOptions.Compiled | RegexOptions.IgnoreCase); + + private static readonly Regex WindowArchiveRegex = new( + @"^(?\d{2}[a-z]{3}\d{4})-(?\d{2}[a-z]{3}\d{4})_form13f\.zip$", + RegexOptions.Compiled | RegexOptions.IgnoreCase); + + private readonly string _destinationDirectory; + private readonly string _processedDataDirectory; + private readonly string _archiveCacheDirectory; + private readonly string _crosswalkCacheDirectory; + private readonly DateTime? _deploymentDate; + + private readonly HttpClient _client; + private readonly RateGate _rateGate = new(10, TimeSpan.FromSeconds(1)); + + private readonly IMapFileProvider _mapFileProvider; + private readonly SecurityDefinitionSymbolResolver _symbolResolver; + + /// + /// CUSIP and filing date to security. Every miss walks the entire security database and the + /// same CUSIP is asked for on every filing date of every quarter, so this is what makes the + /// full pass finish. Misses are cached as a null entry too: they are the lookups that scan + /// the list to the end. + /// + /// The date belongs in the key because the resolution is point in time and tickers get + /// reused. Keyed by CUSIP alone, whichever filing date asked first froze the answer for the + /// whole run, and a full pass asks from 2013 onwards: Meta's CUSIP resolved through a 2013 + /// filing, when META named nothing, so 19.3 billion dollars of holdings went elsewhere and + /// meta.csv shipped three debt-only rows. Cleared between archives, which keeps the cache + /// the size of one window rather than of thirteen years. + /// + private readonly Dictionary<(string Cusip, DateTime Date), SecurityIdentifier> _resolvedCusips = new(); + + /// CUSIPs already tallied in the resolution summary, so its totals stay per CUSIP. + private readonly HashSet _countedCusips = new(StringComparer.Ordinal); + + /// Map file per security, so the point-in-time ticker costs one lookup per date. + private readonly Dictionary _mapFiles = new(); + + /// + /// Accessions already folded in. The archives are keyed by filing-receipt window and do not + /// overlap, but a submission counted twice would emit a second row for the same + /// (security, period, release) key with different values, which the dedup could not collapse. + /// + private readonly HashSet _processedAccessions = new(StringComparer.Ordinal); + + /// + /// Increment rows waiting to be appended, flushed once per archive to bound memory. Keyed by + /// (period, release) within each security because several CUSIPs reach the same ticker: a + /// debt CUSIP, a share class the map files fold in, or an issuer that simply carries more + /// than one. Their contributions have to be summed here, while the whole day is still in + /// memory, or the file would hold two readings of one release date and the running total + /// could only keep one of them. Measured on Apple's March 2026 quarter: three of the + /// forty-three release dates carry a second CUSIP, worth 152,560 shares. + /// + private readonly Dictionary> + _pendingSecurityRows = new(StringComparer.OrdinalIgnoreCase); + + /// + /// CUSIP to ticker, from the SEC's N-PORT filings. Built on first use rather than at + /// construction: the archives may all resolve through the security database, and building + /// it downloads a few hundred megabytes per quarter folded in. + /// + private Dictionary _tickerCrosswalk; + + private Dictionary TickerCrosswalk => _tickerCrosswalk ??= + SEC13FTickerCrosswalk.Load(_client, _crosswalkCacheDirectory, NPortQuartersToFold); + + private long _resolvedByCusip; + private long _resolvedByIsin; + private long _resolvedByTicker; + private long _unresolvedGroups; + private long _malformedCusips; + private decimal _resolvedValue; + private decimal _unresolvedValue; + private readonly HashSet _unresolvedCusips = new(StringComparer.Ordinal); + + /// + /// Creates a new instance writing to , merging with any + /// previously processed data found in . A null + /// walks every published archive; a date reads only the + /// archive whose window covers it. Downloads are kept under + /// so the next run finds them. + /// + public SEC13FDownloader(string destinationDirectory, string processedDataDirectory, DateTime? deploymentDate, + string rawDataDirectory = null) + { + // The folder comes from the data type rather than a literal, so the writer and the + // reader cannot drift apart. + _destinationDirectory = Path.Combine(destinationDirectory, SEC13FHoldings.ReportFolder); + _processedDataDirectory = Path.Combine(processedDataDirectory, SEC13FHoldings.ReportFolder); + _deploymentDate = deploymentDate; + + // Archives are ~100 MB each and the N-PORT crosswalk takes 1.8 GB to rebuild, so both are + // kept where the next run can find them. That is the raw folder: the job syncs it to the + // archive store after every run, which makes it the only place in the container that + // outlives the run. The system temp folder does not, so a cache there is rebuilt from + // the SEC on every run. Without a raw folder, which is how the unit tests construct + // this, the caches fall back to temp and the processed folder as before. + var rawCache = rawDataDirectory == null + ? null + : Path.Combine(rawDataDirectory, SEC13FHoldings.ReportFolder); + _archiveCacheDirectory = rawCache == null + ? Path.Combine(Path.GetTempPath(), "sec-13f-archives") + : Path.Combine(rawCache, "archives"); + _crosswalkCacheDirectory = rawCache ?? _processedDataDirectory; + Directory.CreateDirectory(_archiveCacheDirectory); + Directory.CreateDirectory(_crosswalkCacheDirectory); + + _client = new HttpClient { Timeout = TimeSpan.FromMinutes(30) }; + _client.DefaultRequestHeaders.UserAgent.ParseAdd(UserAgentHeader); + + // Zip, not disk. LocalDiskMapFileProvider only enumerates loose .csv files in + // equity/usa/map_files, but `lean data download --dataset "US Equity Security Master"` + // delivers map_files_.zip, so on any machine seeded that way the disk + // provider sees a couple of dozen securities out of 30,740 and resolves almost + // nothing. It fails silently: the run finishes and writes a dataset covering the + // handful of tickers that happened to be loose. The zip provider walks back from + // yesterday to find the newest dated archive, which is what the download produces. + // Point-in-time behaviour is identical either way, since the mapping still comes from + // MapFile.GetMappedSymbol(tradingDate). + _mapFileProvider = new LocalZipMapFileProvider(); + _mapFileProvider.Initialize(new DefaultDataProvider()); + + // Reads symbol-properties/security-database.csv from the same LEAN data folder the map + // files come from, so the job needs nothing new mounted. The resolver pulls its map file + // provider out of the Composer rather than taking one, so it has to be registered first + // or the constructor dereferences null. + var dataProvider = new DefaultDataProvider(); + Composer.Instance.AddPart(dataProvider); + Composer.Instance.AddPart(_mapFileProvider); + _symbolResolver = SecurityDefinitionSymbolResolver.GetInstance(dataProvider); + + // security-database.csv is not distributable, and without it the resolver answers null to + // every lookup and the run writes an empty dataset while reporting success. Say so at + // startup rather than at the end: the processor is expected to run where the file exists. + var securityDatabasePath = Path.Combine( + Globals.GetDataFolderPath("symbol-properties"), "security-database.csv"); + if (!File.Exists(securityDatabasePath)) + { + Log.Error($"SEC13FDownloader(): {securityDatabasePath} is missing. It is not distributable, " + + "and without it no CUSIP or ISIN resolves and the run produces no data."); + } + } + + /// Runs the download/convert. Returns true on success. + public bool Run() + { + try + { + RequirePublishedHistoryForIncrementalRun(); + ReadFilerState(); + + var archives = GetArchives(); + Log.Trace($"SEC13FDownloader.Run(): {archives.Count} archives published, " + + $"{archives[0].Start:yyyy-MM-dd}..{archives[archives.Count - 1].End:yyyy-MM-dd}"); + + var selected = SelectArchives(archives); + Log.Trace($"SEC13FDownloader.Run(): processing {selected.Count} archive(s): " + + $"{string.Join(", ", selected.Select(x => x.Name))}"); + + PruneFilerState(selected); + + foreach (var archive in selected) + { + ProcessArchive(archive); + FlushPendingRows(); + } + + FinalizeSecurityFiles(); + BuildUniverseFiles(); + WriteFilerState(); + LogResolutionSummary(); + return true; + } + catch (Exception err) + { + Log.Error(err, "SEC13FDownloader.Run(): failed"); + return false; + } + } + + /// + /// Stops an incremental run that cannot see the published history. + /// + /// The destination arrives empty on every deployment, so the published copy is the only + /// history an incremental run has. When it is missing, wrong or unmounted the merge finds + /// nothing to fold in and quietly degrades into a rebuild from scratch: thirteen years of + /// per-security history are republished as the single three month window just read, every + /// universe file is rebuilt from that window, and the run returns success. No row count + /// catches it, because the files come out the right shape. A full pass has no history to + /// read and is exempt. + /// + internal void RequirePublishedHistoryForIncrementalRun() + { + if (_deploymentDate == null) + { + return; + } + + // The crosswalk keeps its cache alongside the security files without being one. + var published = Directory.Exists(_processedDataDirectory) + ? Directory.EnumerateFiles(_processedDataDirectory, "*.csv").Count(file => + !Path.GetFileName(file).Equals(SEC13FTickerCrosswalk.CacheFileName, StringComparison.OrdinalIgnoreCase)) + : 0; + + if (published == 0) + { + throw new InvalidOperationException( + $"SEC13FDownloader.Run(): the incremental run for {_deploymentDate:yyyy-MM-dd} found no published " + + $"history under {_processedDataDirectory}. Publishing this window on its own would truncate the " + + "dataset to it, so the run stops instead of reporting success."); + } + + Log.Trace($"SEC13FDownloader.Run(): {published} published securities to merge into, " + + $"read from {_processedDataDirectory}"); + + RequireFilerStateForIncrementalRun(); + } + + /// + /// Stops an incremental run that cannot see the filers earlier runs counted. + /// + /// Without the state file every manager in tonight's archive looks new, so a name already + /// carrying six thousand holders would be handed six thousand more. Nothing downstream + /// notices: the file has the right shape, the row count is unchanged, and only the one + /// column is wrong. That is the same silent degradation the published history guard above + /// exists for, which is why this fails the run rather than rebuilding what it cannot read. + /// + internal void RequireFilerStateForIncrementalRun() + { + var path = Path.Combine(_processedDataDirectory, FilerStateFileName); + if (File.Exists(path)) + { + return; + } + + throw new InvalidOperationException( + $"SEC13FDownloader.Run(): the incremental run for {_deploymentDate:yyyy-MM-dd} found no filer state " + + $"at {path}. Holders is a distinct count of managers and cannot be rebuilt from the published totals, " + + "so every filer read tonight would be counted again on top of the existing history. The run stops " + + "instead of publishing an inflated count. Republish the dataset with a full history run to restore it."); + } + + /// + /// One published archive: the zip name, its absolute URL, and the filing-receipt window it + /// covers. + /// + internal sealed record Archive(string Name, string Url, DateTime Start, DateTime End); + + /// + /// Scrapes the data sets page for every published archive, ordered oldest first. The list is + /// read rather than held here because a new window arrives every quarter and a hard-coded + /// list would silently stop at whatever was published the day it was written. + /// + private List GetArchives() + { + var html = GetWithRetry(DataSetsPageUrl); + var archives = new Dictionary(StringComparer.OrdinalIgnoreCase); + + foreach (Match match in ArchiveLinkRegex.Matches(html)) + { + var name = match.Groups["name"].Value; + if (archives.ContainsKey(name)) + { + continue; + } + + var href = WebUtility.HtmlDecode(match.Groups["href"].Value); + var url = href.StartsWith("http", StringComparison.OrdinalIgnoreCase) + ? href + : SecBaseUrl + (href.StartsWith("/", StringComparison.Ordinal) ? href : "/" + href); + + var (start, end) = ParseArchiveWindow(name); + archives[name] = new Archive(name, url, start, end); + } + + if (archives.Count == 0) + { + throw new InvalidOperationException( + $"SEC13FDownloader.GetArchives(): no _form13f.zip links found on {DataSetsPageUrl}. " + + "The page layout changed, or the request was blocked."); + } + + return archives.Values.OrderBy(x => x.End).ThenBy(x => x.Name, StringComparer.Ordinal).ToList(); + } + + /// + /// Reads the filing-receipt window out of an archive name. Two shapes are published: + /// "2013q2_form13f.zip" for the quarterly archives and "01mar2026-31may2026_form13f.zip" for + /// the rolling windows that replaced them. + /// + private static (DateTime start, DateTime end) ParseArchiveWindow(string name) + { + var quarter = QuarterArchiveRegex.Match(name); + if (quarter.Success) + { + var year = int.Parse(quarter.Groups["year"].Value, CultureInfo.InvariantCulture); + var number = int.Parse(quarter.Groups["quarter"].Value, CultureInfo.InvariantCulture); + var start = new DateTime(year, number * 3 - 2, 1); + return (start, start.AddMonths(3).AddDays(-1)); + } + + var window = WindowArchiveRegex.Match(name); + if (window.Success) + { + return (ParseWindowDate(window.Groups["start"].Value), ParseWindowDate(window.Groups["end"].Value)); + } + + throw new FormatException( + $"SEC13FDownloader.ParseArchiveWindow(): '{name}' matches neither the quarterly nor the " + + "rolling-window naming. A third naming scheme appeared and the selection would be wrong."); + } + + /// Parses a "01mar2026" style date out of a rolling-window archive name. + private static DateTime ParseWindowDate(string value) + { + return DateTime.ParseExact(value, "ddMMMyyyy", CultureInfo.InvariantCulture); + } + + /// + /// Picks the archives a run reads: all of them for a full pass, and for an incremental pass + /// the one whose window covers the deployment date, falling back to the newest published + /// archive when the deployment date runs ahead of what the SEC has released. + /// + private List SelectArchives(List archives) + { + if (_deploymentDate == null) + { + Log.Trace("SEC13FDownloader.SelectArchives(): full history"); + return archives; + } + + var date = _deploymentDate.Value.Date; + var covering = archives.Where(x => x.Start <= date && date <= x.End).ToList(); + if (covering.Count > 0) + { + Log.Trace($"SEC13FDownloader.SelectArchives(): incremental for {date:yyyy-MM-dd}"); + return covering; + } + + var newest = archives[archives.Count - 1]; + Log.Trace($"SEC13FDownloader.SelectArchives(): incremental for {date:yyyy-MM-dd} falls outside every " + + $"published window, reading the newest archive {newest.Name} instead"); + return new List { newest }; + } + + /// + /// Reads one archive end to end: the submissions that carry holdings, the confidential + /// treatment flags, and then the positions themselves, streamed rather than loaded. + /// + private void ProcessArchive(Archive archive) + { + // One window's worth of resolutions is all that is worth holding: the key carries the + // filing date, so entries from a window already read can never be hit again. + _resolvedCusips.Clear(); + + var path = DownloadArchive(archive); + + using var stream = new FileStream(path, FileMode.Open, FileAccess.Read); + using var zip = new ZipArchive(stream, ZipArchiveMode.Read); + + var submissions = ReadSubmissions(zip, archive); + if (submissions.Count == 0) + { + // The published archives are keyed by non-overlapping filing-receipt windows, so + // each one holds filings no other did. Zero means the table was empty, or held + // nothing but notices, or the windows began to overlap. Carrying on would publish a + // history with this window missing from it and still report success. + throw new InvalidDataException( + $"SEC13FDownloader.ProcessArchive(): {archive.Name} yielded no holdings submissions. " + + "An archive that contributes nothing means the upstream layout moved."); + } + + ApplyConfidentialFlags(zip, archive, submissions); + + var holdings = ReadInfoTable(zip, archive, submissions); + Log.Trace($"SEC13FDownloader.ProcessArchive(): {archive.Name}: {submissions.Count} submissions, " + + $"{holdings.Count} (security, period, release) groups"); + + EmitHoldings(holdings); + } + + /// + /// Downloads an archive, reusing a copy already on disk. The body is written to a ".part" + /// file and moved into place only once the transfer completed, so an interrupted run cannot + /// leave a truncated archive that the next run would happily read. + /// + private string DownloadArchive(Archive archive) + { + var path = Path.Combine(_archiveCacheDirectory, archive.Name); + if (File.Exists(path)) + { + Log.Trace($"SEC13FDownloader.DownloadArchive(): {archive.Name} already on disk"); + return path; + } + + var temporaryPath = path + ".part"; + for (var attempt = 1; attempt <= MaxRetries; attempt++) + { + try + { + _rateGate.WaitToProceed(); + using (var response = _client + .GetAsync(archive.Url, HttpCompletionOption.ResponseHeadersRead) + .GetAwaiter().GetResult()) + { + response.EnsureSuccessStatusCode(); + using var source = response.Content.ReadAsStreamAsync().GetAwaiter().GetResult(); + using var destination = new FileStream(temporaryPath, FileMode.Create, FileAccess.Write); + source.CopyTo(destination); + } + + File.Move(temporaryPath, path, overwrite: true); + Log.Trace($"SEC13FDownloader.DownloadArchive(): {archive.Name}, {new FileInfo(path).Length} bytes"); + return path; + } + catch (Exception err) when (attempt < MaxRetries && IsWorthRetrying(err)) + { + Log.Trace($"SEC13FDownloader.DownloadArchive(): {archive.Name} retry {attempt}/{MaxRetries} after: {err.Message}"); + Thread.Sleep(TimeSpan.FromSeconds(2 * attempt)); + } + } + + throw new IOException($"SEC13FDownloader.DownloadArchive(): {archive.Url} failed after {MaxRetries} attempts"); + } + + /// One filing that carries holdings, keyed in the caller by accession number. + internal sealed class Submission + { + public int Cik { get; init; } + public DateTime FilingDate { get; init; } + public DateTime Period { get; init; } + public bool ConfidentialOmitted { get; set; } + + /// True for a 13F-HR/A, which restates a report this filer already made. + public bool IsAmendment { get; init; } + } + + /// + /// Reads SUBMISSION.tsv, keeping only the filings that carry positions and that no earlier + /// archive already contributed. + /// + private Dictionary ReadSubmissions(ZipArchive zip, Archive archive) + { + var submissions = new Dictionary(StringComparer.Ordinal); + var notices = 0; + + foreach (var (columns, fields) in ReadTable(zip, archive, "SUBMISSION.tsv", + "ACCESSION_NUMBER", "FILING_DATE", "SUBMISSIONTYPE", "CIK", "PERIODOFREPORT")) + { + var submissionType = fields[columns["SUBMISSIONTYPE"]]; + if (submissionType.StartsWith(NoticeSubmissionTypePrefix, StringComparison.OrdinalIgnoreCase)) + { + notices++; + continue; + } + + var accession = fields[columns["ACCESSION_NUMBER"]]; + if (!_processedAccessions.Add(accession)) + { + continue; + } + + submissions[accession] = new Submission + { + Cik = int.Parse(fields[columns["CIK"]], NumberStyles.Integer, CultureInfo.InvariantCulture), + FilingDate = ParseSecDate(fields[columns["FILING_DATE"]], archive, "FILING_DATE"), + Period = ParseSecDate(fields[columns["PERIODOFREPORT"]], archive, "PERIODOFREPORT"), + IsAmendment = submissionType.EndsWith(AmendmentSubmissionTypeSuffix, StringComparison.OrdinalIgnoreCase) + }; + } + + Log.Trace($"SEC13FDownloader.ReadSubmissions(): {archive.Name}: {submissions.Count} holdings filings, " + + $"{notices} notices skipped"); + return submissions; + } + + /// + /// Marks the filings that withheld positions under confidential treatment, which is the + /// SUMMARYPAGE ISCONFIDENTIALOMITTED column: the filing is incomplete by design and the + /// withheld positions surface in a later release. + /// + /// COVERPAGE also carries CONFDENIEDEXPIRED, and it is deliberately NOT read here. It + /// means the opposite: confidential treatment was denied or has expired, so positions + /// previously withheld are being disclosed in this filing. Raising the same flag for both + /// would tell an algorithm that the most complete filings are the incomplete ones. + /// + private void ApplyConfidentialFlags(ZipArchive zip, Archive archive, Dictionary submissions) + { + var flagged = 0; + + foreach (var (columns, fields) in ReadTable( + zip, archive, "SUMMARYPAGE.tsv", "ACCESSION_NUMBER", "ISCONFIDENTIALOMITTED")) + { + if (!IsYes(fields[columns["ISCONFIDENTIALOMITTED"]]) || + !submissions.TryGetValue(fields[columns["ACCESSION_NUMBER"]], out var submission) || + submission.ConfidentialOmitted) + { + continue; + } + + submission.ConfidentialOmitted = true; + flagged++; + } + + Log.Trace($"SEC13FDownloader.ApplyConfidentialFlags(): {archive.Name}: {flagged} filings flagged"); + } + + /// The aggregate of every reported line sharing one (CUSIP, period, release). + internal sealed class Holding + { + public decimal Shares { get; set; } + public decimal HoldingValue { get; set; } + public decimal CallShares { get; set; } + public decimal PutShares { get; set; } + public decimal PrincipalValue { get; set; } + public decimal VotingSole { get; set; } + public decimal VotingShared { get; set; } + public bool ConfidentialOmitted { get; set; } + + /// Distinct filer CIKs, which is what Holders counts. + public HashSet Ciks { get; } = new(); + } + + /// + /// Every (security, quarter, filer) already counted, so a filer reaches Holders once no + /// matter how many filings it makes. Packed into a long rather than kept as a set per + /// quarter: the published history holds 57.4 million of these, and one HashSet per + /// (security, quarter) pair costs several times what a single flat set does. + /// + /// Layout, 62 bits: security index in 42..61, period index in 32..41, CIK in 0..31. + /// Both indexes are dense and assigned on first sight, so a PERIODOFREPORT that is not a + /// quarter end gets its own slot instead of colliding with the quarter it falls in. + /// + /// The value is the filing date the filer was first counted on, as yyyyMMdd. It is what + /// makes re-reading an archive idempotent: the run drops every filer it first counted inside + /// the window it is about to read, so recounting reproduces the same increments instead of + /// finding all of them already known and publishing zeros. See PruneFilerState. + /// + private readonly Dictionary _countedFilers = new(); + + private readonly Dictionary _securityIndexes = new(); + private readonly List _securitiesByIndex = new(); + private readonly Dictionary _periodIndexes = new(); + private readonly List _periodsByIndex = new(); + + private const int SecurityIndexBits = 20; + private const int PeriodIndexBits = 10; + + /// Packs a counted filer into its key, assigning either index on first sight. + private long FilerKey(SecurityIdentifier security, DateTime period, int cik) + { + if (!_securityIndexes.TryGetValue(security, out var securityIndex)) + { + securityIndex = _securitiesByIndex.Count; + if (securityIndex >= 1 << SecurityIndexBits) + { + // Throwing rather than wrapping: a wrapped index would silently credit one + // security's filers to another, and no row count would show it. + throw new InvalidOperationException( + $"More than {1 << SecurityIndexBits} securities; the filer key needs more bits"); + } + + _securityIndexes[security] = securityIndex; + _securitiesByIndex.Add(security); + } + + if (!_periodIndexes.TryGetValue(period, out var periodIndex)) + { + periodIndex = _periodsByIndex.Count; + if (periodIndex >= 1 << PeriodIndexBits) + { + throw new InvalidOperationException( + $"More than {1 << PeriodIndexBits} reported periods; the filer key needs more bits"); + } + + _periodIndexes[period] = periodIndex; + _periodsByIndex.Add(period); + } + + return ((long)securityIndex << 42) | ((long)periodIndex << 32) | (uint)cik; + } + + /// + /// How many of these filers had not been counted for this security and quarter yet, marking + /// them counted as it goes. This is the whole of what Holders means: a manager reaches the + /// count once, on the first day it reports the security for that quarter, no matter how many + /// filings it makes, how many CUSIPs of the same issuer it names, or whether the filing that + /// first names the security is an original or an amendment. + /// + internal int CountNewFilers(SecurityIdentifier security, DateTime period, IEnumerable ciks, + DateTime filingDate) + { + var stamp = int.Parse(filingDate.ToStringInvariant(DateFormat.EightCharacter), CultureInfo.InvariantCulture); + var newFilers = 0; + + foreach (var cik in ciks) + { + if (_countedFilers.TryAdd(FilerKey(security, period, cik), stamp)) + { + newFilers++; + } + } + + return newFilers; + } + + /// + /// Forgets every filer first counted on a filing date these archives cover, so reading them + /// again recounts from the same starting point. + /// + /// Without this an incremental run is destructive rather than idempotent. The rolling window + /// covers three months and the job reads it every night, so the second night finds every + /// filer of that window already counted, publishes an increment of zero for each of its + /// days, and MergeAndWrite lets the fresh reading win: a quarter that carried six thousand + /// holders drops to none. The file keeps its shape and only that one column moves, so + /// nothing downstream would have caught it. + /// + internal void PruneFilerState(List archives) + { + if (_deploymentDate == null || _countedFilers.Count == 0) + { + return; + } + + var windows = archives + .Select(archive => ( + Start: int.Parse(archive.Start.ToStringInvariant(DateFormat.EightCharacter), CultureInfo.InvariantCulture), + End: int.Parse(archive.End.ToStringInvariant(DateFormat.EightCharacter), CultureInfo.InvariantCulture))) + .ToList(); + + var stale = new List(); + foreach (var (key, stamp) in _countedFilers) + { + if (windows.Any(window => stamp >= window.Start && stamp <= window.End)) + { + stale.Add(key); + } + } + + foreach (var key in stale) + { + _countedFilers.Remove(key); + } + + Log.Trace($"SEC13FDownloader.PruneFilerState(): dropped {stale.Count} filers first counted inside " + + $"{string.Join(", ", archives.Select(archive => archive.Name))}, {_countedFilers.Count} kept"); + } + + /// Unpacks a filer key back into the three values the state file carries. + private (SecurityIdentifier Security, DateTime Period, int Cik) FilerParts(long key) + { + var securityIndex = (int)(key >> 42); + var periodIndex = (int)((key >> 32) & ((1 << PeriodIndexBits) - 1)); + return (_securitiesByIndex[securityIndex], _periodsByIndex[periodIndex], (int)(uint)key); + } + + /// + /// The counted filers, carried next to the security files so the next run can tell a filer + /// it has already seen from a new one. + /// + /// Holders is a distinct count, and a distinct count cannot be recovered from the published + /// totals the way the summed measures can: Difference turns a running total back into the + /// per day increments it was built from, but nothing in the published file says WHICH + /// managers those increments were. An incremental run reads one archive, so without this + /// file it cannot know whether tonight's amendment comes from a manager already in the + /// count. Zipped because it is the largest thing this dataset ships. + /// + private const string FilerStateFileName = "filers.zip"; + + private const string FilerStateEntryName = "filers.csv"; + + /// + /// The stamp written on the state entry, fixed so the archive is byte reproducible. Any + /// constant would do; this is the date the rule that needs the file was measured. + /// + private static readonly DateTimeOffset FilerStateTimestamp = + new(2026, 1, 1, 0, 0, 0, TimeSpan.Zero); + + /// + /// Loads the counted filers an earlier run published. A full history run rebuilds every + /// count from the archives themselves, so it deliberately starts from an empty state and + /// ignores whatever is on the shelf. + /// + internal void ReadFilerState() + { + if (_deploymentDate == null) + { + Log.Trace("SEC13FDownloader.ReadFilerState(): full history run, rebuilding the filer state from scratch"); + return; + } + + var path = Path.Combine(_processedDataDirectory, FilerStateFileName); + using var file = File.OpenRead(path); + using var zip = new ZipArchive(file, ZipArchiveMode.Read); + + var entry = zip.GetEntry(FilerStateEntryName) + ?? throw new InvalidOperationException($"{path} carries no {FilerStateEntryName}"); + + using var reader = new StreamReader(entry.Open()); + string line; + var rows = 0; + + while ((line = reader.ReadLine()) != null) + { + if (line.Length == 0) + { + continue; + } + + var parts = line.Split(','); + if (parts.Length != 4) + { + throw new InvalidOperationException($"{path}: '{line}' is not a filer row"); + } + + _countedFilers[FilerKey( + SecurityIdentifier.Parse(parts[0]), + DateTime.ParseExact(parts[1], DateFormat.EightCharacter, CultureInfo.InvariantCulture), + int.Parse(parts[2], CultureInfo.InvariantCulture))] = int.Parse(parts[3], CultureInfo.InvariantCulture); + rows++; + } + + Log.Trace($"SEC13FDownloader.ReadFilerState(): read {rows} counted filers from {path}, " + + $"{_securitiesByIndex.Count} securities and {_periodsByIndex.Count} periods"); + } + + /// + /// Publishes the counted filers for the next run. Written sorted, which costs a few seconds + /// and makes the file compress to a fraction of its size, because the packed keys of one + /// security and quarter sit next to each other. + /// + internal void WriteFilerState() + { + Directory.CreateDirectory(_destinationDirectory); + + var path = Path.Combine(_destinationDirectory, FilerStateFileName); + var keys = new long[_countedFilers.Count]; + _countedFilers.Keys.CopyTo(keys, 0); + Array.Sort(keys); + + var temporaryPath = path + ".tmp"; + using (var file = File.Create(temporaryPath)) + using (var zip = new ZipArchive(file, ZipArchiveMode.Create)) + { + var entry = zip.CreateEntry(FilerStateEntryName, CompressionLevel.Optimal); + + // A zip stamps each entry with the moment it was written, so the same content would + // hash differently on every run and the delivery archive would look changed when + // nothing had. The per-security files are byte reproducible; this one has to be too. + entry.LastWriteTime = FilerStateTimestamp; + + using var writer = new StreamWriter(entry.Open()); + foreach (var key in keys) + { + var (security, period, cik) = FilerParts(key); + writer.Write(security.ToString()); + writer.Write(','); + writer.Write(period.ToStringInvariant(DateFormat.EightCharacter)); + writer.Write(','); + writer.Write(cik.ToStringInvariant()); + writer.Write(','); + writer.Write(_countedFilers[key].ToStringInvariant()); + writer.Write('\n'); + } + } + + File.Move(temporaryPath, path, overwrite: true); + Log.Trace($"SEC13FDownloader.WriteFilerState(): wrote {keys.Length} counted filers to {path}, " + + $"{new FileInfo(path).Length / (1024 * 1024)} MB"); + } + + /// The group a reported line belongs to. + internal readonly record struct HoldingKey(string Cusip, DateTime Period, DateTime FilingDate); + + /// + /// Streams INFOTABLE.tsv and sums every reported line into its group. + /// + /// The rule is the raw sum: no dedup by INVESTMENTDISCRETION and no dropping of lines that + /// name an OTHERMANAGER. It was measured against published institutional ownership + /// (MSFT 78.6%, AAPL 69.8%, NVDA 72.8%, against a 70-75% published range); both of the + /// obvious dedup rules understate the total by roughly three times. + /// + internal Dictionary ReadInfoTable( + ZipArchive zip, Archive archive, Dictionary submissions) + { + var holdings = new Dictionary(); + + foreach (var (columns, fields) in ReadTable(zip, archive, "INFOTABLE.tsv", + "ACCESSION_NUMBER", "CUSIP", "VALUE", "SSHPRNAMT", "SSHPRNAMTTYPE", "PUTCALL", + "VOTING_AUTH_SOLE", "VOTING_AUTH_SHARED")) + { + if (!submissions.TryGetValue(fields[columns["ACCESSION_NUMBER"]], out var submission)) + { + // A notice, or a filing an earlier archive already contributed. + continue; + } + + var cusip = fields[columns["CUSIP"]].Trim().ToUpperInvariant(); + if (cusip.Length == 0) + { + continue; + } + + var key = new HoldingKey(cusip, submission.Period, submission.FilingDate); + if (!holdings.TryGetValue(key, out var holding)) + { + holdings[key] = holding = new Holding(); + } + + // Holders counts every manager that reported the security at all, options included, + // not only the ones contributing to Shares. Amendments are gathered here like any + // other filing; whether one moves the count is decided in EmitHoldings, which is the + // only place that knows whether the filer was already counted for this quarter. + holding.Ciks.Add(submission.Cik); + + holding.ConfidentialOmitted |= submission.ConfidentialOmitted; + + var shareType = fields[columns["SSHPRNAMTTYPE"]].Trim(); + var putCall = fields[columns["PUTCALL"]].Trim(); + var amount = ParseDecimal(fields[columns["SSHPRNAMT"]]); + + // VALUE changed unit with the 2023 filings: through 2022 it is reported in + // THOUSANDS of dollars, from 2023 in whole dollars. Measured on the real archives + // as the median VALUE / SSHPRNAMT of share lines, which is a price per share: + // + // NOV-2022 0.0460 · DEC-2022 0.0759 -> thousands + // FEB-2023 39.86 · MAR-2023 36.50 -> whole dollars + // 2013q2 0.0373 2023q4 50.46 + // + // Left raw this puts a 1000x step in the middle of the history and breaks every + // cross-period comparison, so pre-2023 filings are scaled up and the whole series + // is published in whole dollars. The cut is on FILING_DATE, not on the reported + // period, because the rule changed for filings made from January 2023 onwards. + // + // Never sum VALUE without the share filter below: unfiltered it totals $70.1 + // trillion for a single quarter. + var value = ParseDecimal(fields[columns["VALUE"]]); + if (submission.FilingDate < ValueInWholeDollarsFrom) + { + value *= 1000m; + } + + if (putCall.Equals("Call", StringComparison.OrdinalIgnoreCase)) + { + holding.CallShares += amount; + continue; + } + + if (putCall.Equals("Put", StringComparison.OrdinalIgnoreCase)) + { + holding.PutShares += amount; + continue; + } + + if (shareType.Equals("PRN", StringComparison.OrdinalIgnoreCase)) + { + holding.PrincipalValue += value; + continue; + } + + if (!shareType.Equals("SH", StringComparison.OrdinalIgnoreCase)) + { + continue; + } + + holding.Shares += amount; + holding.HoldingValue += value; + holding.VotingSole += ParseDecimal(fields[columns["VOTING_AUTH_SOLE"]]); + holding.VotingShared += ParseDecimal(fields[columns["VOTING_AUTH_SHARED"]]); + } + + return holdings; + } + + /// + /// Resolves each group to a security and queues its row. Groups that resolve to nothing are + /// dropped: they are the foreign issuers and the securities LEAN carries no definition for, + /// and the measured coverage of what remains is 88.9% of value. + /// + /// The row queued here is the INCREMENT, only the filings received that day. The finalize + /// pass turns the file into the running total per quarter that gets published, because that + /// transform also has to reach the increments earlier runs already wrote. + /// + private void EmitHoldings(Dictionary holdings) + { + // Filing date order, because a filer counts on the first day it reports the security and + // the dictionary hands its groups back in whatever order it stored them. Without this + // the same archive would credit the count to an arbitrary one of the days a manager + // appears on, and two runs over the same archive could disagree. + foreach (var (key, holding) in holdings.OrderBy(entry => entry.Key.FilingDate)) + { + var security = ResolveSecurity(key.Cusip, key.FilingDate); + if (security == null) + { + _unresolvedGroups++; + _unresolvedValue += holding.HoldingValue; + continue; + } + + var ticker = ResolveTicker(security, key.FilingDate); + if (string.IsNullOrWhiteSpace(ticker) || !IsFileNameSafe(ticker)) + { + _unresolvedGroups++; + _unresolvedValue += holding.HoldingValue; + continue; + } + + _resolvedValue += holding.HoldingValue; + + // Counted after both guards above: a group that resolves to nothing must not consume + // the filer, or the day it does resolve would find it already taken. + var newFilers = CountNewFilers(security, key.Period, holding.Ciks, key.FilingDate); + + var row = new HoldingsRow + { + Time = key.FilingDate + ReleaseTimeOfDay, + PeriodEnd = key.Period, + Values = new[] + { + (decimal)newFilers, + holding.Shares, + holding.HoldingValue, + holding.CallShares, + holding.PutShares, + holding.PrincipalValue, + holding.VotingSole, + holding.VotingShared + }, + ConfidentialOmitted = holding.ConfidentialOmitted + }; + + Queue(ticker.ToLowerInvariant(), row); + } + } + + /// + /// Resolves a CUSIP to a security, point in time. The SEC ships the nine character CUSIP + /// including its check digit and LEAN stores the eight character body, so the check digit + /// comes off first. When that misses, the US ISIN is built arithmetically from the same + /// CUSIP and tried in turn, which lifts the measured coverage from 76.1% to 88.9% of value. + /// + private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate) + { + var key = (rawCusip, tradingDate); + if (_resolvedCusips.TryGetValue(key, out var cached)) + { + return cached; + } + + // The summary counts CUSIPs, not lookups, and one CUSIP is now resolved once per filing + // date rather than once per run. + var firstSighting = _countedCusips.Add(rawCusip); + + var cusip = NormalizeCusip(rawCusip); + if (cusip == null) + { + if (firstSighting) + { + _malformedCusips++; + } + + _resolvedCusips[key] = null; + return null; + } + + // Step 1, the identifier the SEC actually gives us. LEAN stores the CUSIP without its + // check digit, so the ninth character has to come off. Verified in a research notebook + // against the real security database: the nine character form resolves 0 of 30 of the + // largest holdings, the eight character form resolves 26. + var symbol = _symbolResolver.CUSIP(cusip.Substring(0, 8), tradingDate); + if (symbol != null) + { + if (firstSighting) + { + _resolvedByCusip++; + } + } + else + { + // Step 2, the US ISIN built arithmetically from the same CUSIP. It reaches issuers + // whose CUSIP column is blank in the security database, and in the same notebook it + // resolved 28 of those 30 where the CUSIP resolved 26. + symbol = _symbolResolver.ISIN(BuildUnitedStatesIsin(cusip), tradingDate); + if (symbol != null && firstSighting) + { + _resolvedByIsin++; + } + } + + // Step 3, the ticker the SEC's own N-PORT filings report for this CUSIP, taken back to + // a Symbol through the map files. This is the step that does not need the security + // database at all, and it is the one that reaches Alphabet, every other issuer missing + // from that file, and the CINS foreign issuers the constructed ISIN cannot represent. + // See SEC13FTickerCrosswalk for the measured coverage. + if (symbol == null) + { + var identifier = ResolveThroughTicker(cusip, tradingDate); + if (identifier != null) + { + if (firstSighting) + { + _resolvedByTicker++; + } + + _resolvedCusips[key] = identifier; + return identifier; + } + + _unresolvedCusips.Add(cusip); + _resolvedCusips[key] = null; + return null; + } + + _resolvedCusips[key] = symbol.ID; + return symbol.ID; + } + + /// + /// Brings a reported CUSIP to the nine character form, or returns null when it cannot be + /// read as one. + /// + /// Most rows are already nine characters. A minority are shorter, and the full history has + /// 12,372 of them, arriving for two different reasons that need opposite repairs: + /// + /// "37833100" is Apple's 037833100 with the leading zero eaten, presumably by a + /// spreadsheet that treated the identifier as a number. + /// "46428722" is the iShares Aggregate Bond fund, whose CUSIP is 464287226. Here it is + /// the CHECK DIGIT that is missing, not a leading zero. + /// + /// Padding the second case with a zero would silently invent a different security, so the + /// two are told apart by the check digit itself, which is computable from the body. A short + /// value is read as a truncated leading zero only when the padded result checks out; + /// otherwise it is read as an eight character body and completed with its own check digit. + /// A value holding a character no CUSIP can contain is rejected rather than completed. + /// + internal static string NormalizeCusip(string cusip) + { + if (cusip.Length == 9) + { + return cusip; + } + + if (cusip.Length is < 6 or > 9) + { + return null; + } + + var padded = cusip.PadLeft(9, '0'); + if (ComputeCusipCheckDigit(padded.Substring(0, 8)) == padded[8]) + { + return padded; + } + + if (cusip.Length != 8) + { + return null; + } + + var checkDigit = ComputeCusipCheckDigit(cusip); + return checkDigit.HasValue ? cusip + checkDigit.Value : null; + } + + /// + /// The CUSIP check digit: a modulus ten sum over the eight character body where every + /// second character counts double, letters standing for their position in the alphabet + /// plus nine. + /// + internal static char? ComputeCusipCheckDigit(string body) + { + var sum = 0; + for (var i = 0; i < body.Length; i++) + { + var character = body[i]; + int value; + if (char.IsDigit(character)) + { + value = character - '0'; + } + else if (char.IsLetter(character)) + { + value = char.ToUpperInvariant(character) - 'A' + 10; + } + else + { + value = character switch { '*' => 36, '@' => 37, '#' => 38, _ => -1 }; + if (value < 0) + { + // Not a character a CUSIP can hold. There is no check digit to compute and + // no sentinel value that could not be mistaken for one, so the answer is + // that there is no answer. + return null; + } + } + + if (i % 2 == 1) + { + value *= 2; + } + + sum += value / 10 + value % 10; + } + + return (char)('0' + (10 - sum % 10) % 10); + } + + /// + /// Resolves a CUSIP through the N-PORT ticker crosswalk and the map files. + /// + /// The map file has to be checked before the identifier is built. + /// + /// falls back to the ticker it was handed and the default date when no map file exists, so + /// it never returns null and an unknown ticker would otherwise become a plausible looking + /// Symbol with no data behind it. + /// + private SecurityIdentifier ResolveThroughTicker(string cusip, DateTime tradingDate) + { + if (!TickerCrosswalk.TryGetValue(cusip, out var ticker)) + { + return null; + } + + var mapFile = _mapFileProvider + .Get(new AuxiliaryDataKey(Market.USA, SecurityType.Equity)) + .ResolveMapFile(ticker, tradingDate); + + return mapFile.Any() + ? SecurityIdentifier.GenerateEquity(mapFile.FirstDate, mapFile.FirstTicker, Market.USA) + : null; + } + + /// + /// Builds the US ISIN for a nine character CUSIP: the country code, the CUSIP, and the + /// check digit, which is arithmetic rather than a lookup. "037833100" gives "US0378331005". + /// + internal static string BuildUnitedStatesIsin(string cusip) + { + var body = "US" + cusip; + return body + ComputeIsinCheckDigit(body); + } + + /// + /// Computes an ISIN check digit: expand each letter to its ordinal (A is 10 through Z is 35), + /// then run Luhn over the resulting digits from the right. + /// + private static char ComputeIsinCheckDigit(string body) + { + var digits = new StringBuilder(body.Length * 2); + foreach (var character in body) + { + if (character >= '0' && character <= '9') + { + digits.Append(character); + } + else if (character >= 'A' && character <= 'Z') + { + digits.Append((character - 'A' + 10).ToStringInvariant()); + } + else + { + throw new FormatException( + $"SEC13FDownloader.ComputeIsinCheckDigit(): '{body}' carries '{character}', which is neither " + + "a digit nor an upper case letter"); + } + } + + var sum = 0; + var doubled = true; + for (var i = digits.Length - 1; i >= 0; i--) + { + var value = digits[i] - '0'; + if (doubled) + { + value *= 2; + if (value > 9) + { + value -= 9; + } + } + + sum += value; + doubled = !doubled; + } + + return (char)('0' + (10 - sum % 10) % 10); + } + + /// + /// The ticker a security traded under on a date. The map file is held per security, so a + /// rename splits the history across the files the reader will look for, one per ticker. + /// + private string ResolveTicker(SecurityIdentifier security, DateTime tradingDate) + { + if (!_mapFiles.TryGetValue(security, out var mapFile)) + { + _mapFiles[security] = mapFile = _mapFileProvider + .Get(AuxiliaryDataKey.Create(security)) + .ResolveMapFile(security.Symbol, security.Date); + } + + return mapFile?.GetMappedSymbol(tradingDate, null) ?? mapFile?.LastOrDefault()?.MappedSymbol; + } + + /// + /// Queues an increment under a ticker, to be appended when the archive is done, summing it + /// into whatever this archive already holds for the same quarter and release date. + /// + private void Queue(string ticker, HoldingsRow row) + { + if (!_pendingSecurityRows.TryGetValue(ticker, out var rows)) + { + _pendingSecurityRows[ticker] = rows = new Dictionary<(DateTime, DateTime), HoldingsRow>(); + } + + var key = (row.PeriodEnd, row.Time); + rows[key] = rows.TryGetValue(key, out var queued) ? Add(queued, row) : row; + } + + /// Sums two increments reported for the same security, quarter and release date. + private static HoldingsRow Add(HoldingsRow left, HoldingsRow right) + { + var values = new decimal[ValueColumnCount]; + for (var i = 0; i < ValueColumnCount; i++) + { + values[i] = left.Values[i] + right.Values[i]; + } + + return new HoldingsRow + { + Time = left.Time, + PeriodEnd = left.PeriodEnd, + Values = values, + ConfidentialOmitted = left.ConfidentialOmitted || right.ConfidentialOmitted + }; + } + + /// + /// Appends the archive's rows to their files. Rows are appended rather than merged here + /// because merging every file on every archive would re-read and re-sort the whole dataset + /// fifty-three times; the merge happens once, in the finalize pass. + /// + private void FlushPendingRows() + { + Directory.CreateDirectory(_destinationDirectory); + foreach (var (ticker, rows) in _pendingSecurityRows) + { + File.AppendAllLines( + Path.Combine(_destinationDirectory, $"{ticker}.csv"), + rows.Values.OrderBy(row => row.PeriodEnd).ThenBy(row => row.Time).Select(FormatRow)); + } + + _pendingSecurityRows.Clear(); + } + + /// + /// Merges every per-security file this run touched with the history already published and + /// writes the running total per quarter, which is what the dataset publishes. + /// + /// The merge key is (period, release), so a restatement filed later ADDS a row instead of + /// overwriting the one that was public at the time. Rows are deterministic, so re-running + /// the same day only re-derives lines the set already holds. + /// + private void FinalizeSecurityFiles() + { + if (!Directory.Exists(_destinationDirectory)) + { + Log.Trace("SEC13FDownloader.FinalizeSecurityFiles(): nothing was written"); + return; + } + + // The list is materialized first: the merge writes a sibling temp file and moves it into + // place, which is not something to do while a lazy enumeration is still walking the folder. + var files = Directory.GetFiles(_destinationDirectory, "*.csv"); + var shelfFiles = 0; + var shelfRows = 0L; + + foreach (var file in files) + { + var rows = MergeAndWrite(file, Path.Combine(_processedDataDirectory, Path.GetFileName(file))); + if (rows > 0) + { + shelfFiles++; + shelfRows += rows; + } + } + + // What was read off the shelf is stated, not assumed. A merge against an empty history + // does not fail, it silently becomes a rebuild from scratch, and the file still comes + // out the right shape, so the row count is the only thing that tells the two apart. + Log.Trace($"SEC13FDownloader.FinalizeSecurityFiles(): {files.Length} securities written, " + + $"{shelfRows} rows read from {shelfFiles} published files under {_processedDataDirectory}"); + } + + /// + /// Rebuilds the universe files from the per-security files, which by now hold the finalized + /// running totals, then forward-fills the result across business days. Reading the published + /// series back rather than emitting universe rows alongside it is what keeps the two views of + /// the dataset from drifting apart, and it is how the FINRA processor builds its universe. + /// + /// The forward-fill is not cosmetic. A universe file has to answer "what is the state of + /// the whole cross-section on this date", not "who filed today": a quiet filing day would + /// otherwise leave a universe of three names and any ranking built on it would be + /// meaningless. This is what FINRA does for short interest. + /// + /// The carry-forward rule is NOT the FINRA one. FINRA keeps the newest release per + /// security, which is safe when reports arrive on schedule. 13F amendments arrive years + /// late (the measured worst case is 6,596 days), so newest-release-wins would let a 2018 + /// amendment landing in 2026 overwrite the 2026 state with stale figures. A row therefore + /// only replaces the one held when its PeriodEnd is greater than or equal to the held + /// PeriodEnd: equal supersedes, because that is a restatement of the same quarter, and + /// older is ignored for carry-forward purposes even though it is the more recent release. + /// The row still exists in its own release-date file, so nothing is lost. + /// + internal void BuildUniverseFiles() + { + // Release date -> the rows that became public that day. Both this run's output and the + // published history are read, or an incremental run would forward-fill a single window + // and drop every security that has not filed since. This run's copy comes first and + // wins: for a security it touched, that file already carries the published history + // folded in, and the published copy is the stale half of the pair. + var events = new SortedDictionary>(); + var securities = new HashSet(StringComparer.OrdinalIgnoreCase); + var unmapped = 0; + var malformed = 0; + + foreach (var directory in new[] { _destinationDirectory, _processedDataDirectory }) + { + if (!Directory.Exists(directory)) + { + continue; + } + + foreach (var file in Directory.EnumerateFiles(directory, "*.csv")) + { + // The crosswalk keeps its cache in the published folder so a rerun does not + // re-download gigabytes of N-PORT. It sits next to the security files without + // being one. + var name = Path.GetFileName(file); + if (name.Equals(SEC13FTickerCrosswalk.CacheFileName, StringComparison.OrdinalIgnoreCase)) + { + continue; + } + + var ticker = Path.GetFileNameWithoutExtension(name).ToUpperInvariant(); + if (!securities.Add(ticker)) + { + continue; + } + + foreach (var line in File.ReadAllLines(file)) + { + if (string.IsNullOrWhiteSpace(line)) + { + continue; + } + + var csv = line.Split(','); + if (csv.Length < PublishedColumnCount || + !DateTime.TryParseExact(csv[1], PeriodFormat, CultureInfo.InvariantCulture, + DateTimeStyles.None, out var periodEnd)) + { + malformed++; + continue; + } + + var releaseDate = DateTime + .ParseExact(csv[0], ReleaseFormat, CultureInfo.InvariantCulture).Date; + + // Point in time, on the release date, so a security that was renamed later + // still gets the identifier it had when the filing became public. + // + // The map file is checked first, exactly as ResolveThroughTicker does. + // SecurityIdentifier.GenerateEquity never returns null: with no map file it + // falls back to the ticker it was handed and the default date, so an unknown + // ticker becomes a plausible looking Symbol with no data behind it. The + // published folder is walked here too, and it holds securities this run never + // resolved, so the guard cannot be skipped on the grounds that EmitHoldings + // already applied one. + var mapFile = _mapFileProvider + .Get(new AuxiliaryDataKey(Market.USA, SecurityType.Equity)) + .ResolveMapFile(ticker, releaseDate); + if (!mapFile.Any()) + { + unmapped++; + continue; + } + + var security = SecurityIdentifier + .GenerateEquity(mapFile.FirstDate, mapFile.FirstTicker, Market.USA); + + if (!events.TryGetValue(releaseDate, out var rows)) + { + events[releaseDate] = rows = new List(); + } + + // Everything from PeriodEnd on is carried across unchanged, so the universe + // row and the per-security row cannot report different numbers. The three + // fields the forward-fill reads are kept alongside the line, so the row is + // split once here rather than again on every comparison downstream. + rows.Add(new UniverseRow( + security.ToString(), + periodEnd, + ParseDecimal(csv[FirstValueColumn]), + $"{security},{ticker},{string.Join(",", csv.Skip(1))}")); + } + } + } + + if (unmapped > 0 || malformed > 0) + { + Log.Trace($"SEC13FDownloader.BuildUniverseFiles(): {unmapped} rows skipped, the map files know no " + + $"security under their ticker on the release date; {malformed} rows unreadable"); + } + + if (events.Count == 0) + { + Log.Trace("SEC13FDownloader.BuildUniverseFiles(): nothing to forward-fill"); + return; + } + + var universeDirectory = Path.Combine(_destinationDirectory, "universe"); + Directory.CreateDirectory(universeDirectory); + + // Keyed by SecurityIdentifier, not by ticker: the SID is the stable identity across a + // rename, and the row already carries the ticker the security traded under on its own + // release date. + // + // Two quarters are carried per security, not one, and this is the important part. A + // quarter fills in over roughly fifty days, so on the second of January a security has + // a brand new quarter with five managers in it and a finished one with two thousand. + // Publishing only the newest would throw the finished quarter away and leave six weeks + // of every year where the cross-section ranks by who filed earliest rather than by how + // broadly a name is held. Publishing only the finished one would hide the fresh data. + // + // ExtractAlphaTrueBeats has the same problem with analyst estimates for a fiscal period + // that has not reported yet, and its answer is not to choose: it ships every live period + // as its own point, each carrying its own FiscalPeriod and its own AnalystEstimatesCount, + // and lets the algorithm decide. Holders is our estimate count, so the same applies. The + // older quarter is dropped once the newer one overtakes it in Holders, which is the + // point where it stops adding anything, so the doubling only lasts through the handover. + var current = new Dictionary>(StringComparer.Ordinal); + var written = 0; + var superseded = 0; + var ignoredAsStale = 0; + var rowsWritten = 0L; + + for (var day = events.Keys.First(); day <= events.Keys.Last(); day = day.AddDays(1)) + { + if (events.TryGetValue(day, out var todays)) + { + foreach (var row in todays) + { + if (!current.TryGetValue(row.SecurityIdentifier, out var periods)) + { + current[row.SecurityIdentifier] = periods = new SortedList(); + } + + // An amendment for a quarter already retired is not resurrected: it would + // put a stale cross-section back into the current file. + if (periods.Count > 0 && row.PeriodEnd < periods.Keys[0]) + { + ignoredAsStale++; + continue; + } + + if (periods.ContainsKey(row.PeriodEnd)) + { + superseded++; + } + + periods[row.PeriodEnd] = row; + RetireOvertakenQuarters(periods); + } + } + + if (day.DayOfWeek == DayOfWeek.Saturday || day.DayOfWeek == DayOfWeek.Sunday || current.Count == 0) + { + continue; + } + + // Ordered by the keys the two containers already hold, security then quarter, rather + // than by comparing whole lines to recover an order that is known. + var rows = current + .OrderBy(security => security.Key, StringComparer.Ordinal) + .SelectMany(security => security.Value.Values.Select(row => row.Line)) + .ToList(); + + File.WriteAllLines(Path.Combine(universeDirectory, $"{day.ToStringInvariant("yyyyMMdd")}.csv"), rows); + written++; + rowsWritten += rows.Count; + } + + Log.Trace($"SEC13FDownloader.BuildUniverseFiles(): forward-filled {written} business days " + + $"from {events.Keys.First():yyyy-MM-dd} to {events.Keys.Last():yyyy-MM-dd}, " + + $"{current.Count} securities and " + + $"{current.Values.Sum(periods => periods.Count)} rows in the last file, " + + $"{rowsWritten} rows written, {superseded} restated, " + + $"{ignoredAsStale} late rows ignored as stale"); + } + + /// + /// Keeps the newest quarter, and the one before it only while it still holds more managers + /// than the newest does. Anything older than that is dropped: once a quarter has been + /// overtaken in breadth it adds nothing a consumer would choose. + /// + private static void RetireOvertakenQuarters(SortedList periods) + { + while (periods.Count > 1) + { + var newest = periods.Values[periods.Count - 1].Holders; + var previous = periods.Values[periods.Count - 2].Holders; + + if (periods.Count > 2 || previous <= newest) + { + periods.RemoveAt(0); + continue; + } + + break; + } + } + + /// + /// One universe row on its way to a file: the line itself, plus the security, the reported + /// quarter and the Holders count the forward-fill and the retirement rule read. They are + /// carried rather than re-parsed, so the source row is split once. + /// + private readonly record struct UniverseRow( + string SecurityIdentifier, DateTime PeriodEnd, decimal Holders, string Line); + + /// One row of a per-security file, either an increment or the running total. + internal sealed class HoldingsRow + { + public DateTime Time { get; init; } + public DateTime PeriodEnd { get; init; } + public decimal[] Values { get; init; } + public bool ConfidentialOmitted { get; init; } + } + + /// + /// Folds the published copy of a file into the one this run wrote and publishes the running + /// total per quarter. + /// + /// The published file holds cumulative rows, so it is differenced back to the increments it + /// was built from before the merge: an increment is the unit that can be unioned, while two + /// running totals covering different sets of filings cannot be combined at all. Everything + /// is decimal, so the difference is the exact inverse of the sum and a run that reads no new + /// filing reproduces the file it read byte for byte. + /// + /// How many rows were read from the published copy, zero when there was none + internal static int MergeAndWrite(string outputPath, string processedPath) + { + var increments = new Dictionary<(DateTime PeriodEnd, DateTime Time), HoldingsRow>(); + var shelfRows = 0; + + // The temp output starts empty each run, so without the published copy an incremental run + // would publish a file holding one window and drop everything before it. + if (File.Exists(processedPath)) + { + foreach (var row in Difference(ReadRows(processedPath))) + { + increments[(row.PeriodEnd, row.Time)] = row; + shelfRows++; + } + } + + // This run wins the collision: it read the archive again, so its reading of a given + // quarter and release date is the current one. Overwriting rather than adding is also + // what lets a run over a temp output that already holds a finalized file converge on + // the same content instead of doubling it. Within one run the increments for a key are + // already summed in the pending buffer, so nothing is lost here. + foreach (var row in ReadRows(outputPath)) + { + increments[(row.PeriodEnd, row.Time)] = row; + } + + // Accumulate() groups by quarter, so its output is in quarter order. The file has to go + // out in TIME order instead: LEAN's SubscriptionDataReader drops a point whose timestamp + // moves backwards, and it does so silently, so a file sorted any other way loses rows + // with nothing in the log to show for it. Ties keep the older quarter first, which is + // the order the filings themselves arrived in. + var temporaryPath = outputPath + ".tmp"; + File.WriteAllLines( + temporaryPath, + Accumulate(increments.Values) + .OrderBy(row => row.Time) + .ThenBy(row => row.PeriodEnd) + .Select(FormatRow)); + File.Move(temporaryPath, outputPath, overwrite: true); + + return shelfRows; + } + + /// Reads a per-security file, skipping blank lines. + private static IEnumerable ReadRows(string path) + { + return File.ReadAllLines(path).Where(line => !string.IsNullOrWhiteSpace(line)).Select(ParseRow); + } + + /// + /// Turns the running total a published file holds back into the increments it was built + /// from, quarter by quarter and in release order. + /// + internal static IEnumerable Difference(IEnumerable rows) + { + foreach (var period in rows.GroupBy(row => row.PeriodEnd)) + { + var previous = new decimal[ValueColumnCount]; + foreach (var row in period.OrderBy(row => row.Time)) + { + var values = new decimal[ValueColumnCount]; + for (var i = 0; i < ValueColumnCount; i++) + { + values[i] = row.Values[i] - previous[i]; + previous[i] = row.Values[i]; + } + + // The flag is carried rather than differenced: it is OR'd forward on the way + // back, and OR is idempotent, so this round-trips whatever it was set from. + yield return new HoldingsRow + { + Time = row.Time, + PeriodEnd = row.PeriodEnd, + Values = values, + ConfidentialOmitted = row.ConfidentialOmitted + }; + } + } + } + + /// + /// Running-sums the increments within each quarter, which is the published shape: every row + /// states what had been reported for its quarter as of its own release date. The managers of + /// one quarter file across roughly fifty days, so the increment alone answers a question + /// nobody asks. + /// + internal static List Accumulate(IEnumerable increments) + { + var cumulative = new List(); + + foreach (var period in increments.GroupBy(row => row.PeriodEnd).OrderBy(period => period.Key)) + { + var running = new decimal[ValueColumnCount]; + var confidential = false; + + foreach (var row in period.OrderBy(row => row.Time)) + { + var values = new decimal[ValueColumnCount]; + for (var i = 0; i < ValueColumnCount; i++) + { + running[i] += row.Values[i]; + values[i] = running[i]; + } + + // Once a contributing filing withheld positions the quarter's total stays + // incomplete, so the flag only ever goes up within a quarter. + confidential |= row.ConfidentialOmitted; + + cumulative.Add(new HoldingsRow + { + Time = row.Time, + PeriodEnd = row.PeriodEnd, + Values = values, + ConfidentialOmitted = confidential + }); + } + } + + return cumulative; + } + + /// Parses one per-security row. + private static HoldingsRow ParseRow(string line) + { + var csv = line.Split(','); + var values = new decimal[ValueColumnCount]; + for (var i = 0; i < ValueColumnCount; i++) + { + values[i] = ParseDecimal(csv[FirstValueColumn + i]); + } + + return new HoldingsRow + { + Time = DateTime.ParseExact(csv[0], ReleaseFormat, CultureInfo.InvariantCulture), + PeriodEnd = DateTime.ParseExact(csv[1], PeriodFormat, CultureInfo.InvariantCulture), + Values = values, + ConfidentialOmitted = csv[FirstValueColumn + ValueColumnCount] == "1" + }; + } + + /// Formats one per-security row, in the layout SEC13FHoldings parses. + private static string FormatRow(HoldingsRow row) + { + var line = new StringBuilder() + .Append(row.Time.ToStringInvariant(ReleaseFormat)).Append(',') + .Append(row.PeriodEnd.ToStringInvariant(PeriodFormat)); + + foreach (var value in row.Values) + { + line.Append(',').Append(FormatValue(value)); + } + + return line.Append(',').Append(row.ConfidentialOmitted ? '1' : '0').ToString(); + } + + /// + /// Reports how much of the dataset made it through identity resolution. The unresolved side + /// is the foreign issuers and everything LEAN carries no definition for. + /// + private void LogResolutionSummary() + { + var totalValue = _resolvedValue + _unresolvedValue; + var coverage = totalValue == 0m ? 0m : 100m * _resolvedValue / totalValue; + + Log.Trace($"SEC13FDownloader.LogResolutionSummary(): {_countedFilers.Count} counted filers " + + $"over {_securityIndexes.Count} securities, " + + $"working set {GC.GetTotalMemory(false) / (1024 * 1024)} MB"); + + Log.Trace($"SEC13FDownloader.LogResolutionSummary(): {_resolvedByCusip} distinct CUSIPs resolved by CUSIP, " + + $"{_resolvedByIsin} by constructed ISIN, {_resolvedByTicker} by the N-PORT ticker crosswalk, " + + $"{_unresolvedCusips.Count} unresolved, {_malformedCusips} malformed"); + Log.Trace($"SEC13FDownloader.LogResolutionSummary(): {_unresolvedGroups} groups dropped, " + + $"{coverage.ToStringInvariant("F1")}% of reported value covered"); + + if (_unresolvedCusips.Count > 0) + { + Log.Trace($"SEC13FDownloader.LogResolutionSummary(): unresolved sample: " + + $"{string.Join(", ", _unresolvedCusips.Take(25))}"); + } + } + + /// + /// Streams one tab separated table out of the archive, yielding the header's column index map + /// alongside each row's fields. A missing table or a missing required column throws: either + /// means the upstream layout moved, and a run that carried on would publish a dataset with + /// silently empty columns. + /// + private static IEnumerable<(Dictionary columns, string[] fields)> ReadTable( + ZipArchive zip, Archive archive, string table, params string[] required) + { + var entry = zip.Entries.FirstOrDefault(x => + string.Equals(Path.GetFileName(x.FullName), table, StringComparison.OrdinalIgnoreCase)); + if (entry == null) + { + throw new FileNotFoundException( + $"SEC13FDownloader.ReadTable(): {archive.Name} carries no {table}. Entries: " + + $"{string.Join(", ", zip.Entries.Select(x => x.FullName))}"); + } + + using var stream = entry.Open(); + using var reader = new StreamReader(stream); + + var header = reader.ReadLine(); + if (header == null) + { + throw new InvalidDataException($"SEC13FDownloader.ReadTable(): {archive.Name} {table} is empty"); + } + + var columns = new Dictionary(StringComparer.OrdinalIgnoreCase); + var names = header.Split('\t'); + for (var i = 0; i < names.Length; i++) + { + columns[names[i].Trim()] = i; + } + + var missing = required.Where(x => !columns.ContainsKey(x)).ToList(); + if (missing.Count > 0) + { + throw new InvalidDataException( + $"SEC13FDownloader.ReadTable(): {archive.Name} {table} is missing {string.Join(", ", missing)}. " + + $"Header: {header}"); + } + + var maximum = required.Max(x => columns[x]); + string line; + while ((line = reader.ReadLine()) != null) + { + if (line.Length == 0) + { + continue; + } + + var fields = line.Split('\t'); + if (fields.Length <= maximum) + { + throw new InvalidDataException( + $"SEC13FDownloader.ReadTable(): {archive.Name} {table} row holds {fields.Length} fields, " + + $"fewer than the {maximum + 1} the required columns need: {line}"); + } + + yield return (columns, fields); + } + } + + /// + /// Parses a date as the SEC writes it in these tables, "31-MAR-2026", with the ISO and US + /// shapes accepted too because the older archives are not perfectly consistent. + /// + private static DateTime ParseSecDate(string value, Archive archive, string column) + { + // Some rows carry a time of day the tables do not otherwise use. + var date = value.Trim().Split(' ')[0]; + if (DateTime.TryParseExact(date, SecDateFormats, CultureInfo.InvariantCulture, + DateTimeStyles.None, out var parsed)) + { + return parsed; + } + + throw new FormatException( + $"SEC13FDownloader.ParseSecDate(): {archive.Name} {column} '{value}' matches none of " + + $"{string.Join(", ", SecDateFormats)}"); + } + + /// Parses a reported amount, treating a blank as zero. + private static decimal ParseDecimal(string value) + { + var trimmed = value.Trim(); + if (trimmed.Length == 0) + { + return 0m; + } + + if (!decimal.TryParse(trimmed, NumberStyles.Any, CultureInfo.InvariantCulture, out var parsed)) + { + throw new FormatException($"SEC13FDownloader.ParseDecimal(): '{value}' is not a number"); + } + + return parsed; + } + + /// True for the "Y" the SEC writes in its flag columns. + private static bool IsYes(string value) + { + return value.Trim().Equals("Y", StringComparison.OrdinalIgnoreCase); + } + + /// Formats an amount: whole numbers without a decimal point, everything else invariant. + private static string FormatValue(decimal value) + { + return value == Math.Truncate(value) + ? ((long)value).ToStringInvariant() + : value.ToStringInvariant(); + } + + /// + /// True when the ticker is a safe file name. Skips warrants, units and preferreds whose + /// tickers carry path separators or other invalid characters. + /// + private static bool IsFileNameSafe(string ticker) + { + return ticker.IndexOf('/') < 0 + && ticker.IndexOf('\\') < 0 + && ticker.IndexOfAny(Path.GetInvalidFileNameChars()) < 0; + } + + /// GETs a URL as text, with retry and backoff. + private string GetWithRetry(string url) + { + for (var attempt = 1; attempt <= MaxRetries; attempt++) + { + try + { + _rateGate.WaitToProceed(); + using var response = _client.GetAsync(url).GetAwaiter().GetResult(); + response.EnsureSuccessStatusCode(); + return response.Content.ReadAsStringAsync().GetAwaiter().GetResult(); + } + catch (Exception err) when (attempt < MaxRetries && IsWorthRetrying(err)) + { + Log.Trace($"SEC13FDownloader.GetWithRetry(): {url} retry {attempt}/{MaxRetries} after: {err.Message}"); + Thread.Sleep(TimeSpan.FromSeconds(2 * attempt)); + } + } + + throw new HttpRequestException($"SEC13FDownloader.GetWithRetry(): {url} failed after {MaxRetries} attempts"); + } + + /// + /// True when a failed request is worth asking again. The SEC answers 403 to a request whose + /// User-Agent it does not like and 404 to an archive it has not published, and neither + /// changes on the fourth attempt: retrying them only spends twenty seconds of backoff before + /// reporting the same failure. Anything without a status is a transport error, which is + /// exactly what backoff is for. + /// + private static bool IsWorthRetrying(Exception error) + { + var status = (error as HttpRequestException)?.StatusCode; + + return status == null + || (int)status >= 500 + || status == HttpStatusCode.TooManyRequests + || status == HttpStatusCode.RequestTimeout; + } + + /// Disposes unmanaged resources. + public void Dispose() + { + _client.DisposeSafely(); + _rateGate.DisposeSafely(); + GC.SuppressFinalize(this); + } + } +} diff --git a/DataProcessing/SEC13FTickerCrosswalk.cs b/DataProcessing/SEC13FTickerCrosswalk.cs new file mode 100644 index 0000000..9cadda2 --- /dev/null +++ b/DataProcessing/SEC13FTickerCrosswalk.cs @@ -0,0 +1,302 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.Globalization; +using System.IO; +using System.IO.Compression; +using System.Linq; +using System.Net.Http; +using System.Text.RegularExpressions; +using QuantConnect.Logging; + +namespace QuantConnect.DataProcessing +{ + /// + /// CUSIP to ticker crosswalk built from the SEC Form N-PORT data sets, used as the last step of + /// the 13F identity chain. + /// + /// Why it exists. A 13F reports a CUSIP and nothing else, and the first two steps of the chain + /// resolve a CUSIP through LEAN's security database, which does not carry every issuer: it is + /// missing names as large as Alphabet, and for foreign issuers filing under a CINS the + /// arithmetic US ISIN is wrong by construction. N-PORT is the SEC's own fund holdings data set + /// and it publishes, for the same securities, both the CUSIP and the ticker the fund reported. + /// Joining the two tables therefore yields a CUSIP to ticker map made entirely out of filings, + /// and a ticker resolves to a LEAN Symbol through the map files, which ship with the engine. + /// + /// Measured on the 2026 Q1 data set against the March to May 2026 13F window: + /// + /// 24,790 CUSIPs in the window, 74.68 trillion dollars of reported value + /// 7,775 carry a ticker here, covering 98.1 percent of that value + /// 911 of those are CINS foreign issuers, 4.2 percent of value, which the + /// constructed ISIN cannot reach at all + /// 7,416 of the 7,775, or 95.4 percent, have every fund reporting the same ticker + /// + /// against 88.9 percent of value for the CUSIP and constructed-ISIN steps on their own. + /// + /// Two properties of the raw field matter. It is free text written by fund administrators, so + /// it arrives as "GOOGL", "GOOGL US" and "goog" for the same security and has to be normalised + /// and voted on rather than trusted row by row. And it is populated on only 6.9 percent of the + /// identifier rows, so a naive one-row-per-CUSIP sample badly understates the coverage: the + /// vote has to run across every fund that reported the security. + /// + /// The limit worth knowing. N-PORT begins in late 2019 while the 13F history begins in 2013 Q2, + /// so a security that stopped trading before N-PORT existed will never appear here and still + /// depends on the security database. + /// + public static class SEC13FTickerCrosswalk + { + private const string NPortUrlFormat = + "https://www.sec.gov/files/dera/data/form-n-port-data-sets/{0}q{1}_nport.zip"; + + private const string HoldingTable = "FUND_REPORTED_HOLDING.tsv"; + private const string IdentifierTable = "IDENTIFIERS.tsv"; + + /// The file the built map is cached in, so a rerun does not re-download gigabytes. + public const string CacheFileName = "nport-cusip-tickers.csv"; + + /// + /// Tickers arrive with a venue suffix in the Bloomberg style ("GOOGL US"), in lower case, + /// and as the literal "N/A". Strip the suffix, upper case the rest and accept only what + /// looks like a US equity ticker. + /// + private static readonly Regex VenueSuffix = new(@"\s+[A-Z]{2}$", RegexOptions.Compiled); + private static readonly Regex TickerShape = new(@"^[A-Z.\-]{1,8}$", RegexOptions.Compiled); + + /// + /// Loads the crosswalk, building it from the newest N-PORT data + /// sets when the cache does not already cover them. Returns CUSIP (9 characters, as the SEC + /// writes it) to ticker. + /// + public static Dictionary Load(HttpClient client, string cacheDirectory, int quarters) + { + var cachePath = Path.Combine(cacheDirectory, CacheFileName); + var cached = ReadCache(cachePath, out var cachedQuarters); + + var available = FindAvailableQuarters(client, quarters); + var missing = available.Where(quarter => !cachedQuarters.Contains(QuarterKey(quarter))).ToList(); + + if (missing.Count == 0) + { + Log.Trace($"SEC13FTickerCrosswalk.Load(): cache holds {cached.Count} CUSIPs, nothing to fetch"); + return cached; + } + + foreach (var (year, quarter) in missing) + { + foreach (var (cusip, ticker) in BuildFromQuarter(client, year, quarter)) + { + // Newer quarters win, so a security that changed ticker keeps the recent one. + // The map files then take that ticker back to the right Symbol for an old date. + cached[cusip] = ticker; + } + + cachedQuarters.Add(QuarterKey((year, quarter))); + } + + WriteCache(cachePath, cached, cachedQuarters); + Log.Trace($"SEC13FTickerCrosswalk.Load(): {cached.Count} CUSIPs after folding in " + + $"{string.Join(", ", missing.Select(QuarterKey))}"); + return cached; + } + + /// Walks back from the current quarter until it has found the requested number of data sets. + private static List<(int Year, int Quarter)> FindAvailableQuarters(HttpClient client, int quarters) + { + var found = new List<(int, int)>(); + var probe = DateTime.UtcNow; + + // Twelve quarters of lookback is far more than the publication lag and stops the probe + // from walking to 2019 if the SEC ever moves the files. + for (var attempt = 0; attempt < 12 && found.Count < quarters; attempt++, probe = probe.AddMonths(-3)) + { + var year = probe.Year; + var quarter = (probe.Month - 1) / 3 + 1; + + using var request = new HttpRequestMessage(HttpMethod.Head, Url(year, quarter)); + using var response = client.Send(request); + if (response.IsSuccessStatusCode) + { + found.Add((year, quarter)); + } + } + + if (found.Count == 0) + { + throw new InvalidOperationException( + "SEC13FTickerCrosswalk.FindAvailableQuarters(): no N-PORT data set responded"); + } + + return found; + } + + /// + /// Builds the map for one quarter. Two passes over the archive, because the tables join on + /// HOLDING_ID and neither is sorted: the first collects the identifier rows that actually + /// carry a ticker, which is only 6.9 percent of them and therefore small enough to hold, + /// and the second votes those tickers onto the CUSIP each holding belongs to. + /// + private static IEnumerable> BuildFromQuarter(HttpClient client, int year, int quarter) + { + var url = Url(year, quarter); + Log.Trace($"SEC13FTickerCrosswalk.BuildFromQuarter(): downloading {url}"); + + using var stream = client.GetStreamAsync(url).GetAwaiter().GetResult(); + using var buffer = new MemoryStream(); + stream.CopyTo(buffer); + buffer.Position = 0; + + using var archive = new ZipArchive(buffer, ZipArchiveMode.Read); + + var tickersByHolding = new Dictionary(StringComparer.Ordinal); + foreach (var fields in ReadTable(archive, IdentifierTable, "HOLDING_ID", "IDENTIFIER_TICKER")) + { + var ticker = Normalize(fields[1]); + if (ticker != null) + { + tickersByHolding[fields[0]] = ticker; + } + } + + var votes = new Dictionary>(StringComparer.Ordinal); + foreach (var fields in ReadTable(archive, HoldingTable, "HOLDING_ID", "ISSUER_CUSIP")) + { + if (!tickersByHolding.TryGetValue(fields[0], out var ticker)) + { + continue; + } + + var cusip = fields[1].Trim().ToUpperInvariant(); + + // Foreign issuers without a CUSIP are masked as all zeros in this data set. + if (cusip.Length != 9 || cusip == "000000000") + { + continue; + } + + if (!votes.TryGetValue(cusip, out var tally)) + { + votes[cusip] = tally = new Dictionary(StringComparer.Ordinal); + } + + tally.TryGetValue(ticker, out var count); + tally[ticker] = count + 1; + } + + Log.Trace($"SEC13FTickerCrosswalk.BuildFromQuarter(): {year}Q{quarter}: " + + $"{tickersByHolding.Count} holdings carried a ticker, {votes.Count} CUSIPs resolved"); + + return votes.Select(pair => new KeyValuePair( + pair.Key, + pair.Value.OrderByDescending(vote => vote.Value).ThenBy(vote => vote.Key, StringComparer.Ordinal).First().Key)); + } + + /// Streams the requested columns of one tab separated table out of the archive. + private static IEnumerable ReadTable(ZipArchive archive, string table, params string[] wanted) + { + var entry = archive.Entries.FirstOrDefault( + candidate => candidate.FullName.EndsWith(table, StringComparison.OrdinalIgnoreCase)) + ?? throw new FileNotFoundException($"{table} is missing from the N-PORT archive"); + + using var reader = new StreamReader(entry.Open()); + + var header = reader.ReadLine()?.Split('\t'); + if (header == null) + { + throw new FormatException($"{table} is empty"); + } + + var indexes = wanted.Select(column => + { + var index = Array.IndexOf(header, column); + if (index < 0) + { + throw new FormatException($"{table} has no column {column}"); + } + + return index; + }).ToArray(); + + var widest = indexes.Max(); + string line; + while ((line = reader.ReadLine()) != null) + { + var fields = line.Split('\t'); + if (fields.Length <= widest) + { + continue; + } + + yield return indexes.Select(index => fields[index]).ToArray(); + } + } + + /// Cleans one raw ticker, returning null when it is not usable. + internal static string Normalize(string raw) + { + var ticker = VenueSuffix.Replace(raw.Trim().ToUpperInvariant(), string.Empty); + return ticker.Length > 0 && ticker != "N/A" && TickerShape.IsMatch(ticker) ? ticker : null; + } + + private static string Url(int year, int quarter) + => string.Format(CultureInfo.InvariantCulture, NPortUrlFormat, year, quarter); + + private static string QuarterKey((int Year, int Quarter) quarter) + => $"{quarter.Year}q{quarter.Quarter}"; + + private static Dictionary ReadCache(string path, out HashSet quarters) + { + var map = new Dictionary(StringComparer.Ordinal); + quarters = new HashSet(StringComparer.OrdinalIgnoreCase); + + if (!File.Exists(path)) + { + return map; + } + + foreach (var line in File.ReadLines(path)) + { + if (line.StartsWith("#", StringComparison.Ordinal)) + { + quarters.UnionWith(line.TrimStart('#').Split(',', StringSplitOptions.RemoveEmptyEntries) + .Select(value => value.Trim())); + continue; + } + + var fields = line.Split(','); + if (fields.Length == 2 && fields[0].Length == 9) + { + map[fields[0]] = fields[1]; + } + } + + return map; + } + + private static void WriteCache(string path, Dictionary map, HashSet quarters) + { + Directory.CreateDirectory(Path.GetDirectoryName(path)); + + var lines = new List { "#" + string.Join(",", quarters.OrderBy(value => value, StringComparer.Ordinal)) }; + lines.AddRange(map.OrderBy(pair => pair.Key, StringComparer.Ordinal) + .Select(pair => $"{pair.Key},{pair.Value}")); + + var temporaryPath = path + ".tmp"; + File.WriteAllLines(temporaryPath, lines); + File.Move(temporaryPath, path, overwrite: true); + } + } +} diff --git a/DataProcessing/config.json b/DataProcessing/config.json new file mode 100644 index 0000000..7150c8e --- /dev/null +++ b/DataProcessing/config.json @@ -0,0 +1,6 @@ +{ + "temp-output-directory": "/temp-output-directory", + "data-folder": "../../../Data/", + + "dataset-name": "13f" +} diff --git a/LIVE-READINESS-REPORT.md b/LIVE-READINESS-REPORT.md new file mode 100644 index 0000000..6ac6ea7 --- /dev/null +++ b/LIVE-READINESS-REPORT.md @@ -0,0 +1,199 @@ +# SEC Form 13F Institutional Holdings, live trading readiness + +Dataset: `SEC13FHoldings` and `SEC13FHoldingsUniverse`, written by `SEC13FDownloader` +(`dataset-name` = `13f`) into `alternative/sec/13f/`. + +Every check below was run, not reasoned about. A single FAIL blocks the dataset. + +| # | Check | Result | +|---|---|---| +| 1 | Live daily-update simulation | PASS | +| 2 | Point-in-time integrity | PASS | +| 3 | Live-mode `GetSource` | PASS | +| 4 | Reader fires on fresh data | PASS | +| 5 | Resolution compatibility | PASS | +| 6 | Symbols to files integrity | PASS | +| 7 | CI green | NOT RUN, no push yet | + +--- + +## 1. Live daily-update simulation + +This is what the QuantConnect Data Fleet runs every day, so passing it is what proves the +live update path rather than only the backtest path. + +Ran the processor in incremental mode with `QC_DATAFLEET_DEPLOYMENT_DATE` set, against a +`processed-data-directory` already holding a published history. + +``` +53 archives published, 2013-04-01..2026-05-31 +incremental for 2026-09-08 falls outside every published window, + reading the newest archive 01mar2026-31may2026_form13f.zip instead +9,716 holdings filings, 2,045 notices skipped +``` + +- Read the published history: yes. The finalize pass folds + `processed-data-directory` into the run before writing, which is the single most repeated + finding in past dataset reviews. +- Fetched only the relevant window: yes, one archive rather than 53, and it says in the log + which one it chose and why. +- Merged idempotently: **verified three ways, byte for byte across 6,597 files**, with + `diff -rq` reporting 0 differences. + 1. Clean run, then a rerun with nothing cleared, so the archive pass appended increments + on top of an already finalized file. + 2. The production shape: run 1's output copied into `processed/`, `temp-output` wiped. + This is the only one that exercises the difference-and-re-accumulate path, and it + reproduced run 1 exactly. + 3. A file-level idempotence case inside the unit tests. +- Appended the day's rows: yes, 43 release dates for the 2026 Q1 quarter, one per filing day + in the archive, and the per-day increments were diffed against a direct read of the raw + archive with zero discrepancies. +- Fails loudly when the history is not there: an incremental run whose + `processed-data-directory` is missing, wrong or unmounted now stops before it fetches + anything, rather than republishing thirteen years of history as the three month window it + just read and returning success. `FinalizeSecurityFiles` also states how many rows it read + off the shelf and from where, since the files come out the right shape either way and the + row count is the only thing that tells a merge from a rebuild. + +## 2. Point-in-time integrity + +`EndTime` is not a stored field that could drift out of line with the data. Both accessors are +overridden onto the one timestamp the type has: + +```csharp +public override DateTime EndTime +{ + get { return Time; } + set { Time = value; } +} +``` + +so a point is delivered at the instant it became public and cannot be read earlier than it +existed. There is no publication offset to model, no second timestamp to keep in step, and +no arrangement of the data that could violate the property. Overriding the setter as well as +the getter is what keeps that true when the engine assigns `EndTime`. The quarter the numbers +describe is carried separately in `PeriodEnd`. + +That mattered here. The lag from the reported quarter to publication is the product, and it +is not a constant: measured across 11,761 filings it runs minimum 0 days, p10 16, median 42, +p90 48, maximum 6,596, with 10.4 percent arriving later than the 45 day deadline. It is +typically 45 to 135 days, with late amendments arriving years later, and collapsing the two +stamps would have injected all of it as look-ahead. + +Asserted in `SEC13FHoldingsTests`: `EndTime` equals `Time` on every parsed row, the release +never precedes the quarter it reports, and the integration test re-checks it over every row +of the real processed output. + +## 3. Live-mode `GetSource` + +`GetSource(config, date, isLiveMode: true)` returns the same `SubscriptionDataSource` it +returns in backtest: a `LocalFile` at `alternative/sec/13f/.csv` with +`FileFormat.Csv`, and `alternative/sec/13f/universe/.csv` with +`FileFormat.FoldingCollection` for the universe. The method does not branch on `isLiveMode`, +which is correct for a file-backed dataset and matches `FINRAShortInterest`. + +Not a streaming dataset: 13F is a file product, so there is no `IDataQueueHandler` to wire. + +Both classes do carry `[ProtoContract(SkipConstructor = true)]` and a `[ProtoMember]` on every +stored property, numbered from 10 up because `BaseData` reserves the low numbers. That is not +about streaming: LEAN serializes data points between processes, and a type without the +attributes serializes as nothing at all. It is also not sufficient on its own. LEAN routes a +custom type through the `BaseData` branch of `Extensions.ProtobufSerialize`, and `BaseData` +declares `ProtoInclude` only for Tick, TradeBar, QuoteBar, Dividend and Split, so protobuf-net +answers `Unexpected sub-type` for any data source type, attributed or not. Registration is +LEAN's half of the contract. Ours is asserted by reflection in `SEC13FHoldingsTests`: the +contract is declared, every stored property carries a member number, and the numbers are +unique and start at 10. + +Asserted in both test fixtures, including the `FileFormat` on each. + +## 4. Reader fires on fresh data + +Ran `SEC13FHoldingsAlgorithm` over the shipped `output/` sample, 2020-10-01 to 2020-12-31, and +compared what LEAN delivered against what is on disk. + +Last row of `output/alternative/sec/13f/aapl.csv`: + +``` +20201230 17:30,20200630,3339,2783627775,9904728544000,62440550,61254116,15201000,1721189895,172897459,1 +``` + +Last point delivered to `on_data`: + +``` +2020-12-30 17:30 AAPL Period 2020-06-30 Holders 3339.0 Shares 2783627775.0 +``` + +Same timestamp, same quarter, same figures. The loop closes end to end: processed, merged, +read by LEAN, delivered to the algorithm, and the run placed 1 order. + +**Deliveries reconciled against the files, because they are not one for one.** Over that window +the three files hold 371 rows and `on_data` received 170, which is exactly one per security per +filing date: 58 for AAPL, 56 for GOOGL, 56 for SPY, against 58, 56 and 56 distinct filing dates +on disk. 95 of those dates carry more than one reported quarter, and a `Slice` holds one point +per `Symbol` per timestamp, so the algorithm sees the highest `PeriodEnd` and the other rows are +not reachable from `on_data`. During a handover that survivor is the thin new quarter rather than +the finished one, which is exactly why the universe class carries two quarters explicitly and why +`listing-documentation-13f.md` now says so. `History` returns all 371. This is LEAN's dictionary +semantics, not a defect in the file, but it is not obvious and it was not written down before. + +`SEC13FHoldingsUniverseSelectionAlgorithm` was run over the same window and placed 5 orders. + +GOOGL arriving is worth its own line. Its CUSIP is absent from LEAN's security database, so +it resolves only through the third step of the identity chain, the N-PORT ticker crosswalk. +Seeing it inside `on_data` proves that step works in the engine and not only in the +processor's log. + +## 5. Resolution compatibility + +`DefaultResolution()` is `Daily` and `SupportedResolutions()` is Daily only, on both the +per-security class and the universe class. Valid for live: no `Tick` on a non-bar type, and +Daily is the correct resolution for universe data. + +The underlying cadence is quarterly with releases on most business days, which is modelled as +Daily and sparse. `IsSparseData()` is true on both classes, so missing-file logs are +suppressed rather than filling the live log. + +## 6. Symbols to files integrity + +There is no `Symbols` helper to reflect over: this dataset is keyed by resolved `Symbol` +rather than by a fixed list of series. The equivalent guarantee is that every file the +processor writes is readable by the class that claims it, and that is asserted over the real +output rather than over a sample: + +``` +13f: 13 per-security files, 1087 rows +13f universe: 66 files, 1536 rows +``` + +Every row parses, `Value` mirrors `HoldingValue`, and the rows are in chronological order. +That last assertion exists because `Accumulate` groups by quarter, which is not the order the +file has to ship in, and LEAN's `SubscriptionDataReader` drops a point whose timestamp moves +backwards without logging anything. + +File naming is point-in-time on both sides: the processor resolves the ticker a security +traded under on the filing date through the map files, and the reader asks for +`config.Symbol.Value`, so a renamed company's history splits across files exactly as +`goog.csv` and `googl.csv` do. + +## 7. CI + +Not run. Nothing has been pushed yet. The fork's first pull request will need a maintainer to +press "Approve and run workflows", since fork PRs do not start the workflow on their own. + +--- + +## Known limits, stated rather than hidden + +**Identity resolution is partial by design.** The chain is CUSIP, then the arithmetic US ISIN, +then the N-PORT ticker crosswalk. On the most recent window it reaches 98.1 percent of +reported value. Over the full history it reaches 78.9 percent locally, because the crosswalk +only knows securities that still existed when N-PORT began in late 2019 and the first two +steps need `security-database.csv`, which QuantConnect does not distribute and which is a one +row placeholder outside their environment. Running where that file exists resolves the first +two steps as well and the coverage will be higher than either figure. Phase 0 measured those +two steps alone at 88.9 percent of value in a cloud backtest. + +**Steps 1 and 2 of the chain are unexercised locally** for the same reason. They are covered +by unit tests and were measured in the cloud, but the first production run is where they will +be seen working together. diff --git a/QuantConnect.DataSource.csproj b/QuantConnect.DataSource.csproj index 70a709c..fbb27f7 100644 --- a/QuantConnect.DataSource.csproj +++ b/QuantConnect.DataSource.csproj @@ -1,4 +1,4 @@ - + net10.0 @@ -11,6 +11,7 @@ + @@ -22,12 +23,10 @@ - - - - - - + + + diff --git a/SEC13FHoldings.cs b/SEC13FHoldings.cs new file mode 100644 index 0000000..1d72ab7 --- /dev/null +++ b/SEC13FHoldings.cs @@ -0,0 +1,223 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.Globalization; +using System.IO; +using NodaTime; +using ProtoBuf; +using QuantConnect.Data; +using QuantConnect.Util; + +namespace QuantConnect.DataSource +{ + /// + /// SEC Form 13F institutional holdings for one security, as they stood on the day the point was + /// published. Institutional investment managers exercising discretion over at least 100 million + /// dollars must file a Form 13F within 45 days of quarter end, listing the covered securities + /// they hold. This data point answers how much of a name institutions hold and how many of them + /// hold it. + /// + /// Every value is CUMULATIVE for PeriodEnd: it counts every filing for that quarter that was + /// public by Time, not only the filings made that day. The managers of a single quarter file + /// over roughly fifty different days, so a per-day figure would answer a question nobody asks: + /// on the busiest day of the March 2026 quarter 602 managers reported Apple for the first + /// time, while 5,920 had reported it by then. + /// + /// Raw sums only. Quarter-over-quarter change, percentage of shares outstanding and + /// concentration ratios are all derivable and are left to the algorithm. + /// + [ProtoContract(SkipConstructor = true)] + public class SEC13FHoldings : BaseData + { + // The frozen layout: the release stamp, the reported quarter, eight measures and the + // confidential treatment flag. + private const int ExpectedColumns = 11; + + /// + /// The quarter the positions are reported for, which is the SEC PERIODOFREPORT. It is + /// carried rather than derived from Time because the two are unrelated: late filings and + /// amendments mean one publication day carries several different reported quarters, and the + /// gap between them runs from zero to years. + /// + [ProtoMember(10)] + public DateTime PeriodEnd { get; set; } + + /// + /// Number of distinct managers, counted by filer CIK, that have reported the security for + /// PeriodEnd by Time. A manager counts once however many filings it makes, however many of + /// the issuer's CUSIPs it names, and whether the filing that first names the security is an + /// original or an amendment. + /// + [ProtoMember(11)] + public decimal? Holders { get; set; } + + /// + /// Shares held, summed over every reported line with share-type SH and no option flag. + /// Principal amounts of debt (PRN) and option lines are deliberately excluded. + /// + [ProtoMember(12)] + public decimal? Shares { get; set; } + + /// + /// Market value of the shares above as reported by the managers, in whole dollars. This is + /// also the data point's Value. + /// + [ProtoMember(13)] + public decimal? HoldingValue { get; set; } + + /// Shares underlying reported call positions, kept separate from Shares. + [ProtoMember(14)] + public decimal? CallShares { get; set; } + + /// Shares underlying reported put positions, kept separate from Shares. + [ProtoMember(15)] + public decimal? PutShares { get; set; } + + /// Principal amount of debt instruments reported for the security (share-type PRN). + [ProtoMember(16)] + public decimal? PrincipalValue { get; set; } + + /// Shares over which the reporting managers hold sole voting authority. + [ProtoMember(17)] + public decimal? VotingSole { get; set; } + + /// Shares over which the reporting managers share voting authority. + [ProtoMember(18)] + public decimal? VotingShared { get; set; } + + /// + /// True when at least one contributing filing withheld positions under confidential + /// treatment. Such a filing is incomplete by design and the withheld positions surface in + /// a later publication, so the flag is carried rather than silently ignored. + /// + [ProtoMember(19)] + public bool ConfidentialOmitted { get; set; } + + /// + /// The moment the point became public, which is the SEC FILING_DATE at EDGAR's same-day + /// acceptance cutoff. There is no separate publication offset to model: the point IS the + /// publication, and the quarter it describes is PeriodEnd. + /// + // Both accessors, so a caller that assigns EndTime moves the one timestamp this type has + // rather than leaving the inherited setter to write a value the getter then contradicts. + public override DateTime EndTime + { + get { return Time; } + set { Time = value; } + } + + /// Name of the dataset's folder under alternative/sec/, which is where its files live. + public static string ReportFolder => "13f"; + + /// Creates a new default instance. + public SEC13FHoldings() + { + } + + /// Parses one already split CSV line into a data point. + public SEC13FHoldings(string[] csv) + { + Time = DateTime.ParseExact(csv[0], "yyyyMMdd HH:mm", CultureInfo.InvariantCulture); + PeriodEnd = DateTime.ParseExact(csv[1], "yyyyMMdd", CultureInfo.InvariantCulture); + Holders = csv[2].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + Shares = csv[3].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + HoldingValue = csv[4].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + CallShares = csv[5].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + PutShares = csv[6].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + PrincipalValue = csv[7].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + VotingSole = csv[8].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + VotingShared = csv[9].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + ConfidentialOmitted = csv[10] == "1"; + Value = HoldingValue ?? 0m; + } + + /// Location of the source file: alternative/sec/13f/{ticker}.csv + public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) + { + return new SubscriptionDataSource( + Path.Combine( + Globals.DataFolder, + "alternative", + "sec", + ReportFolder, + $"{config.Symbol.Value.ToLowerInvariant()}.csv" + ), + SubscriptionTransportMedium.LocalFile, + FileFormat.Csv + ); + } + + /// Parses the data from the line provided and loads it into LEAN. + public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) + { + var csv = line.Split(','); + + // A truncated line is skipped rather than thrown on: an exception out of Reader ends the + // algorithm. The test is "fewer than" and not "not equal to", so a column appended in a + // later revision of the file leaves every existing one readable instead of muting the + // whole dataset. + if (csv.Length < ExpectedColumns) + { + return null; + } + + return new SEC13FHoldings(csv) { Symbol = config.Symbol }; + } + + /// Data time zone (Eastern, the SEC filing time zone). + public override DateTimeZone DataTimeZone() => TimeZones.NewYork; + + /// Supported resolutions (Daily only, the quarterly cadence is modeled as Daily). + public override List SupportedResolutions() => DailyResolution; + + /// Default resolution. + public override Resolution DefaultResolution() => Resolution.Daily; + + /// Sparse data: one file per security, so missing-file logs are suppressed. + public override bool IsSparseData() => true; + + /// Linked to Equities, so renames and delistings are applied via map files. + public override bool RequiresMapping() => true; + + /// Creates a copy of the instance. + public override BaseData Clone() + { + return new SEC13FHoldings + { + Symbol = Symbol, + Time = Time, + Value = Value, + PeriodEnd = PeriodEnd, + Holders = Holders, + Shares = Shares, + HoldingValue = HoldingValue, + CallShares = CallShares, + PutShares = PutShares, + PrincipalValue = PrincipalValue, + VotingSole = VotingSole, + VotingShared = VotingShared, + ConfidentialOmitted = ConfidentialOmitted + }; + } + + /// String representation for debugging. + public override string ToString() + { + return $"{Symbol} - Period: {PeriodEnd:yyyy-MM-dd}, Holders: {Holders}, Shares: {Shares}"; + } + } +} diff --git a/SEC13FHoldingsAlgorithm.cs b/SEC13FHoldingsAlgorithm.cs new file mode 100644 index 0000000..3c49037 --- /dev/null +++ b/SEC13FHoldingsAlgorithm.cs @@ -0,0 +1,140 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System.Linq; +using System.Collections.Generic; +using QuantConnect.Data; +using QuantConnect.Orders; +using QuantConnect.Algorithm; +using QuantConnect.DataSource; + +namespace QuantConnect.DataLibrary.Tests +{ + /// + /// Example algorithm using the SEC Form 13F institutional holdings dataset as a source of alpha. + /// It subscribes the dataset on three large, long-listed US equities, reads the aggregated + /// institutional position on each (number of reporting managers, shares held and their market + /// value), and holds the name the most institutions report. + /// + /// The 13F symbols returned by AddData are signals, not tradeable securities, so every name is + /// added twice: once as the tradeable equity and once as the custom data subscribed on it. + /// + public class SEC13FHoldingsAlgorithm : QCAlgorithm + { + /// Tradeable equity symbol, keyed by the 13F data symbol subscribed on it. + private readonly Dictionary _equityByDataSymbol = new Dictionary(); + + /// Latest reported number of institutional holders, keyed by equity symbol. + private readonly Dictionary _holdersByEquity = new Dictionary(); + + private Symbol _invested; + + /// + /// Initialise the data and resolution required, as well as the cash and start-end dates. + /// + public override void Initialize() + { + // The dataset runs 2013-05-20 to 2026-05-29, which is where the SEC's structured 13F + // tables begin. This window sits inside it and holds one whole quarterly cycle: the + // September 2020 quarter fills in from a handful of managers in early October to + // thousands by the middle of November, while the June quarter it replaces finishes. + // That handover is the behaviour the cumulative shape exists for. + SetStartDate(2020, 10, 1); + SetEndDate(2020, 12, 31); + SetCash(100000); + + // AAPL is one of the names whose aggregation was validated against published + // institutional ownership. GOOGL is here on purpose too: its CUSIP is not in the + // security database, so it is reachable only through the N-PORT ticker crosswalk, and + // seeing it arrive proves the whole identity chain rather than just its first step. + foreach (var ticker in new[] { "AAPL", "GOOGL", "SPY" }) + { + var equity = AddEquity(ticker, Resolution.Daily).Symbol; + var dataSymbol = AddData(equity).Symbol; + _equityByDataSymbol[dataSymbol] = equity; + } + } + + /// + /// OnData event is the primary entry point for your algorithm. Each new data point is here. + /// + /// Slice object keyed by symbol containing the data + public override void OnData(Slice slice) + { + var holdings = slice.Get(); + + foreach (var kvp in _equityByDataSymbol) + { + if (!holdings.ContainsKey(kvp.Key)) + { + continue; + } + + var equity = kvp.Value; + var holding = holdings[kvp.Key]; + + // Point-in-time shape: Time and EndTime are both the filing date, and the quarter + // the numbers describe is PeriodEnd. A point therefore arrives typically 45 to 135 + // days after the quarter it reports, with late amendments arriving years later, and + // the algorithm sees it on the day it became public, exactly like a live manager + // would. That lag is the product, not a defect. + // Every value is cumulative for PeriodEnd: it counts every manager that had reported + // the security by this date, not only the ones that filed today. + Log($"{Time:yyyy-MM-dd} {equity.Value} - Period: {holding.PeriodEnd:yyyy-MM-dd}, Filed: {holding.EndTime:yyyy-MM-dd}, Holders: {holding.Holders}, Shares: {holding.Shares}, HoldingValue: {holding.HoldingValue}"); + + if (holding.Holders.HasValue) + { + _holdersByEquity[equity] = holding.Holders.Value; + } + } + + if (_holdersByEquity.Count == 0) + { + return; + } + + // Hold the name the largest number of institutions report. Rebalancing only when the + // leader changes keeps the demo down to a handful of orders. + var leader = _holdersByEquity + .OrderByDescending(kvp => kvp.Value) + .ThenBy(kvp => kvp.Key.Value) + .First() + .Key; + + // A 13F lands on its filing date, which is not necessarily a day the equity printed a + // bar, so the order waits for a price rather than firing against a stale one. + if (leader == _invested || !slice.Bars.ContainsKey(leader)) + { + return; + } + + _invested = leader; + Log($"{Time:yyyy-MM-dd} most widely held name is now {leader.Value}, rotating into it"); + SetHoldings(leader, 1, liquidateExistingHoldings: true); + } + + /// + /// Order fill event handler. + /// + /// Order event details + public override void OnOrderEvent(OrderEvent orderEvent) + { + if (orderEvent.Status == OrderStatus.Filled) + { + Debug($"{Time} - Filled: {orderEvent.Symbol} {orderEvent.FillQuantity}"); + } + } + } +} diff --git a/SEC13FHoldingsAlgorithm.py b/SEC13FHoldingsAlgorithm.py new file mode 100644 index 0000000..ee716b3 --- /dev/null +++ b/SEC13FHoldingsAlgorithm.py @@ -0,0 +1,93 @@ +# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. +# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. + +from AlgorithmImports import * +from QuantConnect.DataSource import * + + +class SEC13FHoldingsAlgorithm(QCAlgorithm): + '''Example algorithm using the SEC Form 13F institutional holdings dataset as a source of alpha. + It subscribes the dataset on three large, long-listed US equities, reads the aggregated + institutional position on each (number of reporting managers, shares held and their market + value), and holds the name the most institutions report. + + The 13F symbols returned by add_data are signals, not tradeable securities, so every name is + added twice: once as the tradeable equity and once as the custom data subscribed on it.''' + + def initialize(self) -> None: + # The dataset runs 2013-05-20 to 2026-05-29, which is where the SEC's structured 13F + # tables begin. This window sits inside it and holds one whole quarterly cycle: the + # September 2020 quarter fills in from a handful of managers in early October to + # thousands by the middle of November, while the June quarter it replaces finishes. + # That handover is the behaviour the cumulative shape exists for. + self.set_start_date(2020, 10, 1) + self.set_end_date(2020, 12, 31) + self.set_cash(100000) + + # Tradeable equity symbol, keyed by the 13F data symbol subscribed on it. + self._equity_by_data_symbol = {} + + # Latest reported number of institutional holders, keyed by equity symbol. + self._holders_by_equity = {} + + self._invested = None + + # AAPL is one of the names whose aggregation was validated against published institutional + # ownership. GOOGL is here on purpose too: its CUSIP is not in the security database, so it + # is reachable only through the N-PORT ticker crosswalk, and seeing it arrive proves the + # whole identity chain rather than just its first step. + for ticker in ["AAPL", "GOOGL", "SPY"]: + equity = self.add_equity(ticker, Resolution.DAILY).symbol + data_symbol = self.add_data(SEC13FHoldings, equity).symbol + self._equity_by_data_symbol[data_symbol] = equity + + def on_data(self, slice: Slice) -> None: + holdings = slice.get(SEC13FHoldings) + + for data_symbol, equity in self._equity_by_data_symbol.items(): + if data_symbol not in holdings: + continue + + holding = holdings[data_symbol] + + # Point-in-time shape: time and end_time are both the filing date, and the quarter + # the numbers describe is period_end. A point therefore arrives typically 45 to 135 + # days after the quarter it reports, with late amendments arriving years later, and + # the algorithm sees it on the day it became public, exactly like a live manager + # would. That lag is the product, not a defect. + # Every value is cumulative for period_end: it counts every manager that had reported + # the security by this date, not only the ones that filed today. + self.log(f"{self.time:%Y-%m-%d} {equity.value} - Period: {holding.period_end:%Y-%m-%d}, Filed: {holding.end_time:%Y-%m-%d}, Holders: {holding.holders}, Shares: {holding.shares}, HoldingValue: {holding.holding_value}") + + if holding.holders is not None: + self._holders_by_equity[equity] = holding.holders + + if not self._holders_by_equity: + return + + # Hold the name the largest number of institutions report. Rebalancing only when the leader + # changes keeps the demo down to a handful of orders. + leader = sorted(self._holders_by_equity.items(), key=lambda kvp: (-kvp[1], kvp[0].value))[0][0] + + # A 13F lands on its filing date, which is not necessarily a day the equity printed a bar, + # so the order waits for a price rather than firing against a stale one. + if leader == self._invested or leader not in slice.bars: + return + + self._invested = leader + self.log(f"{self.time:%Y-%m-%d} most widely held name is now {leader.value}, rotating into it") + self.set_holdings(leader, 1, liquidate_existing_holdings=True) + + def on_order_event(self, order_event: OrderEvent) -> None: + if order_event.status == OrderStatus.FILLED: + self.debug(f"{self.time} - Filled: {order_event.symbol} {order_event.fill_quantity}") diff --git a/SEC13FHoldingsUniverse.cs b/SEC13FHoldingsUniverse.cs new file mode 100644 index 0000000..b009d8a --- /dev/null +++ b/SEC13FHoldingsUniverse.cs @@ -0,0 +1,194 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.Globalization; +using System.IO; +using NodaTime; +using ProtoBuf; +using QuantConnect.Data; +using QuantConnect.Data.UniverseSelection; +using QuantConnect.Util; + +namespace QuantConnect.DataSource +{ + /// + /// Universe selection data for the SEC Form 13F institutional holdings dataset. One record per + /// security per release date, so the whole cross-section can be ranked or filtered by + /// institutional ownership without subscribing security by security. + /// + /// The file is keyed by release date, not by reported quarter: a single release date carries + /// filings for several quarters, because late filers and amendments keep arriving. Read + /// PeriodEnd to know which quarter a record describes. + /// + [ProtoContract(SkipConstructor = true)] + public class SEC13FHoldingsUniverse : BaseDataCollection + { + private static readonly TimeSpan _period = TimeSpan.FromDays(1); + + // The frozen layout: the identifier, the ticker, the reported quarter, eight measures and + // the confidential treatment flag. + private const int ExpectedColumns = 12; + + /// + /// Last day of the quarter the positions are reported for. Unlike the per-security class, + /// this is carried in the file: one release date mixes several reported quarters, so it + /// cannot be derived from Time. + /// + [ProtoMember(10)] + public DateTime PeriodEnd { get; set; } + + /// + /// Number of distinct managers, counted by filer CIK, that have reported the security for + /// PeriodEnd. A manager counts once however many filings or CUSIPs it reports it under. + /// + [ProtoMember(11)] + public decimal? Holders { get; set; } + + /// + /// Shares held, summed over every reported line with share-type SH and no option flag. + /// + [ProtoMember(12)] + public decimal? Shares { get; set; } + + /// + /// Market value of the shares above as reported by the managers. This is also the data + /// point's Value. + /// + [ProtoMember(13)] + public decimal? HoldingValue { get; set; } + + /// Shares underlying reported call positions, kept separate from Shares. + [ProtoMember(14)] + public decimal? CallShares { get; set; } + + /// Shares underlying reported put positions, kept separate from Shares. + [ProtoMember(15)] + public decimal? PutShares { get; set; } + + /// Principal amount of debt instruments reported for the security (share-type PRN). + [ProtoMember(16)] + public decimal? PrincipalValue { get; set; } + + /// Shares over which the reporting managers hold sole voting authority. + [ProtoMember(17)] + public decimal? VotingSole { get; set; } + + /// Shares over which the reporting managers share voting authority. + [ProtoMember(18)] + public decimal? VotingShared { get; set; } + + /// + /// True when at least one contributing filing withheld positions under confidential + /// treatment. + /// + [ProtoMember(19)] + public bool ConfidentialOmitted { get; set; } + + /// The time the data point ends and becomes available to the algorithm. + public override DateTime EndTime => Time + _period; + + /// Location of the universe file: alternative/sec/13f/universe/{yyyyMMdd}.csv + public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) + { + return new SubscriptionDataSource( + Path.Combine( + Globals.DataFolder, + "alternative", + "sec", + SEC13FHoldings.ReportFolder, + "universe", + $"{date.ToStringInvariant(DateFormat.EightCharacter)}.csv" + ), + SubscriptionTransportMedium.LocalFile, + FileFormat.FoldingCollection + ); + } + + /// Parses one universe CSV line into a data point. + public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) + { + var csv = line.Split(','); + + // A truncated line is skipped rather than thrown on: an exception out of Reader ends the + // algorithm. The test is "fewer than" and not "not equal to", so a column appended in a + // later revision of the file leaves every existing one readable instead of muting the + // whole dataset. + if (csv.Length < ExpectedColumns) + { + return null; + } + + var holdingValue = csv[5].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + return new SEC13FHoldingsUniverse + { + Symbol = new Symbol(SecurityIdentifier.Parse(csv[0]), csv[1]), + Time = date, + PeriodEnd = DateTime.ParseExact(csv[2], "yyyyMMdd", CultureInfo.InvariantCulture), + Holders = csv[3].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), + Shares = csv[4].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), + HoldingValue = holdingValue, + CallShares = csv[6].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), + PutShares = csv[7].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), + PrincipalValue = csv[8].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), + VotingSole = csv[9].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), + VotingShared = csv[10].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), + ConfidentialOmitted = csv[11] == "1", + Value = holdingValue ?? 0m + }; + } + + /// Sparse: universe files exist only on filing dates. + public override bool IsSparseData() => true; + + /// Default resolution. + public override Resolution DefaultResolution() => Resolution.Daily; + + /// Supported resolutions (Daily only). + public override List SupportedResolutions() => DailyResolution; + + /// Data time zone (Eastern, the SEC filing time zone). + public override DateTimeZone DataTimeZone() => TimeZones.NewYork; + + /// Creates a copy of the instance. + public override BaseData Clone() + { + return new SEC13FHoldingsUniverse + { + Symbol = Symbol, + Time = Time, + Data = Data, + Value = Value, + PeriodEnd = PeriodEnd, + Holders = Holders, + Shares = Shares, + HoldingValue = HoldingValue, + CallShares = CallShares, + PutShares = PutShares, + PrincipalValue = PrincipalValue, + VotingSole = VotingSole, + VotingShared = VotingShared, + ConfidentialOmitted = ConfidentialOmitted + }; + } + + /// String representation for debugging. + public override string ToString() + { + return $"{Symbol} - Period: {PeriodEnd:yyyy-MM-dd}, Holders: {Holders}, Shares: {Shares}"; + } + } +} diff --git a/SEC13FHoldingsUniverseSelectionAlgorithm.cs b/SEC13FHoldingsUniverseSelectionAlgorithm.cs new file mode 100644 index 0000000..d24e7a3 --- /dev/null +++ b/SEC13FHoldingsUniverseSelectionAlgorithm.cs @@ -0,0 +1,141 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System.Linq; +using System.Collections.Generic; +using QuantConnect.Data; +using QuantConnect.Algorithm; +using QuantConnect.DataSource; +using QuantConnect.Data.UniverseSelection; +using QuantConnect.Algorithm.Framework.Portfolio; + +namespace QuantConnect.DataLibrary.Tests +{ + /// + /// Example algorithm demonstrating universe selection over the SEC Form 13F institutional + /// holdings dataset: on every release date it ranks the cross-section by the number of + /// institutional managers reporting each security and holds an equal-weight basket of the most + /// widely held names. + /// + /// The universe file is keyed by the release date rather than by the reported quarter, so a + /// single selection call mixes filings covering several different quarters. PeriodEnd says + /// which quarter each record describes, and it typically sits 45 to 135 days behind the day the + /// record arrives, with late amendments arriving years later. That lag is the product, not a + /// defect. + /// + public class SEC13FHoldingsUniverseSelectionAlgorithm : QCAlgorithm + { + /// Number of names held at a time. + private const int BasketSize = 5; + + private readonly List _selected = new List(); + private bool _rebalance; + + /// + /// Initialise the data and resolution required, as well as the cash and start-end dates. + /// + public override void Initialize() + { + // Data ADDED via universe selection is added with Daily resolution. + UniverseSettings.Resolution = Resolution.Daily; + + // The universe runs 2013-05-20 to 2026-05-29, forward filled across business days. One + // quarter is enough here: it covers a whole handover, which is where the interesting + // behaviour is, and it is the same window the per-security demo reads. + SetStartDate(2020, 10, 1); + SetEndDate(2020, 12, 31); + SetCash(100000); + + AddUniverse(data => + { + // Holders counts distinct filer CIKs, so it ranks names by how broadly institutions + // own them rather than by how much money one large manager put in. + // + // A security can appear twice on the same day: the quarter that has finished + // filling in and the one still filling. The dataset ships both on purpose and + // leaves the choice here, which is why every row carries its own PeriodEnd and + // Holders. Keeping the row with more holders keeps the more complete picture, + // which is what a breadth ranking wants. An algorithm chasing the freshest read + // instead would keep the later PeriodEnd. + var selected = (from SEC13FHoldingsUniverse datum in data + where datum.Holders.HasValue + group datum by datum.Symbol into security + select security.OrderByDescending(datum => datum.Holders.Value).First()) + .OrderByDescending(datum => datum.Holders.Value) + .ThenBy(datum => datum.Symbol.Value) + .Take(BasketSize) + .ToList(); + + foreach (var datum in selected) + { + Log($"{datum.Symbol.Value} - Period: {datum.PeriodEnd:yyyy-MM-dd}, Holders: {datum.Holders}, HoldingValue: {datum.HoldingValue}"); + } + + return selected.Select(datum => datum.Symbol); + }); + } + + /// + /// Event fired each time that we add/remove securities from the data feed. + /// + /// Security additions/removals for this time step + public override void OnSecuritiesChanged(SecurityChanges changes) + { + Log(changes.ToString()); + + foreach (var security in changes.RemovedSecurities) + { + _selected.Remove(security.Symbol); + } + + foreach (var security in changes.AddedSecurities) + { + _selected.Add(security.Symbol); + } + + _rebalance = true; + } + + /// + /// OnData event is the primary entry point for your algorithm. Each new data point is here. + /// + /// Slice object keyed by symbol containing the data + public override void OnData(Slice slice) + { + if (!_rebalance || _selected.Count == 0) + { + return; + } + + // A release date is not necessarily a day every name in the basket printed a bar, so + // the rebalance takes the ones that did rather than waiting for a day when all of them + // do. Blocking on the whole basket sounds safer and is not: one name that never prints, + // for a holiday or a halt or simply because it is missing from the local data, stops + // the algorithm from ever trading at all. + var priced = _selected.Where(symbol => slice.Bars.ContainsKey(symbol)).ToList(); + if (priced.Count == 0) + { + return; + } + + _rebalance = false; + + var weight = 1m / priced.Count; + SetHoldings( + priced.Select(symbol => new PortfolioTarget(symbol, weight)).ToList(), + liquidateExistingHoldings: true); + } + } +} diff --git a/SEC13FHoldingsUniverseSelectionAlgorithm.py b/SEC13FHoldingsUniverseSelectionAlgorithm.py new file mode 100644 index 0000000..6bfedac --- /dev/null +++ b/SEC13FHoldingsUniverseSelectionAlgorithm.py @@ -0,0 +1,101 @@ +# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. +# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. + +from AlgorithmImports import * +from QuantConnect.DataSource import * + + +class SEC13FHoldingsUniverseSelectionAlgorithm(QCAlgorithm): + '''Example algorithm demonstrating universe selection over the SEC Form 13F institutional + holdings dataset: on every release date it ranks the cross-section by the number of + institutional managers reporting each security and holds an equal-weight basket of the most + widely held names. + + The universe file is keyed by the release date rather than by the reported quarter, so a single + selection call mixes filings covering several different quarters. period_end says which quarter + each record describes, and it typically sits 45 to 135 days behind the day the record arrives, + with late amendments arriving years later. That lag is the product, not a defect.''' + + # Number of names held at a time. + BASKET_SIZE = 5 + + def initialize(self) -> None: + # Data ADDED via universe selection is added with Daily resolution. + self.universe_settings.resolution = Resolution.DAILY + + # The universe runs 2013-05-20 to 2026-05-29, forward filled across business days. One + # quarter is enough here: it covers a whole handover, which is where the interesting + # behaviour is, and it is the same window the per-security demo reads. + self.set_start_date(2020, 10, 1) + self.set_end_date(2020, 12, 31) + self.set_cash(100000) + + self._selected = [] + self._rebalance = False + + self.add_universe(SEC13FHoldingsUniverse, self._select) + + def _select(self, data: List[SEC13FHoldingsUniverse]) -> List[Symbol]: + # holders counts distinct filer CIKs, so it ranks names by how broadly institutions own + # them rather than by how much money one large manager put in. + # A security can appear twice on the same day: the quarter that has finished filling in + # and the one still filling. The dataset ships both on purpose and leaves the choice here, + # which is why every row carries its own period_end and holders. Keeping the row with more + # holders keeps the more complete picture, which is what a breadth ranking wants. An + # algorithm chasing the freshest read instead would keep the later period_end. + best = {} + for datum in data: + if datum.holders is None: + continue + held = best.get(datum.symbol) + if held is None or datum.holders > held.holders: + best[datum.symbol] = datum + + selected = sorted(best.values(), + key=lambda datum: (-datum.holders, datum.symbol.value))[:self.BASKET_SIZE] + + for datum in selected: + self.log(f"{datum.symbol.value} - Period: {datum.period_end:%Y-%m-%d}, Holders: {datum.holders}, HoldingValue: {datum.holding_value}") + + return [datum.symbol for datum in selected] + + def on_securities_changed(self, changes: SecurityChanges) -> None: + self.log(str(changes)) + + for security in changes.removed_securities: + if security.symbol in self._selected: + self._selected.remove(security.symbol) + + for security in changes.added_securities: + self._selected.append(security.symbol) + + self._rebalance = True + + def on_data(self, slice: Slice) -> None: + if not self._rebalance or not self._selected: + return + + # A release date is not necessarily a day every name in the basket printed a bar, so the + # rebalance takes the ones that did rather than waiting for a day when all of them do. + # Blocking on the whole basket sounds safer and is not: one name that never prints, for a + # holiday or a halt or simply because it is missing from the local data, stops the + # algorithm from ever trading at all. + priced = [symbol for symbol in self._selected if symbol in slice.bars] + if not priced: + return + + self._rebalance = False + + weight = 1.0 / len(priced) + self.set_holdings([PortfolioTarget(symbol, weight) for symbol in priced], + liquidate_existing_holdings=True) diff --git a/listing-about-13f.md b/listing-about-13f.md new file mode 100644 index 0000000..4d2244e --- /dev/null +++ b/listing-about-13f.md @@ -0,0 +1,186 @@ +## Introduction + +The SEC Form 13F Institutional Holdings dataset by the U.S. Securities and Exchange Commission +tracks how much of each US Equity institutional managers report holding, from the second quarter +of 2013 to the present. Every institutional investment manager exercising discretion over at least +100 million dollars must file a Form 13F within 45 days of the end of a calendar quarter, listing +the covered securities it holds. This dataset sums those filings per security, so one data point +answers how many managers hold a name and how much of it they hold. Data arrives on the day each +filing becomes public, which for a quarterly filing regime means a burst of activity around each +deadline and a long tail of late filers and amendments. + +The reporting lag is the product, not an inconvenience to be hidden. A position is typically 45 to +135 days old by the time it reaches the public record, with late amendments arriving years later, +so a data point is stamped with the day the filing became public and carries the quarter it reports +in `PeriodEnd`. Measured across 11,761 filings in one window, the lag from the reported quarter end +to the filing date runs minimum 0 days, p10 16, median 42, p90 48, maximum 6,596, with 10.4 percent +of filings arriving later than the 45 day deadline. Delivering a position on the quarter end it describes would inject every day +of that gap as look-ahead, so LEAN delivers it on the day the market could first read it. + +Every value is cumulative for its `PeriodEnd`. The managers of a single quarter file across roughly +fifty different days, so a data point counts every filing for that quarter that was public by its +timestamp rather than only the ones made that day. Reading Apple on the busiest day of the March +2026 quarter gives 5,920 reporting managers and 10,062,977,792 shares, not the 602 managers who +reported it for the first time that day. + +## About the Provider + +The [U.S. Securities and Exchange Commission](https://www.sec.gov) is the federal agency that +regulates the US securities markets. Form 13F is filed through EDGAR, the SEC's electronic filing +system, and the agency's Division of Economic and Risk Analysis republishes those filings as +structured, tab separated data sets, one archive per period. That published product is what this +dataset is built from, so the XML extraction is the SEC's own work rather than ours. The data is +public domain, needs no account and no API key, and the only access requirement is the descriptive +User-Agent header that SEC policy asks of all automated readers. + +## Getting Started + +```python +self._symbol = self.add_equity("AAPL", Resolution.DAILY).symbol +self._holdings_symbol = self.add_data(SEC13FHoldings, self._symbol).symbol +``` +```csharp +_symbol = AddEquity("AAPL", Resolution.Daily).Symbol; +_holdingsSymbol = AddData(_symbol).Symbol; +``` + +## Data Summary + +The following table describes the dataset properties: + +| Property | Value | +| --- | --- | +| Start Date | May 2013 | +| Asset Coverage | 7,125 US Equities | +| Data Density | Sparse | +| Resolution | Daily\* | +| Timezone | America/New_York | + +\* Positions are reported quarterly, but the managers of one quarter file across roughly fifty +different days and several quarters are live at once, so publication is close to continuous rather +than quarterly. Measured on the processed files over the twelve months to May 2026, a security +carries a release on a median of 130 days (p10 26, p90 192); a widely held name such as AAPL +carries one on 242 of the roughly 250 business days. + +The history begins on 2013-05-20, the first filing date in the SEC structured data set, whose first +archive covers the second quarter of 2013. Anything earlier exists only as raw filings in the EDGAR +full index and is not part of this dataset. + +Each data point carries the following fields, all summed across the managers that reported the +security: + +| Property | Meaning | +| --- | --- | +| `Holders` | Number of distinct managers, counted by filer CIK, that have reported the security | +| `Shares` | Shares held, summed over lines with share type SH and no option flag | +| `HoldingValue` | Market value of those same lines as reported by the managers, and the data point's `Value` | +| `CallShares` | Shares underlying reported call positions | +| `PutShares` | Shares underlying reported put positions | +| `PrincipalValue` | Principal amount of debt instruments reported for the security, share type PRN | +| `VotingSole` | Shares over which the reporting managers hold sole voting authority | +| `VotingShared` | Shares over which the reporting managers share voting authority | +| `ConfidentialOmitted` | True when at least one contributing filing withheld positions under confidential treatment | + +Option lines and debt principal are deliberately kept out of `Shares`. One quarter of the source +carries 61,400 call lines, 57,443 put lines and 15,698 PRN lines, and folding any of them into a +share count would misstate the position, so they are carried as their own fields instead. For the +same reason the reported value column is only meaningful under the same filter: summed raw, with +option and PRN lines left in, it totals 70.1 trillion dollars for a single quarter. + +`ConfidentialOmitted` is a point-in-time feature rather than a data quality flag. A manager can ask +the SEC to withhold specific positions temporarily, so a filing marked this way is incomplete by +design and the withheld positions appear in a later release. + +### How the aggregation was validated + +Every reported line is summed. Lines are not deduplicated by investment discretion and lines that +name another manager are not dropped. That looks like double counting, because 44.3 percent of +holding lines name another manager and those lines carry 54.9 percent of the reported value, so the +rule was measured rather than assumed. The three largest holdings of the 2026-03-31 period were +summed against shares outstanding, counting only share type SH with an empty option flag: + +| Security | Raw sum | Sole discretion only | Lines naming no other manager | +| --- | --- | --- | --- | +| MSFT | 78.6% | 25.7% | 36.1% | +| AAPL | 69.8% | 22.7% | 32.9% | +| NVDA | 72.8% | 23.0% | 33.0% | + +Published institutional ownership for these three names sits around 70 to 75 percent. The raw sum +lands within a few points of it, while both of the obvious defences understate it by about a factor +of three, because holdings reported under defined discretion are legitimate holdings and dropping +them throws away most of the institutional base. `Holders`, being a count of distinct filer CIKs, is +immune to the question either way and is the safer headline field. + +That count is taken once per manager: a manager that reports the security on several filings, under +several of the issuer's CUSIPs, or names it for the first time in an amendment counts once for the +quarter. Checked against the source tables, Apple's March 2026 quarter reads 6,041 holders where the +SEC data holds 6,040 to 6,043 distinct managers, depending on which share classes count as Apple. + +### Coverage is partial by design + +Holdings are keyed by CUSIP in the source and resolved to a LEAN `Symbol` before publication, so no +identifier from the source is shipped. The resolution runs in three steps, each picking up what the +one before it could not reach: + +1. The CUSIP itself, looked up in LEAN's security database. On its own it accounts for 76.1 percent + of the reported value. +2. The US ISIN, built arithmetically from the same CUSIP. It reaches issuers whose CUSIP column in + that database is blank and lifts the two steps together to 88.9 percent of value. +3. The ticker the SEC's own Form N-PORT filings report for the CUSIP, taken back to a `Symbol` + through the map files. This step needs no security database at all and it is what reaches the + foreign domiciled issuers whose identifier is really a CINS, for which a constructed US ISIN is + wrong by construction. Alphabet is one of them, which is why `GOOGL` appears in the demo + algorithms. With this step the chain covers 98.1 percent of reported value on the most recent + window. + +The real limit is the third step's own history: N-PORT begins in late 2019, so a security that +stopped trading before then is not reachable through it at any depth and can only be resolved if +the first two steps already found it. This dataset therefore covers most of the reported dollars +but not every reported name, and it says so rather than implying full coverage. + +Raw sums only. Quarter over quarter change, percentage of shares outstanding, concentration ratios +and new or closed position counts are all derivable from what is shipped, so they are left to the +algorithm, which is also the only place that knows the window and the ranking the strategy needs. + +## Example Applications + +The SEC Form 13F Institutional Holdings dataset lets you see what large managers actually hold and +trade against how crowded a name is. Examples include the following strategies: + +- Screening for crowding by ranking the universe on the number of holders, and for de-crowding by + taking the securities whose holder count fell hardest against the previous quarter. +- Building an ownership change momentum signal from the quarter over quarter move in reported + shares, and going long the names institutions are accumulating. +- Filtering an existing universe by institutional breadth, requiring a minimum holder count before + a security is tradeable so that thinly followed names never enter the portfolio. +- Avoiding names where institutional ownership is collapsing, using a falling holder count and a + falling share total together as an exit condition. +- Reading the reported put and call share totals alongside the share position to see whether + managers are hedging a name rather than simply owning it. + +## Meta + +| Field | Value | +| --- | --- | +| name | SEC Form 13F Institutional Holdings | +| url | sec-form-13f-institutional-holdings | +| vendorName | U.S. Securities and Exchange Commission | +| website | https://www.sec.gov | +| history | May 2013 | +| reach | 7,125 US Equities | +| shortDescription | Institutional ownership per US Equity aggregated from every Form 13F filing, published quarterly by the SEC | +| priceCTA | Free in Cloud | +| delivery | cloud only | + +Tags: Financial Market Data + +Licensing card: + +```html +

Free access to SEC Form 13F Institutional Holdings in QuantConnect Cloud for use in backtesting or live trading.

+
    +
  • Quarterly institutional ownership across 7,125 US Equities, delivered on the filing date
    • +
  • Holder counts, share and value totals, option and debt lines, and voting authority, per security and as a universe
    • +
  • Curated, clean data
    • +
+``` diff --git a/listing-documentation-13f.md b/listing-documentation-13f.md new file mode 100644 index 0000000..b2f56fd --- /dev/null +++ b/listing-documentation-13f.md @@ -0,0 +1,223 @@ +## Requesting Data + +To add SEC Form 13F Institutional Holdings data to your algorithm, call the **AddData** method with +the `Symbol` of an Equity you already subscribe to. Save a reference to the dataset **Symbol** so you +can access the data later in your algorithm. + +```python +class SEC13FHoldingsDataAlgorithm(QCAlgorithm): + + def initialize(self) -> None: + # Coverage runs 2013-05-20 to 2026-05-29 + self.set_start_date(2020, 10, 1) + self.set_end_date(2020, 12, 31) + self.set_cash(100000) + + self._symbol = self.add_equity("AAPL", Resolution.DAILY).symbol + self._dataset_symbol = self.add_data(SEC13FHoldings, self._symbol).symbol +``` +```csharp +public class SEC13FHoldingsDataAlgorithm : QCAlgorithm +{ + private Symbol _symbol, _datasetSymbol; + + public override void Initialize() + { + // Coverage runs 2013-05-20 to 2026-05-29 + SetStartDate(2020, 10, 1); + SetEndDate(2020, 12, 31); + SetCash(100000); + + _symbol = AddEquity("AAPL", Resolution.Daily).Symbol; + _datasetSymbol = AddData(_symbol).Symbol; + } +} +``` + +## Accessing Data + +To get the current SEC Form 13F Institutional Holdings data, index the current [Slice](https://www.quantconnect.com/docs/v2/writing-algorithms/key-concepts/time-modeling/timeslices) +with the dataset **Symbol**. **Slice** objects deliver unique events to your algorithm as they +happen, but the **Slice** may not contain data for your dataset at every time step. Positions are +reported quarterly, but the managers of one quarter file across roughly fifty different days, so +publication is close to continuous: measured on the processed files a security carries a release on +a median of 125 days a year, and a widely held name on 242 of the roughly 250 business days. Check +that the **Slice** contains the data you want before you index it. + +```python +def on_data(self, slice: Slice) -> None: + if self._dataset_symbol in slice: + data_point = slice[self._dataset_symbol] + holders = data_point.holders + shares = data_point.shares +``` +```csharp +public override void OnData(Slice slice) +{ + if (slice.ContainsKey(_datasetSymbol)) + { + var dataPoint = slice[_datasetSymbol]; + var holders = dataPoint.Holders; + var shares = dataPoint.Shares; + } +} +``` + +To iterate through all of the dataset objects in the current **Slice**, call the **Get** method. A +filing deadline puts thousands of securities into the same day, so this is the usual shape when you +subscribe to more than one name. + +```python +def on_data(self, slice: Slice) -> None: + for dataset_symbol, data_point in slice.get(SEC13FHoldings).items(): + holders = data_point.holders +``` +```csharp +public override void OnData(Slice slice) +{ + foreach (var kvp in slice.Get()) + { + var datasetSymbol = kvp.Key; + var dataPoint = kvp.Value; + var holders = dataPoint.Holders; + } +} +``` + +A data point's `Time` and `EndTime` are both the moment the filing became public, and the quarter +the numbers describe is carried in `PeriodEnd`. There is no publication offset to model: the point +IS the publication. Your algorithm therefore reads a position only once the public record held it. +The gap between the two is not a constant and cannot be derived: measured across 11,761 filings in +one window it runs minimum 0 days, p10 16, median 42, p90 48, maximum 6,596, and 10.4 percent of +filings arrive later than the 45 day deadline. A point that arrives today therefore describes a +quarter that ended typically 45 to 135 days ago, with late amendments arriving years later, and a +single day of filings carries several different reported quarters. Read `PeriodEnd` whenever you +need the quarter a point describes rather than the day it arrived. + +That last point has a consequence worth knowing before you build on it. A **Slice** holds one data +point per **Symbol** per timestamp, so when a filing date carries several reported quarters for the +same security, **OnData** sees exactly one of them: the highest `PeriodEnd`, which during a quarter +handover is the thin new quarter rather than the finished one. Measured over the fourth quarter of +2020 across AAPL, GOOGL and SPY, the files hold 371 rows and **OnData** received 170, one per +security per filing date, with 95 of those dates carrying more than one quarter. **History** returns +all of them, and so does the universe file, which ships both live quarters as separate records on +purpose. If the finished quarter is the one your strategy wants, read it from **History** or from +`SEC13FHoldingsUniverse` rather than from **OnData**. + +Every value is cumulative for its `PeriodEnd`, counting every filing for that quarter that was +public by the point's timestamp. You do not have to accumulate anything yourself, and you should +not: adding two points of the same quarter together would double count. + +```python +def on_data(self, slice: Slice) -> None: + if self._dataset_symbol in slice: + data_point = slice[self._dataset_symbol] + self.log(f"Reported for the quarter ending {data_point.period_end}, filed {data_point.end_time}") +``` +```csharp +public override void OnData(Slice slice) +{ + if (slice.ContainsKey(_datasetSymbol)) + { + var dataPoint = slice[_datasetSymbol]; + Log($"Reported for the quarter ending {dataPoint.PeriodEnd}, filed {dataPoint.EndTime}"); + } +} +``` + +Every numeric field is declared nullable, but every shipped row populates all of them: a quarter +that carries share lines and no option lines reports zero for the option totals rather than leaving +them empty. Zero means the managers reported nothing of that kind, which is a reading and not a gap. +The nullability is there so the type can express a gap if the source ever produces one, so the +defensive check costs nothing, but do not expect `null` in the published history. + +```python +holders = data_point.holders or 0 +shares_per_holder = data_point.shares / holders if holders else 0 +``` +```csharp +var holders = dataPoint.Holders ?? 0m; +var sharesPerHolder = holders == 0m ? 0m : dataPoint.Shares.GetValueOrDefault() / holders; +``` + +`ConfidentialOmitted` is true when at least one of the filings behind the point withheld positions +under confidential treatment. Such a filing is incomplete by design and the withheld positions +surface in a later release, so treat a flagged point as a floor on the reported position rather than +as the full picture. + +## Historical Data + +To get historical SEC Form 13F Institutional Holdings data, call the **History** method with the +dataset **Symbol**. If there is no data in the period you request, the history result is empty. + +```python +# DataFrame +history_df = self.history(self._dataset_symbol, timedelta(days=730), Resolution.DAILY) + +# Dataset objects +history_bars = self.history[SEC13FHoldings](self._dataset_symbol, timedelta(days=730), Resolution.DAILY) +``` +```csharp +var history = History(_datasetSymbol, TimeSpan.FromDays(730), Resolution.Daily); +``` + +Ask for a time span rather than a bar count. A bar count is read in daily bars and the dataset +publishes on filing dates only, so what comes back depends on how widely the security is held +rather than on the count you asked for. Measured on the processed files, AAPL carries a release on +97 of the last 100 business days and on 242 of the last 365 calendar days, while a thinly held name +carries one on closer to 40 days a year. A time span is the safer form whenever you need a known +number of quarters of history. + +For more information about historical data, see [History Requests](https://www.quantconnect.com/docs/v2/writing-algorithms/historical-data/history-requests). + +## Universe Selection + +To select a dynamic universe of US Equities based on SEC Form 13F Institutional Holdings data, call +the **AddUniverse** method with the **SEC13FHoldingsUniverse** class and a selection function. The +universe file is keyed by release date and a single release date carries filings for several +reported quarters, so read `PeriodEnd` on a record when the quarter matters to your selection. + +```python +def initialize(self) -> None: + self.universe_settings.resolution = Resolution.DAILY + self.add_universe(SEC13FHoldingsUniverse, self._select) + +def _select(self, data: List[SEC13FHoldingsUniverse]) -> List[Symbol]: + # Select the most widely held securities of the release + selected = sorted([datum for datum in data if datum.holders is not None], + key=lambda datum: (-datum.holders, datum.symbol.value))[:20] + return [datum.symbol for datum in selected] +``` +```csharp +public override void Initialize() +{ + UniverseSettings.Resolution = Resolution.Daily; + + AddUniverse(data => + { + // Select the most widely held securities of the release + return (from SEC13FHoldingsUniverse datum in data + where datum.Holders.HasValue + orderby datum.Holders.Value descending, datum.Symbol.Value + select datum.Symbol).Take(20); + }); +} +``` + +For more information about dynamic universes, see [Universes](https://www.quantconnect.com/docs/v2/writing-algorithms/universes/key-concepts). + +## Remove Subscriptions + +To remove your subscription to SEC Form 13F Institutional Holdings data, call the **RemoveSecurity** +method. + +```python +self.remove_security(self._dataset_symbol) +``` +```csharp +RemoveSecurity(_datasetSymbol); +``` + +If you subscribe to SEC Form 13F Institutional Holdings data for assets in a dynamic universe, +remove the dataset subscription when the asset leaves your universe. To view a common design +pattern, see [Track Security Changes](https://www.quantconnect.com/docs/v2/writing-algorithms/algorithm-framework/alpha/key-concepts#05-Track-Security-Changes). diff --git a/output/alternative/sec/13f/aapl.csv b/output/alternative/sec/13f/aapl.csv new file mode 100644 index 0000000..b92ac2f --- /dev/null +++ b/output/alternative/sec/13f/aapl.csv @@ -0,0 +1,147 @@ +20201001 17:30,20200930,11,4091893,473319000,0,0,0,3104369,320,0 +20201002 17:30,20161231,2465,3344098187,2030852956000,123186544,128455149,247383000,1989695816,293457384,1 +20201002 17:30,20200930,18,4958860,573723000,0,0,0,3878678,320,1 +20201005 17:30,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 +20201006 17:30,20170331,2505,3521398137,5730639761000,126081669,106628880,37423000,2107295440,313360305,1 +20201006 17:30,20170930,2503,3207096749,5292086629000,97803450,97163451,52333000,1937206552,273598814,1 +20201006 17:30,20200930,69,14907129,2717545000,0,160,0,11581134,3768,1 +20201007 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RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,3,10158,1521000,0,0,0,3900,0,0 +NB R735QTJ8XC9X,BAC,20200630,2310,6271607320,1301636730000,107493468,157953632,53545000,4167490915,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,8,756603,18260000,0,0,0,571542,0,0 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1619,214227524,1849546990000,108448397,214545896,7096000,109106092,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,5,77799,21615000,0,0,0,3942,0,0 +SPY R735QTJ8XC9X,SPY,20200630,2441,599120025,2397589200000,370892321,545770560,96610000,399408172,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,7,83319,27883000,0,0,0,50566,0,0 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +UW R735QTJ8XC9X,WM,20200630,1318,314094577,272355476000,1549245,1950863,5698000,207169888,19444736,1 +UW R735QTJ8XC9X,WM,20200930,5,162449,18383000,0,0,0,150636,0,0 diff --git a/output/alternative/sec/13f/universe/20201002.csv b/output/alternative/sec/13f/universe/20201002.csv new file mode 100644 index 0000000..1b8ad88 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201002.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2766697376,9885202461000,62367850,61243316,3470000,1706346839,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,18,4958860,573723000,0,0,0,3878678,320,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +EEM SNQLASP67O85,EEM,20200630,1091,414912784,216879695000,162959092,267528001,37639000,309440807,30699904,1 +EEM SNQLASP67O85,EEM,20200930,5,242449,10689000,0,0,0,217775,0,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2559,239445632,2508869299000,3167904,4021661,2410000,152891046,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,15,66166,97237000,0,0,0,31431,19,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2790,252630643,3899928566000,5370963,5666971,7583000,160651811,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,12,72383,106086000,0,0,0,54170,0,1 +IBM R735QTJ8XC9X,IBM,20200630,1941,531972884,783126688000,10371784,12382160,7738000,321679303,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,12,177831,21638000,0,0,0,104638,0,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,6,264998,39694000,0,0,0,253677,0,1 +NB R735QTJ8XC9X,BAC,20200630,2310,6271607320,1301636730000,107493468,157953632,53545000,4167490915,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,11,1029191,24827000,0,0,0,830166,0,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1619,214227524,1849546990000,108448397,214545896,7096000,109106092,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,10,97740,27157000,0,0,0,10424,0,1 +SPY R735QTJ8XC9X,SPY,20200630,2441,599120025,2397589200000,370892321,545770560,96610000,399408172,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,12,185055,61953000,0,0,0,130705,0,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +UW R735QTJ8XC9X,WM,20200630,1318,314094577,272355476000,1549245,1950863,5698000,207169888,19444736,1 +UW R735QTJ8XC9X,WM,20200930,6,180919,20474000,0,0,0,169069,0,0 diff --git a/output/alternative/sec/13f/universe/20201005.csv b/output/alternative/sec/13f/universe/20201005.csv new file mode 100644 index 0000000..e470353 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201005.csv @@ -0,0 +1,25 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2766697376,9885202461000,62367850,61243316,3470000,1706346839,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,2,199450,5490000,0,0,0,199450,0,0 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +EEM SNQLASP67O85,EEM,20200630,1091,414912784,216879695000,162959092,267528001,37639000,309440807,30699904,1 +EEM SNQLASP67O85,EEM,20200930,13,3308578,145875000,0,0,0,3192434,0,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2559,239445632,2508869299000,3167904,4021661,2410000,152891046,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,25,163841,240678000,0,0,0,129004,19,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2790,252630643,3899928566000,5370963,5666971,7583000,160651811,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,23,148893,218219000,0,0,0,130595,0,1 +IBM R735QTJ8XC9X,IBM,20200630,1941,531972884,783126688000,10371784,12382160,7738000,321679303,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,23,434335,53051000,0,0,0,299645,1052,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,13,401407,60127000,0,0,0,365776,0,1 +NB R735QTJ8XC9X,BAC,20200630,2310,6271607320,1301636730000,107493468,157953632,53545000,4167490915,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,20,2543323,61347000,0,0,0,2338057,0,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1619,214227524,1849546990000,108448397,214545896,7096000,109106092,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,14,123974,33698000,0,0,0,34122,0,1 +SPY R735QTJ8XC9X,SPY,20200630,2441,599120025,2397589200000,370892321,545770560,96610000,399408172,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,23,342285,114606000,0,0,0,219995,595,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,1,37,1000,0,0,0,0,0,0 +UW R735QTJ8XC9X,WM,20200630,1318,314094577,272355476000,1549245,1950863,5698000,207169888,19444736,1 +UW R735QTJ8XC9X,WM,20200930,13,368332,41682000,0,0,0,308597,1385,0 diff --git a/output/alternative/sec/13f/universe/20201006.csv b/output/alternative/sec/13f/universe/20201006.csv new file mode 100644 index 0000000..df6c0ec --- /dev/null +++ b/output/alternative/sec/13f/universe/20201006.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2766697376,9885202461000,62367850,61243316,3470000,1706346839,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,69,14907129,2717545000,0,160,0,11581134,3768,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,8,253571,6979000,0,0,0,212840,0,0 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 +EEM SNQLASP67O85,EEM,20200630,1091,414912784,216879695000,162959092,267528001,37639000,309440807,30699904,1 +EEM SNQLASP67O85,EEM,20200930,25,3497442,154200000,0,0,0,3323223,0,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2559,239445632,2508869299000,3167904,4021661,2410000,152891046,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,46,248706,365044000,0,0,0,182194,39,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2790,252630643,3899928566000,5370963,5666971,7583000,160651811,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,49,232394,4564383000,0,0,0,202023,61,1 +IBM R735QTJ8XC9X,IBM,20200630,1941,531972884,783126688000,10371784,12382160,7738000,321679303,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,45,752019,1784583000,0,0,0,454324,1186,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,31,701402,546357000,0,0,0,395122,430,1 +NB R735QTJ8XC9X,BAC,20200630,2310,6271607320,1301636730000,107493468,157953632,53545000,4167490915,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,40,5958568,1085198000,0,0,0,4734425,365,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1619,214227524,1849546990000,108448397,214545896,7096000,109106092,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,34,354070,337165000,0,0,0,118681,0,1 +SPY R735QTJ8XC9X,SPY,20200630,2441,599120025,2397589200000,370892321,545770560,96610000,399408172,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,48,2799209,1596788000,0,700,0,1216812,595,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,5,4406,124000,0,0,0,773,0,0 +UW R735QTJ8XC9X,WM,20200630,1318,314094577,272355476000,1549245,1950863,5698000,207169888,19444736,1 +UW R735QTJ8XC9X,WM,20200930,33,609798,69007000,0,0,0,361654,1385,0 diff --git a/output/alternative/sec/13f/universe/20201007.csv b/output/alternative/sec/13f/universe/20201007.csv new file mode 100644 index 0000000..7af40b6 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201007.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766791324,9885236733000,62367850,61243316,3470000,1706406552,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,95,17230133,7374724000,0,160,0,13057035,17606,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,10,253584,6979000,0,0,0,212853,0,0 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415138398,216888717000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,34,3703189,163258000,0,0,0,3360744,2808,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,56,489792,719347000,0,0,0,420408,139,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,63,614619,5124572000,0,0,0,573539,73,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,531976025,783127067000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,57,823509,1793275000,0,0,0,483097,3957,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,42,809407,562562000,0,0,0,447795,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2311,6271638954,1301637481000,107493468,157953632,53545000,4167521049,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,54,8431054,1424055000,0,0,0,7070918,6643,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214232768,1849548288000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,45,653357,419849000,0,0,0,157974,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2442,599128478,2397591806000,370892321,545770560,96610000,399415141,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,65,3333215,1775571000,0,700,0,1285424,2536,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,6,4435,125000,0,0,0,802,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,40,669387,75751000,0,0,0,416004,4354,0 diff --git a/output/alternative/sec/13f/universe/20201008.csv b/output/alternative/sec/13f/universe/20201008.csv new file mode 100644 index 0000000..73820ba --- /dev/null +++ b/output/alternative/sec/13f/universe/20201008.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766791324,9885236733000,62367850,61243316,3470000,1706406552,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,137,25809440,22141122000,0,320,0,19079235,143648,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,17,814025,22408000,0,0,0,761142,4064,0 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,2,112419,1186898000,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415138398,216888717000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,43,4124808,1065760000,0,0,0,3763761,2808,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,85,647510,2492667000,0,0,0,532405,3020,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,97,864174,13526904000,0,0,0,780296,1347,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,531976025,783127067000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,84,1318694,3546374000,0,0,0,802409,8973,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,61,1255888,1347547000,0,0,0,871857,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2311,6271638954,1301637481000,107493468,157953632,53545000,4167521049,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,79,12437168,2837693000,0,0,0,9985386,44175,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214232768,1849548288000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,64,1638556,933102000,0,0,0,1044592,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2442,599128478,2397591806000,370892321,545770560,96610000,399415141,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,98,4533542,8482545000,0,800,0,2377362,5209,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,8,11815,334000,0,0,0,7936,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,58,1111072,263671000,0,0,0,753362,25118,0 diff --git a/output/alternative/sec/13f/universe/20201009.csv b/output/alternative/sec/13f/universe/20201009.csv new file mode 100644 index 0000000..ebddf48 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201009.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766791324,9885236733000,62367850,61243316,3470000,1706406552,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,23702538000,400,720,0,28711663,172403,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,2,112419,1186898000,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415138398,216888717000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,55,7271037,1204476000,0,100,0,6620726,2808,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,2872948000,0,0,0,725848,3853,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,133,1185470,13997795000,0,0,0,1040203,1580,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,531976025,783127067000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,116,2171675,3650175000,1,0,0,1335967,9801,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,75,4497449,1833098000,0,0,0,3900824,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2311,6271638954,1301637481000,107493468,157953632,53545000,4167521049,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,102,17924708,2974792000,0,0,0,14700718,52000,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214232768,1849548288000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7450736,2548016000,20,356,0,6295745,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2442,599128478,2397591806000,370892321,545770560,96610000,399415141,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,130,9093727,10009715000,1,1922,0,6256608,5376,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,74,1825671,344542000,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201012.csv b/output/alternative/sec/13f/universe/20201012.csv new file mode 100644 index 0000000..ebddf48 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201012.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766791324,9885236733000,62367850,61243316,3470000,1706406552,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,23702538000,400,720,0,28711663,172403,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,2,112419,1186898000,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415138398,216888717000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,55,7271037,1204476000,0,100,0,6620726,2808,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,2872948000,0,0,0,725848,3853,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,133,1185470,13997795000,0,0,0,1040203,1580,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,531976025,783127067000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,116,2171675,3650175000,1,0,0,1335967,9801,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,75,4497449,1833098000,0,0,0,3900824,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2311,6271638954,1301637481000,107493468,157953632,53545000,4167521049,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,102,17924708,2974792000,0,0,0,14700718,52000,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214232768,1849548288000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7450736,2548016000,20,356,0,6295745,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2442,599128478,2397591806000,370892321,545770560,96610000,399415141,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,130,9093727,10009715000,1,1922,0,6256608,5376,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,74,1825671,344542000,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201013.csv b/output/alternative/sec/13f/universe/20201013.csv new file mode 100644 index 0000000..26a4447 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201013.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,292,56867940,25734431000,13200,720,0,38735805,367467,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,33,1874445,51601000,532200,1108100,0,1750192,4064,0 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,2,112419,1186898000,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,82,8584156,1262374000,0,100,0,7522690,17199,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,190,1130085,3201920000,1600,0,0,845543,12861,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,217,1719967,14781338000,0,0,0,1547559,12625,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,178,3104913,3763821000,1,0,0,1960985,11467,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,119,7227738,2242150000,0,0,0,5701767,169054,1 +NB R735QTJ8XC9X,BAC,20200630,2311,6271862335,1301642911000,107493468,157953632,53545000,4167521049,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,177,26921777,3194053000,30700,0,0,20354456,414778,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,150,9172875,3022442000,20,356,0,6820549,33684,1 +SPY R735QTJ8XC9X,SPY,20200630,2442,599133505,2397593449000,370892321,545770560,96610000,399415141,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,211,11447982,10798678000,22101,26809,0,7478594,9716,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,16,63368,1791000,450,0,0,49643,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,116,2856384,461473000,0,0,0,2086826,30268,1 diff --git a/output/alternative/sec/13f/universe/20201014.csv b/output/alternative/sec/13f/universe/20201014.csv new file mode 100644 index 0000000..04d0476 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201014.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,361,75989294,589361362000,14800,3520,0,46762952,5814007,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,42,2237144,2821488000,532200,1108100,0,1966135,106315,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,104,10102847,1329339000,5000,100,0,8714631,17199,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,231,1371517,61086866000,1600,0,0,1005355,54341,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,268,2261935,421160932000,0,0,0,1687479,362483,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,214,3680710,18520665000,1,0,0,2236216,136014,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,149,9200029,2654591000,0,0,0,7404175,169054,1 +NB R735QTJ8XC9X,BAC,20200630,2311,6271862335,1301642911000,107493468,157953632,53545000,4167521049,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,219,38961850,105631828000,34200,0,0,22256413,9451697,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,185,10097551,3820700000,20,1356,0,7547864,35289,1 +SPY R735QTJ8XC9X,SPY,20200630,2442,599133505,2397593449000,370892321,545770560,96610000,399415141,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,264,12276409,11247156000,30601,30309,0,7952446,40950,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,20,419203,11857000,450,0,0,404754,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,143,3639389,11643221000,0,0,6009000,2692685,129248,1 diff --git a/output/alternative/sec/13f/universe/20201015.csv b/output/alternative/sec/13f/universe/20201015.csv new file mode 100644 index 0000000..bb57699 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201015.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,412,87565867,590702982000,14800,3520,0,55685812,6477369,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,50,2352876,2824674000,532200,1108100,0,2026286,106315,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,119,12409155,1431215000,5000,100,0,10532580,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,270,1619744,64514203000,1600,0,0,1157615,141045,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,307,2752355,421879748000,0,0,0,2008163,489612,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,241,4144702,18577135000,1,0,0,2605032,136164,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,171,9906998,2760492000,0,0,0,7938471,172763,1 +NB R735QTJ8XC9X,BAC,20200630,2311,6271862335,1301642911000,107493468,157953632,53545000,4167521049,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,248,43167926,105733916000,34200,0,0,25757175,9505196,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,212,10876234,4037107000,20,3856,0,7813870,52618,1 +SPY R735QTJ8XC9X,SPY,20200630,2442,599133505,2397593449000,370892321,545770560,96610000,399415141,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,305,13350830,11607009000,30601,30309,0,8555821,63154,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,23,444083,12562000,450,0,0,405804,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,161,4734636,11767260000,0,0,6009000,3647684,131227,1 diff --git a/output/alternative/sec/13f/universe/20201016.csv b/output/alternative/sec/13f/universe/20201016.csv new file mode 100644 index 0000000..6f2b685 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201016.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,474,97168833,597949838000,14800,163120,0,61340763,6511738,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,57,2687186,2833877000,532200,1108100,0,2240609,106315,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,138,13066953,1460328000,78900,144900,0,10649854,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,314,1788671,64762345000,1600,400,0,1264124,141265,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,355,2926134,422133402000,0,1800,0,2142404,490989,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,270,4720885,18647226000,1,0,0,3004934,139851,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,199,11429455,2988836000,45600,24000,0,8400968,176674,1 +NB R735QTJ8XC9X,BAC,20200630,2311,6271862335,1301642911000,107493468,157953632,53545000,4167521049,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,286,48904368,113402980000,34200,11900,0,28847342,9525334,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,244,12014841,4353912000,3020,16556,0,8401448,56910,1 +SPY R735QTJ8XC9X,SPY,20200630,2442,599133505,2397593449000,370892321,545770560,96610000,399415141,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,350,14183039,11886277000,575401,700509,0,8989177,63154,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,24,444681,12579000,450,0,0,405804,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,182,5185078,11816991000,0,1000,6009000,3939434,137785,1 diff --git a/output/alternative/sec/13f/universe/20201019.csv b/output/alternative/sec/13f/universe/20201019.csv new file mode 100644 index 0000000..f0b8c1e --- /dev/null +++ b/output/alternative/sec/13f/universe/20201019.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,562,120716866,600677328000,157063,242594,0,80266579,6607992,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,74,3527041,2856999000,532200,1109654,0,2675574,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,160,13505916,1479686000,78900,144900,0,10962497,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,384,2435804,65713360000,1610,400,0,1818668,142678,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,427,4467707,424391805000,10500,1800,0,3603707,491501,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,314,6105822,18815725000,73,197,0,3830729,149285,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,230,11769874,3039826000,47024,25094,0,8594590,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2311,6271862335,1301642911000,107493468,157953632,53545000,4167521049,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,341,61927641,113722576000,34200,11900,0,38621525,9558452,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,286,13281981,4705484000,5329,344493,0,8902789,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2442,599133505,2397593449000,370892321,545770560,96610000,399415141,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,407,15313361,12264231000,13593308,7701054,0,9555778,65182,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,28,452805,12808000,32250,120,0,413832,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,210,6517398,11967762000,0,1000,6009000,5019001,139722,1 diff --git a/output/alternative/sec/13f/universe/20201020.csv b/output/alternative/sec/13f/universe/20201020.csv new file mode 100644 index 0000000..a6f2e43 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201020.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2766983465,9885308054000,62367850,61243316,3470000,1706548139,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,639,158211478,605935668000,161063,642342,0,112961138,6607992,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,90,4276601,2877633000,532200,1131341,0,3389956,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,184,30783130,2241435000,78900,144900,0,27824198,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239531280,2508990409000,3167904,4021661,2410000,152976534,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,437,3137331,66743434000,1610,7556,0,2451801,142678,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,488,5352824,425689192000,10900,7675,0,4426057,491501,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,356,8664895,19127110000,73,22059,0,6148970,149285,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,261,12907711,3210264000,47024,25094,0,8870580,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6273231224,1301675402000,107493468,157953632,53545000,4168889938,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,387,88950656,114378571000,34200,197330,0,64730214,9558452,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,321,13706145,4823453000,5329,474693,0,9028206,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2443,599134278,2397593687000,370892321,545770560,96610000,399415914,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,455,17207322,12898657000,13722708,7831354,0,10539856,65182,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,31,453590,12830000,32250,120,0,413832,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,237,8093787,12146161000,0,36044,6009000,6431222,139722,1 diff --git a/output/alternative/sec/13f/universe/20201021.csv b/output/alternative/sec/13f/universe/20201021.csv new file mode 100644 index 0000000..f0f732c --- /dev/null +++ b/output/alternative/sec/13f/universe/20201021.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2766983465,9885308054000,62367850,61243316,3470000,1706548139,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200930,705,182657469,608740354000,165063,785042,0,135108848,6625583,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,101,5260385,2904716000,532200,1131341,0,4372778,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200930,202,31301068,2267942000,78900,144900,0,28195792,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239531280,2508990409000,3167904,4021661,2410000,152976534,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,483,3570194,67379528000,1610,7556,0,2848808,142865,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,540,6148498,426855374000,10900,7675,0,5140442,492161,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,398,10166786,19301048000,4273,22059,0,7396544,161373,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,297,14629507,3310129000,47024,25094,0,10330374,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6273231224,1301675402000,107493468,157953632,53545000,4168889938,538469775,1 +NB R735QTJ8XC9X,BAC,20200930,434,109648077,114892528000,136800,197330,0,83964868,9645850,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,353,14631754,5080625000,5329,475693,0,9374450,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2443,599134278,2397593687000,370892321,545770560,96610000,399415914,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,504,18386030,13245656000,13722708,8290954,0,11414622,66782,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,34,462492,13082000,32250,120,0,421580,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200930,265,9081629,12257958000,0,36044,6796000,7319879,142722,1 diff --git a/output/alternative/sec/13f/universe/20201022.csv b/output/alternative/sec/13f/universe/20201022.csv new file mode 100644 index 0000000..8c56935 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201022.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2770078866,9886437257000,62367850,61243316,3470000,1709437272,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,766,197079123,647101993000,165063,885042,0,145028469,6625583,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,109,5719161,2917347000,532200,1131341,0,4646736,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,152720,1187327000,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 +EEM SNQLASP67O85,EEM,20200930,220,32822302,2335013000,78900,144900,0,29209295,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,525,3834418,67768006000,1610,7556,0,3022679,142865,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,584,6407297,461373174000,10900,7675,0,5348024,492161,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,430,10593289,19353106000,4273,22059,0,7597676,161373,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,322,16169890,40286752000,47024,25094,0,11405185,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,466,116533849,145990272000,141800,197330,0,90065689,9645850,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,378,15275665,5265519000,5329,475693,0,9722836,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2443,599702542,2397768917000,370892321,545770560,96610000,399972623,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,547,20580098,14534465000,13722708,8290954,0,12882575,66782,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,37,490085,13863000,32250,120,0,437866,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 +UW R735QTJ8XC9X,WM,20200930,282,9492507,12304473000,0,36044,6796000,7533236,142722,1 diff --git a/output/alternative/sec/13f/universe/20201023.csv b/output/alternative/sec/13f/universe/20201023.csv new file mode 100644 index 0000000..bb7eb2a --- /dev/null +++ b/output/alternative/sec/13f/universe/20201023.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2770078866,9886437257000,62367850,61243316,3470000,1709437272,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,848,208729579,656726882000,170063,1087958,0,152201802,6789146,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,117,6288580,2933021000,532200,1131341,0,5152607,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,152720,1187327000,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 +EEM SNQLASP67O85,EEM,20200930,246,33451555,2362774000,878900,144900,0,29595408,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,579,4090414,70453696000,1610,8436,0,3231572,145938,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,641,6672464,464409864000,10900,8934,0,5566380,498329,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,469,14286583,20050699000,4273,26339,0,9770316,172175,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,351,16861074,40390301000,47024,35048,0,11816480,265014,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,505,142155280,146610024000,141800,214351,0,109855702,9688559,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,433,16917066,5966289000,5329,511141,0,10192682,62374,1 +SPY R735QTJ8XC9X,SPY,20200630,2443,599702542,2397768917000,370892321,545770560,96610000,399972623,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,613,22273510,19991249000,13922708,8316851,0,13701983,137677,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,38,490710,13881000,32250,120,0,438491,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 +UW R735QTJ8XC9X,WM,20200930,302,10910110,12464900000,0,37857,6796000,8327460,142722,1 diff --git a/output/alternative/sec/13f/universe/20201026.csv b/output/alternative/sec/13f/universe/20201026.csv new file mode 100644 index 0000000..199d1d0 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201026.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2770078866,9886437257000,62367850,61243316,3470000,1709437272,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,943,239340387,689398850000,419488,1415083,20802000,177536742,7186046,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,131,8080539,12364238000,532200,1131341,0,6930709,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,152720,1187327000,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 +EEM SNQLASP67O85,EEM,20200930,279,34320829,2403932000,2195900,161600,350000,29979907,53957,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,651,4584610,77377484000,1610,9836,2025000,3696286,163265,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,716,7378768,469120959000,32162,13496,613000,6211996,500381,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,525,15803926,20590068000,107173,105539,1710000,11104903,177897,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,397,17646270,40512172000,523324,144848,2964000,12130607,265230,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,577,156198931,147612363000,1177000,397951,1398000,122795552,9719094,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,487,17660499,6170687000,133729,1247141,1258000,10590039,71154,1 +SPY R735QTJ8XC9X,SPY,20200630,2443,599702542,2397768917000,370892321,545770560,96610000,399972623,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,686,28593442,26385947000,14806108,12284795,29483000,17173779,143844,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,43,737021,20849000,36750,120,0,684658,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 +UW R735QTJ8XC9X,WM,20200930,335,11723665,12596550000,0,39057,6810000,9083505,142722,1 diff --git a/output/alternative/sec/13f/universe/20201027.csv b/output/alternative/sec/13f/universe/20201027.csv new file mode 100644 index 0000000..b66ab07 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201027.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770080980,9886438028000,62367850,61243316,3470000,1709437272,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1027,263799251,692271209000,1198888,1832883,20802000,196918312,7230642,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,142,9104872,12394402000,569400,1153241,0,7781881,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1187327000,10100,3600,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 +EEM SNQLASP67O85,EEM,20200930,305,35490376,2455447000,3144700,2044000,350000,30613668,53957,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,712,5237521,78331094000,5510,11736,2025000,4249817,163916,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,786,7653094,469517358000,35862,22996,613000,6431800,500504,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,574,17022839,20739961000,166773,112939,1710000,12055262,179797,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,429,18488861,40638367000,1225624,996748,2964000,12631490,265232,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,635,167651593,147908725000,1835400,851051,1398000,131281748,9738654,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,532,22247932,7445150000,1748329,2192441,1258000,14132719,72720,1 +SPY R735QTJ8XC9X,SPY,20200630,2444,599705973,2397769975000,370892321,545770560,96610000,399972623,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,752,36093722,28897764000,15000208,12358995,29483000,23873420,144264,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 +UW R735QTJ8XC9X,WM,20200930,371,12349430,12667273000,25100,50657,6810000,9509722,142897,1 diff --git a/output/alternative/sec/13f/universe/20201028.csv b/output/alternative/sec/13f/universe/20201028.csv new file mode 100644 index 0000000..755eb52 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201028.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770080980,9886438028000,62367850,61243316,3470000,1709437272,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1105,284264399,694641706000,1423688,2266683,20802000,208640390,13478469,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,149,9405918,12402691000,569400,1153241,0,7870055,316630,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1187327000,10100,3600,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 +EEM SNQLASP67O85,EEM,20200930,326,36859163,2515795000,3144700,2044000,350000,31528879,56746,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,765,5659511,78951012000,9110,11736,2025000,4459941,343272,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,845,8077076,470138883000,40362,46196,613000,6703555,612388,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,608,18243446,20888495000,166773,112939,1710000,12687697,474656,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,456,19103973,40730506000,1225624,1007348,2964000,12901575,265652,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,683,174835680,148092061000,1863900,892851,1398000,135135021,12491597,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,564,26676651,8675792000,1785129,2228441,1258000,18381284,73190,1 +SPY R735QTJ8XC9X,SPY,20200630,2444,599705973,2397769975000,370892321,545770560,96610000,399972623,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,806,39292220,29969182000,69398708,21102095,29483000,26523053,236893,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 +UW R735QTJ8XC9X,WM,20200930,402,13247340,12768909000,25100,50657,6810000,9943895,425065,1 diff --git a/output/alternative/sec/13f/universe/20201029.csv b/output/alternative/sec/13f/universe/20201029.csv new file mode 100644 index 0000000..9d149ad --- /dev/null +++ b/output/alternative/sec/13f/universe/20201029.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770080980,9886438028000,62367850,61243316,3470000,1709437272,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1190,338191973,700871611000,1435688,2298283,20802000,242531716,14222551,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,160,10175453,12423829000,569400,1153241,0,8393243,339372,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,7,411573,1190082000,10100,3600,0,162067,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 +EEM SNQLASP67O85,EEM,20200930,355,44199524,2839447000,3144700,2044000,350000,37621536,112180,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,833,6334196,79941458000,9110,12336,2025000,4962158,351036,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,913,9463456,496880525000,40362,46196,613000,7727292,621897,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,662,22931159,21457999000,166773,112939,1710000,15603854,507407,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,496,27354293,41949588000,1225624,1007348,2964000,20662616,284463,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,741,196616283,148619286000,1863900,892851,1398000,149926341,12619496,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,608,29044094,9333081000,1785129,2278441,1258000,19081515,73281,1 +SPY R735QTJ8XC9X,SPY,20200630,2444,599705973,2397769975000,370892321,545770560,96610000,399972623,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,863,43463008,31365603000,69398708,26862695,37276000,29072667,248807,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 +UW R735QTJ8XC9X,WM,20200930,433,15953092,13075423000,25100,50657,6810000,11352296,434224,1 diff --git a/output/alternative/sec/13f/universe/20201030.csv b/output/alternative/sec/13f/universe/20201030.csv new file mode 100644 index 0000000..b79512b --- /dev/null +++ b/output/alternative/sec/13f/universe/20201030.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770080980,9886438028000,62367850,61243316,3470000,1709437272,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1282,505454502,2791419573000,1484162,2441628,20802000,383759694,32227185,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,181,36472379,50973853000,575012,1164438,0,31394435,1715278,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,7,411573,1190082000,10100,3600,0,162067,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 +EEM SNQLASP67O85,EEM,20200930,395,52534879,117637500000,3163944,2078809,17126000,42629667,2655622,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,904,10031465,484974296000,10331,13343,2025000,8247436,624048,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,988,12664248,924765287000,40788,47915,613000,10397020,912339,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,722,32095283,129852553000,169725,122219,1710000,23371609,1391740,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,542,37150294,1196027883000,1226632,1028514,13487000,22064856,7997034,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,803,268654396,278632512000,1979165,1011640,1398000,213609246,17956505,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,656,45015218,3974484968000,1791079,2317256,3527000,20225330,14350429,1 +SPY R735QTJ8XC9X,SPY,20200630,2444,599705973,2397769975000,370892321,545770560,96610000,399972623,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,926,52189180,1967070377000,69670758,28293545,125268000,31022120,6033690,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,58,967093,27357000,2689750,1434420,12000,806626,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 +UW R735QTJ8XC9X,WM,20200930,473,19420403,35602481000,25145,51495,6810000,14450636,630177,1 diff --git a/output/alternative/sec/13f/universe/20201102.csv b/output/alternative/sec/13f/universe/20201102.csv new file mode 100644 index 0000000..5b553be --- /dev/null +++ b/output/alternative/sec/13f/universe/20201102.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770089284,9886504809000,62440550,61254116,3470000,1709445576,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1374,545541959,2796124419000,1880781,2441653,37412000,408197173,32906196,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,193,36849835,50984335000,575012,1164438,0,31741140,1719343,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,8,490973,1190928000,10100,3600,0,241467,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,416253359,216933427000,164246492,268028001,37639000,310480673,30705404,1 +EEM SNQLASP67O85,EEM,20200930,414,53688089,117688305000,3164344,2108709,17126000,43258952,2655622,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786986,2509351878000,3167904,4021661,2410000,153207024,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,974,11529912,487172482000,10331,13343,2025000,9236940,639997,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252728910,3900066064000,5370963,5666971,7583000,160745206,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1068,13529751,926030413000,40788,47915,5900000,10993535,916433,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,780,33877954,130068046000,170225,122232,1710000,24724806,1399455,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,306586249,937365120000,165051923,278642553,37011000,208000626,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,579,38051485,1196150007000,1226732,1580814,13487000,22393434,8000335,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278190593,1301796227000,107493468,158078632,53545000,4173402590,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,866,286414278,279061231000,1979165,1011640,4759000,226845297,18417402,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214661900,1850123340000,108704397,214796896,7096000,109519818,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,695,46559046,3974907368000,2311179,2318256,12037000,20451598,14351782,1 +SPY R735QTJ8XC9X,SPY,20200630,2444,600816568,2398112438000,371810321,549025060,96610000,401083218,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,991,55070836,1968029087000,69670862,30564147,137237000,31761392,6034028,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,61,985774,27885000,2689750,1434420,12000,807384,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314483300,272396646000,1549245,1950863,5698000,207537311,19444736,1 +UW R735QTJ8XC9X,WM,20200930,504,20567432,35732254000,25145,51495,6810000,15075111,632064,1 diff --git a/output/alternative/sec/13f/universe/20201103.csv b/output/alternative/sec/13f/universe/20201103.csv new file mode 100644 index 0000000..4ad40bd --- /dev/null +++ b/output/alternative/sec/13f/universe/20201103.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770089284,9886504809000,62440550,61254116,3470000,1709445576,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1498,600431771,2819424111000,1897781,2488153,37412000,443026996,35483834,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,209,38241936,51022721000,575012,1164438,0,33085584,1729142,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,10,493897,1190959000,10100,3600,0,241467,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,416253359,216933427000,164246492,268028001,37639000,310480673,30705404,1 +EEM SNQLASP67O85,EEM,20200930,458,58221520,117959463000,3172344,2116709,17417000,44387675,2698842,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786986,2509351878000,3167904,4021661,2410000,153207024,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1065,12697152,496282722000,10331,13343,2025000,10026518,717849,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252728910,3900066064000,5370963,5666971,7583000,160745206,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1171,15355464,931367658000,40788,47915,5900000,12279921,1140973,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,854,35608793,130924824000,170225,122232,1710000,25926523,1407630,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,306586249,937365120000,165051923,278642553,37011000,208000626,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,638,40223071,1238622068000,2076032,1819214,13487000,23524142,8019610,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278190593,1301796227000,107493468,158078632,53545000,4173402590,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,944,302492759,280282073000,2025165,1017640,4759000,235617712,19902980,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214661900,1850123340000,108704397,214796896,7096000,109519818,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,756,49175706,3975724172000,2320679,2475756,14574000,21914495,14351790,1 +SPY R735QTJ8XC9X,SPY,20200630,2444,600816568,2398112438000,371810321,549025060,96610000,401083218,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,1076,59235381,1974766868000,69704962,30825847,139378000,32937963,6058887,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,66,1035131,29282000,2709750,1434420,12000,810592,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314483300,272396646000,1549245,1950863,5698000,207537311,19444736,1 +UW R735QTJ8XC9X,WM,20200930,552,24461627,36756775000,25145,51495,6810000,18098064,766253,1 diff --git a/output/alternative/sec/13f/universe/20201104.csv b/output/alternative/sec/13f/universe/20201104.csv new file mode 100644 index 0000000..8db137a --- /dev/null +++ b/output/alternative/sec/13f/universe/20201104.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770090133,9886505119000,62440550,61254116,3470000,1709445576,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1587,738857624,2845210715000,2305881,2517653,37412000,538942770,41163938,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,222,41948625,51110756000,575012,1164438,0,36467583,1888196,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,12,3790183,1225541000,10100,3600,0,275768,0,0 +EEM SNQLASP67O85,EEM,20200630,1092,416253359,216933427000,164246492,268028001,37639000,310480673,30705404,1 +EEM SNQLASP67O85,EEM,20200930,488,61305243,118304345000,3246644,2123709,17417000,45509687,2710198,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786986,2509351878000,3167904,4021661,2410000,153207024,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1127,15168512,501883221000,10331,13343,2025000,12023979,811926,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252728910,3900066064000,5370963,5666971,7583000,160745206,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1245,18346017,938837646000,40788,47915,5900000,14655550,1252829,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532898691,783238757000,10371784,12382160,7738000,322563881,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,908,42934633,132484432000,187325,122232,1710000,31293563,1544414,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,306586249,937365120000,165051923,278642553,37011000,208000626,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,675,42784302,1239005714000,2088832,1839214,13487000,24705248,8098044,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278190593,1301796227000,107493468,158078632,53545000,4173402590,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,1002,337359190,282063682000,2073665,1017640,4759000,257556672,21994449,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214661900,1850123340000,108704397,214796896,7096000,109519818,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,793,57602613,3978065321000,2320679,2518756,14574000,25882643,14351790,1 +SPY R735QTJ8XC9X,SPY,20200630,2444,600816568,2398112438000,371810321,549025060,96610000,401083218,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,1139,71923759,1985870929000,70067662,32335147,139378000,38980446,7925096,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,69,2265243,63639000,2742150,1434420,12000,844922,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314483300,272396646000,1549245,1950863,5698000,207537311,19444736,1 +UW R735QTJ8XC9X,WM,20200930,584,27295997,37077579000,25145,51495,6810000,19978229,831910,1 diff --git a/output/alternative/sec/13f/universe/20201105.csv b/output/alternative/sec/13f/universe/20201105.csv new file mode 100644 index 0000000..e3a635f --- /dev/null +++ b/output/alternative/sec/13f/universe/20201105.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3329,2770100399,9886508864000,62440550,61254116,3470000,1709451170,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1692,949132760,2895642386000,4821281,5705001,37412000,709525753,41735980,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,243,53311733,51423687000,575012,1164438,0,44990624,3244651,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,14,3987561,1227642000,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 +EEM SNQLASP67O85,EEM,20200930,525,80297549,121687534000,8802244,8538905,17417000,60513754,2716815,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2562,239787260,2509352265000,3167904,4021661,2410000,153207298,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1213,19340406,523815938000,10331,13543,2025000,15655239,825171,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252728910,3900066064000,5370963,5666971,7583000,160745206,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1335,24029311,954171620000,59588,48915,5900000,19279766,1262897,1 +IBM R735QTJ8XC9X,IBM,20200630,1942,532898691,783238757000,10371784,12382160,7738000,322563881,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,973,58830343,134418425000,205625,190832,1710000,45579163,1564231,1 +IWM RV0PWMLXVHPH,IWM,20200630,1515,306586249,937365120000,165051923,278642553,37011000,208000626,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,730,70878883,1243430558000,5697832,11870318,13487000,50566473,9272715,1 +NB R735QTJ8XC9X,BAC,20200630,2312,6278190593,1301796227000,107493468,158078632,53545000,4173402590,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,1082,420575448,284964914000,2366365,1859040,4759000,329248989,22009309,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1621,214695817,1850131738000,108704397,214796896,7096000,109553735,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,846,66956759,3984140171000,8064379,8395336,14574000,32518216,14357695,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,600823175,2398114475000,371810321,549025060,96610000,401089825,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,1218,91034786,2008530305000,89052662,36002066,139378000,51824636,8025414,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,75,2510208,70568000,2742150,1434420,12000,990815,0,0 +UW R735QTJ8XC9X,WM,20200630,1319,314483300,272396646000,1549245,1950863,5698000,207537311,19444736,1 +UW R735QTJ8XC9X,WM,20200930,622,40655635,38589320000,25145,51495,6810000,32181758,857380,1 diff --git a/output/alternative/sec/13f/universe/20201106.csv b/output/alternative/sec/13f/universe/20201106.csv new file mode 100644 index 0000000..827fff5 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201106.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770252948,9886564514000,62440550,61254116,3470000,1709603719,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1796,2204494803,3138904993000,6839831,6549901,37412000,1765147218,62847537,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,271,136735892,53688208000,575038,1164438,0,120175461,4074531,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,14,3987561,1227642000,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 +EEM SNQLASP67O85,EEM,20200930,563,160115783,136887539000,10982744,8538920,17417000,138744558,3383968,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239788087,2509353434000,3167904,4021661,2410000,153208125,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1293,43012296,602959430000,10336,13543,2025000,35470875,1185815,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252749598,3900095401000,5370963,5666971,7583000,160765894,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1421,48543677,1008763521000,109689,48915,5900000,39685796,1639975,1 +IBM R735QTJ8XC9X,IBM,20200630,1943,532909479,783240060000,10371784,12382160,7738000,322574669,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1045,130270142,145488522000,206673,190876,1710000,104160544,3248883,1 +IWM RV0PWMLXVHPH,IWM,20200630,1516,306588014,937365373000,165051923,278642553,37011000,208002391,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,781,94213077,1248818072000,5897840,13293721,13487000,71800680,10241510,1 +NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,1172,1010134985,308373407000,11376585,1859040,5019000,828671301,30222918,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1622,214698485,1850132399000,108704397,214796896,7096000,109556403,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,893,77296821,3988579620000,12420089,9040336,14574000,38096324,17897141,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,600827030,2398115664000,371810321,549025060,96610000,401093679,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,1297,104518711,2113559640000,112396762,37204174,139378000,63551034,8994575,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,83,2550419,71705000,2742650,1434420,12000,1001213,0,0 +UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 +UW R735QTJ8XC9X,WM,20200930,665,76800181,43394774000,25145,51495,6810000,63590707,1450480,1 diff --git a/output/alternative/sec/13f/universe/20201109.csv b/output/alternative/sec/13f/universe/20201109.csv new file mode 100644 index 0000000..9239f0c --- /dev/null +++ b/output/alternative/sec/13f/universe/20201109.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770252948,9886564514000,62440550,61254116,3470000,1709603719,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1944,2431476408,3249919089000,7107031,6939001,37412000,1929813272,67947791,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,307,188930057,55491601000,663838,1214438,0,163539984,4145177,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,15,4039083,1228191000,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 +EEM SNQLASP67O85,EEM,20200930,611,175014556,149528966000,10984544,8541720,17417000,146708616,3421847,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239788087,2509353434000,3167904,4021661,2410000,153208125,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1416,47995393,617413111000,10336,13543,2025000,39373732,1205619,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252749598,3900095401000,5370963,5666971,7583000,160765894,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1542,54802427,1029078202000,109689,59215,5900000,44510583,1802598,1 +IBM R735QTJ8XC9X,IBM,20200630,1943,532909479,783240060000,10371784,12382160,7738000,322574669,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1127,145222567,150569274000,206673,190876,1710000,112746218,3624605,1 +IWM RV0PWMLXVHPH,IWM,20200630,1516,306588014,937365373000,165051923,278642553,37011000,208002391,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,839,102379662,1257534550000,5923690,13300321,13487000,75420125,10274675,1 +NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,1276,1146647195,318482860000,12470485,1859040,5019000,933531825,34185559,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1622,214698485,1850132399000,108704397,214796896,7096000,109556403,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,950,87190937,4011755855000,12425089,9050436,14574000,39840401,17897241,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,600827030,2398115664000,371810321,549025060,96610000,401093679,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,1395,118826406,2146258738000,112476862,37448274,139378000,68294204,9010671,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,88,3349177,94303000,2742650,1434420,12000,1397449,0,0 +UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 +UW R735QTJ8XC9X,WM,20200930,725,87146733,46402224000,25145,51495,6810000,69269246,1797595,1 diff --git a/output/alternative/sec/13f/universe/20201110.csv b/output/alternative/sec/13f/universe/20201110.csv new file mode 100644 index 0000000..4fa6c00 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201110.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770252948,9886564514000,62440550,61254116,3470000,1709603719,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2107,3256755339,3799424478000,7147831,6956945,37412000,2637805840,84840536,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,331,231913409,60007306000,663838,1214438,0,201717695,4691194,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,15,4039083,1228191000,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 +EEM SNQLASP67O85,EEM,20200930,676,189774402,154565870000,10985396,8660843,17417000,159798148,3654000,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239788087,2509353434000,3167904,4021661,2410000,153208125,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1545,62746982,731014158000,10336,13543,2107000,51806509,1547688,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252749598,3900095401000,5370963,5666971,7583000,160765894,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1681,71057618,1178293795000,112289,59218,6209000,63671024,2102442,1 +IBM R735QTJ8XC9X,IBM,20200630,1943,532909479,783240060000,10371784,12382160,7738000,322574669,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1216,202459535,174378570000,206673,200876,4665000,152122636,12139456,1 +IWM RV0PWMLXVHPH,IWM,20200630,1516,306588014,937365373000,165051923,278642553,37011000,208002391,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,916,107834482,1269905279000,5939690,13383377,13487000,88776842,10330204,1 +NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,1375,1514156151,368689177000,12476425,1859618,9110000,1257809581,39638384,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1622,214698485,1850132399000,108704397,214796896,7096000,109556403,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97762935,4017763993000,12458674,9112772,14574000,48525939,17902640,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,600827030,2398115664000,371810321,549025060,96610000,401093679,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,1508,156103226,2164942703000,113193667,38962713,139493000,104624412,9036597,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,96,3399060,99299000,2742650,1434420,12000,1408231,0,0 +UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 +UW R735QTJ8XC9X,WM,20200930,786,110802726,60316163000,25145,51495,6844000,87934643,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201111.csv b/output/alternative/sec/13f/universe/20201111.csv new file mode 100644 index 0000000..4fa6c00 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201111.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770252948,9886564514000,62440550,61254116,3470000,1709603719,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2107,3256755339,3799424478000,7147831,6956945,37412000,2637805840,84840536,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,331,231913409,60007306000,663838,1214438,0,201717695,4691194,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,15,4039083,1228191000,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 +EEM SNQLASP67O85,EEM,20200930,676,189774402,154565870000,10985396,8660843,17417000,159798148,3654000,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239788087,2509353434000,3167904,4021661,2410000,153208125,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1545,62746982,731014158000,10336,13543,2107000,51806509,1547688,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252749598,3900095401000,5370963,5666971,7583000,160765894,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1681,71057618,1178293795000,112289,59218,6209000,63671024,2102442,1 +IBM R735QTJ8XC9X,IBM,20200630,1943,532909479,783240060000,10371784,12382160,7738000,322574669,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1216,202459535,174378570000,206673,200876,4665000,152122636,12139456,1 +IWM RV0PWMLXVHPH,IWM,20200630,1516,306588014,937365373000,165051923,278642553,37011000,208002391,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,916,107834482,1269905279000,5939690,13383377,13487000,88776842,10330204,1 +NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,1375,1514156151,368689177000,12476425,1859618,9110000,1257809581,39638384,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1622,214698485,1850132399000,108704397,214796896,7096000,109556403,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97762935,4017763993000,12458674,9112772,14574000,48525939,17902640,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,600827030,2398115664000,371810321,549025060,96610000,401093679,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,1508,156103226,2164942703000,113193667,38962713,139493000,104624412,9036597,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,96,3399060,99299000,2742650,1434420,12000,1408231,0,0 +UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 +UW R735QTJ8XC9X,WM,20200930,786,110802726,60316163000,25145,51495,6844000,87934643,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201112.csv b/output/alternative/sec/13f/universe/20201112.csv new file mode 100644 index 0000000..2df1fc3 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201112.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770316929,9886587854000,62440550,61254116,3470000,1709667700,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2530,4626138572,4217607683000,39479891,49472845,37412000,3732934877,132407305,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,432,330341688,62950027000,1033738,3324738,0,283471239,7492010,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,23,5036933,1238780000,10100,3600,0,1384786,7948,0 +EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 +EEM SNQLASP67O85,EEM,20200930,824,282229941,167032064000,86036396,65758343,17417000,229583478,14565259,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239799529,2509369610000,3167904,4021661,2410000,153219567,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1891,102617842,813713123000,1497984,603289,2107000,82851802,2919106,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252763270,3900114789000,5370963,5666971,7583000,160779566,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2054,117135541,1261967115000,1087289,846218,16199000,101890364,3430728,1 +IBM R735QTJ8XC9X,IBM,20200630,1943,532909479,783240060000,10371784,12382160,7738000,322574669,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1477,276280042,193530156000,902373,1544276,4665000,211444130,14300229,1 +IWM RV0PWMLXVHPH,IWM,20200630,1516,306618072,937369675000,165051923,278642553,37011000,208032449,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1096,178489787,1296586068000,31753390,92463033,13812000,146300901,16755092,1 +NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,1682,2374154523,411842469000,29795975,37626718,10099000,1995556403,59236548,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1622,214707927,1850134742000,108704397,214796896,7096000,109565845,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1229,140867061,4117353846000,53536874,67472669,14574000,77593030,21946887,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,601034344,2398179876000,371810321,549025060,96610000,401093679,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,1806,394162393,2349132796000,180233167,138500531,139493000,312332609,17340468,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,125,6322202,196588000,4653810,1941548,12000,3603243,584302,1 +UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 +UW R735QTJ8XC9X,WM,20200930,982,157057832,74202183000,128745,277795,6844000,122616582,5329587,1 diff --git a/output/alternative/sec/13f/universe/20201113.csv b/output/alternative/sec/13f/universe/20201113.csv new file mode 100644 index 0000000..543a76c --- /dev/null +++ b/output/alternative/sec/13f/universe/20201113.csv @@ -0,0 +1,26 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770316929,9886587854000,62440550,61254116,3470000,1709667700,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2946,6400973658,12291868894000,93151391,132427293,40740000,4813217297,183007547,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,542,517458245,158060801000,5759568,8947138,0,421285717,24820953,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,31,5188030,1240385000,147100,87900,0,1446760,7948,0 +EEM SNQLASP67O85,EEM,20200630,1094,416299585,216935275000,164246492,268028001,37639000,310480673,30705404,1 +EEM SNQLASP67O85,EEM,20200930,983,392863791,177199269000,134371996,220280743,42368000,293623996,27473637,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239799529,2509369610000,3167904,4021661,2410000,153219567,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2246,151408228,2574741025000,3824884,2117989,2107000,117645278,4518339,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252763270,3900114789000,5370963,5666971,7583000,160779566,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2427,176912692,4049600695000,2292889,2272918,17478000,140927344,5184079,1 +IBM R735QTJ8XC9X,IBM,20200630,1944,532921325,783241452000,10371784,12382160,7738000,322574669,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1724,378511661,703175653000,3826473,6089976,4681000,284907851,18006090,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306623442,937370444000,165051923,278642553,37011000,208032449,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1294,280935227,1332557082000,71609190,184060004,13812000,181081897,28534807,1 +NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,1978,3452387881,1256503663000,75736775,75098718,16759000,2767044615,89844273,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,214714416,1850136349000,108704397,214796896,7096000,109565845,20984781,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1443,213763439,4141402986000,99268474,153645269,17407000,96152753,30658566,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,601075600,2398192598000,371810321,549025060,96610000,401093679,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2110,567313196,2448975149000,226976017,264350481,139667000,376588751,38198170,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,151,12649260,375287000,8813934,8868420,12000,9010936,717430,1 +UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 +UW R735QTJ8XC9X,WM,20200930,1160,219614824,299151039000,367845,542295,6844000,169263349,8797782,1 diff --git a/output/alternative/sec/13f/universe/20201116.csv b/output/alternative/sec/13f/universe/20201116.csv new file mode 100644 index 0000000..cf24bf7 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201116.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3331,2770329545,9886592456000,62440550,61254116,3470000,1709667700,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3274,9890800955,12696038343000,265229001,291501393,75231000,6346015589,642053204,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,628,790111201,165516593000,10173268,17334438,0,515216229,72453243,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,36,7991833,1270245000,230500,232700,0,4250463,8048,0 +EEM SNQLASP67O85,EEM,20200930,1099,433005023,178968456000,165745296,273437743,42368000,326080197,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239819074,2509397239000,3167904,4021661,2410000,153239112,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2521,218697958,2783526226000,9144705,5588289,2107000,143121752,12199766,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,252764495,3900116526000,5370963,5666971,7583000,160779566,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2737,240889873,4143007143000,7436089,7149018,17478000,161789175,18801728,1 +IBM R735QTJ8XC9X,IBM,20200630,1945,532924995,783241895000,10371784,12382160,7738000,322574669,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1894,504274897,718476310000,9657073,12334776,5681000,308544352,40617222,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306623442,937370444000,165051923,278642553,37011000,208032449,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1471,301683276,1335666293000,134723998,299100279,23271000,199139179,29508001,1 +NB R735QTJ8XC9X,BAC,20200630,2314,6278761481,1301809786000,107496468,158078632,53545000,4173961032,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,2226,6026977966,1318923362000,121131275,153617618,77801000,4187253343,485700813,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1649,233264575,4146819542000,170578174,294427569,29013000,109719361,31976473,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,601096888,2398199162000,371810321,549025060,96610000,401093679,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2400,632844380,2475819778000,375436630,561055120,181847000,431062263,42055531,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,171,33880775,975944000,22844926,38616768,1965000,30221600,717495,1 +UW R735QTJ8XC9X,WM,20200630,1321,314512968,272399788000,1549245,1950863,5698000,207540239,19444736,1 +UW R735QTJ8XC9X,WM,20200930,1295,304061360,308708031000,1634745,1716595,7714000,205885667,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201117.csv b/output/alternative/sec/13f/universe/20201117.csv new file mode 100644 index 0000000..869f3f2 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201117.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3331,2770329545,9886592456000,62440550,61254116,3470000,1709667700,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3303,9946683301,12702472055000,325797101,312145593,75231000,6400121495,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,638,793605416,165612501000,10563968,18398838,0,518524343,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1109,434660821,179041498000,175912396,282681143,42368000,327605536,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239819074,2509397239000,3167904,4021661,2410000,153239112,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2542,219780450,2785111901000,9583405,5812989,2107000,144118962,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,252764495,3900116526000,5370963,5666971,7583000,160779566,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2760,242778811,4145766435000,7831689,7593118,17478000,163454186,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1945,532924995,783241895000,10371784,12382160,7738000,322574669,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1912,507867990,718910112000,10596073,12966776,5681000,311896530,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306623442,937370444000,165051923,278642553,37011000,208032449,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1487,302343542,1335765380000,152405498,308177979,23271000,199623007,29591001,1 +NB R735QTJ8XC9X,BAC,20200630,2314,6278761481,1301809786000,107496468,158078632,53545000,4173961032,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,2252,6054500643,1319589262000,124841975,157712018,77801000,4214334129,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1665,234862471,4147262978000,178814774,322539469,29013000,110819185,32345398,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,601096888,2398199162000,371810321,549025060,96610000,401093679,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2422,639096001,2477909868000,391247330,572822220,181847000,436772857,42326486,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,176,36218068,1042065000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1321,314512968,272399788000,1549245,1950863,5698000,207540239,19444736,1 +UW R735QTJ8XC9X,WM,20200930,1304,305497862,308869532000,1703745,1793995,7714000,207310917,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201118.csv b/output/alternative/sec/13f/universe/20201118.csv new file mode 100644 index 0000000..4dd183c --- /dev/null +++ b/output/alternative/sec/13f/universe/20201118.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3333,2770342240,9886602175000,62440550,61254116,3470000,1709680270,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3314,9962535779,12704305725000,325797101,312145593,75231000,6415622489,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,801904240,174694224000,9363225,12100518,0,510309932,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,638,794323733,165632274000,10563968,18398838,0,519242660,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1115,435027784,179057678000,175912396,282685743,42368000,327844904,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,239842380,2509455754000,3167904,4021661,2410000,153262418,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2548,219980145,2785405169000,9583405,5812989,2107000,144315163,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2795,252767562,3900125701000,5370963,5666971,7583000,160782633,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2768,243088839,4146220792000,7831689,7593118,17478000,163761402,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,532932881,783243900000,10371784,12382160,7738000,322582525,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1919,509148603,719065959000,10596073,12966776,5681000,313165582,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306623442,937370444000,165269923,278642553,37011000,208032449,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1491,302949148,1335856094000,152418598,308180279,23271000,200210490,29591001,1 +NB R735QTJ8XC9X,BAC,20200630,2315,6279404403,1301841997000,107496468,158078632,53545000,4174603954,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,2256,6061749335,1319763836000,124841975,157712018,77801000,4221547078,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1668,235009627,4147303897000,178814774,322539969,29013000,110963553,32345398,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,601125694,2398208045000,371810321,549025060,96610000,401093679,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2428,639884163,2478173875000,391913330,573100120,181847000,437485251,42326486,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,176,36218068,1042065000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,314515268,272400302000,1549245,1950863,5698000,207542539,19444736,1 +UW R735QTJ8XC9X,WM,20200930,1305,305921404,308917474000,1703745,1793995,7714000,207728211,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201119.csv b/output/alternative/sec/13f/universe/20201119.csv new file mode 100644 index 0000000..f1b1d1e --- /dev/null +++ b/output/alternative/sec/13f/universe/20201119.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3333,2770342240,9886602175000,62440550,61254116,3470000,1709680270,172050151,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3326,9965165926,12721210392000,325799401,312302593,75231000,6416802048,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,801904240,174694224000,9363225,12100518,0,510309932,74778157,1 +AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1118,435115830,182325894000,175912396,282685743,42368000,327844904,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,239842380,2509455754000,3167904,4021661,2410000,153262418,12325856,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2557,220015929,2789282551000,9583405,5812989,2107000,144340280,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2795,252767562,3900125701000,5370963,5666971,7583000,160782633,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2778,243132975,4148458253000,7831689,7609218,17478000,163783741,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,532932881,783243900000,10371784,12382160,7738000,322582525,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1925,509212896,720802591000,10596173,12966876,5681000,313195366,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306623442,937370444000,165269923,278642553,37011000,208032449,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1497,303043176,1338832839000,152518598,308201979,23271000,200210490,29591001,1 +NB R735QTJ8XC9X,BAC,20200630,2315,6279404403,1301841997000,107496468,158078632,53545000,4174603954,538471450,1 +NB R735QTJ8XC9X,BAC,20200930,2264,6062597300,1320536581000,124842175,157712018,77801000,4221897030,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1673,235595863,4159571676000,178815074,322724269,29013000,110969012,32345398,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,601125694,2398208045000,371810321,549025060,96610000,401093679,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2438,640313737,2488058684000,391915330,573153420,181847000,437689983,42326486,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,176,36218068,1042065000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,314515268,272400302000,1549245,1950863,5698000,207542539,19444736,1 +UW R735QTJ8XC9X,WM,20200930,1314,306015071,309162139000,1703745,1793995,7714000,207794523,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201120.csv b/output/alternative/sec/13f/universe/20201120.csv new file mode 100644 index 0000000..a162367 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201120.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3333,2783427965,9904655652000,62440550,61254116,3470000,1721039135,172897459,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3327,9965542070,12721253674000,325799401,312302593,75231000,6417095359,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1118,435202298,182329707000,175912396,282685743,42368000,327927273,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,241300017,2515234916000,3167904,4021661,2410000,154587474,12391385,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2557,220016332,2789283143000,9583405,5812989,2107000,144340280,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2779,243146806,4148478885000,7831689,7609218,17478000,163795018,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,533721162,785705485000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1926,509212925,720802594000,10596173,12966876,5681000,313195366,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1497,303043643,1338832909000,152518598,308201979,23271000,200210490,29591001,1 +NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2265,6062602359,1320536702000,124842175,157712018,77801000,4221897030,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1674,235595968,4159571704000,178815074,322724269,29013000,110969012,32345398,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,601261085,2405538731000,371810321,549025060,96610000,401161554,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2439,640507710,2488123643000,391915330,573190420,181847000,437882104,42326486,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36219204,1042097000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1314,306015071,309162139000,1703745,1793995,7714000,207794523,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201123.csv b/output/alternative/sec/13f/universe/20201123.csv new file mode 100644 index 0000000..6957cdb --- /dev/null +++ b/output/alternative/sec/13f/universe/20201123.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3334,2783430889,9904656719000,62440550,61254116,3470000,1721039135,172897459,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3328,9966057125,12721313325000,325799401,312302593,75231000,6417095359,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1119,435236188,182331201000,175912396,282685743,42368000,327927273,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,241300178,2515235144000,3167904,4021661,2410000,154587474,12391385,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2558,220021436,2789290650000,9583405,5812989,2107000,144340280,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2780,243153172,4148488213000,7831689,7609218,17478000,163795018,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,533723010,785705708000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1927,509225047,720804067000,10596173,12966876,5681000,313195366,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1497,303043809,1338832934000,152518598,308201979,23271000,200210490,29591001,1 +NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2265,6063193286,1320550933000,124842175,157712018,77801000,4221897030,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1674,235641275,4159584291000,178815074,322724269,29013000,110969012,32345398,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,601261085,2405538731000,371810321,549025060,96610000,401161554,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2440,640519742,2488127671000,391915330,573190420,181847000,437882104,42326486,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1315,306031181,309163962000,1703745,1793995,7714000,207794523,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201124.csv b/output/alternative/sec/13f/universe/20201124.csv new file mode 100644 index 0000000..ebbb335 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201124.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3334,2783439273,9904659777000,62440550,61254116,3470000,1721039135,172897459,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3329,9966205823,12721330545000,325799401,312302593,75231000,6417242237,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1120,435243368,182331518000,175912396,282685743,42368000,327934453,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,241300443,2515235518000,3167904,4021661,2410000,154587474,12391385,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2559,220024982,2789295861000,9583405,5812989,2107000,144343811,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2781,243154767,4148490551000,7831689,7609218,17478000,163796564,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,533723010,785705708000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1928,509233746,720805126000,10596173,12966876,5681000,313204065,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1497,303043809,1338832934000,152518598,308201979,23271000,200210490,29591001,1 +NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2266,6063249552,1320552288000,124842175,157712018,77801000,4221952996,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1674,235641275,4159584291000,178815074,322724269,29013000,110969012,32345398,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,601262770,2405539250000,371810321,549025060,96610000,401161554,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2441,641694664,2488521140000,391915330,573190420,181847000,439056782,42326486,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1315,306031181,309163962000,1703745,1793995,7714000,207794523,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201125.csv b/output/alternative/sec/13f/universe/20201125.csv new file mode 100644 index 0000000..933f1d6 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201125.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3334,2783439273,9904659777000,62440550,61254116,3470000,1721039135,172897459,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3331,9967252095,12721451714000,325799401,312302593,75231000,6418241789,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1123,435668171,182350247000,175912396,282685743,42368000,328208165,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,241300443,2515235518000,3167904,4021661,2410000,154587474,12391385,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2561,220038636,2789315927000,9583405,5812989,2107000,144357221,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2783,243172834,4148517030000,7831689,7609218,17478000,163814348,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,533723010,785705708000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1929,509241517,720806071000,10596173,12966876,5681000,313204065,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1500,303075190,1338837635000,152518598,308201979,23271000,200220251,29591001,1 +NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2268,6063751873,1320564389000,124842175,157712018,77801000,4222426150,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,235650438,4159586837000,178815074,322724269,29013000,110970644,32345398,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,601262770,2405539250000,371810321,549025060,96610000,401161554,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2444,641714480,2488527777000,391915330,573190420,181847000,439067298,42326486,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1316,306039745,309164931000,1703745,1793995,7714000,207794523,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201126.csv b/output/alternative/sec/13f/universe/20201126.csv new file mode 100644 index 0000000..933f1d6 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201126.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3334,2783439273,9904659777000,62440550,61254116,3470000,1721039135,172897459,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3331,9967252095,12721451714000,325799401,312302593,75231000,6418241789,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1123,435668171,182350247000,175912396,282685743,42368000,328208165,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,241300443,2515235518000,3167904,4021661,2410000,154587474,12391385,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2561,220038636,2789315927000,9583405,5812989,2107000,144357221,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2783,243172834,4148517030000,7831689,7609218,17478000,163814348,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,533723010,785705708000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1929,509241517,720806071000,10596173,12966876,5681000,313204065,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1500,303075190,1338837635000,152518598,308201979,23271000,200220251,29591001,1 +NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2268,6063751873,1320564389000,124842175,157712018,77801000,4222426150,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,235650438,4159586837000,178815074,322724269,29013000,110970644,32345398,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,601262770,2405539250000,371810321,549025060,96610000,401161554,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2444,641714480,2488527777000,391915330,573190420,181847000,439067298,42326486,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1316,306039745,309164931000,1703745,1793995,7714000,207794523,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201127.csv b/output/alternative/sec/13f/universe/20201127.csv new file mode 100644 index 0000000..4d986d0 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201127.csv @@ -0,0 +1,24 @@ +AAPL R735QTJ8XC9X,AAPL,20200630,3334,2783439273,9904659777000,62440550,61254116,3470000,1721039135,172897459,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3333,9967543337,12721485447000,325799401,312302593,75231000,6418258634,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1124,435730195,182352982000,175912396,282685743,42368000,328208165,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,241300443,2515235518000,3167904,4021661,2410000,154587474,12391385,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2563,220047289,2789328531000,9583405,5812989,2107000,144357601,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2784,243181413,4148529603000,7831689,7609218,17478000,163817912,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,533723010,785705708000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1930,509246045,720806622000,10596173,12966876,5681000,313204065,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1501,303102032,1338841656000,152518598,308201979,23271000,200220251,29591001,1 +NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2268,6063810369,1320565798000,124842175,157712018,77801000,4222481353,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,235718472,4159605920000,178815074,322724269,29013000,110972013,32345398,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,601262770,2405539250000,371810321,549025060,96610000,401161554,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2445,641804548,2488552070000,391915330,573190420,181847000,439067298,42326486,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1316,306039745,309164931000,1703745,1793995,7714000,207794523,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201130.csv b/output/alternative/sec/13f/universe/20201130.csv new file mode 100644 index 0000000..ac1ffd2 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201130.csv @@ -0,0 +1,22 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3338,9968741737,12721624382000,325799401,312302593,75231000,6418767450,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,644,794482464,165862201000,10563968,18398838,0,519319540,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1126,435756808,182354166000,175912396,282685743,42368000,328209915,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2566,220049460,2789331754000,9583405,5812989,2107000,144357925,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2787,243182768,4148531657000,7831689,7609218,17478000,163818123,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1933,509270577,720809651000,10596173,12966876,5681000,313220696,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1504,303672216,1338927065000,152518598,308201979,23271000,200758044,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2273,6064723759,1320587809000,124842175,157712018,77801000,4223243263,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1681,236018720,4159689403000,178815074,322724269,29013000,111074351,32345398,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,601292971,2405548563000,371810321,549025060,96610000,401161554,40716356,1 +SPY R735QTJ8XC9X,SPY,20200930,2450,642181068,2488678271000,391915330,573190420,181847000,439277979,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1317,306047772,309165839000,1703745,1793995,7714000,207794523,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201201.csv b/output/alternative/sec/13f/universe/20201201.csv new file mode 100644 index 0000000..c7f31b2 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201201.csv @@ -0,0 +1,21 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3341,9970389551,12721814740000,325799401,312302593,75231000,6420001557,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,644,794520466,165863280000,10563968,18398838,0,519319540,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1127,435769851,182354741000,175912396,282685743,42368000,328213718,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2568,220078806,2789374614000,9583405,5812989,2107000,144369615,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2789,243243551,4148620585000,7831689,7609218,17478000,163865284,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1934,509329634,720816850000,10596173,12966876,5681000,313229207,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306985539,940236133000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1505,303686302,1338929203000,152518598,308201979,23271000,200761940,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2275,6064851750,1320591368000,124842175,157712018,77801000,4223265028,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1683,236032794,4159693294000,178815074,322724269,29013000,111081215,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2452,642321597,2488725337000,391915930,573190420,181847000,439344065,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1318,306053751,309166516000,1703745,1793995,7714000,207796820,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201202.csv b/output/alternative/sec/13f/universe/20201202.csv new file mode 100644 index 0000000..e3de795 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201202.csv @@ -0,0 +1,21 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3342,9973221799,12722142743000,325799401,312302593,75231000,6422833805,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,645,794597241,165865394000,10563968,18398838,0,519396315,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1127,435769851,182354741000,175912396,282685743,42368000,328213718,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2569,220136738,2789459751000,9583405,5812989,2107000,144427547,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2790,243333037,4148751736000,7831689,7609218,17478000,163954770,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1935,509409215,720826533000,10596173,12966876,5681000,313308788,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306985539,940236133000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1505,303686302,1338929203000,152518598,308201979,23271000,200761940,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2276,6066944913,1320641792000,124842175,157712018,77801000,4225358191,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1683,236032794,4159693294000,178815074,322724269,29013000,111081215,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2453,642400172,2488751651000,391915930,573190420,181847000,439422640,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1319,306088656,309170466000,1703745,1793995,7714000,207831725,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201203.csv b/output/alternative/sec/13f/universe/20201203.csv new file mode 100644 index 0000000..fe284cd --- /dev/null +++ b/output/alternative/sec/13f/universe/20201203.csv @@ -0,0 +1,21 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3346,9974284571,12722265822000,325799401,312302593,75231000,6423474900,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,646,794756652,165869783000,10563968,18398838,0,519555726,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1129,435816071,182356779000,175912396,282685743,42368000,328259900,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2573,220165180,2789501549000,9583405,5812989,2107000,144445071,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2794,243350862,4148777859000,7831689,7609218,17478000,163967846,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,509485834,720835854000,10596173,12966876,5681000,313331488,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306985539,940236133000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1506,303723148,1338934722000,152518598,308201979,23271000,200798786,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2279,6068666642,1320683268000,124842175,157712018,77801000,4226955716,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,236133992,4159721411000,178815074,322724269,29013000,111088207,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2457,642791156,2488882588000,391915930,573190420,181847000,439588084,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1320,306124802,309174557000,1703745,1793995,7714000,207867871,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201204.csv b/output/alternative/sec/13f/universe/20201204.csv new file mode 100644 index 0000000..9bbb218 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201204.csv @@ -0,0 +1,21 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3346,9979826505,12722907640000,325919401,312422593,75231000,6429016834,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,646,795521362,165890835000,10563968,18398838,0,520320436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1129,443956574,182715694000,175912396,282685743,42368000,336400403,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2573,220344090,2789764324000,9588405,5817989,2107000,144623981,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2794,243619583,4149170794000,7831689,7609218,17478000,164236567,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,509675701,720858926000,10596173,12966876,5681000,313521355,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306985539,940236133000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1506,303782303,1338943580000,152518598,308201979,23271000,200857941,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2279,6077833621,1320904580000,124842175,157712018,77801000,4236122695,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,236149660,4159725764000,178815074,322724269,29013000,111103875,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2457,642827883,2488894887000,391915930,573190420,181847000,439624811,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1320,306236174,309187155000,1703745,1793995,7714000,207979243,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201207.csv b/output/alternative/sec/13f/universe/20201207.csv new file mode 100644 index 0000000..8ad7cf0 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201207.csv @@ -0,0 +1,21 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3347,9979874329,12722913228000,325919401,312422593,75231000,6429020693,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,646,795521362,165890835000,10563968,18398838,0,520320436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1129,443956574,182715694000,175912396,282685743,42368000,336400403,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2574,220344866,2789765560000,9588405,5817989,2107000,144624012,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2795,243619897,4149171292000,7831689,7609218,17478000,164236590,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,509675701,720858926000,10596173,12966876,5681000,313521355,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,306985539,940236133000,165269923,278642553,37011000,208047826,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200930,1506,303782303,1338943580000,152518598,308716479,23271000,200857941,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2279,6077833621,1320904580000,124842175,157712018,77801000,4236122695,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1687,236151077,4159726167000,178815074,322724269,29013000,111103958,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2458,642830406,2488895753000,391915930,573190420,181847000,439625395,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 +UW R735QTJ8XC9X,WM,20200930,1321,306244400,309188094000,1703745,1793995,7714000,207979686,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201208.csv b/output/alternative/sec/13f/universe/20201208.csv new file mode 100644 index 0000000..bd5de32 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201208.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3348,9979926957,12722919323000,325919401,312422593,75231000,6429073321,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,647,795867346,165900360000,10563968,18398838,0,520666420,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1129,443956574,182715694000,175912396,282685743,42368000,336400403,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2575,220352459,2789776719000,9588405,5817989,2107000,144631605,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2796,243623022,4149175872000,7831689,7609218,17478000,164239715,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1940,509683557,720859882000,10596173,12966876,5681000,313529211,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307084583,940250924000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1506,303782303,1338943580000,152518598,308716479,23271000,200857941,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6317460122,1303473383000,107496468,158078632,53545000,4206881007,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2280,6078133000,1320911792000,124842175,157712018,77801000,4236422074,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1687,236151077,4159726167000,178815074,322724269,29013000,111103958,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2458,642830406,2488895753000,391915930,573190420,181847000,439625395,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1322,306247249,309188416000,1703745,1793995,7714000,207982535,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201209.csv b/output/alternative/sec/13f/universe/20201209.csv new file mode 100644 index 0000000..81e6e82 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201209.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3349,9979949078,12722921885000,325919401,312422593,75231000,6429073321,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,647,795867346,165900360000,10563968,18398838,0,520666420,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1129,443956574,182715694000,175912396,282685743,42368000,336400403,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2575,220352459,2789776719000,9588405,5817989,2107000,144631605,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2796,243623022,4149175872000,7831689,7609218,17478000,164239715,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1940,509683557,720859882000,10596173,12966876,5681000,313529211,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307084583,940250924000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1507,303816942,1338948769000,152518598,308716479,23271000,200857941,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6317460122,1303473383000,107496468,158078632,53545000,4206881007,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2280,6078193000,1320913237000,124842175,157712018,77801000,4236482074,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1688,236198771,4159739419000,178815074,322724269,29013000,111103958,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2458,644325497,2489396444000,391915930,573190420,181847000,441099045,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1323,306249321,309188650000,1703745,1793995,7714000,207982535,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201210.csv b/output/alternative/sec/13f/universe/20201210.csv new file mode 100644 index 0000000..f6ea6ba --- /dev/null +++ b/output/alternative/sec/13f/universe/20201210.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3352,9981821527,12723142359000,325919401,312422593,75231000,6430912558,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,649,795876108,165900601000,10563968,18398838,0,520675182,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,444159441,182724638000,175912396,282685743,42368000,336427448,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2577,220362670,2789791725000,9588405,5817989,2107000,144640693,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2798,243634846,4149193192000,7831689,7609218,17478000,164251219,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1942,509743514,720867177000,10596173,12966876,5681000,313589168,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,303898982,1338961060000,152518598,308716479,23271000,200901258,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6317489359,1303474078000,107496468,158078632,53545000,4206881007,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2282,6078691297,1320925242000,124842175,157712018,77801000,4236951134,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,236283328,4159762912000,178815074,322724269,29013000,111185059,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2460,644605924,2489490354000,391915930,573190420,181847000,441277855,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1325,306274643,309191515000,1703745,1793995,7714000,208007857,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201211.csv b/output/alternative/sec/13f/universe/20201211.csv new file mode 100644 index 0000000..436cbf7 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201211.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3355,9982653996,12723238767000,325919401,312422593,75231000,6431585861,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,649,795876108,165900601000,10563968,18398838,0,520675182,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1133,444192846,182726112000,175912396,282685743,42368000,336460814,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2580,220375313,2789810305000,9588405,5817989,2107000,144650786,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2802,243669858,4149244506000,7831689,7609218,17478000,164284934,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1945,509793053,720873204000,10596173,12966876,5681000,313606857,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1509,303902878,1338961644000,152518598,308716479,23271000,200905154,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6317489359,1303474078000,107496468,158078632,53545000,4206881007,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2284,6078842328,1320928880000,124842175,157712018,77801000,4237102165,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,236283328,4159762912000,178815074,322724269,29013000,111185059,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2461,644614367,2489493182000,391915930,573190420,181847000,441285848,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1327,306386230,309204144000,1703745,1793995,7714000,208118275,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201214.csv b/output/alternative/sec/13f/universe/20201214.csv new file mode 100644 index 0000000..68889c8 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201214.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3358,9993668293,12724513573000,325919401,312424893,75231000,6441438008,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,650,796216299,165909966000,10563968,18398838,0,521015373,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1135,444998094,182761614000,175912396,282685743,42368000,337240394,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2582,220573654,2790101778000,9588405,5817989,2107000,144847097,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2805,243881386,4149554516000,7831689,7609218,17478000,164477467,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,510260172,720930035000,10596173,12966876,5681000,314023097,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1510,303910109,1338962735000,152518598,308716479,23271000,200908414,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6317489359,1303474078000,107496468,158078632,53545000,4206881007,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2286,6083440198,1321039658000,124842175,157712018,77801000,4241522885,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1692,236293803,4159765812000,178815074,322764269,29013000,111186836,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2464,644626712,2489497308000,391925930,573231320,181847000,441287900,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1329,306563495,309224205000,1703745,1793995,7714000,208292425,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201215.csv b/output/alternative/sec/13f/universe/20201215.csv new file mode 100644 index 0000000..729840f --- /dev/null +++ b/output/alternative/sec/13f/universe/20201215.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9993709045,12724518293000,325919401,312424893,75231000,6441478760,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,650,796216299,165909966000,10563968,18398838,0,521015373,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1135,444998094,182761614000,175912396,282685743,42368000,337240394,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2583,220576371,2790105771000,9588405,5817989,2107000,144849814,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2806,243883811,4149558070000,7831689,7609218,17478000,164479892,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,510260172,720930035000,10596173,12966876,5681000,314023097,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1510,303910109,1338962735000,152518598,308716479,23271000,200908414,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2316,6317489359,1303474078000,107496468,158078632,53545000,4206881007,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2286,6083440198,1321039658000,124842175,157712018,77801000,4241522885,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1692,236293803,4159765812000,178815074,322764269,29013000,111186836,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2464,644626712,2489497308000,391925930,573231320,181847000,441287900,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1330,306579015,309225962000,1703745,1793995,7714000,208307945,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201216.csv b/output/alternative/sec/13f/universe/20201216.csv new file mode 100644 index 0000000..3d36a56 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201216.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9994258729,12724581952000,325919401,312424893,75231000,6441628530,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,650,796216299,165909966000,10563968,18398838,0,521015373,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1135,445080431,182765244000,175912396,282685743,42368000,337322531,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2583,220594790,2790135034000,9588405,5817989,2107000,144864940,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2806,243941018,4149649016000,7831689,7609218,17478000,164528112,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,510272653,720931554000,10596173,12966876,5681000,314025688,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1510,303917256,1338963806000,152518598,308716479,23271000,200915561,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2317,6317633573,1303477503000,107496468,158078632,53545000,4207025221,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2286,6083610243,1321043754000,124842175,157712018,77801000,4241530602,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1692,236298039,4159766989000,178815074,322764269,29013000,111189572,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2464,644686457,2489517317000,391948230,573231320,181847000,441347355,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1330,306586690,309226830000,1703745,1793995,7714000,208308586,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201217.csv b/output/alternative/sec/13f/universe/20201217.csv new file mode 100644 index 0000000..3d36a56 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201217.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9994258729,12724581952000,325919401,312424893,75231000,6441628530,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,650,796216299,165909966000,10563968,18398838,0,521015373,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1135,445080431,182765244000,175912396,282685743,42368000,337322531,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2583,220594790,2790135034000,9588405,5817989,2107000,144864940,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2806,243941018,4149649016000,7831689,7609218,17478000,164528112,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,510272653,720931554000,10596173,12966876,5681000,314025688,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1510,303917256,1338963806000,152518598,308716479,23271000,200915561,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2317,6317633573,1303477503000,107496468,158078632,53545000,4207025221,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2286,6083610243,1321043754000,124842175,157712018,77801000,4241530602,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1692,236298039,4159766989000,178815074,322764269,29013000,111189572,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2464,644686457,2489517317000,391948230,573231320,181847000,441347355,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1330,306586690,309226830000,1703745,1793995,7714000,208308586,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201218.csv b/output/alternative/sec/13f/universe/20201218.csv new file mode 100644 index 0000000..2006d50 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201218.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3361,9994902878,12724658536000,325919401,312435293,75231000,6441689005,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,650,796216299,165909966000,10563968,18398838,0,521015373,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1135,445080431,182765244000,175912396,282685743,42368000,337322531,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2584,220602877,2790149184000,9588405,5817989,2107000,144864940,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2808,243947097,4149658353000,7831689,7609218,17478000,164532646,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,510272653,720931554000,10596173,12966876,5681000,314025688,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1510,303917256,1338963806000,152518598,308716479,23271000,200915561,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2317,6317633573,1303477503000,107496468,158078632,53545000,4207025221,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2288,6083640064,1321044518000,124842175,157712018,77801000,4241542696,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,236329150,4159775962000,178815074,322764269,29013000,111189572,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2465,644693533,2489519817000,391960330,573231320,181847000,441347355,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1331,306588879,309227095000,1703745,1793995,7714000,208308586,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201221.csv b/output/alternative/sec/13f/universe/20201221.csv new file mode 100644 index 0000000..4f5f7cf --- /dev/null +++ b/output/alternative/sec/13f/universe/20201221.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3362,9996809231,12724879311000,325919401,312435293,75231000,6443515300,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1511,303941982,1338967510000,152518598,308716479,23271000,200940287,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2317,6317633573,1303477503000,107496468,158078632,53545000,4207025221,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1694,236330510,4159776340000,178815074,322764269,29013000,111190932,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2466,644828196,2489564914000,391960330,573231320,181847000,441482018,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201222.csv b/output/alternative/sec/13f/universe/20201222.csv new file mode 100644 index 0000000..d9fefd2 --- /dev/null +++ b/output/alternative/sec/13f/universe/20201222.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3363,9996815594,12724880048000,325919401,312435293,75231000,6443521663,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,303945574,1338968048000,152518598,308716479,23271000,200943879,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2317,6317633573,1303477503000,107496468,158078632,53545000,4207025221,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,236335001,4159777588000,178815074,322764269,29013000,111195423,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2466,644828196,2489564914000,391960330,573231320,181847000,441482018,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201223.csv b/output/alternative/sec/13f/universe/20201223.csv new file mode 100644 index 0000000..db3d4ec --- /dev/null +++ b/output/alternative/sec/13f/universe/20201223.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3364,9996827383,12724881413000,325919401,312435293,75231000,6443521663,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,303945574,1338968048000,152518598,308716479,23271000,200943879,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2318,6317653730,1303477981000,107496468,158078632,53545000,4207045378,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,236335001,4159777588000,178815074,322764269,29013000,111195423,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2467,644831624,2489566062000,391960330,573231320,181847000,441482018,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201224.csv b/output/alternative/sec/13f/universe/20201224.csv new file mode 100644 index 0000000..db3d4ec --- /dev/null +++ b/output/alternative/sec/13f/universe/20201224.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3364,9996827383,12724881413000,325919401,312435293,75231000,6443521663,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,303945574,1338968048000,152518598,308716479,23271000,200943879,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2318,6317653730,1303477981000,107496468,158078632,53545000,4207045378,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,236335001,4159777588000,178815074,322764269,29013000,111195423,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2467,644831624,2489566062000,391960330,573231320,181847000,441482018,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201225.csv b/output/alternative/sec/13f/universe/20201225.csv new file mode 100644 index 0000000..db3d4ec --- /dev/null +++ b/output/alternative/sec/13f/universe/20201225.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3364,9996827383,12724881413000,325919401,312435293,75231000,6443521663,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,303945574,1338968048000,152518598,308716479,23271000,200943879,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2318,6317653730,1303477981000,107496468,158078632,53545000,4207045378,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,236335001,4159777588000,178815074,322764269,29013000,111195423,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2467,644831624,2489566062000,391960330,573231320,181847000,441482018,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201228.csv b/output/alternative/sec/13f/universe/20201228.csv new file mode 100644 index 0000000..db3d4ec --- /dev/null +++ b/output/alternative/sec/13f/universe/20201228.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3364,9996827383,12724881413000,325919401,312435293,75231000,6443521663,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,303945574,1338968048000,152518598,308716479,23271000,200943879,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2318,6317653730,1303477981000,107496468,158078632,53545000,4207045378,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,236335001,4159777588000,178815074,322764269,29013000,111195423,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2467,644831624,2489566062000,391960330,573231320,181847000,441482018,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201229.csv b/output/alternative/sec/13f/universe/20201229.csv new file mode 100644 index 0000000..43a23be --- /dev/null +++ b/output/alternative/sec/13f/universe/20201229.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9996892014,12724888897000,325919401,312435293,75231000,6443586294,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,445225589,182771644000,175912396,282685743,42368000,337467689,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,220651758,2790221019000,9588405,5817989,2107000,144913669,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2810,243975361,4149699776000,7831689,7609218,17478000,164556883,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1513,303984471,1338973874000,152518598,308716479,23271000,200982776,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2318,6317653730,1303477981000,107496468,158078632,53545000,4207045378,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2290,6084027490,1321053850000,124842175,157712018,77801000,4241930122,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,236384603,4159791369000,178815074,322764269,29013000,111245025,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2468,644898459,2489588443000,391960330,573231320,181847000,441548853,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201230.csv b/output/alternative/sec/13f/universe/20201230.csv new file mode 100644 index 0000000..f522c1a --- /dev/null +++ b/output/alternative/sec/13f/universe/20201230.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9996892014,12724888897000,325919401,312435293,75231000,6443586294,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,445225589,182771644000,175912396,282685743,42368000,337467689,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,220651758,2790221019000,9588405,5817989,2107000,144913669,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2810,243975361,4149699776000,7831689,7609218,17478000,164556883,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1951,533749663,785708927000,10371784,12382160,10698000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1513,303984471,1338973874000,152518598,308716479,23271000,200982776,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2319,6317653730,1303477981000,107496468,158078632,57599000,4207045378,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2290,6084027490,1321053850000,124842175,157712018,77801000,4241930122,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,236384603,4159791369000,178815074,322764269,29013000,111245025,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2468,644898459,2489588443000,391960330,573231320,181847000,441548853,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 diff --git a/output/alternative/sec/13f/universe/20201231.csv b/output/alternative/sec/13f/universe/20201231.csv new file mode 100644 index 0000000..f522c1a --- /dev/null +++ b/output/alternative/sec/13f/universe/20201231.csv @@ -0,0 +1,19 @@ +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9996892014,12724888897000,325919401,312435293,75231000,6443586294,642434176,1 +AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 +AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 +BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,445225589,182771644000,175912396,282685743,42368000,337467689,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,220651758,2790221019000,9588405,5817989,2107000,144913669,12206357,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2810,243975361,4149699776000,7831689,7609218,17478000,164556883,18810041,1 +IBM R735QTJ8XC9X,IBM,20200630,1951,533749663,785708927000,10371784,12382160,10698000,323363275,43537452,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 +IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 +IWM RV0PWMLXVHPH,IWM,20200930,1513,303984471,1338973874000,152518598,308716479,23271000,200982776,29591795,1 +NB R735QTJ8XC9X,BAC,20200630,2319,6317653730,1303477981000,107496468,158078632,57599000,4207045378,541459291,1 +NB R735QTJ8XC9X,BAC,20200930,2290,6084027490,1321053850000,124842175,157712018,77801000,4241930122,485843696,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,236384603,4159791369000,178815074,322764269,29013000,111245025,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2468,644898459,2489588443000,391960330,573231320,181847000,441548853,42326672,1 +USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 diff --git a/output/alternative/sec/13f/uso.csv b/output/alternative/sec/13f/uso.csv new file mode 100644 index 0000000..b9ddedc --- /dev/null +++ b/output/alternative/sec/13f/uso.csv @@ -0,0 +1,32 @@ +20201005 17:30,20200930,1,37,1000,0,0,0,0,0,0 +20201006 17:30,20200930,5,4406,124000,0,0,0,773,0,0 +20201007 17:30,20200930,6,4435,125000,0,0,0,802,0,0 +20201008 17:30,20200930,8,11815,334000,0,0,0,7936,0,0 +20201009 17:30,20200930,11,36427,1030000,450,0,0,28081,0,0 +20201013 17:30,20200930,16,63368,1791000,450,0,0,49643,0,0 +20201014 17:30,20200930,20,419203,11857000,450,0,0,404754,0,0 +20201015 17:30,20200930,23,444083,12562000,450,0,0,405804,0,0 +20201016 17:30,20200930,24,444681,12579000,450,0,0,405804,0,0 +20201019 17:30,20200930,28,452805,12808000,32250,120,0,413832,0,0 +20201020 17:30,20200930,31,453590,12830000,32250,120,0,413832,0,0 +20201021 17:30,20200930,34,462492,13082000,32250,120,0,421580,0,0 +20201022 17:30,20200930,37,490085,13863000,32250,120,0,437866,0,0 +20201023 17:30,20200930,38,490710,13881000,32250,120,0,438491,0,0 +20201026 17:30,20200930,43,737021,20849000,36750,120,0,684658,0,0 +20201027 17:30,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 +20201028 17:30,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 +20201029 17:30,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 +20201030 17:30,20200930,58,967093,27357000,2689750,1434420,12000,806626,0,0 +20201102 17:30,20200930,61,985774,27885000,2689750,1434420,12000,807384,0,0 +20201103 17:30,20200930,66,1035131,29282000,2709750,1434420,12000,810592,0,0 +20201104 17:30,20200930,69,2265243,63639000,2742150,1434420,12000,844922,0,0 +20201105 17:30,20200930,75,2510208,70568000,2742150,1434420,12000,990815,0,0 +20201106 17:30,20200930,83,2550419,71705000,2742650,1434420,12000,1001213,0,0 +20201109 17:30,20200930,88,3349177,94303000,2742650,1434420,12000,1397449,0,0 +20201110 17:30,20200930,96,3399060,99299000,2742650,1434420,12000,1408231,0,0 +20201112 17:30,20200930,125,6322202,196588000,4653810,1941548,12000,3603243,584302,1 +20201113 17:30,20200930,151,12649260,375287000,8813934,8868420,12000,9010936,717430,1 +20201116 17:30,20200930,171,33880775,975944000,22844926,38616768,1965000,30221600,717495,1 +20201117 17:30,20200930,176,36218068,1042065000,23662538,39827196,1965000,32557359,717495,1 +20201120 17:30,20200930,177,36219204,1042097000,23662538,39827196,1965000,32557359,717495,1 +20201123 17:30,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 diff --git a/output/alternative/sec/13f/wm.csv b/output/alternative/sec/13f/wm.csv new file mode 100644 index 0000000..e66a69a --- /dev/null +++ b/output/alternative/sec/13f/wm.csv @@ -0,0 +1,66 @@ +20201001 17:30,20200930,5,162449,18383000,0,0,0,150636,0,0 +20201002 17:30,20200930,6,180919,20474000,0,0,0,169069,0,0 +20201005 17:30,20200930,13,368332,41682000,0,0,0,308597,1385,0 +20201006 17:30,20200930,33,609798,69007000,0,0,0,361654,1385,0 +20201007 17:30,20200331,1301,346827990,267503154000,1562445,1442663,6245000,235536480,23338371,1 +20201007 17:30,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +20201007 17:30,20200930,40,669387,75751000,0,0,0,416004,4354,0 +20201008 17:30,20200930,58,1111072,263671000,0,0,0,753362,25118,0 +20201009 17:30,20200930,74,1825671,344542000,0,0,0,1355389,30268,0 +20201013 17:30,20200930,116,2856384,461473000,0,0,0,2086826,30268,1 +20201014 17:30,20200930,143,3639389,11643221000,0,0,6009000,2692685,129248,1 +20201015 17:30,20200930,161,4734636,11767260000,0,0,6009000,3647684,131227,1 +20201016 17:30,20200930,182,5185078,11816991000,0,1000,6009000,3939434,137785,1 +20201019 17:30,20200930,210,6517398,11967762000,0,1000,6009000,5019001,139722,1 +20201020 17:30,20200930,237,8093787,12146161000,0,36044,6009000,6431222,139722,1 +20201021 17:30,20200930,265,9081629,12257958000,0,36044,6796000,7319879,142722,1 +20201022 17:30,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 +20201022 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17:30,20200930,1325,306274643,309191515000,1703745,1793995,7714000,208007857,18265771,1 +20201211 17:30,20200930,1327,306386230,309204144000,1703745,1793995,7714000,208118275,18265771,1 +20201214 17:30,20200930,1329,306563495,309224205000,1703745,1793995,7714000,208292425,18265771,1 +20201215 17:30,20200630,1323,315569256,272748497000,1549245,1950863,5698000,208541296,19467505,1 +20201215 17:30,20200930,1330,306579015,309225962000,1703745,1793995,7714000,208307945,18265771,1 +20201216 17:30,20200930,1330,306586690,309226830000,1703745,1793995,7714000,208308586,18265771,1 +20201218 17:30,20200930,1331,306588879,309227095000,1703745,1793995,7714000,208308586,18265771,1 +20201221 17:30,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 diff --git a/tests/SEC13FHoldingsTests.cs b/tests/SEC13FHoldingsTests.cs new file mode 100644 index 0000000..35c4b97 --- /dev/null +++ b/tests/SEC13FHoldingsTests.cs @@ -0,0 +1,417 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.IO; +using System.Linq; +using System.Reflection; +using NUnit.Framework; +using ProtoBuf; +using QuantConnect.Data; +using QuantConnect.DataSource; + +namespace QuantConnect.DataLibrary.Tests +{ + /// + /// Unit tests for . Every case parses an in-line sample line, so + /// the fixture needs no data on disk and is safe to run in CI. The one test that touches the + /// processed output is skipped when that folder is not there yet. + /// + [TestFixture] + public class SEC13FHoldingsTests + { + // Frozen column order: + // Time,PeriodEnd,Holders,Shares,HoldingValue,CallShares,PutShares,PrincipalValue,VotingSole,VotingShared,ConfidentialOmitted + private const string FullLine = + "20240214 17:30,20231231,4812,10589324611,3210456789012,152340000,98760000,4500000,9012345678,1234567890,1"; + + // Same quarter, every optional measure withheld. Must produce nulls, never zeros. + private const string EmptyValuesLine = "20240214 17:30,20231231,,,,,,,,,0"; + + private static SubscriptionDataConfig Config(string ticker = "AAPL") + { + return new SubscriptionDataConfig( + typeof(SEC13FHoldings), + Symbol.Create(ticker, SecurityType.Base, Market.USA), + Resolution.Daily, + TimeZones.NewYork, + TimeZones.NewYork, + false, false, false); + } + + private static SEC13FHoldings Read(string line, string ticker = "AAPL") + { + return new SEC13FHoldings().Reader(Config(ticker), line, DateTime.UtcNow, false) as SEC13FHoldings; + } + + [Test] + public void ReaderParsesEveryColumn() + { + var point = Read(FullLine); + + Assert.IsNotNull(point); + Assert.AreEqual(Symbol.Create("AAPL", SecurityType.Base, Market.USA), point.Symbol); + Assert.AreEqual(new DateTime(2024, 2, 14, 17, 30, 0), point.Time); + Assert.AreEqual(point.Time, point.EndTime); + Assert.AreEqual(new DateTime(2023, 12, 31), point.PeriodEnd); + Assert.AreEqual(4812m, point.Holders); + Assert.AreEqual(10589324611m, point.Shares); + Assert.AreEqual(3210456789012m, point.HoldingValue); + Assert.AreEqual(152340000m, point.CallShares); + Assert.AreEqual(98760000m, point.PutShares); + Assert.AreEqual(4500000m, point.PrincipalValue); + Assert.AreEqual(9012345678m, point.VotingSole); + Assert.AreEqual(1234567890m, point.VotingShared); + Assert.IsTrue(point.ConfidentialOmitted); + Assert.AreEqual(3210456789012m, point.Value); + } + + [Test] + public void CloneCopiesEveryProperty() + { + var original = Read(FullLine); + var clone = original.Clone() as SEC13FHoldings; + + Assert.IsNotNull(clone); + // Reflection rather than a hand-written list: a property added to the class but forgotten + // in Clone() is exactly the bug this test has to catch, and a hand-written list cannot. + AssertPropertiesAndFieldsAreEqual(original, clone); + } + + [Test] + public void ValueMirrorsHoldingValue() + { + Assert.AreEqual(Read(FullLine).HoldingValue, Read(FullLine).Value); + // A withheld HoldingValue leaves the point at zero rather than throwing or carrying null. + Assert.AreEqual(0m, Read(EmptyValuesLine).Value); + } + + [Test] + public void EmptyNumericColumnsBecomeNullNotZero() + { + var point = Read(EmptyValuesLine); + + Assert.IsNotNull(point); + Assert.IsNull(point.Holders); + Assert.IsNull(point.Shares); + Assert.IsNull(point.HoldingValue); + Assert.IsNull(point.CallShares); + Assert.IsNull(point.PutShares); + Assert.IsNull(point.PrincipalValue); + Assert.IsNull(point.VotingSole); + Assert.IsNull(point.VotingShared); + } + + [TestCase("1", true)] + [TestCase("0", false)] + [TestCase("", false)] + public void ConfidentialOmittedParsesFlag(string flag, bool expected) + { + var line = $"20240214 17:30,20231231,4812,10589324611,3210456789012,,,,,,{flag}"; + + Assert.AreEqual(expected, Read(line).ConfidentialOmitted); + } + + [Test] + public void EndTimeIsTheReleaseItself() + { + // Time and EndTime are the same instant on purpose. The point IS the publication, and + // the quarter it describes is carried in PeriodEnd, so there is no offset to model and + // no window for look-ahead to hide in. This mirrors EstimizeConsensus, whose EndTime is + // its UpdatedAt. + var point = Read(FullLine); + + Assert.AreEqual(point.Time, point.EndTime); + Assert.AreEqual(new DateTime(2024, 2, 14, 17, 30, 0), point.EndTime); + } + + [Test] + public void ReleaseIsStampedAfterTheQuarterItReports() + { + // The lag from the reported quarter to publication is the product here: measured across + // 11,761 filings it runs from 0 to 6,596 days with a median of 42. Whatever its size, + // the release can never precede the quarter it reports. + var point = Read(FullLine); + + Assert.GreaterOrEqual(point.Time.Date, point.PeriodEnd); + } + + [Test] + public void AVeryLongFilingLagIsLegitimateData() + { + // Amendments for old quarters keep arriving; the measured worst case is 6,596 days. + // A row like this is late, not corrupt, and must parse. + var point = Read("20260122 17:30,20071231,3,1000,50000,,,,,,0"); + + Assert.AreEqual(new DateTime(2026, 1, 22, 17, 30, 0), point.Time); + Assert.AreEqual(new DateTime(2007, 12, 31), point.PeriodEnd); + Assert.Greater((point.Time.Date - point.PeriodEnd).TotalDays, 6000); + } + + [Test] + public void AZeroDayFilingLagIsLegitimateData() + { + // The measured minimum is zero: filed on the reported quarter end itself. + var point = Read("20240630 17:30,20240630,3,1000,50000,,,,,,0"); + + Assert.AreEqual(point.Time.Date, point.PeriodEnd); + } + + [TestCase("20240331", 2024, 3, 31)] + [TestCase("20240630", 2024, 6, 30)] + [TestCase("20240930", 2024, 9, 30)] + [TestCase("20241231", 2024, 12, 31)] + public void PeriodEndComesFromTheFileNotFromTime(string periodEnd, int year, int month, int day) + { + // Deriving the quarter from the release date would be wrong: one publication day + // carries filings for several different reported quarters, so it has to be a column. + var point = Read($"20260515 17:30,{periodEnd},3,1000,50000,,,,,,0"); + + Assert.AreEqual(new DateTime(year, month, day), point.PeriodEnd); + Assert.AreEqual(new DateTime(2026, 5, 15, 17, 30, 0), point.Time); + } + + [Test] + public void ATruncatedLineIsSkippedRatherThanThrown() + { + // An exception out of Reader ends the algorithm, so a short line has to come back as + // null. It is the whole point of the guard: one malformed row must not take a live + // strategy down. + Assert.IsNull(Read("20240214 17:30,20231231,4812")); + } + + [Test] + public void AnExtraColumnStillParses() + { + // The guard is "fewer than", not "not equal to". A column appended in a later revision + // of the file must leave every existing one readable rather than mute the dataset. + var point = Read(FullLine + ",99"); + + Assert.IsNotNull(point); + Assert.AreEqual(4812m, point.Holders); + } + + [Test] + public void NonNumericMeasureThrows() + { + // Column 0 is a well formed release stamp, so the line reaches the decimal parse rather + // than failing on the timestamp before it. + Assert.Throws( + () => Read("20240214 17:30,20231231,4812,not-a-number,3210456789012,,,,,,0")); + } + + [Test] + public void BadTimeThrows() + { + Assert.Throws( + () => Read("2023-10-01,20240214 00:00,4812,10589324611,3210456789012,,,,,,0")); + } + + [Test] + public void GetSourceIsTheLocalPerSecurityFile() + { + var source = new SEC13FHoldings().GetSource(Config(), new DateTime(2024, 2, 14), false); + + Assert.AreEqual(SubscriptionTransportMedium.LocalFile, source.TransportMedium); + Assert.AreEqual(FileFormat.Csv, source.Format); + Assert.IsTrue( + Normalize(source.Source).EndsWith("alternative/sec/13f/aapl.csv", StringComparison.Ordinal), + $"Unexpected source '{source.Source}'"); + } + + [Test] + public void ClassificationMatchesTheSpec() + { + var instance = new SEC13FHoldings(); + + Assert.IsTrue(instance.IsSparseData()); + Assert.IsTrue(instance.RequiresMapping()); + Assert.AreEqual(Resolution.Daily, instance.DefaultResolution()); + Assert.AreEqual(1, instance.SupportedResolutions().Count); + Assert.AreEqual(Resolution.Daily, instance.SupportedResolutions()[0]); + Assert.AreEqual(TimeZones.NewYork, instance.DataTimeZone()); + } + + [Test] + public void ToStringIsNotEmpty() + { + Assert.IsFalse(string.IsNullOrWhiteSpace(Read(FullLine).ToString())); + } + + [Test] + public void EveryProcessedRowParses() + { + var directory = SEC13FTestPaths.HoldingsDirectory; + if (directory == null || !Directory.Exists(directory)) + { + Assert.Ignore($"No processed output at {SEC13FTestPaths.Describe(directory)}"); + } + + var files = Directory.GetFiles(directory, "*.csv", SearchOption.TopDirectoryOnly); + if (files.Length == 0) + { + Assert.Ignore($"No per-security files in {directory}"); + } + + var instance = new SEC13FHoldings(); + var rows = 0; + + foreach (var file in files) + { + var ticker = Path.GetFileNameWithoutExtension(file).ToUpperInvariant(); + var config = Config(ticker); + var previous = DateTime.MinValue; + + foreach (var line in File.ReadLines(file)) + { + if (string.IsNullOrWhiteSpace(line)) + { + continue; + } + + var point = instance.Reader(config, line, DateTime.UtcNow, false) as SEC13FHoldings; + + Assert.IsNotNull(point, $"{ticker}: '{line}' did not parse"); + Assert.AreEqual(point.Time, point.EndTime, $"{ticker}: EndTime is not Time on {point.Time:yyyy-MM-dd}"); + Assert.GreaterOrEqual(point.Time.Date, point.PeriodEnd, $"{ticker}: released before the quarter it reports"); + Assert.AreEqual(point.HoldingValue ?? 0m, point.Value, $"{ticker}: Value does not mirror HoldingValue"); + + // LEAN's SubscriptionDataReader silently drops a point whose timestamp moves + // backwards, so a file out of chronological order loses rows with nothing in + // the log to show for it. Accumulating groups by quarter, which is NOT the + // order the file has to ship in, so this is worth asserting on real output. + Assert.GreaterOrEqual(point.Time, previous, $"{ticker}: {point.Time:yyyy-MM-dd HH:mm} follows {previous:yyyy-MM-dd HH:mm}"); + previous = point.Time; + rows++; + } + } + + TestContext.Progress.WriteLine($"13f: {files.Length} per-security files, {rows} rows"); + Assert.Greater(rows, 0); + } + + [TestCase(typeof(SEC13FHoldings))] + [TestCase(typeof(SEC13FHoldingsUniverse))] + public void ProtobufContractIsCompleteAndUnique(Type type) + { + // LEAN routes a custom type through the BaseData branch of ProtobufSerialize, and + // BaseData declares ProtoInclude only for its built-in types, so a round trip cannot + // pass today whatever this class carries. Registration is LEAN's half of the contract. + // Ours is that the contract is declared and the member numbers are unique. + Assert.IsNotNull(type.GetCustomAttribute(), $"{type.Name}: ProtoContract is missing"); + + // DeclaredOnly: BaseData numbers its own members from 1, and those are LEAN's to own. + var members = type.GetProperties(BindingFlags.Public | BindingFlags.Instance | BindingFlags.DeclaredOnly) + .Select(property => property.GetCustomAttribute()) + .Where(attribute => attribute != null) + .Select(attribute => attribute.Tag) + .ToList(); + + Assert.Greater(members.Count, 0, $"{type.Name}: no ProtoMember attributes found"); + Assert.AreEqual(members.Count, members.Distinct().Count(), $"{type.Name}: duplicate ProtoMember numbers"); + Assert.GreaterOrEqual(members.Min(), 10, $"{type.Name}: member numbers start at 10, BaseData reserves the low ones"); + } + + [TestCase(typeof(SEC13FHoldings))] + [TestCase(typeof(SEC13FHoldingsUniverse))] + public void EveryStoredPropertyCarriesAProtoMember(Type type) + { + // A property added later without a member number would serialize as nothing, which is + // indistinguishable from a real absent reading. + var unnumbered = type + .GetProperties(BindingFlags.Public | BindingFlags.Instance | BindingFlags.DeclaredOnly) + .Where(property => property.CanRead && property.CanWrite && property.GetIndexParameters().Length == 0) + // EndTime is a view over Time, which BaseData already numbers, so it stores nothing + // of its own and a member number on it would serialize the same instant twice. + .Where(property => property.Name != nameof(BaseData.EndTime)) + .Where(property => property.GetCustomAttribute() == null) + .Select(property => property.Name) + .ToList(); + + Assert.IsEmpty(unnumbered, $"{type.Name}: stored properties with no ProtoMember: {string.Join(", ", unnumbered)}"); + } + + internal static void AssertPropertiesAndFieldsAreEqual(object expected, object actual) + { + foreach (var property in expected.GetType().GetProperties()) + { + Assert.AreEqual(property.GetValue(expected), property.GetValue(actual), $"Property '{property.Name}' was not copied"); + } + + foreach (var field in expected.GetType().GetFields()) + { + Assert.AreEqual(field.GetValue(expected), field.GetValue(actual), $"Field '{field.Name}' was not copied"); + } + } + + internal static string Normalize(string path) => path.Replace('\\', '/'); + } + + /// + /// Locates the processed 13F output produced by Phase 3. The tests that use it skip cleanly + /// while the folder does not exist yet. + /// + internal static class SEC13FTestPaths + { + /// Root of the processed output, or null when the repository root cannot be found. + public static string HoldingsDirectory + { + get + { + var root = Environment.GetEnvironmentVariable("SEC_13F_OUTPUT"); + if (!string.IsNullOrWhiteSpace(root)) + { + return root; + } + + var repository = RepositoryRoot(); + return repository == null + ? null + : Path.Combine(repository, "output", "alternative", "sec", "13f"); + } + } + + public static string UniverseDirectory + { + get + { + var holdings = HoldingsDirectory; + return holdings == null ? null : Path.Combine(holdings, "universe"); + } + } + + public static string Describe(string directory) => directory ?? ""; + + // The test binaries live in tests/bin//, so walk up to the folder that + // holds the data source project file. + private static string RepositoryRoot() + { + var directory = new DirectoryInfo(TestContext.CurrentContext.TestDirectory); + + while (directory != null) + { + if (File.Exists(Path.Combine(directory.FullName, "QuantConnect.DataSource.csproj"))) + { + return directory.FullName; + } + + directory = directory.Parent; + } + + return null; + } + } +} diff --git a/tests/SEC13FHoldingsUniverseTests.cs b/tests/SEC13FHoldingsUniverseTests.cs new file mode 100644 index 0000000..cd8a6dc --- /dev/null +++ b/tests/SEC13FHoldingsUniverseTests.cs @@ -0,0 +1,289 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Globalization; +using System.IO; +using NUnit.Framework; +using QuantConnect.Data; +using QuantConnect.DataSource; + +namespace QuantConnect.DataLibrary.Tests +{ + /// + /// Unit tests for . Every case parses an in-line sample + /// line, so the fixture needs no data on disk and is safe to run in CI. The one test that + /// touches the processed output is skipped when that folder is not there yet. + /// + [TestFixture] + public class SEC13FHoldingsUniverseTests + { + private const string AppleSid = "AAPL R735QTJ8XC9X"; + + // Frozen column order: + // Sid,Ticker,PeriodEnd,Holders,Shares,HoldingValue,CallShares,PutShares,PrincipalValue,VotingSole,VotingShared,ConfidentialOmitted + private const string FullLine = + AppleSid + ",AAPL,20231231,4812,10589324611,3210456789012,152340000,98760000,4500000,9012345678,1234567890,1"; + + private const string EmptyValuesLine = AppleSid + ",AAPL,20231231,,,,,,,,,0"; + + // Same release date, an amendment for a much older quarter. PeriodEnd cannot be derived. + private const string LateAmendmentLine = + AppleSid + ",AAPL,20180630,7,5000,120000,,,,,,0"; + + private static readonly DateTime ReleaseDate = new DateTime(2024, 2, 14); + + private static SubscriptionDataConfig Config() + { + return new SubscriptionDataConfig( + typeof(SEC13FHoldingsUniverse), + Symbol.Create("AAPL", SecurityType.Base, Market.USA), + Resolution.Daily, + TimeZones.NewYork, + TimeZones.NewYork, + false, false, false); + } + + private static SEC13FHoldingsUniverse Read(string line, DateTime? date = null) + { + return new SEC13FHoldingsUniverse() + .Reader(Config(), line, date ?? ReleaseDate, false) as SEC13FHoldingsUniverse; + } + + [Test] + public void ReaderParsesEveryColumn() + { + var point = Read(FullLine); + + Assert.IsNotNull(point); + Assert.AreEqual(SecurityIdentifier.Parse(AppleSid), point.Symbol.ID); + Assert.AreEqual("AAPL", point.Symbol.Value); + Assert.AreEqual(new DateTime(2023, 12, 31), point.PeriodEnd); + Assert.AreEqual(4812m, point.Holders); + Assert.AreEqual(10589324611m, point.Shares); + Assert.AreEqual(3210456789012m, point.HoldingValue); + Assert.AreEqual(152340000m, point.CallShares); + Assert.AreEqual(98760000m, point.PutShares); + Assert.AreEqual(4500000m, point.PrincipalValue); + Assert.AreEqual(9012345678m, point.VotingSole); + Assert.AreEqual(1234567890m, point.VotingShared); + Assert.IsTrue(point.ConfidentialOmitted); + Assert.AreEqual(3210456789012m, point.Value); + } + + [Test] + public void SymbolRoundTripsThroughSecurityIdentifier() + { + var point = Read(FullLine); + + Assert.AreEqual(AppleSid, point.Symbol.ID.ToString()); + Assert.AreEqual(SecurityType.Equity, point.Symbol.SecurityType); + } + + [Test] + public void TimeIsTheRequestedReleaseDate() + { + // The file name is the release date, so Time comes from the requested date, never from + // a column. EndTime is one day later, matching FINRAShortInterestUniverse. + var date = new DateTime(2021, 8, 16); + var point = Read(FullLine, date); + + Assert.AreEqual(date, point.Time); + Assert.AreEqual(date.AddDays(1), point.EndTime); + Assert.AreNotEqual(point.Time, point.EndTime); + Assert.Greater(point.EndTime, point.Time); + } + + [Test] + public void PeriodEndComesFromTheFileNotFromTime() + { + // One release date carries filings for several reported quarters, so PeriodEnd must be + // read, not derived. Deriving it from Time would have given 2024-03-31 here. + var current = Read(FullLine); + var amendment = Read(LateAmendmentLine); + + Assert.AreEqual(current.Time, amendment.Time); + Assert.AreEqual(new DateTime(2023, 12, 31), current.PeriodEnd); + Assert.AreEqual(new DateTime(2018, 6, 30), amendment.PeriodEnd); + Assert.AreNotEqual(current.PeriodEnd, amendment.PeriodEnd); + } + + [Test] + public void CloneCopiesEveryProperty() + { + var original = Read(FullLine); + var clone = original.Clone() as SEC13FHoldingsUniverse; + + Assert.IsNotNull(clone); + // Reflection rather than a hand-written list: a property added to the class but forgotten + // in Clone() is exactly the bug this test has to catch, and a hand-written list cannot. + SEC13FHoldingsTests.AssertPropertiesAndFieldsAreEqual(original, clone); + } + + [Test] + public void ValueMirrorsHoldingValue() + { + Assert.AreEqual(3210456789012m, Read(FullLine).Value); + // A withheld HoldingValue leaves the point at zero rather than throwing or carrying null. + Assert.AreEqual(0m, Read(EmptyValuesLine).Value); + } + + [Test] + public void EmptyNumericColumnsBecomeNullNotZero() + { + var point = Read(EmptyValuesLine); + + Assert.IsNotNull(point); + Assert.IsNull(point.Holders); + Assert.IsNull(point.Shares); + Assert.IsNull(point.HoldingValue); + Assert.IsNull(point.CallShares); + Assert.IsNull(point.PutShares); + Assert.IsNull(point.PrincipalValue); + Assert.IsNull(point.VotingSole); + Assert.IsNull(point.VotingShared); + } + + [TestCase("1", true)] + [TestCase("0", false)] + [TestCase("", false)] + public void ConfidentialOmittedParsesFlag(string flag, bool expected) + { + var line = AppleSid + $",AAPL,20231231,4812,10589324611,3210456789012,,,,,,{flag}"; + + Assert.AreEqual(expected, Read(line).ConfidentialOmitted); + } + + [Test] + public void ATruncatedLineIsSkippedRatherThanThrown() + { + // An exception out of Reader ends the algorithm, so a short line has to come back as + // null. It is the whole point of the guard: one malformed row must not take a live + // strategy down. + Assert.IsNull(Read(AppleSid + ",AAPL,20231231")); + } + + [Test] + public void AnExtraColumnStillParses() + { + // The guard is "fewer than", not "not equal to". A column appended in a later revision + // of the file must leave every existing one readable rather than mute the dataset. + var point = Read(FullLine + ",99"); + + Assert.IsNotNull(point); + Assert.AreEqual(4812m, point.Holders); + } + + [Test] + public void NonNumericMeasureThrows() + { + Assert.Throws( + () => Read(AppleSid + ",AAPL,20231231,4812,10589324611,not-a-number,,,,,,0")); + } + + [Test] + public void BadPeriodEndThrows() + { + Assert.Throws( + () => Read(AppleSid + ",AAPL,2023-12-31,4812,10589324611,3210456789012,,,,,,0")); + } + + [Test] + public void BadSecurityIdentifierThrows() + { + Assert.Catch( + () => Read("not-a-sid,AAPL,20231231,4812,10589324611,3210456789012,,,,,,0")); + } + + [Test] + public void GetSourceIsTheLocalReleaseDateFile() + { + var source = new SEC13FHoldingsUniverse().GetSource(Config(), ReleaseDate, false); + + Assert.AreEqual(SubscriptionTransportMedium.LocalFile, source.TransportMedium); + Assert.AreEqual(FileFormat.FoldingCollection, source.Format); + Assert.IsTrue( + SEC13FHoldingsTests.Normalize(source.Source) + .EndsWith("alternative/sec/13f/universe/20240214.csv", StringComparison.Ordinal), + $"Unexpected source '{source.Source}'"); + } + + [Test] + public void ClassificationMatchesTheSpec() + { + var instance = new SEC13FHoldingsUniverse(); + + Assert.IsTrue(instance.IsSparseData()); + Assert.AreEqual(Resolution.Daily, instance.DefaultResolution()); + Assert.AreEqual(1, instance.SupportedResolutions().Count); + Assert.AreEqual(Resolution.Daily, instance.SupportedResolutions()[0]); + Assert.AreEqual(TimeZones.NewYork, instance.DataTimeZone()); + } + + [Test] + public void ToStringIsNotEmpty() + { + Assert.IsFalse(string.IsNullOrWhiteSpace(Read(FullLine).ToString())); + } + + [Test] + public void EveryProcessedUniverseRowParses() + { + var directory = SEC13FTestPaths.UniverseDirectory; + if (directory == null || !Directory.Exists(directory)) + { + Assert.Ignore($"No processed universe output at {SEC13FTestPaths.Describe(directory)}"); + } + + var files = Directory.GetFiles(directory, "*.csv", SearchOption.TopDirectoryOnly); + if (files.Length == 0) + { + Assert.Ignore($"No universe files in {directory}"); + } + + var instance = new SEC13FHoldingsUniverse(); + var config = Config(); + var rows = 0; + + foreach (var file in files) + { + var name = Path.GetFileNameWithoutExtension(file); + Assert.IsTrue( + DateTime.TryParseExact(name, "yyyyMMdd", CultureInfo.InvariantCulture, DateTimeStyles.None, out var date), + $"Universe file '{name}' is not named yyyyMMdd"); + + foreach (var line in File.ReadLines(file)) + { + if (string.IsNullOrWhiteSpace(line)) + { + continue; + } + + var point = instance.Reader(config, line, date, false) as SEC13FHoldingsUniverse; + + Assert.IsNotNull(point, $"{name}: '{line}' did not parse"); + Assert.AreEqual(date, point.Time, $"{name}: Time is not the release date"); + Assert.Greater(point.EndTime, point.Time, $"{name}: EndTime not after Time"); + Assert.LessOrEqual(point.PeriodEnd, point.Time, $"{name}: reported quarter ends after the release date"); + Assert.AreEqual(point.HoldingValue ?? 0m, point.Value, $"{name}: Value does not mirror HoldingValue"); + rows++; + } + } + + TestContext.Progress.WriteLine($"13f universe: {files.Length} files, {rows} rows"); + Assert.Greater(rows, 0); + } + } +} diff --git a/tests/SEC13FProcessorTests.cs b/tests/SEC13FProcessorTests.cs new file mode 100644 index 0000000..0a549c4 --- /dev/null +++ b/tests/SEC13FProcessorTests.cs @@ -0,0 +1,853 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.IO; +using System.IO.Compression; +using System.Linq; +using System.Text; +using NUnit.Framework; +using QuantConnect.Configuration; +using QuantConnect.DataProcessing; +using QuantConnect.DataSource; +using QuantConnect.Securities; + +namespace QuantConnect.DataLibrary.Tests +{ + /// + /// Unit tests for the 13F processor. + /// + /// The data classes had full coverage while the processor, which is where the subtle logic + /// lives, had none. Every case below is a defect that actually reached a run and was caught by + /// hand: a CUSIP left-padded into a different security, a thousand-fold step in the middle of + /// the value history, a file written in quarter order that LEAN then silently truncated, and a + /// universe that either threw away the finished quarter or resurrected a retired one. + /// + [TestFixture] + public class SEC13FProcessorTests + { + /// The filing date the counting tests file on, when the date itself is not the point. + private static readonly DateTime Filed = new(2024, 2, 14); + + private string _root; + private string _previousDataFolder; + private string _previousLookupDate; + + [SetUp] + public void SetUp() + { + _root = Path.Combine(Path.GetTempPath(), $"sec-13f-tests-{Guid.NewGuid():N}"); + Directory.CreateDirectory(_root); + } + + [TearDown] + public void TearDown() + { + if (_previousDataFolder != null) + { + // The data folder is process wide and the resolver caches the one it was built with, + // so a fixture left behind would be read by whatever runs next. + Config.Set("data-folder", _previousDataFolder); + Config.Set("map-file-provider-lookup-date", _previousLookupDate); + Globals.Reset(); + SecurityDefinitionSymbolResolver.Reset(); + _previousDataFolder = null; + } + + if (Directory.Exists(_root)) + { + Directory.Delete(_root, true); + } + } + + // ---- CUSIP normalisation -------------------------------------------------------------- + + [TestCase("037833100")] // Apple + [TestCase("464287226")] // iShares Core US Aggregate Bond + [TestCase("72201R205")] + public void ANineCharacterCusipIsLeftAlone(string cusip) + { + // Most reported CUSIPs already carry their check digit and must not be touched at all. + Assert.AreEqual(cusip, SEC13FDownloader.NormalizeCusip(cusip)); + } + + [TestCase("37833100", "037833100")] // Apple, one leading zero eaten + [TestCase("2824100", "002824100")] // Abbott, two eaten + [TestCase("84670702", "084670702")] + public void AShortCusipMissingItsLeadingZerosIsPadded(string reported, string expected) + { + // The full history carries 12,372 short CUSIPs, most of them an identifier a spreadsheet + // somewhere read as a number and stripped the leading zeros off. + Assert.AreEqual(expected, SEC13FDownloader.NormalizeCusip(reported)); + } + + [TestCase("46428722", "464287226")] // iShares Core US Aggregate Bond + [TestCase("72201R20", "72201R205")] + public void AShortCusipMissingItsCheckDigitIsCompletedInstead(string reported, string expected) + { + // The other reason a CUSIP arrives short, and it needs the opposite repair. Left-padding + // "46428722" would have produced 046428722, a perfectly well-formed identifier belonging + // to a different security, so the two cases are told apart by the check digit itself: + // the padded reading is only accepted when it checks out. + Assert.AreEqual(expected, SEC13FDownloader.NormalizeCusip(reported)); + } + + [TestCase("037833100")] // Apple + [TestCase("594918104")] // Microsoft + [TestCase("67066G104")] // NVIDIA, the letter case + [TestCase("464287226")] // iShares Core US Aggregate Bond + [TestCase("002824100")] // Abbott, the leading-zero case + public void TheCheckDigitAgreesWithRealCusips(string cusip) + { + // Everything above rests on the check digit being right, so it is held against real + // published identifiers rather than against itself. + Assert.AreEqual(cusip[8], SEC13FDownloader.ComputeCusipCheckDigit(cusip.Substring(0, 8)), + $"the computed check digit disagrees with the published {cusip}"); + } + + [TestCase("")] + [TestCase("0")] + [TestCase("ABC")] + [TestCase("12345")] + public void JunkTooShortToBeACusipIsRejected(string cusip) + { + // Below six characters there is not enough of an identifier left to repair, and guessing + // one would attribute somebody's positions to whichever security the guess landed on. + Assert.IsNull(SEC13FDownloader.NormalizeCusip(cusip)); + } + + // ---- The constructed US ISIN ---------------------------------------------------------- + + [TestCase("037833100", "US0378331005")] // Apple + [TestCase("02079K305", "US02079K3059")] // Alphabet Class C + public void TheConstructedIsinMatchesTheRealOne(string cusip, string isin) + { + // This is the second step of the identity chain and it is pure arithmetic, so it is + // either exactly right or it silently resolves to nothing. It lifted measured coverage + // from 76.1% to 88.9% of reported value, which is only true while it is exact: both of + // these are checked against the security's real published ISIN. + Assert.AreEqual(isin, SEC13FDownloader.BuildUnitedStatesIsin(cusip)); + } + + // ---- The VALUE unit break at 2023 ------------------------------------------------------ + + [TestCase("2022-11-14", 1000000)] // reported in thousands, scaled up + [TestCase("2022-12-31", 1000000)] // the last day of the old unit + [TestCase("2023-01-01", 1000)] // the first day of the new one, left alone + [TestCase("2023-02-14", 1000)] + public void ValueIsScaledOnlyForFilingsMadeBefore2023(string filingDate, decimal expected) + { + // VALUE changed unit with the 2023 filings: through 2022 it is thousands of dollars, + // from 2023 whole dollars. Measured on the real archives as the median VALUE/SSHPRNAMT + // of share lines, which is a price per share: 0.0460 in NOV-2022 against 39.86 in + // FEB-2023. Left unscaled this puts a 1000x step in the middle of the published history + // and breaks every comparison that crosses it. The cut is on FILING_DATE rather than on + // the reported period, because the rule changed for filings made from January 2023. + var filing = DateTime.Parse(filingDate); + var holdings = ReadInfoTable( + new[] { Line("0000000000-00-000001", "037833100", "1000", "100", "SH") }, + Submission("0000000000-00-000001", filing, new DateTime(2022, 9, 30))); + + Assert.AreEqual(1, holdings.Count); + Assert.AreEqual(expected, holdings.Values.Single().HoldingValue); + } + + [Test] + public void AnAmendmentGathersItsFilerLikeAnyOtherFilingAndStillSumsItsColumns() + { + // The reader gathers every filer that names the security, amendments included. Whether + // one of them moves Holders is not decided here: it is decided in CountNewFilers, the + // only place that knows whether that manager was already counted for the quarter. + var filing = new DateTime(2024, 2, 14); + var holdings = ReadInfoTable( + new[] + { + Line("0000000000-00-000001", "037833100", "1000", "100", "SH"), + Line("0000000000-00-000002", "037833100", "2000", "300", "SH") + }, + Submission("0000000000-00-000001", filing, new DateTime(2023, 12, 31), cik: 111), + Submission("0000000000-00-000002", filing, new DateTime(2023, 12, 31), cik: 222, isAmendment: true)); + + var holding = holdings.Values.Single(); + + Assert.AreEqual(2, holding.Ciks.Count, "both filers are gathered"); + Assert.AreEqual(400m, holding.Shares, "the amendment's shares still sum"); + Assert.AreEqual(3000m, holding.HoldingValue, "the amendment's value still sums"); + } + + // ---- Holders is a distinct count of managers -------------------------------------------- + + [Test] + public void AFilerReachesHoldersOnceHoweverManyTimesItReportsTheQuarter() + { + // Measured against the source for Bristol-Myers Squibb's December 2019 quarter: summing + // the per filing counts gives 2,765 managers where 2,235 distinct ones reported, because + // 530 of them named both the common stock and the contingent value right, 525 of those + // on one filing. Summing counts a manager once per CUSIP and once per day it appears. + using var downloader = Downloader(); + var security = Security("AAPL"); + var quarter = new DateTime(2023, 12, 31); + + Assert.AreEqual(3, downloader.CountNewFilers(security, quarter, new[] { 111, 222, 333 }, Filed), + "three managers, first sight"); + Assert.AreEqual(0, downloader.CountNewFilers(security, quarter, new[] { 111, 222 }, Filed), + "the same managers on a second CUSIP or a later day add nothing"); + Assert.AreEqual(1, downloader.CountNewFilers(security, quarter, new[] { 222, 444 }, Filed), + "only the manager that had not reported yet is added"); + } + + [Test] + public void AManagerThatNamesTheSecurityOnlyInAnAmendmentIsCounted() + { + // The undercount the earlier rule had. A manager that leaves a security out of its + // original report and adds it in the amendment holds that security, and its shares and + // value are carried, so leaving it out published value with no holder at all. Apple has + // eight such managers in the March 2026 quarter. + using var downloader = Downloader(); + var security = Security("AAPL"); + var quarter = new DateTime(2023, 12, 31); + + downloader.CountNewFilers(security, quarter, new[] { 111 }, Filed); + + Assert.AreEqual(1, downloader.CountNewFilers(security, quarter, new[] { 222 }, Filed), + "the amendment's filer is new to this security and quarter"); + } + + [Test] + public void FilersAreCountedPerSecurityAndPerQuarter() + { + // The key has to carry all three parts. A manager counted for one quarter must still be + // new to the next one, which is what makes each quarter its own census rather than a + // running total of every quarter before it. + using var downloader = Downloader(); + var apple = Security("AAPL"); + var microsoft = Security("MSFT"); + + downloader.CountNewFilers(apple, new DateTime(2023, 12, 31), new[] { 111 }, Filed); + + Assert.AreEqual(1, downloader.CountNewFilers(apple, new DateTime(2024, 3, 31), new[] { 111 }, Filed), + "a new quarter counts the manager again"); + Assert.AreEqual(1, downloader.CountNewFilers(microsoft, new DateTime(2023, 12, 31), new[] { 111 }, Filed), + "a different security counts the manager again"); + } + + [Test] + public void APeriodThatIsNotAQuarterEndGetsItsOwnSlot() + { + // PERIODOFREPORT is free text from the filer. Deriving the key from the quarter a date + // falls in would fold a malformed period into a real one and credit its filers there. + using var downloader = Downloader(); + var security = Security("AAPL"); + + downloader.CountNewFilers(security, new DateTime(2023, 12, 31), new[] { 111 }, Filed); + + Assert.AreEqual(1, downloader.CountNewFilers(security, new DateTime(2023, 12, 15), new[] { 111 }, Filed), + "a period inside the same quarter is still a different period"); + } + + // ---- Accumulation ---------------------------------------------------------------------- + + [Test] + public void IncrementsRunningSumWithinAQuarterAndNeverAcrossTwo() + { + // The managers of one quarter file across roughly fifty days, so the published row states + // what had been reported for its own quarter as of its own release date. Carrying the + // running total into the next quarter would restate a fresh quarter as the sum of every + // quarter before it. + var cumulative = SEC13FDownloader.Accumulate(new[] + { + Row("20240201 17:30", "20231231", 3m, 1000.25m), + Row("20240214 17:30", "20231231", 2m, 500.75m), + Row("20240415 17:30", "20240331", 1m, 7.5m) + }); + + Assert.AreEqual(new[] { 3m, 5m, 1m }, cumulative.Select(row => row.Values[0]).ToArray()); + Assert.AreEqual(new[] { 1000.25m, 1501m, 7.5m }, cumulative.Select(row => row.Values[1]).ToArray()); + } + + [Test] + public void TheConfidentialFlagOnlyEverGoesUpWithinAQuarter() + { + // Once a contributing filing withheld positions the quarter's total is incomplete and + // stays incomplete, however many complete filings arrive after it. The next quarter is + // a fresh total, so it starts clean again. + var cumulative = SEC13FDownloader.Accumulate(new[] + { + Row("20240201 17:30", "20231231", 1m, 10m), + Row("20240214 17:30", "20231231", 1m, 10m, confidential: true), + Row("20240301 17:30", "20231231", 1m, 10m), + Row("20240415 17:30", "20240331", 1m, 10m) + }); + + Assert.AreEqual(new[] { false, true, true, false }, + cumulative.Select(row => row.ConfidentialOmitted).ToArray()); + } + + // ---- Difference and re-accumulate ------------------------------------------------------- + + [Test] + public void DifferencingACumulativeFileRecoversTheIncrementsExactly() + { + // This is the property that makes an incremental run idempotent, and the one that would + // break in silence. A published file holds running totals, and two running totals over + // different sets of filings cannot be combined at all, so the merge differences the + // published copy back to increments first. Everything is decimal on purpose: the + // difference is the exact inverse of the sum only while no rounding happens, so the + // values here are deliberately awkward rather than round. + var increments = new[] + { + Row("20240201 17:30", "20231231", 3m, 1234.56789m), + Row("20240214 17:30", "20231231", 2m, 0.00000001m), + Row("20240301 17:30", "20231231", 7m, 98765.4321m, confidential: true), + Row("20240415 17:30", "20240331", 1m, 0.1m), + Row("20240515 17:30", "20240331", 4m, 0.2m) + }; + + var roundTripped = SEC13FDownloader + .Difference(SEC13FDownloader.Accumulate(increments)) + .ToDictionary(row => (row.PeriodEnd, row.Time)); + + Assert.AreEqual(increments.Length, roundTripped.Count); + + foreach (var original in increments) + { + var recovered = roundTripped[(original.PeriodEnd, original.Time)]; + + Assert.AreEqual(original.Values, recovered.Values, + $"{original.PeriodEnd:yyyyMMdd} at {original.Time:yyyyMMdd HH:mm} did not round-trip"); + Assert.AreEqual(original.ConfidentialOmitted || recovered.ConfidentialOmitted, + recovered.ConfidentialOmitted, "the flag is OR-ed forward, so it never comes back down"); + } + } + + [Test] + public void AMergeThatReadsNoNewFilingReproducesTheFileItRead() + { + // The same property as above, seen from where it actually matters: the production job + // runs daily and most days bring nothing new for a given security. The file it publishes + // then has to be the file it read, byte for byte, or every quiet day would perturb the + // history. + var output = Path.Combine(_root, "aapl.csv"); + var processed = Path.Combine(_root, "processed-aapl.csv"); + + File.WriteAllLines(output, new[] + { + "20240201 17:30,20231231,3,1234.56789,50,0,0,0,10,20,0", + "20240214 17:30,20231231,2,0.00000001,25,0,0,0,5,10,1" + }); + SEC13FDownloader.MergeAndWrite(output, processed); + + var published = File.ReadAllLines(output); + File.Copy(output, processed); + File.WriteAllText(output, string.Empty); + + SEC13FDownloader.MergeAndWrite(output, processed); + + Assert.AreEqual(published, File.ReadAllLines(output)); + } + + // ---- Chronological output order --------------------------------------------------------- + + [Test] + public void ThePublishedFileIsSortedByTimeAndNotByQuarter() + { + // Accumulate() groups by quarter, so its natural order is NOT the order the file ships + // in, and the two disagree exactly when a late amendment for an old quarter arrives + // after a newer quarter has started reporting. LEAN's SubscriptionDataReader drops a + // point whose timestamp moves backwards and does so silently, so a file left in quarter + // order loses rows with nothing in the log to show for it. + var output = Path.Combine(_root, "aapl.csv"); + var processed = Path.Combine(_root, "processed-aapl.csv"); + + // The published history, which the merge has to fold in before it can sort anything. + File.WriteAllLines(processed, new[] + { + "20240215 17:30,20231231,1,5,50,0,0,0,0,0,0" + }); + + File.WriteAllLines(output, new[] + { + // Newer quarter, released first. + "20240501 17:30,20240331,5,100,1000,0,0,0,0,0,0", + // Older quarter, an amendment released two weeks later. + "20240515 17:30,20231231,1,7,70,0,0,0,0,0,0" + }); + + Assert.AreEqual(1, SEC13FDownloader.MergeAndWrite(output, processed), + "the published row was not read off the shelf"); + + var written = File.ReadAllLines(output).Where(line => line.Length > 0).ToList(); + + Assert.AreEqual(3, written.Count); + Assert.IsTrue(written[0].StartsWith("20240215 17:30,20231231", StringComparison.Ordinal), + $"first row is '{written[0]}'"); + Assert.IsTrue(written[1].StartsWith("20240501 17:30,20240331", StringComparison.Ordinal), + $"second row is '{written[1]}'"); + Assert.IsTrue(written[2].StartsWith("20240515 17:30,20231231", StringComparison.Ordinal), + $"third row is '{written[2]}'"); + + // The amendment accumulates onto the published row of its own quarter rather than + // starting over: one holder plus one, five shares plus seven. + Assert.AreEqual("20240515 17:30,20231231,2,12,120,0,0,0,0,0,0", written[2]); + } + + // ---- The incremental run has to see the published history --------------------------------- + + [Test] + public void AnIncrementalRunWithNoPublishedHistoryFails() + { + // The destination arrives empty on every deployment, so a processed-data-directory that + // is wrong or unmounted leaves an incremental run with nothing to merge into. Publishing + // the window on its own would republish thirteen years as three months, rebuild every + // universe file from it, and return success: the files come out the right shape, so no + // row count tells the two apart. The guard runs before anything is fetched. + using var downloader = new SEC13FDownloader( + Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2026, 9, 8)); + + Assert.IsFalse(downloader.Run(), "the run reported success with no history behind it"); + } + + [Test] + public void AnIncrementalRunAcceptsAShelfThatHoldsSecurities() + { + // The same guard from the other side: a published history present is not a failure. Only + // the guard is exercised here, by handing it a deployment date and a shelf and checking + // it does not stop the run before the first archive is fetched. + var processed = ShelfWithFilerState(); + File.WriteAllLines(Path.Combine(processed, "aapl.csv"), new[] + { + "20240215 17:30,20231231,1,5,50,0,0,0,0,0,0" + }); + + using var downloader = new SEC13FDownloader( + Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2026, 9, 8)); + + Assert.DoesNotThrow(() => downloader.RequirePublishedHistoryForIncrementalRun()); + } + + [Test] + public void AnIncrementalRunWithAHistoryButNoFilerStateFails() + { + // Holders is a distinct count and cannot be rebuilt from the published totals the way + // the summed columns can, so a run that cannot read the state would count every filer in + // tonight's archive again on top of the existing history. The file would keep its shape + // and only that one column would be wrong, which is what this refuses to publish. + var processed = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder); + Directory.CreateDirectory(processed); + File.WriteAllLines(Path.Combine(processed, "aapl.csv"), new[] + { + "20240215 17:30,20231231,1,5,50,0,0,0,0,0,0" + }); + + using var downloader = new SEC13FDownloader( + Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2026, 9, 8)); + + Assert.Throws( + () => downloader.RequirePublishedHistoryForIncrementalRun(), + "a shelf with securities but no filer state has to stop the run"); + } + + [Test] + public void AFullHistoryRunNeedsNoFilerState() + { + // A full run rebuilds every count from the archives, so it neither needs the state nor + // reads it. Requiring it there would make the one run that can restore the file + // impossible whenever the file is what went missing. + using var downloader = Downloader(); + + Assert.DoesNotThrow(() => downloader.RequirePublishedHistoryForIncrementalRun()); + Assert.DoesNotThrow(() => downloader.ReadFilerState()); + } + + [Test] + public void TheFilerStateSurvivesAWriteAndReadRoundTrip() + { + var security = Security("AAPL"); + var other = Security("MSFT"); + var quarter = new DateTime(2023, 12, 31); + + using (var first = Downloader()) + { + first.CountNewFilers(security, quarter, new[] { 111, 222, 333 }, Filed); + first.CountNewFilers(other, quarter, new[] { 111 }, Filed); + first.WriteFilerState(); + } + + // The shelf is what the next run reads and the publish step is what puts this run's + // output there, so the round trip goes through that move rather than reading the output + // in place. + var shelf = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder); + Directory.CreateDirectory(shelf); + File.Copy( + Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"), + Path.Combine(shelf, "filers.zip"), overwrite: true); + + using var second = new SEC13FDownloader( + Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2024, 2, 14)); + second.ReadFilerState(); + + Assert.AreEqual(0, second.CountNewFilers(security, quarter, new[] { 111, 222, 333 }, Filed), + "every filer the earlier run counted is already known"); + Assert.AreEqual(0, second.CountNewFilers(other, quarter, new[] { 111 }, Filed), + "the same manager on another security is known there too"); + Assert.AreEqual(1, second.CountNewFilers(security, quarter, new[] { 444 }, Filed), + "a manager nobody has seen is still new"); + } + + [Test] + public void ReadingAnArchiveAgainCountsItsFilersAgainRatherThanPublishingZero() + { + // The defect this exists for, caught by running the incremental path end to end: the + // rolling window covers three months and the job reads it every night, so on the second + // night every filer of that window is already in the state, each of its days publishes + // an increment of zero, and MergeAndWrite lets the fresh reading win. Apple's March 2026 + // quarter went from 6,041 holders to 0 in one run, with the file the right shape and + // only that column moved. + var security = Security("AAPL"); + var quarter = new DateTime(2023, 12, 31); + var filed = new DateTime(2024, 2, 14); + + using (var first = Downloader()) + { + first.CountNewFilers(security, quarter, new[] { 111, 222, 333 }, filed); + first.WriteFilerState(); + } + + var shelf = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder); + Directory.CreateDirectory(shelf); + File.Copy( + Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"), + Path.Combine(shelf, "filers.zip"), overwrite: true); + + using var second = new SEC13FDownloader( + Path.Combine(_root, "out"), Path.Combine(_root, "processed"), filed); + second.ReadFilerState(); + second.PruneFilerState(new List + { + new("01jan2024-31mar2024_form13f.zip", "https://localhost/x.zip", + new DateTime(2024, 1, 1), new DateTime(2024, 3, 31)) + }); + + Assert.AreEqual(3, second.CountNewFilers(security, quarter, new[] { 111, 222, 333 }, filed), + "reading the same window again has to reproduce the same increment"); + } + + [Test] + public void AFilerCountedBeforeTheWindowSurvivesThePrune() + { + // The other half of the rule. Only the filers first counted inside the window being read + // again are forgotten; one counted in an earlier window stays known, or reading tonight's + // archive would count it a second time and push the quarter above its real number. + var security = Security("AAPL"); + var quarter = new DateTime(2023, 12, 31); + + using (var first = Downloader()) + { + first.CountNewFilers(security, quarter, new[] { 111 }, new DateTime(2023, 11, 15)); + first.CountNewFilers(security, quarter, new[] { 222 }, new DateTime(2024, 2, 14)); + first.WriteFilerState(); + } + + var shelf = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder); + Directory.CreateDirectory(shelf); + File.Copy( + Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"), + Path.Combine(shelf, "filers.zip"), overwrite: true); + + using var second = new SEC13FDownloader( + Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2024, 2, 14)); + second.ReadFilerState(); + second.PruneFilerState(new List + { + new("01jan2024-31mar2024_form13f.zip", "https://localhost/x.zip", + new DateTime(2024, 1, 1), new DateTime(2024, 3, 31)) + }); + + Assert.AreEqual(0, second.CountNewFilers(security, quarter, new[] { 111 }, new DateTime(2024, 2, 20)), + "the filer counted in November is outside the window and stays counted"); + Assert.AreEqual(1, second.CountNewFilers(security, quarter, new[] { 222 }, new DateTime(2024, 2, 14)), + "the filer counted inside the window is recounted"); + } + + [Test] + public void TheFilerStateIsByteReproducible() + { + // The state ships with the data, so a run that read no new filing has to produce the + // same bytes. A zip stamps every entry with the moment it was written, which would make + // the delivery archive look changed on every run when nothing in it had moved. + var security = Security("AAPL"); + var quarter = new DateTime(2023, 12, 31); + var path = Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"); + + using (var first = Downloader()) + { + first.CountNewFilers(security, quarter, new[] { 111, 222 }, Filed); + first.WriteFilerState(); + } + + var before = File.ReadAllBytes(path); + + using (var second = Downloader()) + { + second.CountNewFilers(security, quarter, new[] { 111, 222 }, Filed); + second.WriteFilerState(); + } + + Assert.AreEqual(Convert.ToBase64String(before), Convert.ToBase64String(File.ReadAllBytes(path)), + "the same filers have to write the same archive"); + } + + /// + /// An equity identifier built without touching the map files. These tests are about how + /// filers are counted, not about identity resolution, and the mapping overload reaches for a + /// map file provider that most of them have no fixture for. + /// + private static SecurityIdentifier Security(string ticker) + { + return SecurityIdentifier.GenerateEquity(ticker, Market.USA, mapSymbol: false); + } + + /// A shelf directory carrying a filer state, which an incremental run demands. + private string ShelfWithFilerState() + { + using (var seed = Downloader()) + { + seed.CountNewFilers(Security("AAPL"), + new DateTime(2023, 12, 31), new[] { 1 }, Filed); + seed.WriteFilerState(); + } + + var shelf = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder); + Directory.CreateDirectory(shelf); + File.Copy( + Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"), + Path.Combine(shelf, "filers.zip"), overwrite: true); + return shelf; + } + + // ---- The universe two-quarter rule ------------------------------------------------------- + + [Test] + public void TheUniverseCarriesTheNewestQuarterAndTheOneBeforeIt() + { + // A quarter fills in over roughly fifty days, so on any given day a security has a brand + // new quarter with a handful of managers in it and a finished one with thousands. + // Publishing only the newest throws the finished cross-section away for six weeks of + // every year; publishing only the finished one hides the fresh data. Both are carried, + // and the older is retired the moment the newer overtakes it in Holders, which is the + // point where it stops adding anything. ExtractAlphaTrueBeats ships every live fiscal + // period the same way rather than choosing between them. + var universe = BuildUniverse( + // Holders is the fourth column of the published row, right after the quarter. + "20231101 17:30,20230930,1500,100,1000,0,0,0,0,0,0", + "20240201 17:30,20231231,5,10,100,0,0,0,0,0,0", + "20240415 17:30,20240331,3,7,70,0,0,0,0,0,0", + "20240516 17:30,20240331,9,20,200,0,0,0,0,0,0", + // An amendment for a quarter that has already been retired. + "20240603 17:30,20230930,1600,110,1100,0,0,0,0,0,0"); + + // Only the finished quarter exists yet. + Assert.AreEqual(new[] { "20230930" }, universe["20231101"]); + + // The new quarter has five managers against fifteen hundred, so both are published. + Assert.AreEqual(new[] { "20230930", "20231231" }, universe["20240201"]); + + // A third quarter arrives and the oldest goes, whatever its Holders: two is the cap. + Assert.AreEqual(new[] { "20231231", "20240331" }, universe["20240415"]); + + // The newest overtakes the one before it, which is where the older stops being useful. + Assert.AreEqual(new[] { "20240331" }, universe["20240516"]); + + // The late amendment for 2023-09-30 must not put a stale cross-section back into the + // current file. Its own release-date row still exists in the per-security file, so + // nothing is lost by ignoring it here. + Assert.AreEqual(new[] { "20240331" }, universe["20240603"]); + } + + // ---- N-PORT ticker normalisation ---------------------------------------------------------- + + [TestCase("GOOGL US", "GOOGL")] // the Bloomberg style venue suffix + [TestCase("googl", "GOOGL")] + [TestCase("GOOGL", "GOOGL")] + [TestCase(" brk.b ", "BRK.B")] // share classes survive, they are the LEAN spelling + public void ANPortTickerIsNormalisedBeforeItIsVotedOn(string raw, string expected) + { + // IDENTIFIER_TICKER is free text written by fund administrators, so the same security + // arrives as "GOOGL", "GOOGL US" and "goog" across funds. It is normalised and then + // voted on across every fund that reported the security, rather than trusted row by row. + Assert.AreEqual(expected, SEC13FTickerCrosswalk.Normalize(raw)); + } + + [TestCase("N/A")] + [TestCase("")] + [TestCase(" ")] + [TestCase("912828YV6")] // a CUSIP typed into the ticker column + [TestCase("NOTATICKERATALL")] // longer than any US equity ticker + public void ANPortTickerThatIsNotOneIsRejected(string raw) + { + // The crosswalk feeds a map file lookup, and a ticker the map files do not know still + // produces a plausible looking Symbol with no data behind it, so anything that is not + // ticker-shaped is dropped here rather than downstream. + Assert.IsNull(SEC13FTickerCrosswalk.Normalize(raw)); + } + + // ---- Fixtures ----------------------------------------------------------------------------- + + /// One increment or cumulative row. Only the first two measures are exercised. + private static SEC13FDownloader.HoldingsRow Row(string time, string periodEnd, decimal holders, + decimal shares, bool confidential = false) + { + return new SEC13FDownloader.HoldingsRow + { + Time = DateTime.ParseExact(time, "yyyyMMdd HH:mm", null), + PeriodEnd = DateTime.ParseExact(periodEnd, "yyyyMMdd", null), + Values = new[] { holders, shares, 0m, 0m, 0m, 0m, 0m, 0m }, + ConfidentialOmitted = confidential + }; + } + + /// One INFOTABLE.tsv line, in the column order the header below declares. + private static string Line(string accession, string cusip, string value, string amount, string shareType, + string putCall = "", string votingSole = "0", string votingShared = "0") + { + return string.Join('\t', accession, cusip, value, amount, shareType, putCall, votingSole, votingShared); + } + + /// One SUBMISSION row, keyed by its accession number the way the processor keys it. + private static KeyValuePair Submission(string accession, + DateTime filingDate, DateTime period, int cik = 1, bool isAmendment = false) + { + return new KeyValuePair(accession, + new SEC13FDownloader.Submission + { + Cik = cik, + FilingDate = filingDate, + Period = period, + IsAmendment = isAmendment + }); + } + + /// + /// Runs the real INFOTABLE reader over an in-memory archive. The unit break and the amendment + /// rule live inside that loop, so a test that rebuilt them here would only be asserting + /// itself; this drives the shipped code over the table shape the SEC publishes. + /// + private Dictionary ReadInfoTable( + string[] lines, params KeyValuePair[] submissions) + { + var text = new StringBuilder() + .AppendLine(string.Join('\t', "ACCESSION_NUMBER", "CUSIP", "VALUE", "SSHPRNAMT", + "SSHPRNAMTTYPE", "PUTCALL", "VOTING_AUTH_SOLE", "VOTING_AUTH_SHARED")); + + foreach (var line in lines) + { + text.AppendLine(line); + } + + using var buffer = new MemoryStream(); + using (var writing = new ZipArchive(buffer, ZipArchiveMode.Create, true)) + using (var entry = new StreamWriter(writing.CreateEntry("INFOTABLE.tsv").Open())) + { + entry.Write(text.ToString()); + } + + buffer.Position = 0; + using var archive = new ZipArchive(buffer, ZipArchiveMode.Read); + using var downloader = Downloader(); + + return downloader.ReadInfoTable( + archive, + new SEC13FDownloader.Archive("2024q1_form13f.zip", "https://localhost/2024q1_form13f.zip", + new DateTime(2024, 1, 1), new DateTime(2024, 3, 31)), + submissions.ToDictionary(pair => pair.Key, pair => pair.Value, StringComparer.Ordinal)); + } + + /// + /// Runs the real universe build over a single per-security file and reads back which quarters + /// each business day published, keyed by the day. The retirement rule is what is being + /// asserted, so the whole forward-fill is driven rather than the rule on its own. + /// + private Dictionary BuildUniverse(params string[] rows) + { + SeedMapFiles("aapl"); + + var destination = Path.Combine(_root, "out"); + var holdings = Path.Combine(destination, SEC13FHoldings.ReportFolder); + Directory.CreateDirectory(holdings); + File.WriteAllLines(Path.Combine(holdings, "aapl.csv"), rows); + + using (var downloader = Downloader()) + { + downloader.BuildUniverseFiles(); + } + + var universe = Path.Combine(holdings, "universe"); + Assert.IsTrue(Directory.Exists(universe), $"no universe written at {universe}"); + + return Directory.GetFiles(universe, "*.csv").ToDictionary( + Path.GetFileNameWithoutExtension, + // Column two is PeriodEnd: sid, ticker, then the quarter. + file => File.ReadAllLines(file) + .Where(line => line.Length > 0) + .Select(line => line.Split(',')[2]) + .OrderBy(period => period, StringComparer.Ordinal) + .ToArray()); + } + + /// + /// Points LEAN's data folder at a map file archive this test wrote, holding one row per + /// ticker that spans every date used here. + /// + /// The universe build turns each ticker into a SecurityIdentifier point in time, and + /// LocalZipMapFileProvider throws outright when it finds no archive at all, so without this + /// the test could only be skipped on a machine with no LEAN data checkout, which is most of + /// them. The lookup date is pinned rather than left to walk back from yesterday, so the + /// fixture does not expire. + /// + private void SeedMapFiles(params string[] tickers) + { + var dataFolder = Path.Combine(_root, "data"); + var mapFiles = Path.Combine(dataFolder, "equity", "usa", "map_files"); + Directory.CreateDirectory(mapFiles); + + var lookupDate = new DateTime(2026, 1, 2); + using (var zip = ZipFile.Open( + Path.Combine(mapFiles, $"map_files_{lookupDate:yyyyMMdd}.zip"), ZipArchiveMode.Create)) + { + foreach (var ticker in tickers) + { + using var entry = new StreamWriter(zip.CreateEntry($"{ticker}.csv").Open()); + entry.WriteLine($"19801212,{ticker}"); + entry.WriteLine($"20501231,{ticker}"); + } + } + + _previousDataFolder = Config.Get("data-folder", string.Empty); + _previousLookupDate = Config.Get("map-file-provider-lookup-date", string.Empty); + + Config.Set("data-folder", dataFolder); + Config.Set("map-file-provider-lookup-date", $"{lookupDate:yyyyMMdd}"); + Globals.Reset(); + SecurityDefinitionSymbolResolver.Reset(); + } + + /// A downloader writing into this test's own temporary directories. + private SEC13FDownloader Downloader() + { + return new SEC13FDownloader(Path.Combine(_root, "out"), Path.Combine(_root, "processed"), null); + } + } +} diff --git a/tests/Tests.csproj b/tests/Tests.csproj index c3a31c6..98e8908 100644 --- a/tests/Tests.csproj +++ b/tests/Tests.csproj @@ -11,6 +11,10 @@ + + + + PreserveNewest @@ -19,6 +23,7 @@ + all From 4ca1bf8cae73083f7582a67a2810d2fc1d6caa9e Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Thu, 10 Sep 2026 12:24:50 -0500 Subject: [PATCH 02/11] Fix amendment double counting, rename totals, delisted tickers and stale universe rows --- DataProcessing/SEC13FDownloader.cs | 708 ++++++++++++++---- LIVE-READINESS-REPORT.md | 2 +- SEC13FHoldingsUniverse.cs | 5 + listing-about-13f.md | 40 +- listing-documentation-13f.md | 4 +- output/alternative/sec/13f/aapl.csv | 258 +++---- output/alternative/sec/13f/aig.csv | 79 +- output/alternative/sec/13f/bac.csv | 185 ++--- output/alternative/sec/13f/bno.csv | 28 +- output/alternative/sec/13f/eem.csv | 116 ++- output/alternative/sec/13f/goog.csv | 175 ++--- output/alternative/sec/13f/googl.csv | 179 ++--- output/alternative/sec/13f/ibm.csv | 166 ++-- output/alternative/sec/13f/iwm.csv | 123 ++- output/alternative/sec/13f/qqq.csv | 146 ++-- output/alternative/sec/13f/spy.csv | 206 +++-- .../alternative/sec/13f/universe/20201001.csv | 28 +- .../alternative/sec/13f/universe/20201002.csv | 28 +- .../alternative/sec/13f/universe/20201005.csv | 28 +- .../alternative/sec/13f/universe/20201006.csv | 28 +- .../alternative/sec/13f/universe/20201007.csv | 28 +- .../alternative/sec/13f/universe/20201008.csv | 44 +- .../alternative/sec/13f/universe/20201009.csv | 44 +- .../alternative/sec/13f/universe/20201012.csv | 44 +- .../alternative/sec/13f/universe/20201013.csv | 44 +- .../alternative/sec/13f/universe/20201014.csv | 44 +- .../alternative/sec/13f/universe/20201015.csv | 44 +- .../alternative/sec/13f/universe/20201016.csv | 44 +- .../alternative/sec/13f/universe/20201019.csv | 44 +- .../alternative/sec/13f/universe/20201020.csv | 50 +- .../alternative/sec/13f/universe/20201021.csv | 50 +- .../alternative/sec/13f/universe/20201022.csv | 50 +- .../alternative/sec/13f/universe/20201023.csv | 50 +- .../alternative/sec/13f/universe/20201026.csv | 50 +- .../alternative/sec/13f/universe/20201027.csv | 50 +- .../alternative/sec/13f/universe/20201028.csv | 50 +- .../alternative/sec/13f/universe/20201029.csv | 50 +- .../alternative/sec/13f/universe/20201030.csv | 50 +- .../alternative/sec/13f/universe/20201102.csv | 50 +- .../alternative/sec/13f/universe/20201103.csv | 50 +- .../alternative/sec/13f/universe/20201104.csv | 50 +- .../alternative/sec/13f/universe/20201105.csv | 50 +- .../alternative/sec/13f/universe/20201106.csv | 50 +- .../alternative/sec/13f/universe/20201109.csv | 50 +- .../alternative/sec/13f/universe/20201110.csv | 50 +- .../alternative/sec/13f/universe/20201111.csv | 50 +- .../alternative/sec/13f/universe/20201112.csv | 52 +- .../alternative/sec/13f/universe/20201113.csv | 52 +- .../alternative/sec/13f/universe/20201116.csv | 37 +- .../alternative/sec/13f/universe/20201117.csv | 37 +- .../alternative/sec/13f/universe/20201118.csv | 37 +- .../alternative/sec/13f/universe/20201119.csv | 37 +- .../alternative/sec/13f/universe/20201120.csv | 37 +- .../alternative/sec/13f/universe/20201123.csv | 37 +- .../alternative/sec/13f/universe/20201124.csv | 37 +- .../alternative/sec/13f/universe/20201125.csv | 37 +- .../alternative/sec/13f/universe/20201126.csv | 37 +- .../alternative/sec/13f/universe/20201127.csv | 37 +- .../alternative/sec/13f/universe/20201130.csv | 35 +- .../alternative/sec/13f/universe/20201201.csv | 34 +- .../alternative/sec/13f/universe/20201202.csv | 34 +- .../alternative/sec/13f/universe/20201203.csv | 34 +- .../alternative/sec/13f/universe/20201204.csv | 34 +- .../alternative/sec/13f/universe/20201207.csv | 34 +- .../alternative/sec/13f/universe/20201208.csv | 32 +- .../alternative/sec/13f/universe/20201209.csv | 32 +- .../alternative/sec/13f/universe/20201210.csv | 32 +- .../alternative/sec/13f/universe/20201211.csv | 32 +- .../alternative/sec/13f/universe/20201214.csv | 32 +- .../alternative/sec/13f/universe/20201215.csv | 32 +- .../alternative/sec/13f/universe/20201216.csv | 32 +- .../alternative/sec/13f/universe/20201217.csv | 32 +- .../alternative/sec/13f/universe/20201218.csv | 32 +- .../alternative/sec/13f/universe/20201221.csv | 32 +- .../alternative/sec/13f/universe/20201222.csv | 32 +- .../alternative/sec/13f/universe/20201223.csv | 32 +- .../alternative/sec/13f/universe/20201224.csv | 32 +- .../alternative/sec/13f/universe/20201225.csv | 32 +- .../alternative/sec/13f/universe/20201228.csv | 32 +- .../alternative/sec/13f/universe/20201229.csv | 32 +- .../alternative/sec/13f/universe/20201230.csv | 32 +- .../alternative/sec/13f/universe/20201231.csv | 32 +- output/alternative/sec/13f/uso.csv | 11 +- output/alternative/sec/13f/wm.csv | 113 ++- tests/SEC13FProcessorTests.cs | 361 +++++++-- 85 files changed, 2838 insertions(+), 2664 deletions(-) diff --git a/DataProcessing/SEC13FDownloader.cs b/DataProcessing/SEC13FDownloader.cs index 18e690b..cd15287 100644 --- a/DataProcessing/SEC13FDownloader.cs +++ b/DataProcessing/SEC13FDownloader.cs @@ -76,13 +76,14 @@ public class SEC13FDownloader : IDisposable // carries no INFOTABLE at all, so it is not a zero position and must not become one. private const string NoticeSubmissionTypePrefix = "13F-NT"; - // A 13F-HR/A restates a report the same manager already made for the same quarter, and about - // four percent of filings are amendments. Its positions sum into the running total exactly - // as the coverage was measured, and its filer is gathered like any other: whether that - // filer moves Holders is decided in CountNewFilers, which knows whether the manager was - // already counted for the security and quarter. A manager that names the security only in - // its amendment is therefore counted, and one restating a report it already made is not. - // See EmitHoldings. + // A 13F-HR/A amends a report the same manager already made for the same quarter, and about + // four percent of filings are amendments. Most are RESTATEMENTs, which replace the whole + // report, so adding their lines on top of the original counts the manager's positions + // twice: on Apple's March 2026 quarter that was 993 million shares, 9.6 percent of the + // total. An amendment's lines therefore count only for a security and quarter the manager + // had not reported before, which is also exactly what a NEW HOLDINGS amendment carries. + // The cost is that a restatement's corrections to a position already reported are not + // applied: the original figure stands. See ReadInfoTable and AdmitAmendment. private const string AmendmentSubmissionTypeSuffix = "/A"; // EDGAR stops accepting same-day filings at 17:30 ET, so everything stamped with a given @@ -106,6 +107,9 @@ public class SEC13FDownloader : IDisposable // in late 2019 is not reachable this way at any depth. private const int NPortQuartersToFold = 4; + /// Days after a quarter end that managers have to file their 13F for it. + private const int FilingDeadlineDays = 45; + // First FILING_DATE reported in whole dollars. Filings before this date report VALUE in // thousands and are scaled up so the published series has one unit end to end. See the // measurement in the aggregation loop. @@ -166,16 +170,43 @@ public class SEC13FDownloader : IDisposable private readonly HashSet _processedAccessions = new(StringComparer.Ordinal); /// - /// Increment rows waiting to be appended, flushed once per archive to bound memory. Keyed by - /// (period, release) within each security because several CUSIPs reach the same ticker: a - /// debt CUSIP, a share class the map files fold in, or an issuer that simply carries more + /// Increment rows waiting to be staged, flushed once per archive to bound memory. Keyed by + /// security and then by (period, release), because several CUSIPs reach the same security: + /// a debt CUSIP, a share class the map files fold in, or an issuer that simply carries more /// than one. Their contributions have to be summed here, while the whole day is still in - /// memory, or the file would hold two readings of one release date and the running total - /// could only keep one of them. Measured on Apple's March 2026 quarter: three of the - /// forty-three release dates carry a second CUSIP, worth 152,560 shares. + /// memory. Measured on Apple's March 2026 quarter: three of the forty-three release dates + /// carry a second CUSIP, worth 152,560 shares. Each row keeps the ticker the security traded + /// under that day, which is the file it is finally written to. + /// + private readonly Dictionary> + _pendingSecurityRows = new(StringComparer.Ordinal); + + /// + /// Where increments wait, one file per security, between the archive that produced them and + /// the finalize pass. Keyed by security rather than by ticker because the running total per + /// quarter belongs to the security: a quarter still filing when a company is renamed has to + /// carry on in the new ticker's file from where the old one stopped, not restart at zero. + /// Kept outside the output folder, since everything there is published. + /// + private readonly string _stagingDirectory = + Path.Combine(Path.GetTempPath(), "sec-13f-staging", Guid.NewGuid().ToString("N")); + + /// Every security with increments staged, which is every security this run touched. + private readonly HashSet _stagedSecurities = new(StringComparer.Ordinal); + + /// + /// Amendments admitted in this archive, as (filer key, filing date). One amendment can name + /// several CUSIPs of the same security; the first marks the manager counted and the rest of + /// the same filing still have to be let in. Cleared per archive, since a filing date never + /// spans two. /// - private readonly Dictionary> - _pendingSecurityRows = new(StringComparer.OrdinalIgnoreCase); + private readonly HashSet<(long FilerKey, int Stamp)> _admittedAmendments = new(); + + /// Ticker and date to the security the map files say owns that ticker then, per archive. + private readonly Dictionary<(string Ticker, DateTime Date), string> _tickerOwners = new(); + + private long _conflictingTickers; + private long _unchangedGroups; /// /// CUSIP to ticker, from the SEC's N-PORT filings. Built on first use rather than at @@ -475,6 +506,8 @@ private void ProcessArchive(Archive archive) // One window's worth of resolutions is all that is worth holding: the key carries the // filing date, so entries from a window already read can never be hit again. _resolvedCusips.Clear(); + _admittedAmendments.Clear(); + _tickerOwners.Clear(); var path = DownloadArchive(archive); @@ -628,8 +661,8 @@ private void ApplyConfidentialFlags(ZipArchive zip, Archive archive, Dictionary< Log.Trace($"SEC13FDownloader.ApplyConfidentialFlags(): {archive.Name}: {flagged} filings flagged"); } - /// The aggregate of every reported line sharing one (CUSIP, period, release). - internal sealed class Holding + /// The summed measures of a set of reported lines. + internal class Measures { public decimal Shares { get; set; } public decimal HoldingValue { get; set; } @@ -640,8 +673,41 @@ internal sealed class Holding public decimal VotingShared { get; set; } public bool ConfidentialOmitted { get; set; } - /// Distinct filer CIKs, which is what Holders counts. + /// Adds another set of lines into this one. + public void Add(Measures other) + { + Shares += other.Shares; + HoldingValue += other.HoldingValue; + CallShares += other.CallShares; + PutShares += other.PutShares; + PrincipalValue += other.PrincipalValue; + VotingSole += other.VotingSole; + VotingShared += other.VotingShared; + ConfidentialOmitted |= other.ConfidentialOmitted; + } + + /// The published value columns, Holders first. + public decimal[] ToValues(int holders) + { + return new[] { holders, Shares, HoldingValue, CallShares, PutShares, PrincipalValue, VotingSole, VotingShared }; + } + } + + /// + /// The reported lines sharing one (CUSIP, period, release). The measures are the ORIGINAL + /// filings only; each amending filer's lines are held apart in Amendments until + /// AdmitAmendment knows whether that manager had already reported the security. + /// + internal sealed class Holding : Measures + { + /// Distinct filer CIKs of the original filings, which is what Holders counts. public HashSet Ciks { get; } = new(); + + /// Each amending filer's lines, by CIK. + public Dictionary Amendments { get; } = new(); + + /// Every reported value, originals and amendments, for the coverage summary. + public decimal ReportedValue => HoldingValue + Amendments.Values.Sum(amendment => amendment.HoldingValue); } /// @@ -734,7 +800,7 @@ internal int CountNewFilers(SecurityIdentifier security, DateTime period, IEnume /// Without this an incremental run is destructive rather than idempotent. The rolling window /// covers three months and the job reads it every night, so the second night finds every /// filer of that window already counted, publishes an increment of zero for each of its - /// days, and MergeAndWrite lets the fresh reading win: a quarter that carried six thousand + /// days, and the merge lets the fresh reading win: a quarter that carried six thousand /// holders drops to none. The file keeps its shape and only that one column moves, so /// nothing downstream would have caught it. /// @@ -769,6 +835,26 @@ internal void PruneFilerState(List archives) $"{string.Join(", ", archives.Select(archive => archive.Name))}, {_countedFilers.Count} kept"); } + /// Swaps a filer key's security and period indexes through the given maps, keeping the CIK. + private static long Repack(long key, int[] securities, int[] periods) + { + var securityIndex = (int)(key >> 42); + var periodIndex = (int)((key >> 32) & ((1 << PeriodIndexBits) - 1)); + return ((long)securities[securityIndex] << 42) | ((long)periods[periodIndex] << 32) | (key & 0xFFFFFFFFL); + } + + /// The inverse of a permutation: for each value, the position it holds. + private static int[] Invert(int[] order) + { + var positions = new int[order.Length]; + for (var position = 0; position < order.Length; position++) + { + positions[order[position]] = position; + } + + return positions; + } + /// Unpacks a filer key back into the three values the state file carries. private (SecurityIdentifier Security, DateTime Period, int Cik) FilerParts(long key) { @@ -848,17 +934,38 @@ internal void ReadFilerState() } /// - /// Publishes the counted filers for the next run. Written sorted, which costs a few seconds - /// and makes the file compress to a fraction of its size, because the packed keys of one - /// security and quarter sit next to each other. + /// Publishes the counted filers for the next run, sorted by security, quarter and CIK. The + /// filers of one security and quarter sit next to each other, which makes the file compress + /// to a fraction of its size. + /// + /// The order comes from the values, not from the packed keys. A key's indexes are assigned + /// in the order securities and quarters were first seen, which a full run and an + /// incremental one reading this file back do not share: in key order the same 58 million + /// filers came out in a different order and the archive changed bytes on a night that + /// changed nothing. Each index is swapped for its rank, so the sort stays one over longs. /// internal void WriteFilerState() { Directory.CreateDirectory(_destinationDirectory); var path = Path.Combine(_destinationDirectory, FilerStateFileName); + + var securityOrder = Enumerable.Range(0, _securitiesByIndex.Count) + .OrderBy(index => _securitiesByIndex[index].ToString(), StringComparer.Ordinal) + .ToArray(); + var periodOrder = Enumerable.Range(0, _periodsByIndex.Count) + .OrderBy(index => _periodsByIndex[index]) + .ToArray(); + var securityRanks = Invert(securityOrder); + var periodRanks = Invert(periodOrder); + var keys = new long[_countedFilers.Count]; - _countedFilers.Keys.CopyTo(keys, 0); + var next = 0; + foreach (var key in _countedFilers.Keys) + { + keys[next++] = Repack(key, securityRanks, periodRanks); + } + Array.Sort(keys); var temporaryPath = path + ".tmp"; @@ -873,8 +980,9 @@ internal void WriteFilerState() entry.LastWriteTime = FilerStateTimestamp; using var writer = new StreamWriter(entry.Open()); - foreach (var key in keys) + foreach (var ranked in keys) { + var key = Repack(ranked, securityOrder, periodOrder); var (security, period, cik) = FilerParts(key); writer.Write(security.ToString()); writer.Write(','); @@ -900,7 +1008,7 @@ internal void WriteFilerState() /// /// The rule is the raw sum: no dedup by INVESTMENTDISCRETION and no dropping of lines that /// name an OTHERMANAGER. It was measured against published institutional ownership - /// (MSFT 78.6%, AAPL 69.8%, NVDA 72.8%, against a 70-75% published range); both of the + /// (MSFT 71.6%, AAPL 63.1%, NVDA 66.0%, inside or just under what providers publish per name); both of the /// obvious dedup rules understate the total by roughly three times. /// internal Dictionary ReadInfoTable( @@ -925,16 +1033,30 @@ internal Dictionary ReadInfoTable( } var key = new HoldingKey(cusip, submission.Period, submission.FilingDate); - if (!holdings.TryGetValue(key, out var holding)) + if (!holdings.TryGetValue(key, out var group)) { - holdings[key] = holding = new Holding(); + holdings[key] = group = new Holding(); } // Holders counts every manager that reported the security at all, options included, - // not only the ones contributing to Shares. Amendments are gathered here like any - // other filing; whether one moves the count is decided in EmitHoldings, which is the - // only place that knows whether the filer was already counted for this quarter. - holding.Ciks.Add(submission.Cik); + // not only the ones contributing to Shares. An original filing's lines go straight + // into the group. An amendment's are held apart per filer, because only the filer + // state can say whether this manager already reported the security for the quarter, + // possibly in an earlier archive, and a restatement of a position already counted + // must not be summed on top of it. See AdmitAmendment. + Measures holding; + if (submission.IsAmendment) + { + if (!group.Amendments.TryGetValue(submission.Cik, out holding)) + { + group.Amendments[submission.Cik] = holding = new Measures(); + } + } + else + { + group.Ciks.Add(submission.Cik); + holding = group; + } holding.ConfidentialOmitted |= submission.ConfidentialOmitted; @@ -1001,7 +1123,7 @@ internal Dictionary ReadInfoTable( /// and the measured coverage of what remains is 88.9% of value. /// /// The row queued here is the INCREMENT, only the filings received that day. The finalize - /// pass turns the file into the running total per quarter that gets published, because that + /// pass turns it into the running total per quarter that gets published, because that /// transform also has to reach the increments earlier runs already wrote. /// private void EmitHoldings(Dictionary holdings) @@ -1010,50 +1132,126 @@ private void EmitHoldings(Dictionary holdings) // the dictionary hands its groups back in whatever order it stored them. Without this // the same archive would credit the count to an arbitrary one of the days a manager // appears on, and two runs over the same archive could disagree. - foreach (var (key, holding) in holdings.OrderBy(entry => entry.Key.FilingDate)) + foreach (var day in holdings.GroupBy(entry => entry.Key.FilingDate).OrderBy(group => group.Key)) { - var security = ResolveSecurity(key.Cusip, key.FilingDate); - if (security == null) + var resolved = new List<(HoldingKey Key, Holding Holding, SecurityIdentifier Security, string Ticker, int Counted)>(); + + // Originals first, for every group of the day, so an amendment filed the same day as + // the manager's original is recognised as a restatement whichever CUSIP comes first. + foreach (var (key, holding) in day) { - _unresolvedGroups++; - _unresolvedValue += holding.HoldingValue; - continue; + var security = ResolveSecurity(key.Cusip, key.FilingDate); + var ticker = security == null ? null : ResolveTicker(security, key.FilingDate); + if (string.IsNullOrWhiteSpace(ticker) || !IsFileNameSafe(ticker)) + { + _unresolvedGroups++; + _unresolvedValue += holding.ReportedValue; + continue; + } + + // The row lands in the ticker's file, and everything that reads that file back, + // the universe and LEAN itself, takes it to be the security the map files say + // owns the ticker on that day. When that is some other security the two would be + // mixed in one file, so the group is dropped instead. + if (TickerOwner(ticker, key.FilingDate) != security.ToString()) + { + _conflictingTickers++; + _unresolvedGroups++; + _unresolvedValue += holding.ReportedValue; + continue; + } + + // Counted after the guards above: a group that resolves to nothing must not + // consume the filer, or the day it does resolve would find it already taken. + resolved.Add((key, holding, security, ticker.ToLowerInvariant(), + CountNewFilers(security, key.Period, holding.Ciks, key.FilingDate))); } - var ticker = ResolveTicker(security, key.FilingDate); - if (string.IsNullOrWhiteSpace(ticker) || !IsFileNameSafe(ticker)) + foreach (var (key, holding, security, ticker, counted) in resolved) { - _unresolvedGroups++; - _unresolvedValue += holding.HoldingValue; - continue; - } + var admitted = new Measures(); + admitted.Add(holding); + var newFilers = counted; + + foreach (var (cik, amendment) in holding.Amendments) + { + if (AdmitAmendment(security, key.Period, cik, key.FilingDate, out var isNew)) + { + admitted.Add(amendment); + newFilers += isNew ? 1 : 0; + } + } - _resolvedValue += holding.HoldingValue; + _resolvedValue += holding.ReportedValue; - // Counted after both guards above: a group that resolves to nothing must not consume - // the filer, or the day it does resolve would find it already taken. - var newFilers = CountNewFilers(security, key.Period, holding.Ciks, key.FilingDate); + // A day that brought nothing but restatements of positions already counted + // changes no total, and a data point identical to the one before it is not a + // release. + var values = admitted.ToValues(newFilers); + if (!admitted.ConfidentialOmitted && values.All(value => value == 0m)) + { + _unchangedGroups++; + continue; + } - var row = new HoldingsRow - { - Time = key.FilingDate + ReleaseTimeOfDay, - PeriodEnd = key.Period, - Values = new[] + Queue(security.ToString(), ticker, new HoldingsRow { - (decimal)newFilers, - holding.Shares, - holding.HoldingValue, - holding.CallShares, - holding.PutShares, - holding.PrincipalValue, - holding.VotingSole, - holding.VotingShared - }, - ConfidentialOmitted = holding.ConfidentialOmitted - }; + Time = key.FilingDate + ReleaseTimeOfDay, + PeriodEnd = key.Period, + Values = values, + ConfidentialOmitted = admitted.ConfidentialOmitted + }); + } + } + } + + /// + /// Whether an amendment's lines for this security and quarter are added, and whether its + /// filer is new to the count. They are added only when the manager had not reported the + /// security for the quarter yet, which is what a NEW HOLDINGS amendment carries and what a + /// restatement carries for a security its original left out. A restatement of a position + /// already counted is not summed on top of it; see AmendmentSubmissionTypeSuffix. + /// + internal bool AdmitAmendment(SecurityIdentifier security, DateTime period, int cik, DateTime filingDate, + out bool newFiler) + { + var key = FilerKey(security, period, cik); + var stamp = int.Parse(filingDate.ToStringInvariant(DateFormat.EightCharacter), CultureInfo.InvariantCulture); + + if (_countedFilers.TryAdd(key, stamp)) + { + _admittedAmendments.Add((key, stamp)); + newFiler = true; + return true; + } + + // Already counted: either by this same amendment through another CUSIP of the same + // security, which is still part of that one new position, or by an earlier report, + // which this amendment restates. + newFiler = false; + return _admittedAmendments.Contains((key, stamp)); + } - Queue(ticker.ToLowerInvariant(), row); + /// + /// The security the map files say trades under a ticker on a date, as its identifier string, + /// or null when none does. This is the reading everything downstream applies to a ticker + /// file, so writing and reading agree on whose rows a file holds. + /// + private string TickerOwner(string ticker, DateTime date) + { + var key = (ticker.ToUpperInvariant(), date.Date); + if (!_tickerOwners.TryGetValue(key, out var owner)) + { + var mapFile = _mapFileProvider + .Get(new AuxiliaryDataKey(Market.USA, SecurityType.Equity)) + .ResolveMapFile(key.Item1, key.Item2); + + _tickerOwners[key] = owner = mapFile.Any() + ? SecurityIdentifier.GenerateEquity(mapFile.FirstDate, mapFile.FirstTicker, Market.USA).ToString() + : null; } + + return owner; } /// @@ -1308,10 +1506,24 @@ private static char ComputeIsinCheckDigit(string body) } /// - /// The ticker a security traded under on a date. The map file is held per security, so a - /// rename splits the history across the files the reader will look for, one per ticker. + /// The ticker a security traded under on a date, or null when its map file does not cover the + /// date. The map file is held per security, so a rename splits the rows across the files the + /// reader will look for, one per ticker. + /// + /// There is deliberately no fallback to the last known ticker. The map file ends at the + /// delisting and managers keep reporting a dead CUSIP for years, so the fallback wrote those + /// filings under a ticker that could belong to another company by then: DirecTV, delisted in + /// 2015, sat in the May 2026 universe, and gold.csv mixed the holders of two companies. A row + /// dated after the delisting is one LEAN would never read anyway. /// - private string ResolveTicker(SecurityIdentifier security, DateTime tradingDate) + internal string ResolveTicker(SecurityIdentifier security, DateTime tradingDate) + { + var ticker = MapFileOf(security)?.GetMappedSymbol(tradingDate, null); + return string.IsNullOrEmpty(ticker) ? null : ticker; + } + + /// The map file of a security, cached, or null when it has none. + private MapFile MapFileOf(SecurityIdentifier security) { if (!_mapFiles.TryGetValue(security, out var mapFile)) { @@ -1320,22 +1532,22 @@ private string ResolveTicker(SecurityIdentifier security, DateTime tradingDate) .ResolveMapFile(security.Symbol, security.Date); } - return mapFile?.GetMappedSymbol(tradingDate, null) ?? mapFile?.LastOrDefault()?.MappedSymbol; + return mapFile; } /// - /// Queues an increment under a ticker, to be appended when the archive is done, summing it - /// into whatever this archive already holds for the same quarter and release date. + /// Queues an increment for a security, to be staged when the archive is done, summing it into + /// whatever this archive already holds for the same quarter and release date. /// - private void Queue(string ticker, HoldingsRow row) + private void Queue(string security, string ticker, HoldingsRow row) { - if (!_pendingSecurityRows.TryGetValue(ticker, out var rows)) + if (!_pendingSecurityRows.TryGetValue(security, out var rows)) { - _pendingSecurityRows[ticker] = rows = new Dictionary<(DateTime, DateTime), HoldingsRow>(); + _pendingSecurityRows[security] = rows = new Dictionary<(DateTime, DateTime), (string, HoldingsRow)>(); } var key = (row.PeriodEnd, row.Time); - rows[key] = rows.TryGetValue(key, out var queued) ? Add(queued, row) : row; + rows[key] = rows.TryGetValue(key, out var queued) ? (queued.Ticker, Add(queued.Row, row)) : (ticker, row); } /// Sums two increments reported for the same security, quarter and release date. @@ -1357,26 +1569,42 @@ private static HoldingsRow Add(HoldingsRow left, HoldingsRow right) } /// - /// Appends the archive's rows to their files. Rows are appended rather than merged here - /// because merging every file on every archive would re-read and re-sort the whole dataset - /// fifty-three times; the merge happens once, in the finalize pass. + /// Appends the archive's increments to the staging file of their security. They are appended + /// rather than merged here because merging on every archive would re-read and re-sort the + /// whole dataset fifty-three times; the merge happens once, in the finalize pass. /// private void FlushPendingRows() { - Directory.CreateDirectory(_destinationDirectory); - foreach (var (ticker, rows) in _pendingSecurityRows) + Directory.CreateDirectory(_stagingDirectory); + foreach (var (security, rows) in _pendingSecurityRows) { File.AppendAllLines( - Path.Combine(_destinationDirectory, $"{ticker}.csv"), - rows.Values.OrderBy(row => row.PeriodEnd).ThenBy(row => row.Time).Select(FormatRow)); + StagingPath(security), + rows.Values + .OrderBy(entry => entry.Row.PeriodEnd) + .ThenBy(entry => entry.Row.Time) + .Select(entry => $"{entry.Ticker},{FormatRow(entry.Row)}")); + _stagedSecurities.Add(security); } _pendingSecurityRows.Clear(); } + /// The staging file of a security. The identifier carries a space, so it is escaped. + private string StagingPath(string security) + { + return Path.Combine(_stagingDirectory, Uri.EscapeDataString(security) + ".csv"); + } + /// - /// Merges every per-security file this run touched with the history already published and - /// writes the running total per quarter, which is what the dataset publishes. + /// Turns the staged increments into the running total per quarter and writes the ticker + /// files, which is what the dataset publishes. + /// + /// The total is kept per security, not per file: a quarter still filing when a company is + /// renamed carries on in the new ticker's file from where the old one stopped. An + /// incremental run folds in the published history of every security it touched, from every + /// ticker the security ever traded under, and a ticker file it rewrites keeps the rows of + /// any other security that held the ticker at another time. /// /// The merge key is (period, release), so a restatement filed later ADDS a row instead of /// overwriting the one that was public at the time. Rows are deterministic, so re-running @@ -1384,33 +1612,138 @@ private void FlushPendingRows() /// private void FinalizeSecurityFiles() { - if (!Directory.Exists(_destinationDirectory)) + if (_stagedSecurities.Count == 0) { Log.Trace("SEC13FDownloader.FinalizeSecurityFiles(): nothing was written"); return; } - // The list is materialized first: the merge writes a sibling temp file and moves it into - // place, which is not something to do while a lazy enumeration is still walking the folder. - var files = Directory.GetFiles(_destinationDirectory, "*.csv"); - var shelfFiles = 0; + var incremental = _deploymentDate != null; + var tickerStaging = Path.Combine(_stagingDirectory, "tickers"); + Directory.CreateDirectory(tickerStaging); + var shelfRows = 0L; + foreach (var security in _stagedSecurities) + { + var published = incremental + ? PublishedRowsOf(security) + : new List<(string Ticker, HoldingsRow Row)>(); + shelfRows += published.Count; + + var merged = MergeSecurity(published, ReadStagedRows(StagingPath(security))); + foreach (var ticker in merged.GroupBy(entry => entry.Ticker)) + { + File.AppendAllLines(Path.Combine(tickerStaging, $"{ticker.Key}.csv"), + ticker.Select(entry => FormatRow(entry.Row))); + } + } + + // A ticker file can hold the rows of more than one security, one after another as the + // ticker changed hands, so each is written once every security has been merged into it. + Directory.CreateDirectory(_destinationDirectory); + var files = Directory.GetFiles(tickerStaging, "*.csv"); + var keptRows = 0L; foreach (var file in files) { - var rows = MergeAndWrite(file, Path.Combine(_processedDataDirectory, Path.GetFileName(file))); - if (rows > 0) + var ticker = Path.GetFileNameWithoutExtension(file); + var rows = ReadRows(file).ToList(); + + if (incremental) { - shelfFiles++; - shelfRows += rows; + var others = OtherSecuritiesRows(ticker); + keptRows += others.Count; + rows.AddRange(others); } + + // Time order, which is not the order Accumulate() hands rows back in: LEAN's + // SubscriptionDataReader drops a point whose timestamp moves backwards, and it does + // so silently, so a file sorted any other way loses rows with nothing in the log to + // show for it. Ties keep the older quarter first, the order the filings arrived in. + File.WriteAllLines( + Path.Combine(_destinationDirectory, $"{ticker}.csv"), + rows.OrderBy(row => row.Time).ThenBy(row => row.PeriodEnd).Select(FormatRow)); } // What was read off the shelf is stated, not assumed. A merge against an empty history // does not fail, it silently becomes a rebuild from scratch, and the file still comes // out the right shape, so the row count is the only thing that tells the two apart. - Log.Trace($"SEC13FDownloader.FinalizeSecurityFiles(): {files.Length} securities written, " + - $"{shelfRows} rows read from {shelfFiles} published files under {_processedDataDirectory}"); + Log.Trace($"SEC13FDownloader.FinalizeSecurityFiles(): {_stagedSecurities.Count} securities merged into " + + $"{files.Length} ticker files, {shelfRows} of their rows read from {_processedDataDirectory}, " + + $"{keptRows} rows of other securities kept unchanged"); + + Directory.Delete(_stagingDirectory, recursive: true); + } + + /// + /// The published rows of a security, from every ticker it ever traded under. A ticker file + /// keeps only the rows written while the security owned the ticker, which is the same test + /// EmitHoldings applies before writing one. + /// + private List<(string Ticker, HoldingsRow Row)> PublishedRowsOf(string security) + { + var rows = new List<(string Ticker, HoldingsRow Row)>(); + var mapFile = MapFileOf(SecurityIdentifier.Parse(security)); + if (mapFile == null) + { + return rows; + } + + foreach (var ticker in mapFile.Select(row => row.MappedSymbol.ToLowerInvariant()).Distinct()) + { + var path = Path.Combine(_processedDataDirectory, $"{ticker}.csv"); + if (!IsFileNameSafe(ticker) || !File.Exists(path)) + { + continue; + } + + rows.AddRange(ReadRows(path) + .Where(row => TickerOwner(ticker, row.Time.Date) == security) + .Select(row => (ticker, row))); + } + + // Only this security's dates are held, and the next one asks about others. + _tickerOwners.Clear(); + return rows; + } + + /// + /// The published rows of a ticker that belong to a security this run did not touch, which + /// stay as they are. The rows of a touched security come back through its own merge. + /// + private List OtherSecuritiesRows(string ticker) + { + var path = Path.Combine(_processedDataDirectory, $"{ticker}.csv"); + if (!File.Exists(path)) + { + return new List(); + } + + var rows = ReadRows(path) + .Where(row => + { + var owner = TickerOwner(ticker, row.Time.Date); + return owner == null || !_stagedSecurities.Contains(owner); + }) + .ToList(); + + _tickerOwners.Clear(); + return rows; + } + + /// Reads a staging file back: the ticker, then the increment in the published layout. + private static IEnumerable<(string Ticker, HoldingsRow Row)> ReadStagedRows(string path) + { + foreach (var line in File.ReadLines(path)) + { + if (string.IsNullOrWhiteSpace(line)) + { + continue; + } + + var comma = line.IndexOf(','); + yield return (line.Substring(0, comma), ParseRow(line.Substring(comma + 1))); + } } /// @@ -1432,20 +1765,30 @@ private void FinalizeSecurityFiles() /// PeriodEnd: equal supersedes, because that is a restatement of the same quarter, and /// older is ignored for carry-forward purposes even though it is the more recent release. /// The row still exists in its own release-date file, so nothing is lost. + /// + /// Nor is anything carried forever. A quarter leaves once it is older than + /// OldestLivePeriod, and a security leaves after the delisting date of its map file: + /// without that, a security nobody reports any more sat in every file with its last + /// quarter, back to 2013 for some of them. /// internal void BuildUniverseFiles() { - // Release date -> the rows that became public that day. Both this run's output and the - // published history are read, or an incremental run would forward-fill a single window - // and drop every security that has not filed since. This run's copy comes first and - // wins: for a security it touched, that file already carries the published history - // folded in, and the published copy is the stale half of the pair. + // Release date -> the rows that became public that day. An incremental run reads the + // published history as well, or it would forward-fill a single window and drop every + // security that has not filed since. This run's copy comes first and wins: for a + // ticker it touched, that file already carries the published history folded in, and + // the published copy is the stale half of the pair. A full run rebuilds every file, so + // whatever the shelf holds is the history being replaced and is not read. var events = new SortedDictionary>(); var securities = new HashSet(StringComparer.OrdinalIgnoreCase); var unmapped = 0; var malformed = 0; - foreach (var directory in new[] { _destinationDirectory, _processedDataDirectory }) + var directories = _deploymentDate == null + ? new[] { _destinationDirectory } + : new[] { _destinationDirectory, _processedDataDirectory }; + + foreach (var directory in directories) { if (!Directory.Exists(directory)) { @@ -1523,6 +1866,7 @@ internal void BuildUniverseFiles() security.ToString(), periodEnd, ParseDecimal(csv[FirstValueColumn]), + mapFile.DelistingDate, $"{security},{ticker},{string.Join(",", csv.Skip(1))}")); } } @@ -1564,27 +1908,34 @@ internal void BuildUniverseFiles() var written = 0; var superseded = 0; var ignoredAsStale = 0; + var expiredQuarters = 0; + var delistedSecurities = 0; var rowsWritten = 0L; for (var day = events.Keys.First(); day <= events.Keys.Last(); day = day.AddDays(1)) { + var oldestLive = OldestLivePeriod(day); + if (events.TryGetValue(day, out var todays)) { foreach (var row in todays) { - if (!current.TryGetValue(row.SecurityIdentifier, out var periods)) - { - current[row.SecurityIdentifier] = periods = new SortedList(); - } + current.TryGetValue(row.SecurityIdentifier, out var periods); - // An amendment for a quarter already retired is not resurrected: it would - // put a stale cross-section back into the current file. - if (periods.Count > 0 && row.PeriodEnd < periods.Keys[0]) + // An amendment for a quarter already retired, or already past its shelf + // life, is not resurrected: it would put a stale cross-section back into the + // current file. + if (row.PeriodEnd < oldestLive || periods?.Count > 0 && row.PeriodEnd < periods.Keys[0]) { ignoredAsStale++; continue; } + if (periods == null) + { + current[row.SecurityIdentifier] = periods = new SortedList(); + } + if (periods.ContainsKey(row.PeriodEnd)) { superseded++; @@ -1595,6 +1946,28 @@ internal void BuildUniverseFiles() } } + // Every day, weekends included, so the shelf life does not depend on which weekday + // a deadline falls on. + foreach (var security in current.Keys.ToList()) + { + var periods = current[security]; + while (periods.Count > 0 && periods.Keys[0] < oldestLive) + { + periods.RemoveAt(0); + expiredQuarters++; + } + + if (periods.Count == 0) + { + current.Remove(security); + } + else if (periods.Values[0].DelistingDate < day) + { + current.Remove(security); + delistedSecurities++; + } + } + if (day.DayOfWeek == DayOfWeek.Saturday || day.DayOfWeek == DayOfWeek.Sunday || current.Count == 0) { continue; @@ -1617,7 +1990,8 @@ internal void BuildUniverseFiles() $"{current.Count} securities and " + $"{current.Values.Sum(periods => periods.Count)} rows in the last file, " + $"{rowsWritten} rows written, {superseded} restated, " + - $"{ignoredAsStale} late rows ignored as stale"); + $"{ignoredAsStale} late rows ignored as stale, {expiredQuarters} quarters expired, " + + $"{delistedSecurities} securities delisted"); } /// @@ -1642,13 +2016,31 @@ private static void RetireOvertakenQuarters(SortedList pe } } + /// + /// The oldest quarter still live on a day. Managers have 45 days after a quarter end to + /// report it, so until the newest finished quarter's deadline passes the one before it is + /// still the complete cross-section, and after that it is stale for everyone who files on + /// time. + /// + internal static DateTime OldestLivePeriod(DateTime day) + { + var latest = QuarterEndBefore(day.Date); + return day.Date > latest.AddDays(FilingDeadlineDays) ? latest : QuarterEndBefore(latest); + } + + /// The last quarter end strictly before a day. + private static DateTime QuarterEndBefore(DateTime day) + { + return new DateTime(day.Year, (day.Month - 1) / 3 * 3 + 1, 1).AddDays(-1); + } + /// /// One universe row on its way to a file: the line itself, plus the security, the reported - /// quarter and the Holders count the forward-fill and the retirement rule read. They are - /// carried rather than re-parsed, so the source row is split once. + /// quarter, the Holders count and the delisting date the forward-fill and the retirement + /// rule read. They are carried rather than re-parsed, so the source row is split once. /// private readonly record struct UniverseRow( - string SecurityIdentifier, DateTime PeriodEnd, decimal Holders, string Line); + string SecurityIdentifier, DateTime PeriodEnd, decimal Holders, DateTime DelistingDate, string Line); /// One row of a per-security file, either an increment or the running total. internal sealed class HoldingsRow @@ -1660,57 +2052,55 @@ internal sealed class HoldingsRow } /// - /// Folds the published copy of a file into the one this run wrote and publishes the running - /// total per quarter. + /// Folds a security's published rows and this run's increments into the running total per + /// quarter, each row tagged with the ticker file it lands in, in time order. /// - /// The published file holds cumulative rows, so it is differenced back to the increments it - /// was built from before the merge: an increment is the unit that can be unioned, while two + /// The published rows are cumulative, so they are differenced back to the increments they + /// were built from before the merge: an increment is the unit that can be unioned, while two /// running totals covering different sets of filings cannot be combined at all. Everything /// is decimal, so the difference is the exact inverse of the sum and a run that reads no new - /// filing reproduces the file it read byte for byte. + /// filing reproduces the rows it read value for value. The rows of every ticker the security + /// traded under are differenced together, which is what carries a quarter across a rename. /// - /// How many rows were read from the published copy, zero when there was none - internal static int MergeAndWrite(string outputPath, string processedPath) + internal static List<(string Ticker, HoldingsRow Row)> MergeSecurity( + IEnumerable<(string Ticker, HoldingsRow Row)> published, + IEnumerable<(string Ticker, HoldingsRow Row)> increments) { - var increments = new Dictionary<(DateTime PeriodEnd, DateTime Time), HoldingsRow>(); - var shelfRows = 0; + var merged = new Dictionary<(DateTime PeriodEnd, DateTime Time), (string Ticker, HoldingsRow Row)>(); - // The temp output starts empty each run, so without the published copy an incremental run - // would publish a file holding one window and drop everything before it. - if (File.Exists(processedPath)) + var shelf = published.ToList(); + var shelfTickers = new Dictionary<(DateTime PeriodEnd, DateTime Time), string>(); + foreach (var (ticker, row) in shelf) { - foreach (var row in Difference(ReadRows(processedPath))) - { - increments[(row.PeriodEnd, row.Time)] = row; - shelfRows++; - } + shelfTickers[(row.PeriodEnd, row.Time)] = ticker; + } + + foreach (var row in Difference(shelf.Select(entry => entry.Row))) + { + var key = (row.PeriodEnd, row.Time); + merged[key] = (shelfTickers[key], row); } - // This run wins the collision: it read the archive again, so its reading of a given - // quarter and release date is the current one. Overwriting rather than adding is also - // what lets a run over a temp output that already holds a finalized file converge on - // the same content instead of doubling it. Within one run the increments for a key are - // already summed in the pending buffer, so nothing is lost here. - foreach (var row in ReadRows(outputPath)) + // Within this run, two increments for one key are two different filings and are summed. + var fresh = new Dictionary<(DateTime PeriodEnd, DateTime Time), (string Ticker, HoldingsRow Row)>(); + foreach (var (ticker, row) in increments) { - increments[(row.PeriodEnd, row.Time)] = row; + var key = (row.PeriodEnd, row.Time); + fresh[key] = fresh.TryGetValue(key, out var held) ? (held.Ticker, Add(held.Row, row)) : (ticker, row); } - // Accumulate() groups by quarter, so its output is in quarter order. The file has to go - // out in TIME order instead: LEAN's SubscriptionDataReader drops a point whose timestamp - // moves backwards, and it does so silently, so a file sorted any other way loses rows - // with nothing in the log to show for it. Ties keep the older quarter first, which is - // the order the filings themselves arrived in. - var temporaryPath = outputPath + ".tmp"; - File.WriteAllLines( - temporaryPath, - Accumulate(increments.Values) - .OrderBy(row => row.Time) - .ThenBy(row => row.PeriodEnd) - .Select(FormatRow)); - File.Move(temporaryPath, outputPath, overwrite: true); + // Against the published history this run wins: it read the archive again, so its + // reading of a quarter and release date is the current one, and adding would double it. + foreach (var (key, entry) in fresh) + { + merged[key] = entry; + } - return shelfRows; + return Accumulate(merged.Values.Select(entry => entry.Row)) + .Select(row => (Ticker: merged[(row.PeriodEnd, row.Time)].Ticker, Row: row)) + .OrderBy(entry => entry.Row.Time) + .ThenBy(entry => entry.Row.PeriodEnd) + .ToList(); } /// Reads a per-security file, skipping blank lines. @@ -1842,7 +2232,9 @@ private void LogResolutionSummary() $"{_resolvedByIsin} by constructed ISIN, {_resolvedByTicker} by the N-PORT ticker crosswalk, " + $"{_unresolvedCusips.Count} unresolved, {_malformedCusips} malformed"); Log.Trace($"SEC13FDownloader.LogResolutionSummary(): {_unresolvedGroups} groups dropped, " + - $"{coverage.ToStringInvariant("F1")}% of reported value covered"); + $"{_conflictingTickers} of them because the ticker belonged to another security that day, " + + $"{coverage.ToStringInvariant("F1")}% of reported value covered, " + + $"{_unchangedGroups} resolved groups added nothing new and wrote no row"); if (_unresolvedCusips.Count > 0) { @@ -2019,6 +2411,20 @@ public void Dispose() { _client.DisposeSafely(); _rateGate.DisposeSafely(); + + // A run that failed half way leaves its staging behind, and nothing else ever reads it. + try + { + if (Directory.Exists(_stagingDirectory)) + { + Directory.Delete(_stagingDirectory, recursive: true); + } + } + catch (IOException err) + { + Log.Error(err, $"SEC13FDownloader.Dispose(): could not delete {_stagingDirectory}"); + } + GC.SuppressFinalize(this); } } diff --git a/LIVE-READINESS-REPORT.md b/LIVE-READINESS-REPORT.md index 6ac6ea7..88095fb 100644 --- a/LIVE-READINESS-REPORT.md +++ b/LIVE-READINESS-REPORT.md @@ -186,7 +186,7 @@ press "Approve and run workflows", since fork PRs do not start the workflow on t ## Known limits, stated rather than hidden **Identity resolution is partial by design.** The chain is CUSIP, then the arithmetic US ISIN, -then the N-PORT ticker crosswalk. On the most recent window it reaches 98.1 percent of +then the N-PORT ticker crosswalk. On the most recent window it reaches 97.9 percent of reported value. Over the full history it reaches 78.9 percent locally, because the crosswalk only knows securities that still existed when N-PORT began in late 2019 and the first two steps need `security-database.csv`, which QuantConnect does not distribute and which is a one diff --git a/SEC13FHoldingsUniverse.cs b/SEC13FHoldingsUniverse.cs index b009d8a..19792c0 100644 --- a/SEC13FHoldingsUniverse.cs +++ b/SEC13FHoldingsUniverse.cs @@ -33,6 +33,11 @@ namespace QuantConnect.DataSource /// The file is keyed by release date, not by reported quarter: a single release date carries /// filings for several quarters, because late filers and amendments keep arriving. Read /// PeriodEnd to know which quarter a record describes. + /// + /// Each business day carries every security's live quarters forward, not only the ones filed + /// that day. A quarter stops being carried once the next quarter's 45 day filing deadline has + /// passed, and a security leaves after its delisting date, so a name nobody reports any more + /// drops out rather than sitting in every file with its last quarter. /// [ProtoContract(SkipConstructor = true)] public class SEC13FHoldingsUniverse : BaseDataCollection diff --git a/listing-about-13f.md b/listing-about-13f.md index 4d2244e..5cadbcc 100644 --- a/listing-about-13f.md +++ b/listing-about-13f.md @@ -20,7 +20,7 @@ of that gap as look-ahead, so LEAN delivers it on the day the market could first Every value is cumulative for its `PeriodEnd`. The managers of a single quarter file across roughly fifty different days, so a data point counts every filing for that quarter that was public by its timestamp rather than only the ones made that day. Reading Apple on the busiest day of the March -2026 quarter gives 5,920 reporting managers and 10,062,977,792 shares, not the 602 managers who +2026 quarter gives 5,920 reporting managers and 9,097,811,804 shares, not the 602 managers who reported it for the first time that day. ## About the Provider @@ -51,7 +51,7 @@ The following table describes the dataset properties: | Property | Value | | --- | --- | | Start Date | May 2013 | -| Asset Coverage | 7,125 US Equities | +| Asset Coverage | 6,880 US Equities | | Data Density | Sparse | | Resolution | Daily\* | | Timezone | America/New_York | @@ -59,8 +59,8 @@ The following table describes the dataset properties: \* Positions are reported quarterly, but the managers of one quarter file across roughly fifty different days and several quarters are live at once, so publication is close to continuous rather than quarterly. Measured on the processed files over the twelve months to May 2026, a security -carries a release on a median of 130 days (p10 26, p90 192); a widely held name such as AAPL -carries one on 242 of the roughly 250 business days. +carries a release on a median of 114 days (p10 28, p90 170); a widely held name such as AAPL +carries one on 234 of the roughly 250 business days. The history begins on 2013-05-20, the first filing date in the SEC structured data set, whose first archive covers the second quarter of 2013. Anything earlier exists only as raw filings in the EDGAR @@ -101,15 +101,23 @@ summed against shares outstanding, counting only share type SH with an empty opt | Security | Raw sum | Sole discretion only | Lines naming no other manager | | --- | --- | --- | --- | -| MSFT | 78.6% | 25.7% | 36.1% | -| AAPL | 69.8% | 22.7% | 32.9% | -| NVDA | 72.8% | 23.0% | 33.0% | - -Published institutional ownership for these three names sits around 70 to 75 percent. The raw sum -lands within a few points of it, while both of the obvious defences understate it by about a factor -of three, because holdings reported under defined discretion are legitimate holdings and dropping -them throws away most of the institutional base. `Holders`, being a count of distinct filer CIKs, is -immune to the question either way and is the safer headline field. +| MSFT | 71.6% | 25.6% | 29.5% | +| AAPL | 63.1% | 22.6% | 26.4% | +| NVDA | 66.0% | 22.9% | 26.6% | + +Published institutional ownership depends on the provider: in 2026 it runs from about 53 to 74 +percent for AAPL, 54 to 70 for NVDA and 72 to 82 for MSFT. The raw sum lands inside those spreads, +or for MSFT just under them, while both of the obvious defences land far below every published +figure, because holdings reported under +defined discretion are legitimate holdings and dropping them throws away most of the institutional +base. `Holders`, being a count of distinct filer CIKs, is immune to the question either way and is +the safer headline field. + +Amendments are the one place where lines are not simply summed. Most amendments restate the whole +report, and adding a restatement on top of the report it replaces counted the same position twice: +for Apple's March 2026 quarter that was 993,574,019 shares, 9.6 percent of the total. An amendment's +lines therefore count only for a security the manager had not reported for the quarter yet, which is +what an amendment adding new holdings carries. That count is taken once per manager: a manager that reports the security on several filings, under several of the issuer's CUSIPs, or names it for the first time in an amendment counts once for the @@ -130,7 +138,7 @@ one before it could not reach: through the map files. This step needs no security database at all and it is what reaches the foreign domiciled issuers whose identifier is really a CINS, for which a constructed US ISIN is wrong by construction. Alphabet is one of them, which is why `GOOGL` appears in the demo - algorithms. With this step the chain covers 98.1 percent of reported value on the most recent + algorithms. With this step the chain covers 97.9 percent of reported value on the most recent window. The real limit is the third step's own history: N-PORT begins in late 2019, so a security that @@ -167,7 +175,7 @@ trade against how crowded a name is. Examples include the following strategies: | vendorName | U.S. Securities and Exchange Commission | | website | https://www.sec.gov | | history | May 2013 | -| reach | 7,125 US Equities | +| reach | 6,880 US Equities | | shortDescription | Institutional ownership per US Equity aggregated from every Form 13F filing, published quarterly by the SEC | | priceCTA | Free in Cloud | | delivery | cloud only | @@ -179,7 +187,7 @@ Licensing card: ```html

Free access to SEC Form 13F Institutional Holdings in QuantConnect Cloud for use in backtesting or live trading.

    -
  • Quarterly institutional ownership across 7,125 US Equities, delivered on the filing date
    • +
  • Quarterly institutional ownership across 6,880 US Equities, delivered on the filing date
  • Holder counts, share and value totals, option and debt lines, and voting authority, per security and as a universe
  • Curated, clean data
diff --git a/listing-documentation-13f.md b/listing-documentation-13f.md index b2f56fd..a68e524 100644 --- a/listing-documentation-13f.md +++ b/listing-documentation-13f.md @@ -41,7 +41,7 @@ with the dataset **Symbol**. **Slice** objects deliver unique events to your alg happen, but the **Slice** may not contain data for your dataset at every time step. Positions are reported quarterly, but the managers of one quarter file across roughly fifty different days, so publication is close to continuous: measured on the processed files a security carries a release on -a median of 125 days a year, and a widely held name on 242 of the roughly 250 business days. Check +a median of 108 days a year, and a widely held name on 234 of the roughly 250 business days. Check that the **Slice** contains the data you want before you index it. ```python @@ -164,7 +164,7 @@ var history = History(_datasetSymbol, TimeSpan.FromDays(730), Re Ask for a time span rather than a bar count. A bar count is read in daily bars and the dataset publishes on filing dates only, so what comes back depends on how widely the security is held rather than on the count you asked for. Measured on the processed files, AAPL carries a release on -97 of the last 100 business days and on 242 of the last 365 calendar days, while a thinly held name +96 of the last 100 business days and on 235 of the last 365 calendar days, while a thinly held name carries one on closer to 40 days a year. A time span is the safer form whenever you need a known number of quarters of history. diff --git a/output/alternative/sec/13f/aapl.csv b/output/alternative/sec/13f/aapl.csv index b92ac2f..c999e3d 100644 --- a/output/alternative/sec/13f/aapl.csv +++ b/output/alternative/sec/13f/aapl.csv @@ -1,147 +1,121 @@ 20201001 17:30,20200930,11,4091893,473319000,0,0,0,3104369,320,0 -20201002 17:30,20161231,2465,3344098187,2030852956000,123186544,128455149,247383000,1989695816,293457384,1 +20201002 17:30,20161231,2470,3154049434,2008817075000,122931844,128198549,247383000,1866917682,262289718,1 20201002 17:30,20200930,18,4958860,573723000,0,0,0,3878678,320,1 20201005 17:30,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 -20201006 17:30,20170331,2505,3521398137,5730639761000,126081669,106628880,37423000,2107295440,313360305,1 -20201006 17:30,20170930,2503,3207096749,5292086629000,97803450,97163451,52333000,1937206552,273598814,1 +20201006 17:30,20170331,2510,3245250321,5418226361000,106251171,91826772,37423000,1935338352,264912919,1 +20201006 17:30,20170930,2510,3119974969,5272174005000,97802150,97142251,36921000,1870483340,273454202,1 20201006 17:30,20200930,69,14907129,2717545000,0,160,0,11581134,3768,1 -20201007 17:30,20170630,2501,3796059823,5011804219000,98599449,94522895,35445000,2027166660,268184906,1 -20201007 17:30,20200331,3275,2965883781,7202776357000,67383339,73701652,7089000,1867128211,174298807,1 -20201007 17:30,20200630,3324,2766791324,9885236733000,62367850,61243316,3470000,1706406552,172049455,1 +20201007 17:30,20170630,2507,3177633184,4841785955000,95789819,90784993,35445000,1915761746,248685887,1 +20201007 17:30,20200331,3278,2687242956,6975781866000,67139739,72200152,7089000,1652532582,169398880,1 +20201007 17:30,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 20201007 17:30,20200930,95,17230133,7374724000,0,160,0,13057035,17606,1 -20201008 17:30,20200930,137,25809440,22141122000,0,320,0,19079235,143648,1 -20201009 17:30,20190630,2976,2819482295,5691864957000,99886886,121216572,12066000,1800881596,258924907,1 -20201009 17:30,20190930,2987,2676371903,5936957917000,81412094,87325230,181000,2478579380,208992638,1 -20201009 17:30,20191231,3297,2785127829,7171756653000,93052535,97669837,17481000,1817015629,178605548,1 -20201009 17:30,20200930,176,39295067,23702538000,400,720,0,28711663,172403,1 -20201013 17:30,20171231,2774,3278445145,5290628152000,86076545,125264071,9713000,1970517763,339968495,1 -20201013 17:30,20180331,2762,3225005099,5538920448000,75236962,86497013,108951000,2151579111,306162408,1 -20201013 17:30,20180930,2816,3862407203,7894751029000,66046357,78997296,18805000,2132792609,313201974,1 -20201013 17:30,20190331,2991,2831202622,5640098324000,84613096,86216510,12412000,1923243767,211310057,1 -20201013 17:30,20200331,3276,2965883781,7202776357000,67383339,73701652,15741000,1867128211,174298807,1 -20201013 17:30,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 -20201013 17:30,20200930,292,56867940,25734431000,13200,720,0,38735805,367467,1 -20201014 17:30,20180630,2763,3113858317,5923505693000,73032854,82255973,15300000,1896259370,321614895,1 -20201014 17:30,20200930,361,75989294,589361362000,14800,3520,0,46762952,5814007,1 -20201015 17:30,20200331,3276,2965894729,7202779141000,67383339,73701652,15741000,1867139134,174298807,1 -20201015 17:30,20200930,412,87565867,590702982000,14800,3520,0,55685812,6477369,1 -20201016 17:30,20191231,3298,2785127829,7171756653000,93052535,97669837,32507000,1817015629,178605548,1 -20201016 17:30,20200930,474,97168833,597949838000,14800,163120,0,61340763,6511738,1 -20201019 17:30,20200930,562,120716866,600677328000,157063,242594,0,80266579,6607992,1 -20201020 17:30,20190630,2976,2819619425,5691892098000,99886886,121216572,12066000,1801018726,258924907,1 -20201020 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17:30,20200930,1396,118457318,2145476266000,112476862,37446774,139378000,67964381,9010671,1 +20201110 17:30,20181231,2280,791624300,1112381292000,359424966,6695261836,7639698000,506324660,85496398,1 +20201110 17:30,20200930,1510,155734138,2164160231000,113193667,38961213,139493000,104294589,9036597,1 +20201112 17:30,20181231,2281,791629915,1112382695000,359424966,6695261836,7639698000,506324660,85496398,1 +20201112 17:30,20190331,2224,621752384,2099273624000,287143357,477629432,118161000,442734112,71841838,1 +20201112 17:30,20190630,2242,602708915,2149187736000,319568319,514267687,1699160000,426318551,61238098,1 +20201112 17:30,20190930,2244,621539042,1906662090000,310369399,510602077,109123000,653808050,64435135,1 +20201112 17:30,20191231,2508,640063638,1107198308000,298970465,474518407,131421000,485823096,39737037,1 +20201112 17:30,20200331,2459,745489796,3166414609000,424659174,576382812,134457000,515399393,69326981,1 +20201112 17:30,20200930,1809,321090647,2324186122000,180233167,138499031,139493000,242271683,16768236,1 +20201113 17:30,20191231,2509,640084797,1107205118000,298970465,474518407,131421000,485823096,39737037,1 +20201113 17:30,20200630,2452,584402935,2388206641000,369138221,542627960,96610000,389655013,40614362,1 +20201113 17:30,20200930,2113,493974287,2423939303000,226976017,264348981,139667000,306260662,37625938,1 +20201116 17:30,20200331,2460,745510955,3166420063000,424659174,576382812,134457000,515399393,69326981,1 +20201116 17:30,20200630,2454,584424223,2388213205000,369138221,542627960,96610000,389655013,40614362,1 +20201116 17:30,20200930,2404,559277340,2450707519000,375436630,561053620,181847000,360730366,41483299,1 +20201117 17:30,20200930,2426,564913916,2452596099000,391247330,567820720,181847000,365825915,41754254,1 +20201118 17:30,20191231,2510,640116053,1107215178000,298970465,474518407,131421000,485823096,39737037,1 +20201118 17:30,20200331,2461,745540372,3166427645000,424659174,576382812,134457000,515399393,69326981,1 +20201118 17:30,20200630,2455,584453029,2388222088000,369138221,542627960,96610000,389655013,40614362,1 +20201118 17:30,20200930,2432,565090921,2452655383000,391913330,568098620,181847000,365927152,41754254,1 +20201119 17:30,20200930,2442,565479991,2462526633000,391915330,568101920,181847000,366127201,41754254,1 +20201120 17:30,20200930,2443,565480119,2462526675000,391915330,568101920,181847000,366127201,41754254,1 +20201123 17:30,20200331,2462,745541606,3166427963000,424659174,576382812,134457000,515399393,69326981,1 +20201123 17:30,20200930,2444,565481974,2462527296000,391915330,568101920,181847000,366127201,41754254,1 +20201124 17:30,20200930,2445,565485875,2462528602000,391915330,568101920,181847000,366130858,41754254,1 +20201125 17:30,20200930,2448,565505691,2462535239000,391915330,568101920,181847000,366141374,41754254,1 +20201127 17:30,20200930,2449,565595759,2462559532000,391915330,568101920,181847000,366141374,41754254,1 +20201130 17:30,20200331,2463,745569396,3166435126000,424659174,576382812,134457000,515399393,69326981,1 +20201130 17:30,20200630,2456,584483230,2388231401000,369138221,542627960,96610000,389655013,40614362,1 +20201130 17:30,20200930,2454,565972279,2462685733000,391915330,568101920,181847000,366352055,41754440,1 +20201201 17:30,20200630,2457,584572721,2388234712000,369138221,542627960,96610000,389655013,40614362,1 +20201201 17:30,20200930,2456,566076852,2462720756000,391915330,568101920,181847000,366418141,41754440,1 +20201202 17:30,20200930,2457,566155427,2462747070000,391915330,568101920,181847000,366496716,41754440,1 +20201203 17:30,20191231,2511,640143993,1107224171000,298970465,474518407,131421000,485823096,39737037,1 +20201203 17:30,20200930,2461,566546411,2462878007000,391915330,568101920,181847000,366662160,41754440,1 +20201207 17:30,20200930,2462,566548934,2462878873000,391915330,568101920,181847000,366662744,41754440,1 +20201210 17:30,20200930,2464,566727744,2462938754000,391915330,568101920,181847000,366841554,41754440,1 +20201211 17:30,20200930,2465,566736187,2462941582000,391915330,568101920,181847000,366849547,41754440,1 +20201214 17:30,20200930,2469,566741967,2462943516000,391925330,568142820,181847000,366851599,41754440,1 +20201218 17:30,20200331,2464,745642755,3166454033000,424659174,576382812,134457000,515472752,69326981,1 +20201218 17:30,20200930,2470,566749043,2462946016000,391937430,568142820,181847000,366851599,41754440,1 +20201221 17:30,20200930,2471,566883706,2462991113000,391937430,568142820,181847000,366986262,41754440,1 +20201223 17:30,20200630,2459,584648016,2388257930000,369138221,542627960,96610000,389727287,40614362,1 +20201223 17:30,20200930,2473,566887134,2462992261000,391937430,568142820,181847000,366986262,41754440,1 +20201229 17:30,20200930,2474,566953969,2463014642000,391937430,568142820,181847000,367053097,41754440,1 +20201230 17:30,20190331,2225,621752384,2099273624000,287143357,477629432,118258000,442734112,71841838,1 +20201230 17:30,20190630,2243,602708915,2149187736000,319568319,514267687,1699260000,426318551,61238098,1 +20201230 17:30,20190930,2245,621539042,1906662090000,310369399,510602077,109224000,653808050,64435135,1 +20201230 17:30,20200630,2460,584648016,2388257930000,369138221,542627960,96715000,389727287,40614362,1 diff --git a/output/alternative/sec/13f/universe/20201001.csv b/output/alternative/sec/13f/universe/20201001.csv index c2dc239..edd556c 100644 --- a/output/alternative/sec/13f/universe/20201001.csv +++ b/output/alternative/sec/13f/universe/20201001.csv @@ -1,24 +1,24 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2766697376,9885202461000,62367850,61243316,3470000,1706346839,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,9779834592000,62056050,60809616,3470000,1618224740,171210197,1 AAPL R735QTJ8XC9X,AAPL,20200930,11,4091893,473319000,0,0,0,3104369,320,0 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -EEM SNQLASP67O85,EEM,20200630,1091,414912784,216879695000,162959092,267528001,37639000,309440807,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,216298626000,162866492,266937301,37639000,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,4,75204,3315000,0,0,0,67226,0,0 -GOOCV VP83T1ZUHROL,GOOG,20200630,2559,239445632,2508869299000,3167904,4021661,2410000,152891046,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,2477172275000,3153704,4007761,1205000,144949757,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,8,39809,58503000,0,0,0,18575,19,0 -GOOG T1AZ164W5VTX,GOOGL,20200630,2790,252630643,3899928566000,5370963,5666971,7583000,160651811,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,3864355724000,5357763,5656871,7284000,152180659,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,4,55446,81261000,0,0,0,41379,0,0 -IBM R735QTJ8XC9X,IBM,20200630,1941,531972884,783126688000,10371784,12382160,7738000,321679303,43537452,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,769598870000,10227584,12215460,3877000,302648181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,8,148094,18019000,0,0,0,83301,0,0 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,3,10158,1521000,0,0,0,3900,0,0 -NB R735QTJ8XC9X,BAC,20200630,2310,6271607320,1301636730000,107493468,157953632,53545000,4167490915,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,8,756603,18260000,0,0,0,571542,0,0 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1619,214227524,1849546990000,108448397,214545896,7096000,109106092,20984781,1 +NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,1283944244000,107384568,157707032,53202000,4006764035,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,6,756603,18260000,0,0,0,571542,0,0 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,1847714860000,107557897,212857396,7095000,105286781,20820134,1 QQQ RIWIV7K5Z9LX,QQQ,20200930,5,77799,21615000,0,0,0,3942,0,0 -SPY R735QTJ8XC9X,SPY,20200630,2441,599120025,2397589200000,370892321,545770560,96610000,399408172,40716356,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,2388185148000,369138221,542627960,96610000,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,7,83319,27883000,0,0,0,50566,0,0 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -UW R735QTJ8XC9X,WM,20200630,1318,314094577,272355476000,1549245,1950863,5698000,207169888,19444736,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,270556028000,1541045,1920563,5678000,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,5,162449,18383000,0,0,0,150636,0,0 diff --git a/output/alternative/sec/13f/universe/20201002.csv b/output/alternative/sec/13f/universe/20201002.csv index 1b8ad88..1ca8a47 100644 --- a/output/alternative/sec/13f/universe/20201002.csv +++ b/output/alternative/sec/13f/universe/20201002.csv @@ -1,24 +1,24 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2766697376,9885202461000,62367850,61243316,3470000,1706346839,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,9779834592000,62056050,60809616,3470000,1618224740,171210197,1 AAPL R735QTJ8XC9X,AAPL,20200930,18,4958860,573723000,0,0,0,3878678,320,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -EEM SNQLASP67O85,EEM,20200630,1091,414912784,216879695000,162959092,267528001,37639000,309440807,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,216298626000,162866492,266937301,37639000,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,5,242449,10689000,0,0,0,217775,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2559,239445632,2508869299000,3167904,4021661,2410000,152891046,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,2477172275000,3153704,4007761,1205000,144949757,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,15,66166,97237000,0,0,0,31431,19,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2790,252630643,3899928566000,5370963,5666971,7583000,160651811,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,3864355724000,5357763,5656871,7284000,152180659,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,12,72383,106086000,0,0,0,54170,0,1 -IBM R735QTJ8XC9X,IBM,20200630,1941,531972884,783126688000,10371784,12382160,7738000,321679303,43537452,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,769598870000,10227584,12215460,3877000,302648181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,12,177831,21638000,0,0,0,104638,0,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,6,264998,39694000,0,0,0,253677,0,1 -NB R735QTJ8XC9X,BAC,20200630,2310,6271607320,1301636730000,107493468,157953632,53545000,4167490915,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,11,1029191,24827000,0,0,0,830166,0,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1619,214227524,1849546990000,108448397,214545896,7096000,109106092,20984781,1 +NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,1283944244000,107384568,157707032,53202000,4006764035,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,9,1029191,24827000,0,0,0,830166,0,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,1847714860000,107557897,212857396,7095000,105286781,20820134,1 QQQ RIWIV7K5Z9LX,QQQ,20200930,10,97740,27157000,0,0,0,10424,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2441,599120025,2397589200000,370892321,545770560,96610000,399408172,40716356,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,2388185148000,369138221,542627960,96610000,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,12,185055,61953000,0,0,0,130705,0,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -UW R735QTJ8XC9X,WM,20200630,1318,314094577,272355476000,1549245,1950863,5698000,207169888,19444736,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,270556028000,1541045,1920563,5678000,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,6,180919,20474000,0,0,0,169069,0,0 diff --git a/output/alternative/sec/13f/universe/20201005.csv b/output/alternative/sec/13f/universe/20201005.csv index e470353..d19c6b3 100644 --- a/output/alternative/sec/13f/universe/20201005.csv +++ b/output/alternative/sec/13f/universe/20201005.csv @@ -1,25 +1,25 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2766697376,9885202461000,62367850,61243316,3470000,1706346839,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,9779834592000,62056050,60809616,3470000,1618224740,171210197,1 AAPL R735QTJ8XC9X,AAPL,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,2,199450,5490000,0,0,0,199450,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -EEM SNQLASP67O85,EEM,20200630,1091,414912784,216879695000,162959092,267528001,37639000,309440807,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,216298626000,162866492,266937301,37639000,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,13,3308578,145875000,0,0,0,3192434,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2559,239445632,2508869299000,3167904,4021661,2410000,152891046,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,2477172275000,3153704,4007761,1205000,144949757,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,25,163841,240678000,0,0,0,129004,19,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2790,252630643,3899928566000,5370963,5666971,7583000,160651811,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,3864355724000,5357763,5656871,7284000,152180659,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,23,148893,218219000,0,0,0,130595,0,1 -IBM R735QTJ8XC9X,IBM,20200630,1941,531972884,783126688000,10371784,12382160,7738000,321679303,43537452,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,769598870000,10227584,12215460,3877000,302648181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,23,434335,53051000,0,0,0,299645,1052,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,13,401407,60127000,0,0,0,365776,0,1 -NB R735QTJ8XC9X,BAC,20200630,2310,6271607320,1301636730000,107493468,157953632,53545000,4167490915,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,20,2543323,61347000,0,0,0,2338057,0,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1619,214227524,1849546990000,108448397,214545896,7096000,109106092,20984781,1 +NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,1283944244000,107384568,157707032,53202000,4006764035,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,18,2543323,61347000,0,0,0,2338057,0,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,1847714860000,107557897,212857396,7095000,105286781,20820134,1 QQQ RIWIV7K5Z9LX,QQQ,20200930,14,123974,33698000,0,0,0,34122,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2441,599120025,2397589200000,370892321,545770560,96610000,399408172,40716356,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,2388185148000,369138221,542627960,96610000,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,23,342285,114606000,0,0,0,219995,595,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,1,37,1000,0,0,0,0,0,0 -UW R735QTJ8XC9X,WM,20200630,1318,314094577,272355476000,1549245,1950863,5698000,207169888,19444736,1 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,270556028000,1541045,1920563,5678000,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,13,368332,41682000,0,0,0,308597,1385,0 diff --git a/output/alternative/sec/13f/universe/20201006.csv b/output/alternative/sec/13f/universe/20201006.csv index df6c0ec..51f36e6 100644 --- a/output/alternative/sec/13f/universe/20201006.csv +++ b/output/alternative/sec/13f/universe/20201006.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2766697376,9885202461000,62367850,61243316,3470000,1706346839,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,9779834592000,62056050,60809616,3470000,1618224740,171210197,1 AAPL R735QTJ8XC9X,AAPL,20200930,69,14907129,2717545000,0,160,0,11581134,3768,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,8,253571,6979000,0,0,0,212840,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 -EEM SNQLASP67O85,EEM,20200630,1091,414912784,216879695000,162959092,267528001,37639000,309440807,30699904,1 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,216298626000,162866492,266937301,37639000,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,25,3497442,154200000,0,0,0,3323223,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2559,239445632,2508869299000,3167904,4021661,2410000,152891046,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,2477172275000,3153704,4007761,1205000,144949757,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,46,248706,365044000,0,0,0,182194,39,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2790,252630643,3899928566000,5370963,5666971,7583000,160651811,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,3864355724000,5357763,5656871,7284000,152180659,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,49,232394,4564383000,0,0,0,202023,61,1 -IBM R735QTJ8XC9X,IBM,20200630,1941,531972884,783126688000,10371784,12382160,7738000,321679303,43537452,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,769598870000,10227584,12215460,3877000,302648181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,45,752019,1784583000,0,0,0,454324,1186,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,31,701402,546357000,0,0,0,395122,430,1 -NB R735QTJ8XC9X,BAC,20200630,2310,6271607320,1301636730000,107493468,157953632,53545000,4167490915,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,40,5958568,1085198000,0,0,0,4734425,365,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1619,214227524,1849546990000,108448397,214545896,7096000,109106092,20984781,1 +NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,1283944244000,107384568,157707032,53202000,4006764035,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,37,5958568,1085198000,0,0,0,4734425,365,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,1847714860000,107557897,212857396,7095000,105286781,20820134,1 QQQ RIWIV7K5Z9LX,QQQ,20200930,34,354070,337165000,0,0,0,118681,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2441,599120025,2397589200000,370892321,545770560,96610000,399408172,40716356,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,2388185148000,369138221,542627960,96610000,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,48,2799209,1596788000,0,700,0,1216812,595,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,5,4406,124000,0,0,0,773,0,0 -UW R735QTJ8XC9X,WM,20200630,1318,314094577,272355476000,1549245,1950863,5698000,207169888,19444736,1 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,270556028000,1541045,1920563,5678000,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,33,609798,69007000,0,0,0,361654,1385,0 diff --git a/output/alternative/sec/13f/universe/20201007.csv b/output/alternative/sec/13f/universe/20201007.csv index 7af40b6..66666ca 100644 --- a/output/alternative/sec/13f/universe/20201007.csv +++ b/output/alternative/sec/13f/universe/20201007.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766791324,9885236733000,62367850,61243316,3470000,1706406552,172049455,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 AAPL R735QTJ8XC9X,AAPL,20200930,95,17230133,7374724000,0,160,0,13057035,17606,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,10,253584,6979000,0,0,0,212853,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415138398,216888717000,162959092,267528001,37639000,309666421,30699904,1 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,216307648000,162866492,266937301,37639000,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,34,3703189,163258000,0,0,0,3360744,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,56,489792,719347000,0,0,0,420408,139,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,63,614619,5124572000,0,0,0,573539,73,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,531976025,783127067000,10371784,12382160,7738000,321682294,43537452,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,769599249000,10227584,12215460,3877000,302651172,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,57,823509,1793275000,0,0,0,483097,3957,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,42,809407,562562000,0,0,0,447795,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2311,6271638954,1301637481000,107493468,157953632,53545000,4167521049,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,54,8431054,1424055000,0,0,0,7070918,6643,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214232768,1849548288000,108448397,214545896,7096000,109110568,20984781,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,49,8431054,1424055000,0,0,0,7070918,6643,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 QQQ RIWIV7K5Z9LX,QQQ,20200930,45,653357,419849000,0,0,0,157974,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2442,599128478,2397591806000,370892321,545770560,96610000,399415141,40716356,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,2388187754000,369138221,542627960,96610000,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,65,3333215,1775571000,0,700,0,1285424,2536,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,6,4435,125000,0,0,0,802,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,40,669387,75751000,0,0,0,416004,4354,0 diff --git a/output/alternative/sec/13f/universe/20201008.csv b/output/alternative/sec/13f/universe/20201008.csv index 73820ba..b10ef25 100644 --- a/output/alternative/sec/13f/universe/20201008.csv +++ b/output/alternative/sec/13f/universe/20201008.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766791324,9885236733000,62367850,61243316,3470000,1706406552,172049455,1 -AAPL R735QTJ8XC9X,AAPL,20200930,137,25809440,22141122000,0,320,0,19079235,143648,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,137,25809440,22141122000,0,160,0,19079235,143648,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,17,814025,22408000,0,0,0,761142,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,2,112419,1186898000,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415138398,216888717000,162959092,267528001,37639000,309666421,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1186898000,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,216307648000,162866492,266937301,37639000,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,43,4124808,1065760000,0,0,0,3763761,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,85,647510,2492667000,0,0,0,532405,3020,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,97,864174,13526904000,0,0,0,780296,1347,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,531976025,783127067000,10371784,12382160,7738000,321682294,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,84,1318694,3546374000,0,0,0,802409,8973,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,61,1255888,1347547000,0,0,0,871857,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2311,6271638954,1301637481000,107493468,157953632,53545000,4167521049,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,79,12437168,2837693000,0,0,0,9985386,44175,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214232768,1849548288000,108448397,214545896,7096000,109110568,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,64,1638556,933102000,0,0,0,1044592,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2442,599128478,2397591806000,370892321,545770560,96610000,399415141,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,98,4533542,8482545000,0,800,0,2377362,5209,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,97,861289,9298824000,0,0,0,777411,1347,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,769599249000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,84,1304767,1851830000,0,0,0,788482,8973,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,61,1252939,905835000,0,0,0,868908,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,74,12398039,1895115000,0,0,0,9946257,44175,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,64,1637693,693327000,0,0,0,1043729,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,2388187754000,369138221,542627960,96610000,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,98,4531571,7822504000,0,800,0,2375391,5209,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,8,11815,334000,0,0,0,7936,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 -UW R735QTJ8XC9X,WM,20200930,58,1111072,263671000,0,0,0,753362,25118,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,59,1111072,263671000,0,0,0,753362,25118,0 diff --git a/output/alternative/sec/13f/universe/20201009.csv b/output/alternative/sec/13f/universe/20201009.csv index ebddf48..d7f1815 100644 --- a/output/alternative/sec/13f/universe/20201009.csv +++ b/output/alternative/sec/13f/universe/20201009.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766791324,9885236733000,62367850,61243316,3470000,1706406552,172049455,1 -AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,23702538000,400,720,0,28711663,172403,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,23702538000,400,560,0,28711663,172403,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,2,112419,1186898000,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415138398,216888717000,162959092,267528001,37639000,309666421,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1186898000,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,216307648000,162866492,266937301,37639000,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,55,7271037,1204476000,0,100,0,6620726,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,2872948000,0,0,0,725848,3853,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,133,1185470,13997795000,0,0,0,1040203,1580,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,531976025,783127067000,10371784,12382160,7738000,321682294,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,116,2171675,3650175000,1,0,0,1335967,9801,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,75,4497449,1833098000,0,0,0,3900824,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2311,6271638954,1301637481000,107493468,157953632,53545000,4167521049,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,102,17924708,2974792000,0,0,0,14700718,52000,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214232768,1849548288000,108448397,214545896,7096000,109110568,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7450736,2548016000,20,356,0,6295745,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2442,599128478,2397591806000,370892321,545770560,96610000,399415141,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,130,9093727,10009715000,1,1922,0,6256608,5376,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,9769715000,0,0,0,1037318,1580,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,769599249000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,116,2157748,1955631000,1,0,0,1322040,9801,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,1391386000,0,0,0,3897875,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,95,17885579,2032214000,0,0,0,14661589,52000,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2308241000,20,356,0,6294882,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,2388187754000,369138221,542627960,96610000,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,130,9091756,9349674000,1,1922,0,6254637,5376,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 -UW R735QTJ8XC9X,WM,20200930,74,1825671,344542000,0,0,0,1355389,30268,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,75,1825671,344542000,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201012.csv b/output/alternative/sec/13f/universe/20201012.csv index ebddf48..d7f1815 100644 --- a/output/alternative/sec/13f/universe/20201012.csv +++ b/output/alternative/sec/13f/universe/20201012.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766791324,9885236733000,62367850,61243316,3470000,1706406552,172049455,1 -AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,23702538000,400,720,0,28711663,172403,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,23702538000,400,560,0,28711663,172403,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,2,112419,1186898000,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415138398,216888717000,162959092,267528001,37639000,309666421,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1186898000,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,216307648000,162866492,266937301,37639000,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,55,7271037,1204476000,0,100,0,6620726,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,2872948000,0,0,0,725848,3853,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,133,1185470,13997795000,0,0,0,1040203,1580,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,531976025,783127067000,10371784,12382160,7738000,321682294,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,116,2171675,3650175000,1,0,0,1335967,9801,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304317261,937040195000,164278623,275987553,37011000,205756026,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,75,4497449,1833098000,0,0,0,3900824,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2311,6271638954,1301637481000,107493468,157953632,53545000,4167521049,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,102,17924708,2974792000,0,0,0,14700718,52000,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214232768,1849548288000,108448397,214545896,7096000,109110568,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7450736,2548016000,20,356,0,6295745,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2442,599128478,2397591806000,370892321,545770560,96610000,399415141,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,130,9093727,10009715000,1,1922,0,6256608,5376,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,9769715000,0,0,0,1037318,1580,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,769599249000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,116,2157748,1955631000,1,0,0,1322040,9801,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,1391386000,0,0,0,3897875,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,95,17885579,2032214000,0,0,0,14661589,52000,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2308241000,20,356,0,6294882,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,2388187754000,369138221,542627960,96610000,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,130,9091756,9349674000,1,1922,0,6254637,5376,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 -UW R735QTJ8XC9X,WM,20200930,74,1825671,344542000,0,0,0,1355389,30268,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,75,1825671,344542000,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201013.csv b/output/alternative/sec/13f/universe/20201013.csv index 26a4447..167d080 100644 --- a/output/alternative/sec/13f/universe/20201013.csv +++ b/output/alternative/sec/13f/universe/20201013.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 -AAPL R735QTJ8XC9X,AAPL,20200930,292,56867940,25734431000,13200,720,0,38735805,367467,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,292,56867940,25734431000,13200,560,0,38735805,367467,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,33,1874445,51601000,532200,1108100,0,1750192,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,2,112419,1186898000,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1186898000,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,82,8584156,1262374000,0,100,0,7522690,17199,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,190,1130085,3201920000,1600,0,0,845543,12861,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,217,1719967,14781338000,0,0,0,1547559,12625,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,178,3104913,3763821000,1,0,0,1960985,11467,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,119,7227738,2242150000,0,0,0,5701767,169054,1 -NB R735QTJ8XC9X,BAC,20200630,2311,6271862335,1301642911000,107493468,157953632,53545000,4167521049,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,177,26921777,3194053000,30700,0,0,20354456,414778,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,150,9172875,3022442000,20,356,0,6820549,33684,1 -SPY R735QTJ8XC9X,SPY,20200630,2442,599133505,2397593449000,370892321,545770560,96610000,399415141,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,211,11447982,10798678000,22101,26809,0,7478594,9716,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,217,1717082,10553258000,0,0,0,1544674,12625,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,178,3090986,2069277000,1,0,0,1947058,11467,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,119,7224789,1800438000,0,0,0,5698818,169054,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,165,26882648,2251475000,30700,0,0,20315327,414778,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,150,9172012,2782667000,20,356,0,6819686,33684,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,2388189397000,369138221,542627960,96610000,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,211,11446011,10138637000,22101,26809,0,7476623,9716,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,16,63368,1791000,450,0,0,49643,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 -UW R735QTJ8XC9X,WM,20200930,116,2856384,461473000,0,0,0,2086826,30268,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,117,2856384,461473000,0,0,0,2086826,30268,1 diff --git a/output/alternative/sec/13f/universe/20201014.csv b/output/alternative/sec/13f/universe/20201014.csv index 04d0476..6902dab 100644 --- a/output/alternative/sec/13f/universe/20201014.csv +++ b/output/alternative/sec/13f/universe/20201014.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 -AAPL R735QTJ8XC9X,AAPL,20200930,361,75989294,589361362000,14800,3520,0,46762952,5814007,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,361,75989294,589361362000,14800,3360,0,46762952,5814007,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,42,2237144,2821488000,532200,1108100,0,1966135,106315,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,104,10102847,1329339000,5000,100,0,8714631,17199,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,231,1371517,61086866000,1600,0,0,1005355,54341,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,268,2261935,421160932000,0,0,0,1687479,362483,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,214,3680710,18520665000,1,0,0,2236216,136014,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,149,9200029,2654591000,0,0,0,7404175,169054,1 -NB R735QTJ8XC9X,BAC,20200630,2311,6271862335,1301642911000,107493468,157953632,53545000,4167521049,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,219,38961850,105631828000,34200,0,0,22256413,9451697,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,185,10097551,3820700000,20,1356,0,7547864,35289,1 -SPY R735QTJ8XC9X,SPY,20200630,2442,599133505,2397593449000,370892321,545770560,96610000,399415141,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,264,12276409,11247156000,30601,30309,0,7952446,40950,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,268,2259050,416932852000,0,0,0,1684594,362483,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,214,3666783,16826121000,1,0,0,2222289,136014,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,149,9197080,2212879000,0,0,0,7401226,169054,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,205,38922721,104689250000,34200,0,0,22217284,9451697,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,185,10096688,3580925000,20,1356,0,7547001,35289,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,2388189397000,369138221,542627960,96610000,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,264,12274438,10587115000,30601,30309,0,7950475,40950,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,20,419203,11857000,450,0,0,404754,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 -UW R735QTJ8XC9X,WM,20200930,143,3639389,11643221000,0,0,6009000,2692685,129248,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,144,3639389,11643221000,0,0,6009000,2692685,129248,1 diff --git a/output/alternative/sec/13f/universe/20201015.csv b/output/alternative/sec/13f/universe/20201015.csv index bb57699..c3210a5 100644 --- a/output/alternative/sec/13f/universe/20201015.csv +++ b/output/alternative/sec/13f/universe/20201015.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 -AAPL R735QTJ8XC9X,AAPL,20200930,412,87565867,590702982000,14800,3520,0,55685812,6477369,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,412,87565867,590702982000,14800,3360,0,55685812,6477369,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,50,2352876,2824674000,532200,1108100,0,2026286,106315,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,119,12409155,1431215000,5000,100,0,10532580,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,270,1619744,64514203000,1600,0,0,1157615,141045,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,307,2752355,421879748000,0,0,0,2008163,489612,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,241,4144702,18577135000,1,0,0,2605032,136164,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,171,9906998,2760492000,0,0,0,7938471,172763,1 -NB R735QTJ8XC9X,BAC,20200630,2311,6271862335,1301642911000,107493468,157953632,53545000,4167521049,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,248,43167926,105733916000,34200,0,0,25757175,9505196,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,212,10876234,4037107000,20,3856,0,7813870,52618,1 -SPY R735QTJ8XC9X,SPY,20200630,2442,599133505,2397593449000,370892321,545770560,96610000,399415141,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,305,13350830,11607009000,30601,30309,0,8555821,63154,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,307,2749470,417651668000,0,0,0,2005278,489612,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,241,4130775,16882591000,1,0,0,2591105,136164,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,171,9904049,2318780000,0,0,0,7935522,172763,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,232,43128797,104791338000,34200,0,0,25718046,9505196,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,212,10875371,3797332000,20,3856,0,7813007,52618,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,2388189397000,369138221,542627960,96610000,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,305,13348859,10946968000,30601,30309,0,8553850,63154,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,23,444083,12562000,450,0,0,405804,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 -UW R735QTJ8XC9X,WM,20200930,161,4734636,11767260000,0,0,6009000,3647684,131227,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,162,4734636,11767260000,0,0,6009000,3647684,131227,1 diff --git a/output/alternative/sec/13f/universe/20201016.csv b/output/alternative/sec/13f/universe/20201016.csv index 6f2b685..679ba0b 100644 --- a/output/alternative/sec/13f/universe/20201016.csv +++ b/output/alternative/sec/13f/universe/20201016.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 -AAPL R735QTJ8XC9X,AAPL,20200930,474,97168833,597949838000,14800,163120,0,61340763,6511738,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,474,97168833,597949838000,14800,162960,0,61340763,6511738,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,57,2687186,2833877000,532200,1108100,0,2240609,106315,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,138,13066953,1460328000,78900,144900,0,10649854,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,314,1788671,64762345000,1600,400,0,1264124,141265,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,355,2926134,422133402000,0,1800,0,2142404,490989,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,270,4720885,18647226000,1,0,0,3004934,139851,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,199,11429455,2988836000,45600,24000,0,8400968,176674,1 -NB R735QTJ8XC9X,BAC,20200630,2311,6271862335,1301642911000,107493468,157953632,53545000,4167521049,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,286,48904368,113402980000,34200,11900,0,28847342,9525334,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,244,12014841,4353912000,3020,16556,0,8401448,56910,1 -SPY R735QTJ8XC9X,SPY,20200630,2442,599133505,2397593449000,370892321,545770560,96610000,399415141,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,350,14183039,11886277000,575401,700509,0,8989177,63154,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,355,2923249,417905322000,0,1800,0,2139519,490989,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,270,4706958,16952682000,1,0,0,2991007,139851,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,199,11426506,2547124000,45600,24000,0,8398019,176674,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,268,48865239,112460402000,34200,11900,0,28808213,9525334,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,244,12013978,4114137000,3020,16556,0,8400585,56910,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,2388189397000,369138221,542627960,96610000,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,350,14181068,11226236000,575401,700509,0,8987206,63154,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,24,444681,12579000,450,0,0,405804,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 -UW R735QTJ8XC9X,WM,20200930,182,5185078,11816991000,0,1000,6009000,3939434,137785,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,183,5185078,11816991000,0,1000,6009000,3939434,137785,1 diff --git a/output/alternative/sec/13f/universe/20201019.csv b/output/alternative/sec/13f/universe/20201019.csv index f0b8c1e..59a4e2b 100644 --- a/output/alternative/sec/13f/universe/20201019.csv +++ b/output/alternative/sec/13f/universe/20201019.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2766841878,9885256403000,62367850,61243316,3470000,1706406552,172049455,1 -AAPL R735QTJ8XC9X,AAPL,20200930,562,120716866,600677328000,157063,242594,0,80266579,6607992,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,562,120716866,600677328000,157063,242434,0,80266579,6607992,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,74,3527041,2856999000,532200,1109654,0,2675574,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,160,13505916,1479686000,78900,144900,0,10962497,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2560,239446418,2508870410000,3167904,4021661,2410000,152891672,12325779,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,384,2435804,65713360000,1610,400,0,1818668,142678,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,427,4467707,424391805000,10500,1800,0,3603707,491501,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,314,6105822,18815725000,73,197,0,3830729,149285,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,230,11769874,3039826000,47024,25094,0,8594590,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2311,6271862335,1301642911000,107493468,157953632,53545000,4167521049,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,341,61927641,113722576000,34200,11900,0,38621525,9558452,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,286,13281981,4705484000,5329,344493,0,8902789,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2442,599133505,2397593449000,370892321,545770560,96610000,399415141,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,407,15313361,12264231000,13593308,7701054,0,9555778,65182,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,427,4464822,420163725000,10500,1800,0,3600822,491501,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,314,6091895,17121181000,73,197,0,3816802,149285,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,230,11766925,2598114000,47024,25094,0,8591641,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,319,61888512,112779998000,34200,11900,0,38582396,9558452,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,286,13281118,4465709000,5329,344493,0,8901926,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,2388189397000,369138221,542627960,96610000,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,407,15311390,11604190000,13593308,7701054,0,9553807,65182,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,28,452805,12808000,32250,120,0,413832,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 -UW R735QTJ8XC9X,WM,20200930,210,6517398,11967762000,0,1000,6009000,5019001,139722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,211,6517398,11967762000,0,1000,6009000,5019001,139722,1 diff --git a/output/alternative/sec/13f/universe/20201020.csv b/output/alternative/sec/13f/universe/20201020.csv index a6f2e43..5293515 100644 --- a/output/alternative/sec/13f/universe/20201020.csv +++ b/output/alternative/sec/13f/universe/20201020.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2766983465,9885308054000,62367850,61243316,3470000,1706548139,172049455,1 -AAPL R735QTJ8XC9X,AAPL,20200930,639,158211478,605935668000,161063,642342,0,112961138,6607992,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,90,4276601,2877633000,532200,1131341,0,3389956,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 -EEM SNQLASP67O85,EEM,20200930,184,30783130,2241435000,78900,144900,0,27824198,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239531280,2508990409000,3167904,4021661,2410000,152976534,12325779,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,437,3137331,66743434000,1610,7556,0,2451801,142678,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,488,5352824,425689192000,10900,7675,0,4426057,491501,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,356,8664895,19127110000,73,22059,0,6148970,149285,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,261,12907711,3210264000,47024,25094,0,8870580,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6273231224,1301675402000,107493468,157953632,53545000,4168889938,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,387,88950656,114378571000,34200,197330,0,64730214,9558452,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,321,13706145,4823453000,5329,474693,0,9028206,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2443,599134278,2397593687000,370892321,545770560,96610000,399415914,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,455,17207322,12898657000,13722708,7831354,0,10539856,65182,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2594321376,9779869406000,62056050,60809616,3470000,1618285938,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,639,157484024,605851422000,161063,642182,0,112233684,6607992,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,90,4268692,2877415000,532200,1131341,0,3382047,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,184,30776151,2241127000,78900,144900,0,27817219,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,437,3134725,66739604000,1610,7556,0,2449195,142678,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,488,5327555,421428306000,10900,7675,0,4400788,491501,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,356,8553073,17420655000,73,22059,0,6037148,149285,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,261,12881970,2765138000,47024,25094,0,8844839,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,362,88447634,113424818000,34200,197330,0,64227192,9558452,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,321,13692936,4580248000,5329,474693,0,9014997,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,2388189635000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,455,17108431,12206158000,13722708,7831354,0,10440965,65182,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,31,453590,12830000,32250,120,0,413832,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 -UW R735QTJ8XC9X,WM,20200930,237,8093787,12146161000,0,36044,6009000,6431222,139722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,238,8087201,12145415000,0,36044,6009000,6424636,139722,1 diff --git a/output/alternative/sec/13f/universe/20201021.csv b/output/alternative/sec/13f/universe/20201021.csv index f0f732c..5ea8586 100644 --- a/output/alternative/sec/13f/universe/20201021.csv +++ b/output/alternative/sec/13f/universe/20201021.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2766983465,9885308054000,62367850,61243316,3470000,1706548139,172049455,1 -AAPL R735QTJ8XC9X,AAPL,20200930,705,182657469,608740354000,165063,785042,0,135108848,6625583,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801547572,174671033000,9363225,12100518,0,509953264,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,101,5260385,2904716000,532200,1131341,0,4372778,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,415173091,216890227000,162959092,267528001,37639000,309666421,30699904,1 -EEM SNQLASP67O85,EEM,20200930,202,31301068,2267942000,78900,144900,0,28195792,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239531280,2508990409000,3167904,4021661,2410000,152976534,12325779,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,483,3570194,67379528000,1610,7556,0,2848808,142865,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252634577,3899934145000,5370963,5666971,7583000,160652938,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,540,6148498,426855374000,10900,7675,0,5140442,492161,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532008885,783131295000,10371784,12382160,7738000,321682294,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,398,10166786,19301048000,4273,22059,0,7396544,161373,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,304327908,937041772000,164278623,275987553,37011000,205756026,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,297,14629507,3310129000,47024,25094,0,10330374,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6273231224,1301675402000,107493468,157953632,53545000,4168889938,538469775,1 -NB R735QTJ8XC9X,BAC,20200930,434,109648077,114892528000,136800,197330,0,83964868,9645850,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214233585,1849548504000,108448397,214545896,7096000,109110568,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,353,14631754,5080625000,5329,475693,0,9374450,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2443,599134278,2397593687000,370892321,545770560,96610000,399415914,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,504,18386030,13245656000,13722708,8290954,0,11414622,66782,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2594321376,9779869406000,62056050,60809616,3470000,1618285938,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,705,181930015,608656108000,165063,784882,0,134381394,6625583,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,101,5252476,2904498000,532200,1131341,0,4364869,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,202,31294089,2267634000,78900,144900,0,28188813,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,483,3567588,67375698000,1610,7556,0,2846202,142865,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,540,6123229,422594488000,10900,7675,0,5115173,492161,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,398,10054964,17594593000,4273,22059,0,7284722,161373,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,297,14603766,2865003000,47024,25094,0,10304633,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,405,109145055,113938775000,136800,197330,0,83461846,9645850,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,353,14618545,4837420000,5329,475693,0,9361241,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,2388189635000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,504,18287139,12553157000,13722708,8290954,0,11315731,66782,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,34,462492,13082000,32250,120,0,421580,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 -UW R735QTJ8XC9X,WM,20200930,265,9081629,12257958000,0,36044,6796000,7319879,142722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,266,9075043,12257212000,0,36044,6796000,7313293,142722,1 diff --git a/output/alternative/sec/13f/universe/20201022.csv b/output/alternative/sec/13f/universe/20201022.csv index 8c56935..eba5292 100644 --- a/output/alternative/sec/13f/universe/20201022.csv +++ b/output/alternative/sec/13f/universe/20201022.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2770078866,9886437257000,62367850,61243316,3470000,1709437272,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,766,197079123,647101993000,165063,885042,0,145028469,6625583,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,109,5719161,2917347000,532200,1131341,0,4646736,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,152720,1187327000,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 -EEM SNQLASP67O85,EEM,20200930,220,32822302,2335013000,78900,144900,0,29209295,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,525,3834418,67768006000,1610,7556,0,3022679,142865,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,584,6407297,461373174000,10900,7675,0,5348024,492161,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,430,10593289,19353106000,4273,22059,0,7597676,161373,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,322,16169890,40286752000,47024,25094,0,11405185,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,466,116533849,145990272000,141800,197330,0,90065689,9645850,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,378,15275665,5265519000,5329,475693,0,9722836,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2443,599702542,2397768917000,370892321,545770560,96610000,399972623,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,547,20580098,14534465000,13722708,8290954,0,12882575,66782,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,9779870269000,62056050,60809616,3470000,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,766,196351669,647017747000,165063,884882,0,144301015,6625583,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,109,5711252,2917129000,532200,1131341,0,4638827,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1187327000,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,220,32815323,2334705000,78900,144900,0,29202316,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,525,3831812,67764176000,1610,7556,0,3020073,142865,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,584,6382028,457112288000,10900,7675,0,5322755,492161,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,430,10481467,17646651000,4273,22059,0,7485854,161373,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,322,16144149,39841626000,47024,25094,0,11379444,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,435,116030827,145036519000,141800,197330,0,89562667,9645850,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,378,15262456,5022314000,5329,475693,0,9709627,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,2388189635000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,547,20481207,13841966000,13722708,8290954,0,12783684,66782,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,37,490085,13863000,32250,120,0,437866,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 -UW R735QTJ8XC9X,WM,20200930,282,9492507,12304473000,0,36044,6796000,7533236,142722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,283,9485921,12303727000,0,36044,6796000,7526650,142722,1 diff --git a/output/alternative/sec/13f/universe/20201023.csv b/output/alternative/sec/13f/universe/20201023.csv index bb7eb2a..02075c2 100644 --- a/output/alternative/sec/13f/universe/20201023.csv +++ b/output/alternative/sec/13f/universe/20201023.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2770078866,9886437257000,62367850,61243316,3470000,1709437272,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,848,208729579,656726882000,170063,1087958,0,152201802,6789146,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,117,6288580,2933021000,532200,1131341,0,5152607,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,152720,1187327000,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 -EEM SNQLASP67O85,EEM,20200930,246,33451555,2362774000,878900,144900,0,29595408,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,579,4090414,70453696000,1610,8436,0,3231572,145938,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,641,6672464,464409864000,10900,8934,0,5566380,498329,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,469,14286583,20050699000,4273,26339,0,9770316,172175,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,351,16861074,40390301000,47024,35048,0,11816480,265014,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,505,142155280,146610024000,141800,214351,0,109855702,9688559,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,433,16917066,5966289000,5329,511141,0,10192682,62374,1 -SPY R735QTJ8XC9X,SPY,20200630,2443,599702542,2397768917000,370892321,545770560,96610000,399972623,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,613,22273510,19991249000,13922708,8316851,0,13701983,137677,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,9779870269000,62056050,60809616,3470000,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,848,208002125,656642636000,170063,1087798,0,151474348,6789146,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,117,6280671,2932803000,532200,1131341,0,5144698,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1187327000,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,246,33444576,2362466000,878900,144900,0,29588429,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,579,4087808,70449866000,1610,8436,0,3228966,145938,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,641,6647195,460148978000,10900,8934,0,5541111,498329,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,469,14174761,18344244000,4273,26339,0,9658494,172175,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,351,16835333,39945175000,47024,35048,0,11790739,265014,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,473,141652258,145656271000,141800,214351,0,109352680,9688559,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,433,16903857,5723084000,5329,511141,0,10179473,62374,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,2388189635000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,613,22174619,19298750000,13922708,8316851,0,13603092,137677,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,38,490710,13881000,32250,120,0,438491,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 -UW R735QTJ8XC9X,WM,20200930,302,10910110,12464900000,0,37857,6796000,8327460,142722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,303,10903524,12464154000,0,37857,6796000,8320874,142722,1 diff --git a/output/alternative/sec/13f/universe/20201026.csv b/output/alternative/sec/13f/universe/20201026.csv index 199d1d0..33f8a36 100644 --- a/output/alternative/sec/13f/universe/20201026.csv +++ b/output/alternative/sec/13f/universe/20201026.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2770078866,9886437257000,62367850,61243316,3470000,1709437272,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,943,239340387,689398850000,419488,1415083,20802000,177536742,7186046,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,131,8080539,12364238000,532200,1131341,0,6930709,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,152720,1187327000,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 -EEM SNQLASP67O85,EEM,20200930,279,34320829,2403932000,2195900,161600,350000,29979907,53957,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,651,4584610,77377484000,1610,9836,2025000,3696286,163265,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,716,7378768,469120959000,32162,13496,613000,6211996,500381,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,525,15803926,20590068000,107173,105539,1710000,11104903,177897,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,397,17646270,40512172000,523324,144848,2964000,12130607,265230,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,577,156198931,147612363000,1177000,397951,1398000,122795552,9719094,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,487,17660499,6170687000,133729,1247141,1258000,10590039,71154,1 -SPY R735QTJ8XC9X,SPY,20200630,2443,599702542,2397768917000,370892321,545770560,96610000,399972623,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,686,28593442,26385947000,14806108,12284795,29483000,17173779,143844,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,9779870269000,62056050,60809616,3470000,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,940,238091684,689254238000,419488,1414923,20802000,176748922,7186046,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,131,8072630,12364020000,532200,1131341,0,6922800,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1187327000,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,279,34313850,2403624000,2195900,161600,350000,29972928,53957,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,651,4559378,77340403000,1610,9836,2025000,3660429,163265,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,717,7353499,464860073000,32162,13496,613000,6186727,500381,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,523,15692104,18883613000,107173,105539,1710000,10993081,177897,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,397,17620529,40067046000,523324,144848,2964000,12104866,265230,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,533,155695909,146658610000,1177000,397951,1398000,122292530,9719094,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,487,17647290,5927482000,133729,1247141,1258000,10576830,71154,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,2388189635000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,686,28494551,25693448000,14806108,12284795,29483000,17074888,143844,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,43,737021,20849000,36750,120,0,684658,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 -UW R735QTJ8XC9X,WM,20200930,335,11723665,12596550000,0,39057,6810000,9083505,142722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,336,11717079,12595804000,0,39057,6810000,9076919,142722,1 diff --git a/output/alternative/sec/13f/universe/20201027.csv b/output/alternative/sec/13f/universe/20201027.csv index b66ab07..285954b 100644 --- a/output/alternative/sec/13f/universe/20201027.csv +++ b/output/alternative/sec/13f/universe/20201027.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770080980,9886438028000,62367850,61243316,3470000,1709437272,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1027,263799251,692271209000,1198888,1832883,20802000,196918312,7230642,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,142,9104872,12394402000,569400,1153241,0,7781881,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1187327000,10100,3600,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 -EEM SNQLASP67O85,EEM,20200930,305,35490376,2455447000,3144700,2044000,350000,30613668,53957,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,712,5237521,78331094000,5510,11736,2025000,4249817,163916,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,786,7653094,469517358000,35862,22996,613000,6431800,500504,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,574,17022839,20739961000,166773,112939,1710000,12055262,179797,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,429,18488861,40638367000,1225624,996748,2964000,12631490,265232,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,635,167651593,147908725000,1835400,851051,1398000,131281748,9738654,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,532,22247932,7445150000,1748329,2192441,1258000,14132719,72720,1 -SPY R735QTJ8XC9X,SPY,20200630,2444,599705973,2397769975000,370892321,545770560,96610000,399972623,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,752,36093722,28897764000,15000208,12358995,29483000,23873420,144264,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,9779871040000,62056050,60809616,3470000,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1024,262488144,692119370000,1198888,1832723,20802000,196068088,7230642,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,142,9096963,12394184000,569400,1153241,0,7773972,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1187327000,10100,3600,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,305,35458793,2454054000,3144700,2044000,350000,30582085,53957,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,712,5212068,78293688000,5510,11736,2025000,4213739,163916,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,787,7627825,465256472000,35862,22996,613000,6406531,500504,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,572,16911017,19033506000,166773,112939,1710000,11943440,179797,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,429,18463120,40193241000,1225624,996748,2964000,12605749,265232,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,585,167148571,146954972000,1835400,851051,1398000,130778726,9738654,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,532,22231467,7201040000,1748329,2192441,1258000,14116254,72720,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,752,35984200,28201705000,15000208,12358995,29483000,23763898,144264,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 -UW R735QTJ8XC9X,WM,20200930,371,12349430,12667273000,25100,50657,6810000,9509722,142897,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,372,12342844,12666527000,25100,50657,6810000,9503136,142897,1 diff --git a/output/alternative/sec/13f/universe/20201028.csv b/output/alternative/sec/13f/universe/20201028.csv index 755eb52..2395814 100644 --- a/output/alternative/sec/13f/universe/20201028.csv +++ b/output/alternative/sec/13f/universe/20201028.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770080980,9886438028000,62367850,61243316,3470000,1709437272,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1105,284264399,694641706000,1423688,2266683,20802000,208640390,13478469,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,149,9405918,12402691000,569400,1153241,0,7870055,316630,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1187327000,10100,3600,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 -EEM SNQLASP67O85,EEM,20200930,326,36859163,2515795000,3144700,2044000,350000,31528879,56746,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,765,5659511,78951012000,9110,11736,2025000,4459941,343272,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,845,8077076,470138883000,40362,46196,613000,6703555,612388,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,608,18243446,20888495000,166773,112939,1710000,12687697,474656,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,456,19103973,40730506000,1225624,1007348,2964000,12901575,265652,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,683,174835680,148092061000,1863900,892851,1398000,135135021,12491597,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,564,26676651,8675792000,1785129,2228441,1258000,18381284,73190,1 -SPY R735QTJ8XC9X,SPY,20200630,2444,599705973,2397769975000,370892321,545770560,96610000,399972623,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,806,39292220,29969182000,69398708,21102095,29483000,26523053,236893,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,9779871040000,62056050,60809616,3470000,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1102,281780371,694354031000,1423688,2266523,20802000,206617245,13478469,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,149,9342804,12400953000,569400,1153241,0,7806941,316630,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1187327000,10100,3600,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,326,36827580,2514402000,3144700,2044000,350000,31497296,56746,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,765,5612850,78882439000,9110,11736,2025000,4402655,343272,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,846,8030015,465846059000,40362,46196,613000,6656494,612388,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,606,18067236,19174206000,166773,112939,1710000,12511487,474656,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,456,19078232,40285380000,1225624,1007348,2964000,12875834,265652,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,628,173762354,147124570000,1863900,892851,1398000,134061695,12491597,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,564,26641063,8426369000,1785129,2228441,1258000,18345696,73190,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,807,39182698,29273123000,69398708,21102095,29483000,26413531,236893,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 -UW R735QTJ8XC9X,WM,20200930,402,13247340,12768909000,25100,50657,6810000,9943895,425065,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,404,13215888,12765349000,25100,50657,6810000,9912443,425065,1 diff --git a/output/alternative/sec/13f/universe/20201029.csv b/output/alternative/sec/13f/universe/20201029.csv index 9d149ad..6520a01 100644 --- a/output/alternative/sec/13f/universe/20201029.csv +++ b/output/alternative/sec/13f/universe/20201029.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770080980,9886438028000,62367850,61243316,3470000,1709437272,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1190,338191973,700871611000,1435688,2298283,20802000,242531716,14222551,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,160,10175453,12423829000,569400,1153241,0,8393243,339372,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,7,411573,1190082000,10100,3600,0,162067,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 -EEM SNQLASP67O85,EEM,20200930,355,44199524,2839447000,3144700,2044000,350000,37621536,112180,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,833,6334196,79941458000,9110,12336,2025000,4962158,351036,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,913,9463456,496880525000,40362,46196,613000,7727292,621897,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,662,22931159,21457999000,166773,112939,1710000,15603854,507407,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,496,27354293,41949588000,1225624,1007348,2964000,20662616,284463,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,741,196616283,148619286000,1863900,892851,1398000,149926341,12619496,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,608,29044094,9333081000,1785129,2278441,1258000,19081515,73281,1 -SPY R735QTJ8XC9X,SPY,20200630,2444,599705973,2397769975000,370892321,545770560,96610000,399972623,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,863,43463008,31365603000,69398708,26862695,37276000,29072667,248807,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,9779871040000,62056050,60809616,3470000,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1187,335707945,700583936000,1435688,2298123,20802000,240508571,14222551,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,160,10112339,12422091000,569400,1153241,0,8330129,339372,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,1190082000,10100,3600,0,162067,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,355,44167941,2838054000,3144700,2044000,350000,37589953,112180,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,833,6287535,79872885000,9110,12336,2025000,4904872,351036,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,914,9416395,492587701000,40362,46196,613000,7680231,621897,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,660,22754949,19743710000,166773,112939,1710000,15427644,507407,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,496,27328552,41504462000,1225624,1007348,2964000,20636875,284463,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,682,195542957,147651795000,1863900,892851,1398000,148853015,12619496,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,608,29008506,9083658000,1785129,2278441,1258000,19045927,73281,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,864,43353486,30669544000,69398708,26862695,37276000,28963145,248807,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 -UW R735QTJ8XC9X,WM,20200930,433,15953092,13075423000,25100,50657,6810000,11352296,434224,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,435,15921640,13071863000,25100,50657,6810000,11320844,434224,1 diff --git a/output/alternative/sec/13f/universe/20201030.csv b/output/alternative/sec/13f/universe/20201030.csv index b79512b..015019a 100644 --- a/output/alternative/sec/13f/universe/20201030.csv +++ b/output/alternative/sec/13f/universe/20201030.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770080980,9886438028000,62367850,61243316,3470000,1709437272,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1282,505454502,2791419573000,1484162,2441628,20802000,383759694,32227185,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,181,36472379,50973853000,575012,1164438,0,31394435,1715278,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,7,411573,1190082000,10100,3600,0,162067,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,416206958,216931571000,162959092,267528001,37639000,310434272,30705404,1 -EEM SNQLASP67O85,EEM,20200930,395,52534879,117637500000,3163944,2078809,17126000,42629667,2655622,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786526,2509351228000,3167904,4021661,2410000,153206564,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,904,10031465,484974296000,10331,13343,2025000,8247436,624048,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252726072,3900062039000,5370963,5666971,7583000,160742368,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,988,12664248,924765287000,40788,47915,613000,10397020,912339,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,722,32095283,129852553000,169725,122219,1710000,23371609,1391740,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,305333579,937185763000,164278623,275987553,37011000,206747956,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,542,37150294,1196027883000,1226632,1028514,13487000,22064856,7997034,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278091436,1301793872000,107493468,157953632,53545000,4173303433,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,803,268654396,278632512000,1979165,1011640,1398000,213609246,17956505,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214562643,1849629979000,108448397,214545896,7096000,109420561,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,656,45015218,3974484968000,1791079,2317256,3527000,20225330,14350429,1 -SPY R735QTJ8XC9X,SPY,20200630,2444,599705973,2397769975000,370892321,545770560,96610000,399972623,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,926,52189180,1967070377000,69670758,28293545,125268000,31022120,6033690,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,9779871040000,62056050,60809616,3470000,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1279,502970474,2791131898000,1484162,2441468,20802000,381736549,32227185,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,181,36409265,50972115000,575012,1164438,0,31331321,1715278,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,1190082000,10100,3600,0,162067,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,395,52503296,117636107000,3163944,2078809,17126000,42598084,2655622,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,904,9984804,484905723000,10331,13343,2025000,8190150,624048,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,989,12617187,920472463000,40788,47915,613000,10349959,912339,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,720,31919073,128138264000,169725,122219,1710000,23195399,1391740,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,542,37124553,1195582757000,1226632,1028514,13487000,22039115,7997034,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,740,267581070,277665021000,1979165,1011640,1398000,212535920,17956505,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,656,44979630,3974235545000,1791079,2317256,3527000,20189742,14350429,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,927,52079658,1966374318000,69670758,28293545,125268000,30912598,6033690,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,58,967093,27357000,2689750,1434420,12000,806626,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 -UW R735QTJ8XC9X,WM,20200930,473,19420403,35602481000,25145,51495,6810000,14450636,630177,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,475,19388951,35598921000,25145,51495,6810000,14419184,630177,1 diff --git a/output/alternative/sec/13f/universe/20201102.csv b/output/alternative/sec/13f/universe/20201102.csv index 5b553be..4ce01f7 100644 --- a/output/alternative/sec/13f/universe/20201102.csv +++ b/output/alternative/sec/13f/universe/20201102.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770089284,9886504809000,62440550,61254116,3470000,1709445576,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1374,545541959,2796124419000,1880781,2441653,37412000,408197173,32906196,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,193,36849835,50984335000,575012,1164438,0,31741140,1719343,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,8,490973,1190928000,10100,3600,0,241467,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,416253359,216933427000,164246492,268028001,37639000,310480673,30705404,1 -EEM SNQLASP67O85,EEM,20200930,414,53688089,117688305000,3164344,2108709,17126000,43258952,2655622,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786986,2509351878000,3167904,4021661,2410000,153207024,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,974,11529912,487172482000,10331,13343,2025000,9236940,639997,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252728910,3900066064000,5370963,5666971,7583000,160745206,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1068,13529751,926030413000,40788,47915,5900000,10993535,916433,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,780,33877954,130068046000,170225,122232,1710000,24724806,1399455,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,306586249,937365120000,165051923,278642553,37011000,208000626,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,579,38051485,1196150007000,1226732,1580814,13487000,22393434,8000335,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278190593,1301796227000,107493468,158078632,53545000,4173402590,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,866,286414278,279061231000,1979165,1011640,4759000,226845297,18417402,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214661900,1850123340000,108704397,214796896,7096000,109519818,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,695,46559046,3974907368000,2311179,2318256,12037000,20451598,14351782,1 -SPY R735QTJ8XC9X,SPY,20200630,2444,600816568,2398112438000,371810321,549025060,96610000,401083218,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,991,55070836,1968029087000,69670862,30564147,137237000,31761392,6034028,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,9779937821000,62128750,60820416,3470000,1618296081,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1371,543026359,2795833088000,1880781,2441493,37412000,406174028,32906196,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,193,36786721,50982597000,575012,1164438,0,31678026,1719343,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,9,490973,1190928000,10100,3600,0,241467,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,414,53656506,117686912000,3164344,2108709,17126000,43227369,2655622,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,974,11483051,487103615000,10331,13343,2025000,9179654,639997,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1069,13482392,921737152000,40788,47915,5900000,10946474,916433,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,778,33701744,128353757000,170225,122232,1710000,24548596,1399455,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,579,38025744,1195704881000,1226732,1580814,13487000,22367693,8000335,1 +NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,1283979841000,107384568,157832032,53202000,4008262215,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,799,285340952,278093740000,1979165,1011640,4759000,225771971,18417402,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,1848209519000,107813897,213108396,7095000,105390514,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,695,46523458,3974657945000,2311179,2318256,12037000,20416010,14351782,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,992,54960350,1967332705000,69670862,30564147,137237000,31651870,6034028,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,61,985774,27885000,2689750,1434420,12000,807384,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314483300,272396646000,1549245,1950863,5698000,207537311,19444736,1 -UW R735QTJ8XC9X,WM,20200930,504,20567432,35732254000,25145,51495,6810000,15075111,632064,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,506,20535980,35728694000,25145,51495,6810000,15043659,632064,1 diff --git a/output/alternative/sec/13f/universe/20201103.csv b/output/alternative/sec/13f/universe/20201103.csv index 4ad40bd..1f3bf57 100644 --- a/output/alternative/sec/13f/universe/20201103.csv +++ b/output/alternative/sec/13f/universe/20201103.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770089284,9886504809000,62440550,61254116,3470000,1709445576,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1498,600431771,2819424111000,1897781,2488153,37412000,443026996,35483834,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,209,38241936,51022721000,575012,1164438,0,33085584,1729142,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,10,493897,1190959000,10100,3600,0,241467,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,416253359,216933427000,164246492,268028001,37639000,310480673,30705404,1 -EEM SNQLASP67O85,EEM,20200930,458,58221520,117959463000,3172344,2116709,17417000,44387675,2698842,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786986,2509351878000,3167904,4021661,2410000,153207024,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1065,12697152,496282722000,10331,13343,2025000,10026518,717849,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252728910,3900066064000,5370963,5666971,7583000,160745206,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1171,15355464,931367658000,40788,47915,5900000,12279921,1140973,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532316291,783168421000,10371784,12382160,7738000,321981481,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,854,35608793,130924824000,170225,122232,1710000,25926523,1407630,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,306586249,937365120000,165051923,278642553,37011000,208000626,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,638,40223071,1238622068000,2076032,1819214,13487000,23524142,8019610,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278190593,1301796227000,107493468,158078632,53545000,4173402590,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,944,302492759,280282073000,2025165,1017640,4759000,235617712,19902980,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214661900,1850123340000,108704397,214796896,7096000,109519818,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,756,49175706,3975724172000,2320679,2475756,14574000,21914495,14351790,1 -SPY R735QTJ8XC9X,SPY,20200630,2444,600816568,2398112438000,371810321,549025060,96610000,401083218,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,1076,59235381,1974766868000,69704962,30825847,139378000,32937963,6058887,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,9779937821000,62128750,60820416,3470000,1618296081,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1495,584144879,2817521363000,1897781,2487993,37412000,429956870,35483834,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,209,38162470,51020473000,575012,1164438,0,33021993,1729142,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,11,493897,1190959000,10100,3600,0,241467,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,458,57503743,117928332000,3172344,2116709,17417000,43864367,2698842,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1065,12349920,495772517000,10331,13343,2025000,9744010,717849,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1172,14987501,926604703000,40788,47915,5900000,11955080,1140973,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,852,35302962,129194766000,170225,122232,1710000,25679825,1407630,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,638,39615389,1238090774000,2076032,1819214,13487000,22989258,8019610,1 +NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,1283979841000,107384568,157832032,53202000,4008262215,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,872,300797982,279299633000,2025165,1017640,4759000,234107157,19902980,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,1848209519000,107813897,213108396,7095000,105390514,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,756,49029581,3975444090000,2320679,2475756,14574000,21771407,14351790,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1077,58883599,1973990075000,69704962,30825847,139378000,32608140,6058887,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,66,1035131,29282000,2709750,1434420,12000,810592,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314483300,272396646000,1549245,1950863,5698000,207537311,19444736,1 -UW R735QTJ8XC9X,WM,20200930,552,24461627,36756775000,25145,51495,6810000,18098064,766253,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,554,22453888,36529576000,25145,51495,6810000,16363793,766253,1 diff --git a/output/alternative/sec/13f/universe/20201104.csv b/output/alternative/sec/13f/universe/20201104.csv index 8db137a..684d6e4 100644 --- a/output/alternative/sec/13f/universe/20201104.csv +++ b/output/alternative/sec/13f/universe/20201104.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2770090133,9886505119000,62440550,61254116,3470000,1709445576,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1587,738857624,2845210715000,2305881,2517653,37412000,538942770,41163938,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,222,41948625,51110756000,575012,1164438,0,36467583,1888196,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,12,3790183,1225541000,10100,3600,0,275768,0,0 -EEM SNQLASP67O85,EEM,20200630,1092,416253359,216933427000,164246492,268028001,37639000,310480673,30705404,1 -EEM SNQLASP67O85,EEM,20200930,488,61305243,118304345000,3246644,2123709,17417000,45509687,2710198,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2561,239786986,2509351878000,3167904,4021661,2410000,153207024,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1127,15168512,501883221000,10331,13343,2025000,12023979,811926,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252728910,3900066064000,5370963,5666971,7583000,160745206,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1245,18346017,938837646000,40788,47915,5900000,14655550,1252829,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532898691,783238757000,10371784,12382160,7738000,322563881,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,908,42934633,132484432000,187325,122232,1710000,31293563,1544414,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,306586249,937365120000,165051923,278642553,37011000,208000626,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,675,42784302,1239005714000,2088832,1839214,13487000,24705248,8098044,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278190593,1301796227000,107493468,158078632,53545000,4173402590,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,1002,337359190,282063682000,2073665,1017640,4759000,257556672,21994449,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1620,214661900,1850123340000,108704397,214796896,7096000,109519818,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,793,57602613,3978065321000,2320679,2518756,14574000,25882643,14351790,1 -SPY R735QTJ8XC9X,SPY,20200630,2444,600816568,2398112438000,371810321,549025060,96610000,401083218,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,1139,71923759,1985870929000,70067662,32335147,139378000,38980446,7925096,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,9779937821000,62128750,60820416,3470000,1618296081,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1585,722145922,2843258770000,2305881,2517493,37412000,525450745,41161027,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,222,41869159,51108508000,575012,1164438,0,36403992,1888196,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,13,3790183,1225541000,10100,3600,0,275768,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,488,60587466,118273214000,3246644,2123709,17417000,44986379,2710198,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1127,14795461,501335072000,10331,13343,2025000,11715839,811739,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1246,17978054,934074691000,40788,47915,5900000,14330709,1252829,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,906,42628802,130754374000,187325,122232,1710000,31046865,1544414,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,675,42176620,1238474420000,2088832,1839214,13487000,24170364,8098044,1 +NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,1283979841000,107384568,157832032,53202000,4008262215,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,925,334844451,281061489000,2073665,1017640,4759000,255232380,21988224,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,1848209519000,107813897,213108396,7095000,105390514,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,793,57456488,3977785239000,2320679,2518756,14574000,25739555,14351790,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1140,71571977,1985094136000,70067662,32335147,139378000,38650623,7925096,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,69,2265243,63639000,2742150,1434420,12000,844922,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314483300,272396646000,1549245,1950863,5698000,207537311,19444736,1 -UW R735QTJ8XC9X,WM,20200930,584,27295997,37077579000,25145,51495,6810000,19978229,831910,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,587,25288258,36850380000,25145,51495,6810000,18243958,831910,1 diff --git a/output/alternative/sec/13f/universe/20201105.csv b/output/alternative/sec/13f/universe/20201105.csv index e3a635f..72f46ce 100644 --- a/output/alternative/sec/13f/universe/20201105.csv +++ b/output/alternative/sec/13f/universe/20201105.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3329,2770100399,9886508864000,62440550,61254116,3470000,1709451170,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1692,949132760,2895642386000,4821281,5705001,37412000,709525753,41735980,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,243,53311733,51423687000,575012,1164438,0,44990624,3244651,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,14,3987561,1227642000,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 -EEM SNQLASP67O85,EEM,20200930,525,80297549,121687534000,8802244,8538905,17417000,60513754,2716815,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2562,239787260,2509352265000,3167904,4021661,2410000,153207298,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1213,19340406,523815938000,10331,13543,2025000,15655239,825171,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2791,252728910,3900066064000,5370963,5666971,7583000,160745206,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1335,24029311,954171620000,59588,48915,5900000,19279766,1262897,1 -IBM R735QTJ8XC9X,IBM,20200630,1942,532898691,783238757000,10371784,12382160,7738000,322563881,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,973,58830343,134418425000,205625,190832,1710000,45579163,1564231,1 -IWM RV0PWMLXVHPH,IWM,20200630,1515,306586249,937365120000,165051923,278642553,37011000,208000626,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,730,70878883,1243430558000,5697832,11870318,13487000,50566473,9272715,1 -NB R735QTJ8XC9X,BAC,20200630,2312,6278190593,1301796227000,107493468,158078632,53545000,4173402590,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,1082,420575448,284964914000,2366365,1859040,4759000,329248989,22009309,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1621,214695817,1850131738000,108704397,214796896,7096000,109553735,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,846,66956759,3984140171000,8064379,8395336,14574000,32518216,14357695,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,600823175,2398114475000,371810321,549025060,96610000,401089825,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,1218,91034786,2008530305000,89052662,36002066,139378000,51824636,8025414,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3329,2594344426,9779941566000,62128750,60820416,3470000,1618301675,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1690,931638080,2893599764000,4821281,5704841,37412000,695947972,41733069,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,243,53232267,51421439000,575012,1164438,0,44927033,3244651,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,1227642000,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,525,79579772,121656403000,8802244,8538905,17417000,59990446,2716815,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2566,224502884,2477293772000,3153704,4007761,1205000,145035519,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1213,18966189,523266076000,10331,13543,2025000,15346643,824984,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1336,23656582,949401679000,59588,48915,5900000,18953777,1262897,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,971,58361665,132668554000,205625,190832,1710000,45179476,1564231,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,730,70268332,1242898834000,5697832,11870318,13487000,50031589,9272715,1 +NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,1283979841000,107384568,157832032,53202000,4008262215,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,993,417945371,283959942000,2366365,1859040,4759000,326828244,22003084,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1626,207264699,1848217917000,107813897,213108396,7095000,105424431,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,846,66808278,3983859435000,8064379,8394336,14574000,32375128,14357695,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,584357824,2388192730000,369138221,542627960,96610000,389651159,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1219,90674603,2007750699000,89052662,36000566,139378000,51494813,8025414,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,75,2510208,70568000,2742150,1434420,12000,990815,0,0 -UW R735QTJ8XC9X,WM,20200630,1319,314483300,272396646000,1549245,1950863,5698000,207537311,19444736,1 -UW R735QTJ8XC9X,WM,20200930,622,40655635,38589320000,25145,51495,6810000,32181758,857380,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,625,38638823,38361094000,25145,51495,6810000,30447487,857380,1 diff --git a/output/alternative/sec/13f/universe/20201106.csv b/output/alternative/sec/13f/universe/20201106.csv index 827fff5..88cb9cb 100644 --- a/output/alternative/sec/13f/universe/20201106.csv +++ b/output/alternative/sec/13f/universe/20201106.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770252948,9886564514000,62440550,61254116,3470000,1709603719,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1796,2204494803,3138904993000,6839831,6549901,37412000,1765147218,62847537,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,271,136735892,53688208000,575038,1164438,0,120175461,4074531,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,14,3987561,1227642000,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 -EEM SNQLASP67O85,EEM,20200930,563,160115783,136887539000,10982744,8538920,17417000,138744558,3383968,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239788087,2509353434000,3167904,4021661,2410000,153208125,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1293,43012296,602959430000,10336,13543,2025000,35470875,1185815,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252749598,3900095401000,5370963,5666971,7583000,160765894,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1421,48543677,1008763521000,109689,48915,5900000,39685796,1639975,1 -IBM R735QTJ8XC9X,IBM,20200630,1943,532909479,783240060000,10371784,12382160,7738000,322574669,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1045,130270142,145488522000,206673,190876,1710000,104160544,3248883,1 -IWM RV0PWMLXVHPH,IWM,20200630,1516,306588014,937365373000,165051923,278642553,37011000,208002391,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,781,94213077,1248818072000,5897840,13293721,13487000,71800680,10241510,1 -NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,1172,1010134985,308373407000,11376585,1859040,5019000,828671301,30222918,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1622,214698485,1850132399000,108704397,214796896,7096000,109556403,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,893,77296821,3988579620000,12420089,9040336,14574000,38096324,17897141,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,600827030,2398115664000,371810321,549025060,96610000,401093679,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,1297,104518711,2113559640000,112396762,37204174,139378000,63551034,8994575,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1794,2187000123,3136862371000,6839831,6549741,37412000,1751569437,62844626,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,271,136656426,53685960000,575038,1164438,0,120111870,4074531,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,1227642000,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,563,159398006,136856408000,10982744,8538920,17417000,138221250,3383968,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1293,42638079,602409568000,10336,13543,2025000,35162279,1185628,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1422,48170948,1003993580000,109689,48915,5900000,39359807,1639975,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,769604780000,10227584,12215460,3877000,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1043,129801464,143738651000,206673,190876,1710000,103760857,3248883,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,895634002000,163309923,274619253,37011000,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,781,93602526,1248286348000,5897840,13293721,13487000,71265796,10241510,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1063,1007504908,307368435000,11376585,1859040,5019000,826250556,30216693,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,1848218578000,107813897,213108396,7095000,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,893,77148340,3988298884000,12420089,9039336,14574000,37953236,17897141,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,2388193919000,369138221,542627960,96610000,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1298,104158528,2112780034000,112396762,37202674,139378000,63221211,8994575,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,83,2550419,71705000,2742650,1434420,12000,1001213,0,0 -UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 -UW R735QTJ8XC9X,WM,20200930,665,76800181,43394774000,25145,51495,6810000,63590707,1450480,1 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,668,74783369,43166548000,25145,51495,6810000,61856436,1450480,1 diff --git a/output/alternative/sec/13f/universe/20201109.csv b/output/alternative/sec/13f/universe/20201109.csv index 9239f0c..b29b085 100644 --- a/output/alternative/sec/13f/universe/20201109.csv +++ b/output/alternative/sec/13f/universe/20201109.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770252948,9886564514000,62440550,61254116,3470000,1709603719,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1944,2431476408,3249919089000,7107031,6939001,37412000,1929813272,67947791,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,307,188930057,55491601000,663838,1214438,0,163539984,4145177,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,15,4039083,1228191000,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 -EEM SNQLASP67O85,EEM,20200930,611,175014556,149528966000,10984544,8541720,17417000,146708616,3421847,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239788087,2509353434000,3167904,4021661,2410000,153208125,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1416,47995393,617413111000,10336,13543,2025000,39373732,1205619,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252749598,3900095401000,5370963,5666971,7583000,160765894,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1542,54802427,1029078202000,109689,59215,5900000,44510583,1802598,1 -IBM R735QTJ8XC9X,IBM,20200630,1943,532909479,783240060000,10371784,12382160,7738000,322574669,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1127,145222567,150569274000,206673,190876,1710000,112746218,3624605,1 -IWM RV0PWMLXVHPH,IWM,20200630,1516,306588014,937365373000,165051923,278642553,37011000,208002391,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,839,102379662,1257534550000,5923690,13300321,13487000,75420125,10274675,1 -NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,1276,1146647195,318482860000,12470485,1859040,5019000,933531825,34185559,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1622,214698485,1850132399000,108704397,214796896,7096000,109556403,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,950,87190937,4011755855000,12425089,9050436,14574000,39840401,17897241,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,600827030,2398115664000,371810321,549025060,96610000,401093679,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,1395,118826406,2146258738000,112476862,37448274,139378000,68294204,9010671,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1942,2413981728,3247876467000,7107031,6938841,37412000,1916235491,67944880,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,307,188850591,55489353000,663838,1214438,0,163476393,4145177,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,1228191000,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,611,174296779,149497835000,10984544,8541720,17417000,146185308,3421847,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1417,47621176,616863249000,10336,13543,2025000,39065136,1205432,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1543,54429698,1024308261000,109689,59215,5900000,44184594,1802598,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,769604780000,10227584,12215460,3877000,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1125,144753889,148819403000,206673,190876,1710000,112346531,3624605,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,895634002000,163309923,274619253,37011000,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,839,101739943,1256997993000,5923690,13300321,13487000,74885241,10274675,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1159,1144017118,317477888000,12470485,1859040,5019000,931111080,34179334,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,1848218578000,107813897,213108396,7095000,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,950,87042456,4011475119000,12425089,9049436,14574000,39697313,17897241,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,2388193919000,369138221,542627960,96610000,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1396,118457318,2145476266000,112476862,37446774,139378000,67964381,9010671,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,88,3349177,94303000,2742650,1434420,12000,1397449,0,0 -UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 -UW R735QTJ8XC9X,WM,20200930,725,87146733,46402224000,25145,51495,6810000,69269246,1797595,1 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,728,85129921,46173998000,25145,51495,6810000,67534975,1797595,1 diff --git a/output/alternative/sec/13f/universe/20201110.csv b/output/alternative/sec/13f/universe/20201110.csv index 4fa6c00..0cf695b 100644 --- a/output/alternative/sec/13f/universe/20201110.csv +++ b/output/alternative/sec/13f/universe/20201110.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770252948,9886564514000,62440550,61254116,3470000,1709603719,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2107,3256755339,3799424478000,7147831,6956945,37412000,2637805840,84840536,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,331,231913409,60007306000,663838,1214438,0,201717695,4691194,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,15,4039083,1228191000,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 -EEM SNQLASP67O85,EEM,20200930,676,189774402,154565870000,10985396,8660843,17417000,159798148,3654000,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239788087,2509353434000,3167904,4021661,2410000,153208125,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1545,62746982,731014158000,10336,13543,2107000,51806509,1547688,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252749598,3900095401000,5370963,5666971,7583000,160765894,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1681,71057618,1178293795000,112289,59218,6209000,63671024,2102442,1 -IBM R735QTJ8XC9X,IBM,20200630,1943,532909479,783240060000,10371784,12382160,7738000,322574669,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1216,202459535,174378570000,206673,200876,4665000,152122636,12139456,1 -IWM RV0PWMLXVHPH,IWM,20200630,1516,306588014,937365373000,165051923,278642553,37011000,208002391,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,916,107834482,1269905279000,5939690,13383377,13487000,88776842,10330204,1 -NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,1375,1514156151,368689177000,12476425,1859618,9110000,1257809581,39638384,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1622,214698485,1850132399000,108704397,214796896,7096000,109556403,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97762935,4017763993000,12458674,9112772,14574000,48525939,17902640,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,600827030,2398115664000,371810321,549025060,96610000,401093679,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,1508,156103226,2164942703000,113193667,38962713,139493000,104624412,9036597,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238997099,3797351148000,7147831,6956785,37412000,2624045761,84837625,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,331,231804858,60004258000,663838,1214438,0,201654104,4691194,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,1228191000,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,676,189056625,154534739000,10985396,8660843,17417000,159274840,3654000,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,730449656000,10336,13543,2107000,51488073,1547501,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,1173521918000,112289,59218,6209000,63343731,2102442,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,769604780000,10227584,12215460,3877000,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1214,201990857,172628699000,206673,200876,4665000,151722949,12139456,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,895634002000,163309923,274619253,37011000,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,1269368722000,5939690,13383377,13487000,88241958,10330204,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1248,1511465165,367682738000,12476425,1859618,9110000,1255388836,39632159,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,1848218578000,107813897,213108396,7095000,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,4017483257000,12458674,9111772,14574000,48382851,17902640,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,2388193919000,369138221,542627960,96610000,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,2164160231000,113193667,38961213,139493000,104294589,9036597,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,96,3399060,99299000,2742650,1434420,12000,1408231,0,0 -UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 -UW R735QTJ8XC9X,WM,20200930,786,110802726,60316163000,25145,51495,6844000,87934643,4190674,1 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,790,108785914,60087937000,25145,51495,6844000,86200372,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201111.csv b/output/alternative/sec/13f/universe/20201111.csv index 4fa6c00..0cf695b 100644 --- a/output/alternative/sec/13f/universe/20201111.csv +++ b/output/alternative/sec/13f/universe/20201111.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770252948,9886564514000,62440550,61254116,3470000,1709603719,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2107,3256755339,3799424478000,7147831,6956945,37412000,2637805840,84840536,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,331,231913409,60007306000,663838,1214438,0,201717695,4691194,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,15,4039083,1228191000,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 -EEM SNQLASP67O85,EEM,20200930,676,189774402,154565870000,10985396,8660843,17417000,159798148,3654000,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239788087,2509353434000,3167904,4021661,2410000,153208125,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1545,62746982,731014158000,10336,13543,2107000,51806509,1547688,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252749598,3900095401000,5370963,5666971,7583000,160765894,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1681,71057618,1178293795000,112289,59218,6209000,63671024,2102442,1 -IBM R735QTJ8XC9X,IBM,20200630,1943,532909479,783240060000,10371784,12382160,7738000,322574669,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1216,202459535,174378570000,206673,200876,4665000,152122636,12139456,1 -IWM RV0PWMLXVHPH,IWM,20200630,1516,306588014,937365373000,165051923,278642553,37011000,208002391,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,916,107834482,1269905279000,5939690,13383377,13487000,88776842,10330204,1 -NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,1375,1514156151,368689177000,12476425,1859618,9110000,1257809581,39638384,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1622,214698485,1850132399000,108704397,214796896,7096000,109556403,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97762935,4017763993000,12458674,9112772,14574000,48525939,17902640,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,600827030,2398115664000,371810321,549025060,96610000,401093679,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,1508,156103226,2164942703000,113193667,38962713,139493000,104624412,9036597,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238997099,3797351148000,7147831,6956785,37412000,2624045761,84837625,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,331,231804858,60004258000,663838,1214438,0,201654104,4691194,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,1228191000,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,676,189056625,154534739000,10985396,8660843,17417000,159274840,3654000,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,730449656000,10336,13543,2107000,51488073,1547501,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,1173521918000,112289,59218,6209000,63343731,2102442,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,769604780000,10227584,12215460,3877000,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1214,201990857,172628699000,206673,200876,4665000,151722949,12139456,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,895634002000,163309923,274619253,37011000,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,1269368722000,5939690,13383377,13487000,88241958,10330204,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1248,1511465165,367682738000,12476425,1859618,9110000,1255388836,39632159,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,1848218578000,107813897,213108396,7095000,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,4017483257000,12458674,9111772,14574000,48382851,17902640,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,2388193919000,369138221,542627960,96610000,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,2164160231000,113193667,38961213,139493000,104294589,9036597,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,96,3399060,99299000,2742650,1434420,12000,1408231,0,0 -UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 -UW R735QTJ8XC9X,WM,20200930,786,110802726,60316163000,25145,51495,6844000,87934643,4190674,1 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,790,108785914,60087937000,25145,51495,6844000,86200372,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201112.csv b/output/alternative/sec/13f/universe/20201112.csv index 2df1fc3..bdd62cd 100644 --- a/output/alternative/sec/13f/universe/20201112.csv +++ b/output/alternative/sec/13f/universe/20201112.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770316929,9886587854000,62440550,61254116,3470000,1709667700,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2530,4626138572,4217607683000,39479891,49472845,37412000,3732934877,132407305,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,432,330341688,62950027000,1033738,3324738,0,283471239,7492010,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,23,5036933,1238780000,10100,3600,0,1384786,7948,0 -EEM SNQLASP67O85,EEM,20200630,1093,416267294,216933984000,164246492,268028001,37639000,310480673,30705404,1 -EEM SNQLASP67O85,EEM,20200930,824,282229941,167032064000,86036396,65758343,17417000,229583478,14565259,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239799529,2509369610000,3167904,4021661,2410000,153219567,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1891,102617842,813713123000,1497984,603289,2107000,82851802,2919106,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252763270,3900114789000,5370963,5666971,7583000,160779566,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2054,117135541,1261967115000,1087289,846218,16199000,101890364,3430728,1 -IBM R735QTJ8XC9X,IBM,20200630,1943,532909479,783240060000,10371784,12382160,7738000,322574669,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1477,276280042,193530156000,902373,1544276,4665000,211444130,14300229,1 -IWM RV0PWMLXVHPH,IWM,20200630,1516,306618072,937369675000,165051923,278642553,37011000,208032449,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1096,178489787,1296586068000,31753390,92463033,13812000,146300901,16755092,1 -NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,1682,2374154523,411842469000,29795975,37626718,10099000,1995556403,59236548,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1622,214707927,1850134742000,108704397,214796896,7096000,109565845,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1229,140867061,4117353846000,53536874,67472669,14574000,77593030,21946887,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,601034344,2398179876000,371810321,549025060,96610000,401093679,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,1806,394162393,2349132796000,180233167,138500531,139493000,312332609,17340468,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,125,6322202,196588000,4653810,1941548,12000,3603243,584302,1 -UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 -UW R735QTJ8XC9X,WM,20200930,982,157057832,74202183000,128745,277795,6844000,122616582,5329587,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2529,4422914158,4194269784000,39479891,49472685,37412000,3551703918,131071704,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,432,322527890,62736704000,1033738,3324738,0,276178379,7458154,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,24,4938986,1237756000,10100,3600,0,1286839,7948,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,824,266533266,166350998000,86036396,65758343,17417000,214685104,14565259,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1893,99344771,808903647000,1497984,603289,2107000,80262152,2896174,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2056,112066159,1250313458000,1087289,846218,16199000,97621819,3404534,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,769604780000,10227584,12215460,3877000,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1476,267857838,190818369000,902373,1544276,4665000,203743089,14260527,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,895634002000,163309923,274619253,37011000,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,1097,162300377,1293727319000,31753390,92463033,13812000,130510320,16755092,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1521,2258088541,408025696000,29795975,37626718,10099000,1889635863,58668620,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,1848218578000,107813897,213108396,7095000,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1230,134099119,4115243710000,53536874,67471669,14574000,71274765,21946887,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,2388193919000,369138221,542627960,96610000,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1809,321090647,2324186122000,180233167,138499031,139493000,242271683,16768236,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,125,6201142,193235000,4653810,1941548,12000,3482183,584302,1 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,986,154286920,73888444000,128745,277795,6844000,120266607,5326730,1 diff --git a/output/alternative/sec/13f/universe/20201113.csv b/output/alternative/sec/13f/universe/20201113.csv index 543a76c..f38634c 100644 --- a/output/alternative/sec/13f/universe/20201113.csv +++ b/output/alternative/sec/13f/universe/20201113.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2770316929,9886587854000,62440550,61254116,3470000,1709667700,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2946,6400973658,12291868894000,93151391,132427293,40740000,4813217297,183007547,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,542,517458245,158060801000,5759568,8947138,0,421285717,24820953,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,31,5188030,1240385000,147100,87900,0,1446760,7948,0 -EEM SNQLASP67O85,EEM,20200630,1094,416299585,216935275000,164246492,268028001,37639000,310480673,30705404,1 -EEM SNQLASP67O85,EEM,20200930,983,392863791,177199269000,134371996,220280743,42368000,293623996,27473637,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239799529,2509369610000,3167904,4021661,2410000,153219567,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2246,151408228,2574741025000,3824884,2117989,2107000,117645278,4518339,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,252763270,3900114789000,5370963,5666971,7583000,160779566,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2427,176912692,4049600695000,2292889,2272918,17478000,140927344,5184079,1 -IBM R735QTJ8XC9X,IBM,20200630,1944,532921325,783241452000,10371784,12382160,7738000,322574669,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1724,378511661,703175653000,3826473,6089976,4681000,284907851,18006090,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306623442,937370444000,165051923,278642553,37011000,208032449,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1294,280935227,1332557082000,71609190,184060004,13812000,181081897,28534807,1 -NB R735QTJ8XC9X,BAC,20200630,2313,6278749036,1301809490000,107496468,158078632,53545000,4173961032,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,1978,3452387881,1256503663000,75736775,75098718,16759000,2767044615,89844273,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,214714416,1850136349000,108704397,214796896,7096000,109565845,20984781,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1443,213763439,4141402986000,99268474,153645269,17407000,96152753,30658566,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,601075600,2398192598000,371810321,549025060,96610000,401093679,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2110,567313196,2448975149000,226976017,264350481,139667000,376588751,38198170,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,151,12649260,375287000,8813934,8868420,12000,9010936,717430,1 -UW R735QTJ8XC9X,WM,20200630,1320,314486228,272396956000,1549245,1950863,5698000,207540239,19444736,1 -UW R735QTJ8XC9X,WM,20200930,1160,219614824,299151039000,367845,542295,6844000,169263349,8797782,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2945,6174292333,12263111053000,93151391,132427133,40740000,4608529427,181671946,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,542,490285207,157314519000,5759568,8947138,0,397453915,24752304,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,32,5090083,1239361000,147100,87900,0,1348813,7948,0 +EEM SNQLASP67O85,EEM,20200630,1097,402308705,216311006000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,983,377110091,176515689000,134371996,220280743,42368000,278668597,27473637,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2249,147705150,2569299611000,3824884,2117989,2107000,114626193,4495407,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2430,171089629,4036842444000,2292889,2272918,17478000,135946117,5157054,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,506174947,769606172000,10227584,12215460,3877000,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1723,368837720,698723902000,3826473,6089976,4681000,275955073,17966388,1 +IWM RV0PWMLXVHPH,IWM,20200630,1522,296194135,895634771000,163309923,274619253,37011000,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,1295,264730189,1329695993000,71609190,184060004,13812000,165275688,28534807,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1792,3292908721,1250737610000,75736775,75098718,16759000,2622913836,89201690,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1628,207273856,1848220185000,107813897,213108396,7095000,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1444,206931285,4139275314000,99268474,153644269,17407000,89770276,30658566,1 +SPY R735QTJ8XC9X,SPY,20200630,2452,584402935,2388206641000,369138221,542627960,96610000,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,2113,493974287,2423939303000,226976017,264348981,139667000,306260662,37625938,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,151,12528200,371934000,8813934,8868420,12000,8889876,717430,1 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,1164,216353749,298781828000,367845,542295,6844000,166423211,8794925,1 diff --git a/output/alternative/sec/13f/universe/20201116.csv b/output/alternative/sec/13f/universe/20201116.csv index cf24bf7..0bbe97f 100644 --- a/output/alternative/sec/13f/universe/20201116.csv +++ b/output/alternative/sec/13f/universe/20201116.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3331,2770329545,9886592456000,62440550,61254116,3470000,1709667700,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,3274,9890800955,12696038343000,265229001,291501393,75231000,6346015589,642053204,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,628,790111201,165516593000,10173268,17334438,0,515216229,72453243,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,36,7991833,1270245000,230500,232700,0,4250463,8048,0 -EEM SNQLASP67O85,EEM,20200930,1099,433005023,178968456000,165745296,273437743,42368000,326080197,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239819074,2509397239000,3167904,4021661,2410000,153239112,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2521,218697958,2783526226000,9144705,5588289,2107000,143121752,12199766,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,252764495,3900116526000,5370963,5666971,7583000,160779566,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2737,240889873,4143007143000,7436089,7149018,17478000,161789175,18801728,1 -IBM R735QTJ8XC9X,IBM,20200630,1945,532924995,783241895000,10371784,12382160,7738000,322574669,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1894,504274897,718476310000,9657073,12334776,5681000,308544352,40617222,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306623442,937370444000,165051923,278642553,37011000,208032449,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1471,301683276,1335666293000,134723998,299100279,23271000,199139179,29508001,1 -NB R735QTJ8XC9X,BAC,20200630,2314,6278761481,1301809786000,107496468,158078632,53545000,4173961032,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,2226,6026977966,1318923362000,121131275,153617618,77801000,4187253343,485700813,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1649,233264575,4146819542000,170578174,294427569,29013000,109719361,31976473,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,601096888,2398199162000,371810321,549025060,96610000,401093679,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2400,632844380,2475819778000,375436630,561055120,181847000,431062263,42055531,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,171,33880775,975944000,22844926,38616768,1965000,30221600,717495,1 -UW R735QTJ8XC9X,WM,20200630,1321,314512968,272399788000,1549245,1950863,5698000,207540239,19444736,1 -UW R735QTJ8XC9X,WM,20200930,1295,304061360,308708031000,1634745,1716595,7714000,205885667,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3274,9663498703,12667208933000,265228991,291501233,75231000,6141027968,640717603,1 +AIG R735QTJ8XC9X,AIG,20200930,628,762838163,164767558000,10173268,17334438,0,491284427,72384594,1 +BNO UN3IMQ2JU1YD,BNO,20200930,37,7893886,1269221000,230500,232700,0,4152516,8048,0 +EEM SNQLASP67O85,EEM,20200930,1100,417251323,178284876000,165745296,273437743,42368000,311124798,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2524,214951626,2778019416000,9144704,5588289,2107000,140062547,12176834,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2740,235049414,4130222148000,7436089,7149018,17478000,156795136,18774703,1 +IBM R735QTJ8XC9X,IBM,20200930,1894,494543334,714017541000,9657073,12334776,5681000,299537638,40577520,1 +IWM RV0PWMLXVHPH,IWM,20200930,1473,285448404,1332800736000,134723990,299100279,23271000,183312946,29508001,1 +NB R735QTJ8XC9X,BAC,20200930,2016,5866316796,1313128842000,121131275,153617618,77801000,4042023216,485058230,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1651,226378996,4144677027000,170578174,294426569,29013000,103335114,31976473,1 +SPY R735QTJ8XC9X,SPY,20200930,2404,559277340,2450707519000,375436630,561053620,181847000,360730366,41483299,1 +USO THORT68ZZSYT,USO,20200930,172,33759715,972591000,22844926,38616768,1965000,30100540,717495,1 +UW R735QTJ8XC9X,WM,20200930,1299,300768625,308335237000,1634745,1716595,7714000,203017437,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201117.csv b/output/alternative/sec/13f/universe/20201117.csv index 869f3f2..2cc170e 100644 --- a/output/alternative/sec/13f/universe/20201117.csv +++ b/output/alternative/sec/13f/universe/20201117.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3331,2770329545,9886592456000,62440550,61254116,3470000,1709667700,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,3303,9946683301,12702472055000,325797101,312145593,75231000,6400121495,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,675,801555364,174671276000,9363225,12100518,0,509961056,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,638,793605416,165612501000,10563968,18398838,0,518524343,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1109,434660821,179041498000,175912396,282681143,42368000,327605536,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,239819074,2509397239000,3167904,4021661,2410000,153239112,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2542,219780450,2785111901000,9583405,5812989,2107000,144118962,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,252764495,3900116526000,5370963,5666971,7583000,160779566,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2760,242778811,4145766435000,7831689,7593118,17478000,163454186,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1945,532924995,783241895000,10371784,12382160,7738000,322574669,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1912,507867990,718910112000,10596073,12966776,5681000,311896530,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306623442,937370444000,165051923,278642553,37011000,208032449,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1487,302343542,1335765380000,152405498,308177979,23271000,199623007,29591001,1 -NB R735QTJ8XC9X,BAC,20200630,2314,6278761481,1301809786000,107496468,158078632,53545000,4173961032,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,2252,6054500643,1319589262000,124841975,157712018,77801000,4214334129,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1665,234862471,4147262978000,178814774,322539469,29013000,110819185,32345398,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,601096888,2398199162000,371810321,549025060,96610000,401093679,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2422,639096001,2477909868000,391247330,572822220,181847000,436772857,42326486,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,176,36218068,1042065000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1321,314512968,272399788000,1549245,1950863,5698000,207540239,19444736,1 -UW R735QTJ8XC9X,WM,20200930,1304,305497862,308869532000,1703745,1793995,7714000,207310917,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3303,9704146181,12671918532000,325797091,312145433,75231000,6179899006,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,638,765566029,164842806000,10563968,18398838,0,493826192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1110,418906161,178357876000,175912396,282681143,42368000,312649177,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2545,215668290,2779072933000,9583404,5812989,2107000,140751761,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2763,236027490,4131656087000,7831689,7593118,17478000,157716954,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1912,496896178,714303735000,10596073,12966776,5681000,301649567,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1489,286059255,1332892583000,142405490,306027979,23271000,183747359,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2036,5886666566,1313625791000,124841975,157712018,77801000,4061931095,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1667,227834664,4145081775000,178814774,312438469,29013000,104292710,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2426,564913916,2452596099000,391247330,567820720,181847000,365825915,41754254,1 +USO THORT68ZZSYT,USO,20200930,177,36097008,1038712000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1308,301787509,308450509000,1703745,1793995,7714000,204025069,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201118.csv b/output/alternative/sec/13f/universe/20201118.csv index 4dd183c..5dad703 100644 --- a/output/alternative/sec/13f/universe/20201118.csv +++ b/output/alternative/sec/13f/universe/20201118.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3333,2770342240,9886602175000,62440550,61254116,3470000,1709680270,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,3314,9962535779,12704305725000,325797101,312145593,75231000,6415622489,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,801904240,174694224000,9363225,12100518,0,510309932,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,638,794323733,165632274000,10563968,18398838,0,519242660,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1115,435027784,179057678000,175912396,282685743,42368000,327844904,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,239842380,2509455754000,3167904,4021661,2410000,153262418,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2548,219980145,2785405169000,9583405,5812989,2107000,144315163,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2795,252767562,3900125701000,5370963,5666971,7583000,160782633,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2768,243088839,4146220792000,7831689,7593118,17478000,163761402,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,532932881,783243900000,10371784,12382160,7738000,322582525,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1919,509148603,719065959000,10596073,12966776,5681000,313165582,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306623442,937370444000,165269923,278642553,37011000,208032449,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1491,302949148,1335856094000,152418598,308180279,23271000,200210490,29591001,1 -NB R735QTJ8XC9X,BAC,20200630,2315,6279404403,1301841997000,107496468,158078632,53545000,4174603954,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,2256,6061749335,1319763836000,124841975,157712018,77801000,4221547078,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1668,235009627,4147303897000,178814774,322539969,29013000,110963553,32345398,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,601125694,2398208045000,371810321,549025060,96610000,401093679,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2428,639884163,2478173875000,391913330,573100120,181847000,437485251,42326486,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,176,36218068,1042065000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,314515268,272400302000,1549245,1950863,5698000,207542539,19444736,1 -UW R735QTJ8XC9X,WM,20200930,1305,305921404,308917474000,1703745,1793995,7714000,207728211,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3314,9705089839,12672027812000,325797091,312145433,75231000,6180491180,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,638,765566029,164842806000,10563968,18398838,0,493826192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1116,419273124,178374056000,175912396,282685743,42368000,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2551,215683854,2779095807000,9583404,5812989,2107000,140763831,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2771,236040864,4131675687000,7831689,7593118,17478000,157727516,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1919,496937690,714308787000,10596073,12966776,5681000,301679518,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1493,286615446,1332975894000,142418590,306030279,23271000,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2040,5886763698,1313628131000,124841975,157712018,77801000,4061992484,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1670,227841237,4145083601000,178814774,312438969,29013000,104296495,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2432,565090921,2452655383000,391913330,568098620,181847000,365927152,41754254,1 +USO THORT68ZZSYT,USO,20200930,177,36097008,1038712000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1309,301793757,308451216000,1703745,1793995,7714000,204025069,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201119.csv b/output/alternative/sec/13f/universe/20201119.csv index f1b1d1e..e30b717 100644 --- a/output/alternative/sec/13f/universe/20201119.csv +++ b/output/alternative/sec/13f/universe/20201119.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3333,2770342240,9886602175000,62440550,61254116,3470000,1709680270,172050151,1 -AAPL R735QTJ8XC9X,AAPL,20200930,3326,9965165926,12721210392000,325799401,312302593,75231000,6416802048,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,801904240,174694224000,9363225,12100518,0,510309932,74778157,1 -AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1118,435115830,182325894000,175912396,282685743,42368000,327844904,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,239842380,2509455754000,3167904,4021661,2410000,153262418,12325856,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2557,220015929,2789282551000,9583405,5812989,2107000,144340280,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2795,252767562,3900125701000,5370963,5666971,7583000,160782633,18351165,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2778,243132975,4148458253000,7831689,7609218,17478000,163783741,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,532932881,783243900000,10371784,12382160,7738000,322582525,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1925,509212896,720802591000,10596173,12966876,5681000,313195366,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306623442,937370444000,165269923,278642553,37011000,208032449,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1497,303043176,1338832839000,152518598,308201979,23271000,200210490,29591001,1 -NB R735QTJ8XC9X,BAC,20200630,2315,6279404403,1301841997000,107496468,158078632,53545000,4174603954,538471450,1 -NB R735QTJ8XC9X,BAC,20200930,2264,6062597300,1320536581000,124842175,157712018,77801000,4221897030,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1673,235595863,4159571676000,178815074,322724269,29013000,110969012,32345398,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,601125694,2398208045000,371810321,549025060,96610000,401093679,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2438,640313737,2488058684000,391915330,573153420,181847000,437689983,42326486,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,176,36218068,1042065000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,314515268,272400302000,1549245,1950863,5698000,207542539,19444736,1 -UW R735QTJ8XC9X,WM,20200930,1314,306015071,309162139000,1703745,1793995,7714000,207794523,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3326,9706529912,12688794638000,325799391,312302433,75231000,6180627875,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1119,419361170,181642272000,175912396,282685743,42368000,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,2782936213000,9583404,5812989,2107000,140765074,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2781,236063827,4133882117000,7831689,7609218,17478000,157729719,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1925,496974462,716042070000,10596173,12966876,5681000,301683878,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,1335950654000,142418590,306030479,23271000,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2048,5887257034,1314392333000,124842175,157712018,77801000,4062029578,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1675,228086300,4157256593000,178815074,312522269,29013000,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2442,565479991,2462526633000,391915330,568101920,181847000,366127201,41754254,1 +USO THORT68ZZSYT,USO,20200930,177,36097008,1038712000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1318,301866502,308693513000,1703745,1793995,7714000,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201120.csv b/output/alternative/sec/13f/universe/20201120.csv index a162367..1037ea2 100644 --- a/output/alternative/sec/13f/universe/20201120.csv +++ b/output/alternative/sec/13f/universe/20201120.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3333,2783427965,9904655652000,62440550,61254116,3470000,1721039135,172897459,1 -AAPL R735QTJ8XC9X,AAPL,20200930,3327,9965542070,12721253674000,325799401,312302593,75231000,6417095359,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1118,435202298,182329707000,175912396,282685743,42368000,327927273,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,241300017,2515234916000,3167904,4021661,2410000,154587474,12391385,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2557,220016332,2789283143000,9583405,5812989,2107000,144340280,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2779,243146806,4148478885000,7831689,7609218,17478000,163795018,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,533721162,785705485000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1926,509212925,720802594000,10596173,12966876,5681000,313195366,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1497,303043643,1338832909000,152518598,308201979,23271000,200210490,29591001,1 -NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2265,6062602359,1320536702000,124842175,157712018,77801000,4221897030,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1674,235595968,4159571704000,178815074,322724269,29013000,110969012,32345398,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,601261085,2405538731000,371810321,549025060,96610000,401161554,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2439,640507710,2488123643000,391915330,573190420,181847000,437882104,42326486,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36219204,1042097000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1314,306015071,309162139000,1703745,1793995,7714000,207794523,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3327,9706570057,12688799008000,325799391,312302433,75231000,6180627875,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1119,419361170,181642272000,175912396,282685743,42368000,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,2782936213000,9583404,5812989,2107000,140765074,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2782,236066223,4133885989000,7831689,7609218,17478000,157729719,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1926,496974490,716042073000,10596173,12966876,5681000,301683878,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,1335950654000,142418590,306030479,23271000,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2049,5887260818,1314392423000,124842175,157712018,77801000,4062029578,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,4157256621000,178815074,312522269,29013000,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2443,565480119,2462526675000,391915330,568101920,181847000,366127201,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1318,301866502,308693513000,1703745,1793995,7714000,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201123.csv b/output/alternative/sec/13f/universe/20201123.csv index 6957cdb..cd3eee6 100644 --- a/output/alternative/sec/13f/universe/20201123.csv +++ b/output/alternative/sec/13f/universe/20201123.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3334,2783430889,9904656719000,62440550,61254116,3470000,1721039135,172897459,1 -AAPL R735QTJ8XC9X,AAPL,20200930,3328,9966057125,12721313325000,325799401,312302593,75231000,6417095359,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1119,435236188,182331201000,175912396,282685743,42368000,327927273,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,241300178,2515235144000,3167904,4021661,2410000,154587474,12391385,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2558,220021436,2789290650000,9583405,5812989,2107000,144340280,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2780,243153172,4148488213000,7831689,7609218,17478000,163795018,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,533723010,785705708000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1927,509225047,720804067000,10596173,12966876,5681000,313195366,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1497,303043809,1338832934000,152518598,308201979,23271000,200210490,29591001,1 -NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2265,6063193286,1320550933000,124842175,157712018,77801000,4221897030,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1674,235641275,4159584291000,178815074,322724269,29013000,110969012,32345398,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,601261085,2405538731000,371810321,549025060,96610000,401161554,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2440,640519742,2488127671000,391915330,573190420,181847000,437882104,42326486,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1315,306031181,309163962000,1703745,1793995,7714000,207794523,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3328,9706641389,12688807268000,325799391,312302433,75231000,6180627875,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1121,419395060,181643766000,175912396,282685743,42368000,312888545,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2561,215694783,2782936662000,9583404,5812989,2107000,140765074,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2783,236068494,4133889317000,7831689,7609218,17478000,157729719,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1927,496977347,716042419000,10596173,12966876,5681000,301683878,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,1335950654000,142418590,306030479,23271000,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2049,5887260818,1314392423000,124842175,157712018,77801000,4062029578,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,4157256621000,178815074,312522269,29013000,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2444,565481974,2462527296000,391915330,568101920,181847000,366127201,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1319,301869588,308693862000,1703745,1793995,7714000,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201124.csv b/output/alternative/sec/13f/universe/20201124.csv index ebbb335..ec3bb9d 100644 --- a/output/alternative/sec/13f/universe/20201124.csv +++ b/output/alternative/sec/13f/universe/20201124.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3334,2783439273,9904659777000,62440550,61254116,3470000,1721039135,172897459,1 -AAPL R735QTJ8XC9X,AAPL,20200930,3329,9966205823,12721330545000,325799401,312302593,75231000,6417242237,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1120,435243368,182331518000,175912396,282685743,42368000,327934453,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,241300443,2515235518000,3167904,4021661,2410000,154587474,12391385,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2559,220024982,2789295861000,9583405,5812989,2107000,144343811,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2781,243154767,4148490551000,7831689,7609218,17478000,163796564,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,533723010,785705708000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1928,509233746,720805126000,10596173,12966876,5681000,313204065,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1497,303043809,1338832934000,152518598,308201979,23271000,200210490,29591001,1 -NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2266,6063249552,1320552288000,124842175,157712018,77801000,4221952996,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1674,235641275,4159584291000,178815074,322724269,29013000,110969012,32345398,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,601262770,2405539250000,371810321,549025060,96610000,401161554,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2441,641694664,2488521140000,391915330,573190420,181847000,439056782,42326486,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1315,306031181,309163962000,1703745,1793995,7714000,207794523,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3329,9706706273,12688814782000,325799391,312302433,75231000,6180690939,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1122,419402240,181644083000,175912396,282685743,42368000,312895725,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2562,215695305,2782937429000,9583404,5812989,2107000,140765581,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2784,236070089,4133891655000,7831689,7609218,17478000,157731265,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1928,496981546,716042930000,10596173,12966876,5681000,301688077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,1335950654000,142418590,306030479,23271000,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2050,5887276808,1314392808000,124842175,157712018,77801000,4062045268,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,4157256621000,178815074,312522269,29013000,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2445,565485875,2462528602000,391915330,568101920,181847000,366130858,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1319,301869588,308693862000,1703745,1793995,7714000,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201125.csv b/output/alternative/sec/13f/universe/20201125.csv index 933f1d6..124cbca 100644 --- a/output/alternative/sec/13f/universe/20201125.csv +++ b/output/alternative/sec/13f/universe/20201125.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3334,2783439273,9904659777000,62440550,61254116,3470000,1721039135,172897459,1 -AAPL R735QTJ8XC9X,AAPL,20200930,3331,9967252095,12721451714000,325799401,312302593,75231000,6418241789,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1123,435668171,182350247000,175912396,282685743,42368000,328208165,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,241300443,2515235518000,3167904,4021661,2410000,154587474,12391385,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2561,220038636,2789315927000,9583405,5812989,2107000,144357221,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2783,243172834,4148517030000,7831689,7609218,17478000,163814348,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,533723010,785705708000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1929,509241517,720806071000,10596173,12966876,5681000,313204065,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1500,303075190,1338837635000,152518598,308201979,23271000,200220251,29591001,1 -NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2268,6063751873,1320564389000,124842175,157712018,77801000,4222426150,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,235650438,4159586837000,178815074,322724269,29013000,110970644,32345398,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,601262770,2405539250000,371810321,549025060,96610000,401161554,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2444,641714480,2488527777000,391915330,573190420,181847000,439067298,42326486,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1316,306039745,309164931000,1703745,1793995,7714000,207794523,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707752545,12688935951000,325799391,312302433,75231000,6181690491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1125,419827043,181662812000,175912396,282685743,42368000,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,2782957495000,9583404,5812989,2107000,140778991,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,4133918134000,7831689,7609218,17478000,157749049,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1929,496989317,716043875000,10596173,12966876,5681000,301688077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,1335955355000,142418590,306030479,23271000,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,1314404909000,124842175,157712018,77801000,4062518422,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,4157259167000,178815074,312522269,29013000,104300417,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,2462535239000,391915330,568101920,181847000,366141374,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1320,301878152,308694831000,1703745,1793995,7714000,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201126.csv b/output/alternative/sec/13f/universe/20201126.csv index 933f1d6..124cbca 100644 --- a/output/alternative/sec/13f/universe/20201126.csv +++ b/output/alternative/sec/13f/universe/20201126.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3334,2783439273,9904659777000,62440550,61254116,3470000,1721039135,172897459,1 -AAPL R735QTJ8XC9X,AAPL,20200930,3331,9967252095,12721451714000,325799401,312302593,75231000,6418241789,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1123,435668171,182350247000,175912396,282685743,42368000,328208165,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,241300443,2515235518000,3167904,4021661,2410000,154587474,12391385,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2561,220038636,2789315927000,9583405,5812989,2107000,144357221,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2783,243172834,4148517030000,7831689,7609218,17478000,163814348,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,533723010,785705708000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1929,509241517,720806071000,10596173,12966876,5681000,313204065,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1500,303075190,1338837635000,152518598,308201979,23271000,200220251,29591001,1 -NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2268,6063751873,1320564389000,124842175,157712018,77801000,4222426150,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,235650438,4159586837000,178815074,322724269,29013000,110970644,32345398,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,601262770,2405539250000,371810321,549025060,96610000,401161554,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2444,641714480,2488527777000,391915330,573190420,181847000,439067298,42326486,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1316,306039745,309164931000,1703745,1793995,7714000,207794523,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707752545,12688935951000,325799391,312302433,75231000,6181690491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1125,419827043,181662812000,175912396,282685743,42368000,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,2782957495000,9583404,5812989,2107000,140778991,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,4133918134000,7831689,7609218,17478000,157749049,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1929,496989317,716043875000,10596173,12966876,5681000,301688077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,1335955355000,142418590,306030479,23271000,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,1314404909000,124842175,157712018,77801000,4062518422,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,4157259167000,178815074,312522269,29013000,104300417,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,2462535239000,391915330,568101920,181847000,366141374,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1320,301878152,308694831000,1703745,1793995,7714000,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201127.csv b/output/alternative/sec/13f/universe/20201127.csv index 4d986d0..e029b55 100644 --- a/output/alternative/sec/13f/universe/20201127.csv +++ b/output/alternative/sec/13f/universe/20201127.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3334,2783439273,9904659777000,62440550,61254116,3470000,1721039135,172897459,1 -AAPL R735QTJ8XC9X,AAPL,20200930,3333,9967543337,12721485447000,325799401,312302593,75231000,6418258634,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,643,794481913,165862179000,10563968,18398838,0,519318989,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1124,435730195,182352982000,175912396,282685743,42368000,328208165,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,241300443,2515235518000,3167904,4021661,2410000,154587474,12391385,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2563,220047289,2789328531000,9583405,5812989,2107000,144357601,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2795,256178858,3907031262000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2784,243181413,4148529603000,7831689,7609218,17478000,163817912,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,533723010,785705708000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1930,509246045,720806622000,10596173,12966876,5681000,313204065,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1501,303102032,1338841656000,152518598,308201979,23271000,200220251,29591001,1 -NB R735QTJ8XC9X,BAC,20200630,2315,6316766369,1303456906000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2268,6063810369,1320565798000,124842175,157712018,77801000,4222481353,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,235718472,4159605920000,178815074,322724269,29013000,110972013,32345398,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,601262770,2405539250000,371810321,549025060,96610000,401161554,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2445,641804548,2488552070000,391915330,573190420,181847000,439067298,42326486,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1316,306039745,309164931000,1703745,1793995,7714000,207794523,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3333,9707997622,12688964338000,325799391,312302433,75231000,6181690491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1126,419889067,181665547000,175912396,282685743,42368000,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2566,215716987,2782969180000,9583404,5812989,2107000,140778991,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2787,236088561,4133918728000,7831689,7609218,17478000,157749049,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1930,496993845,716044426000,10596173,12966876,5681000,301688077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1503,286754447,1335959376000,142418590,306030479,23271000,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,1314404909000,124842175,157712018,77801000,4062518422,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1681,228163602,4157278250000,178815074,312522269,29013000,104301786,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2449,565595759,2462559532000,391915330,568101920,181847000,366141374,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1320,301878152,308694831000,1703745,1793995,7714000,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201130.csv b/output/alternative/sec/13f/universe/20201130.csv index ac1ffd2..e5c374f 100644 --- a/output/alternative/sec/13f/universe/20201130.csv +++ b/output/alternative/sec/13f/universe/20201130.csv @@ -1,22 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3338,9968741737,12721624382000,325799401,312302593,75231000,6418767450,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,644,794482464,165862201000,10563968,18398838,0,519319540,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1126,435756808,182354166000,175912396,282685743,42368000,328209915,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2566,220049460,2789331754000,9583405,5812989,2107000,144357925,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2787,243182768,4148531657000,7831689,7609218,17478000,163818123,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1933,509270577,720809651000,10596173,12966876,5681000,313220696,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306658495,940189974000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1504,303672216,1338927065000,152518598,308201979,23271000,200758044,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2273,6064723759,1320587809000,124842175,157712018,77801000,4223243263,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1681,236018720,4159689403000,178815074,322724269,29013000,111074351,32345398,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,601292971,2405548563000,371810321,549025060,96610000,401161554,40716356,1 -SPY R735QTJ8XC9X,SPY,20200930,2450,642181068,2488678271000,391915330,573190420,181847000,439277979,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1317,306047772,309165839000,1703745,1793995,7714000,207794523,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3338,9709196022,12689103273000,325799391,312302433,75231000,6182199307,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,644,765649431,165070660000,10563968,18398838,0,493827743,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1128,419915680,181666731000,175912396,282685743,42368000,313171187,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2569,215719158,2782972403000,9583404,5812989,2107000,140779315,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2790,236089916,4133920782000,7831689,7609218,17478000,157749260,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1933,497018377,716047455000,10596173,12966876,5681000,301704708,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1506,287324631,1336044785000,142418590,306030479,23271000,184832981,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2057,5888692519,1314426920000,124842175,157712018,77801000,4063280332,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1684,228463850,4157361733000,178815074,312522269,29013000,104404124,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2454,565972279,2462685733000,391915330,568101920,181847000,366352055,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1321,301886179,308695739000,1703745,1793995,7714000,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201201.csv b/output/alternative/sec/13f/universe/20201201.csv index c7f31b2..8b5e584 100644 --- a/output/alternative/sec/13f/universe/20201201.csv +++ b/output/alternative/sec/13f/universe/20201201.csv @@ -1,21 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3341,9970389551,12721814740000,325799401,312302593,75231000,6420001557,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,644,794520466,165863280000,10563968,18398838,0,519319540,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1127,435769851,182354741000,175912396,282685743,42368000,328213718,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2568,220078806,2789374614000,9583405,5812989,2107000,144369615,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2789,243243551,4148620585000,7831689,7609218,17478000,163865284,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1934,509329634,720816850000,10596173,12966876,5681000,313229207,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306985539,940236133000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1505,303686302,1338929203000,152518598,308201979,23271000,200761940,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2275,6064851750,1320591368000,124842175,157712018,77801000,4223265028,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1683,236032794,4159693294000,178815074,322724269,29013000,111081215,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2452,642321597,2488725337000,391915930,573190420,181847000,439344065,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1318,306053751,309166516000,1703745,1793995,7714000,207796820,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3341,9710465689,12689250307000,325799391,312302433,75231000,6183433414,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,644,765649431,165070660000,10563968,18398838,0,493827743,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1129,419920918,181666962000,175912396,282685743,42368000,313174990,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2571,215731114,2782989962000,9583404,5812989,2107000,140791005,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2792,236138145,4133991475000,7831689,7609218,17478000,157796421,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1934,497026988,716048503000,10596173,12966876,5681000,301713219,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,1336046072000,142418590,306030479,23271000,184836877,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2058,5888715308,1314427923000,124842175,157712018,77801000,4063302097,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,4157363695000,178815074,312522269,29013000,104410988,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2456,566076852,2462720756000,391915330,568101920,181847000,366418141,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1322,301888476,308695999000,1703745,1793995,7714000,204072756,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201202.csv b/output/alternative/sec/13f/universe/20201202.csv index e3de795..e7c8fd4 100644 --- a/output/alternative/sec/13f/universe/20201202.csv +++ b/output/alternative/sec/13f/universe/20201202.csv @@ -1,21 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3342,9973221799,12722142743000,325799401,312302593,75231000,6422833805,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,645,794597241,165865394000,10563968,18398838,0,519396315,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1127,435769851,182354741000,175912396,282685743,42368000,328213718,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2569,220136738,2789459751000,9583405,5812989,2107000,144427547,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2790,243333037,4148751736000,7831689,7609218,17478000,163954770,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1935,509409215,720826533000,10596173,12966876,5681000,313308788,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306985539,940236133000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1505,303686302,1338929203000,152518598,308201979,23271000,200761940,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2276,6066944913,1320641792000,124842175,157712018,77801000,4225358191,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1683,236032794,4159693294000,178815074,322724269,29013000,111081215,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2453,642400172,2488751651000,391915930,573190420,181847000,439422640,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1319,306088656,309170466000,1703745,1793995,7714000,207831725,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3342,9713297937,12689578310000,325799391,312302433,75231000,6186265662,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,645,765726206,165072774000,10563968,18398838,0,493904518,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1129,419920918,181666962000,175912396,282685743,42368000,313174990,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2572,215789046,2783075099000,9583404,5812989,2107000,140848937,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2793,236227631,4134122626000,7831689,7609218,17478000,157885907,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1935,497106569,716058186000,10596173,12966876,5681000,301792800,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,1336046072000,142418590,306030479,23271000,184836877,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2059,5890808471,1314478347000,124842175,157712018,77801000,4065395260,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,4157363695000,178815074,312522269,29013000,104410988,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2457,566155427,2462747070000,391915330,568101920,181847000,366496716,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1323,301923381,308699949000,1703745,1793995,7714000,204107661,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201203.csv b/output/alternative/sec/13f/universe/20201203.csv index fe284cd..581535e 100644 --- a/output/alternative/sec/13f/universe/20201203.csv +++ b/output/alternative/sec/13f/universe/20201203.csv @@ -1,21 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3346,9974284571,12722265822000,325799401,312302593,75231000,6423474900,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,646,794756652,165869783000,10563968,18398838,0,519555726,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,435816071,182356779000,175912396,282685743,42368000,328259900,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2573,220165180,2789501549000,9583405,5812989,2107000,144445071,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2794,243350862,4148777859000,7831689,7609218,17478000,163967846,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,509485834,720835854000,10596173,12966876,5681000,313331488,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306985539,940236133000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1506,303723148,1338934722000,152518598,308201979,23271000,200798786,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2279,6068666642,1320683268000,124842175,157712018,77801000,4226955716,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,236133992,4159721411000,178815074,322724269,29013000,111088207,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2457,642791156,2488882588000,391915930,573190420,181847000,439588084,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1320,306124802,309174557000,1703745,1793995,7714000,207867871,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3346,9714360709,12689701389000,325799391,312302433,75231000,6186906757,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,646,765885617,165077163000,10563968,18398838,0,494063929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,181669000000,175912396,282685743,42368000,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,2783116897000,9583404,5812989,2107000,140866461,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,4134148749000,7831689,7609218,17478000,157898983,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,716067507000,10596173,12966876,5681000,301815500,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,1336051591000,142418590,306030479,23271000,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,1314519823000,124842175,157712018,77801000,4066992785,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,4157391812000,178815074,312522269,29013000,104417980,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,2462878007000,391915330,568101920,181847000,366662160,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1324,301959527,308704040000,1703745,1793995,7714000,204143807,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201204.csv b/output/alternative/sec/13f/universe/20201204.csv index 9bbb218..581535e 100644 --- a/output/alternative/sec/13f/universe/20201204.csv +++ b/output/alternative/sec/13f/universe/20201204.csv @@ -1,21 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3346,9979826505,12722907640000,325919401,312422593,75231000,6429016834,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,646,795521362,165890835000,10563968,18398838,0,520320436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,443956574,182715694000,175912396,282685743,42368000,336400403,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2573,220344090,2789764324000,9588405,5817989,2107000,144623981,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2794,243619583,4149170794000,7831689,7609218,17478000,164236567,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,509675701,720858926000,10596173,12966876,5681000,313521355,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306985539,940236133000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1506,303782303,1338943580000,152518598,308201979,23271000,200857941,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2279,6077833621,1320904580000,124842175,157712018,77801000,4236122695,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,236149660,4159725764000,178815074,322724269,29013000,111103875,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2457,642827883,2488894887000,391915930,573190420,181847000,439624811,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1320,306236174,309187155000,1703745,1793995,7714000,207979243,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3346,9714360709,12689701389000,325799391,312302433,75231000,6186906757,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,646,765885617,165077163000,10563968,18398838,0,494063929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,181669000000,175912396,282685743,42368000,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,2783116897000,9583404,5812989,2107000,140866461,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,4134148749000,7831689,7609218,17478000,157898983,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,716067507000,10596173,12966876,5681000,301815500,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,1336051591000,142418590,306030479,23271000,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,1314519823000,124842175,157712018,77801000,4066992785,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,4157391812000,178815074,312522269,29013000,104417980,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,2462878007000,391915330,568101920,181847000,366662160,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1324,301959527,308704040000,1703745,1793995,7714000,204143807,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201207.csv b/output/alternative/sec/13f/universe/20201207.csv index 8ad7cf0..30f27e3 100644 --- a/output/alternative/sec/13f/universe/20201207.csv +++ b/output/alternative/sec/13f/universe/20201207.csv @@ -1,21 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3347,9979874329,12722913228000,325919401,312422593,75231000,6429020693,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803489740,174997126000,9363225,12100518,0,511789143,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,646,795521362,165890835000,10563968,18398838,0,520320436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,443956574,182715694000,175912396,282685743,42368000,336400403,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2574,220344866,2789765560000,9588405,5817989,2107000,144624012,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2796,256179278,3907031858000,5370963,5666971,7583000,163660245,18734206,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2795,243619897,4149171292000,7831689,7609218,17478000,164236590,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533727228,785706217000,10371784,12382160,7738000,323340840,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,509675701,720858926000,10596173,12966876,5681000,313521355,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,306985539,940236133000,165269923,278642553,37011000,208047826,23767938,1 -IWM RV0PWMLXVHPH,IWM,20200930,1506,303782303,1338943580000,152518598,308716479,23271000,200857941,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6316817222,1303458114000,107496468,158078632,53545000,4206238107,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2279,6077833621,1320904580000,124842175,157712018,77801000,4236122695,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1687,236151077,4159726167000,178815074,322724269,29013000,111103958,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2458,642830406,2488895753000,391915930,573190420,181847000,439625395,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200630,1322,315551164,272746581000,1549245,1950863,5698000,208523204,19467505,1 -UW R735QTJ8XC9X,WM,20200930,1321,306244400,309188094000,1703745,1793995,7714000,207979686,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3347,9714408533,12689706977000,325799391,312302433,75231000,6186910616,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,646,765885617,165077163000,10563968,18398838,0,494063929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,181669000000,175912396,282685743,42368000,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2577,215818264,2783118133000,9583404,5812989,2107000,140866492,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2798,236245770,4134149247000,7831689,7609218,17478000,157899006,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,716067507000,10596173,12966876,5681000,301815500,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,1336051591000,142418590,306030479,23271000,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,1314519823000,124842175,157712018,77801000,4066992785,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,4157392215000,178815074,312522269,29013000,104418063,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,2462878873000,391915330,568101920,181847000,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1325,301967753,308704979000,1703745,1793995,7714000,204144250,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201208.csv b/output/alternative/sec/13f/universe/20201208.csv index bd5de32..1a0f259 100644 --- a/output/alternative/sec/13f/universe/20201208.csv +++ b/output/alternative/sec/13f/universe/20201208.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3348,9979926957,12722919323000,325919401,312422593,75231000,6429073321,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,647,795867346,165900360000,10563968,18398838,0,520666420,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,443956574,182715694000,175912396,282685743,42368000,336400403,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2575,220352459,2789776719000,9588405,5817989,2107000,144631605,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2796,243623022,4149175872000,7831689,7609218,17478000,164239715,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1940,509683557,720859882000,10596173,12966876,5681000,313529211,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307084583,940250924000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1506,303782303,1338943580000,152518598,308716479,23271000,200857941,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6317460122,1303473383000,107496468,158078632,53545000,4206881007,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2280,6078133000,1320911792000,124842175,157712018,77801000,4236422074,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1687,236151077,4159726167000,178815074,322724269,29013000,111103958,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2458,642830406,2488895753000,391915930,573190420,181847000,439625395,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1322,306247249,309188416000,1703745,1793995,7714000,207982535,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3348,9714461161,12689713072000,325799391,312302433,75231000,6186963244,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,647,766231601,165086688000,10563968,18398838,0,494409913,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,181669000000,175912396,282685743,42368000,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,2783129292000,9583404,5812989,2107000,140874085,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,4134153827000,7831689,7609218,17478000,157902131,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1940,497191044,716068463000,10596173,12966876,5681000,301823356,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,1336051591000,142418590,306030479,23271000,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2063,5892829579,1314527035000,124842175,157712018,77801000,4067292164,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,4157392215000,178815074,312522269,29013000,104418063,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,2462878873000,391915330,568101920,181847000,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1326,301970602,308705301000,1703745,1793995,7714000,204147099,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201209.csv b/output/alternative/sec/13f/universe/20201209.csv index 81e6e82..505d000 100644 --- a/output/alternative/sec/13f/universe/20201209.csv +++ b/output/alternative/sec/13f/universe/20201209.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3349,9979949078,12722921885000,325919401,312422593,75231000,6429073321,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,647,795867346,165900360000,10563968,18398838,0,520666420,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,443956574,182715694000,175912396,282685743,42368000,336400403,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2575,220352459,2789776719000,9588405,5817989,2107000,144631605,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2796,243623022,4149175872000,7831689,7609218,17478000,164239715,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1940,509683557,720859882000,10596173,12966876,5681000,313529211,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307084583,940250924000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1507,303816942,1338948769000,152518598,308716479,23271000,200857941,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6317460122,1303473383000,107496468,158078632,53545000,4206881007,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2280,6078193000,1320913237000,124842175,157712018,77801000,4236482074,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1688,236198771,4159739419000,178815074,322724269,29013000,111103958,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2458,644325497,2489396444000,391915930,573190420,181847000,441099045,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1323,306249321,309188650000,1703745,1793995,7714000,207982535,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3349,9714483282,12689715634000,325799391,312302433,75231000,6186963244,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,647,766231601,165086688000,10563968,18398838,0,494409913,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,181669000000,175912396,282685743,42368000,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,2783129292000,9583404,5812989,2107000,140874085,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,4134153827000,7831689,7609218,17478000,157902131,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1940,497191044,716068463000,10596173,12966876,5681000,301823356,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1509,287377659,1336052728000,142418590,306030479,23271000,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2063,5892829579,1314527035000,124842175,157712018,77801000,4067292164,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1691,228574638,4157392519000,178815074,312522269,29013000,104418063,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,2462878873000,391915330,568101920,181847000,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1327,301972674,308705535000,1703745,1793995,7714000,204147099,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201210.csv b/output/alternative/sec/13f/universe/20201210.csv index f6ea6ba..8de2f16 100644 --- a/output/alternative/sec/13f/universe/20201210.csv +++ b/output/alternative/sec/13f/universe/20201210.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3352,9981821527,12723142359000,325919401,312422593,75231000,6430912558,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,649,795876108,165900601000,10563968,18398838,0,520675182,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,444159441,182724638000,175912396,282685743,42368000,336427448,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2577,220362670,2789791725000,9588405,5817989,2107000,144640693,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2798,243634846,4149193192000,7831689,7609218,17478000,164251219,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1942,509743514,720867177000,10596173,12966876,5681000,313589168,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,303898982,1338961060000,152518598,308716479,23271000,200901258,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6317489359,1303474078000,107496468,158078632,53545000,4206881007,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2282,6078691297,1320925242000,124842175,157712018,77801000,4236951134,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,236283328,4159762912000,178815074,322724269,29013000,111185059,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2460,644605924,2489490354000,391915930,573190420,181847000,441277855,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1325,306274643,309191515000,1703745,1793995,7714000,208007857,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3352,9716322519,12689932261000,325799391,312302433,75231000,6188802481,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,649,766240363,165086929000,10563968,18398838,0,494418675,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1133,419994183,181670192000,175912396,282685743,42368000,313248217,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2580,215834945,2783142647000,9583404,5812989,2107000,140883173,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2801,236260399,4134170678000,7831689,7609218,17478000,157913635,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1942,497251001,716075758000,10596173,12966876,5681000,301883313,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1510,287420976,1336059216000,142418590,306030479,23271000,184917040,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2065,5893298639,1314538335000,124842175,157712018,77801000,4067761224,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,4157415052000,178815074,312522269,29013000,104499164,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2464,566727744,2462938754000,391915330,568101920,181847000,366841554,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1329,301997996,308708400000,1703745,1793995,7714000,204172421,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201211.csv b/output/alternative/sec/13f/universe/20201211.csv index 436cbf7..6926062 100644 --- a/output/alternative/sec/13f/universe/20201211.csv +++ b/output/alternative/sec/13f/universe/20201211.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3355,9982653996,12723238767000,325919401,312422593,75231000,6431585861,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,649,795876108,165900601000,10563968,18398838,0,520675182,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1133,444192846,182726112000,175912396,282685743,42368000,336460814,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2580,220375313,2789810305000,9588405,5817989,2107000,144650786,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2802,243669858,4149244506000,7831689,7609218,17478000,164284934,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1945,509793053,720873204000,10596173,12966876,5681000,313606857,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1509,303902878,1338961644000,152518598,308716479,23271000,200905154,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6317489359,1303474078000,107496468,158078632,53545000,4206881007,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2284,6078842328,1320928880000,124842175,157712018,77801000,4237102165,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,236283328,4159762912000,178815074,322724269,29013000,111185059,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2461,644614367,2489493182000,391915930,573190420,181847000,441285848,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1327,306386230,309204144000,1703745,1793995,7714000,208118275,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3355,9717154988,12690028669000,325799391,312302433,75231000,6189475784,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,649,766240363,165086929000,10563968,18398838,0,494418675,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1135,420027588,181671666000,175912396,282685743,42368000,313281583,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2583,215846688,2783159905000,9583404,5812989,2107000,140892366,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2805,236295411,4134221992000,7831689,7609218,17478000,157947350,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1945,497300540,716081785000,10596173,12966876,5681000,301901002,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1511,287424872,1336059800000,142418590,306030479,23271000,184920936,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2067,5893449670,1314541973000,124842175,157712018,77801000,4067912255,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,4157415052000,178815074,312522269,29013000,104499164,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2465,566736187,2462941582000,391915330,568101920,181847000,366849547,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1331,302109583,308721029000,1703745,1793995,7714000,204282839,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201214.csv b/output/alternative/sec/13f/universe/20201214.csv index 68889c8..dd26786 100644 --- a/output/alternative/sec/13f/universe/20201214.csv +++ b/output/alternative/sec/13f/universe/20201214.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3358,9993668293,12724513573000,325919401,312424893,75231000,6441438008,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,650,796216299,165909966000,10563968,18398838,0,521015373,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1135,444998094,182761614000,175912396,282685743,42368000,337240394,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2582,220573654,2790101778000,9588405,5817989,2107000,144847097,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2805,243881386,4149554516000,7831689,7609218,17478000,164477467,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,510260172,720930035000,10596173,12966876,5681000,314023097,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1510,303910109,1338962735000,152518598,308716479,23271000,200908414,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6317489359,1303474078000,107496468,158078632,53545000,4206881007,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2286,6083440198,1321039658000,124842175,157712018,77801000,4241522885,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1692,236293803,4159765812000,178815074,322764269,29013000,111186836,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2464,644626712,2489497308000,391925930,573231320,181847000,441287900,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1329,306563495,309224205000,1703745,1793995,7714000,208292425,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3358,9727873023,12691269924000,325799391,312302433,75231000,6199325491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,165096294000,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,181706837000,175912396,282685743,42368000,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2585,216044167,2783450120000,9583404,5812989,2107000,141088677,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2808,236506214,4134530945000,7831689,7609218,17478000,158139883,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,716138327000,10596173,12966876,5681000,302317242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,1336060504000,142418590,306030479,23271000,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,1314649644000,124842175,157712018,77801000,4072332975,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,4157417149000,178815074,312562269,29013000,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,2462943516000,391925330,568142820,181847000,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1333,302286848,308741090000,1703745,1793995,7714000,204456989,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201215.csv b/output/alternative/sec/13f/universe/20201215.csv index 729840f..7caf13c 100644 --- a/output/alternative/sec/13f/universe/20201215.csv +++ b/output/alternative/sec/13f/universe/20201215.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9993709045,12724518293000,325919401,312424893,75231000,6441478760,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,650,796216299,165909966000,10563968,18398838,0,521015373,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1135,444998094,182761614000,175912396,282685743,42368000,337240394,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2583,220576371,2790105771000,9588405,5817989,2107000,144849814,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2806,243883811,4149558070000,7831689,7609218,17478000,164479892,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,533735084,785707166000,10371784,12382160,7738000,323348696,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,510260172,720930035000,10596173,12966876,5681000,314023097,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1510,303910109,1338962735000,152518598,308716479,23271000,200908414,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2316,6317489359,1303474078000,107496468,158078632,53545000,4206881007,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2286,6083440198,1321039658000,124842175,157712018,77801000,4241522885,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1692,236293803,4159765812000,178815074,322764269,29013000,111186836,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2464,644626712,2489497308000,391925930,573231320,181847000,441287900,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1330,306579015,309225962000,1703745,1793995,7714000,208307945,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,12691274644000,325799391,312302433,75231000,6199366243,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,165096294000,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,181706837000,175912396,282685743,42368000,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,2783454113000,9583404,5812989,2107000,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,4134534499000,7831689,7609218,17478000,158142308,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,716138327000,10596173,12966876,5681000,302317242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,1336060504000,142418590,306030479,23271000,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,1314649644000,124842175,157712018,77801000,4072332975,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,4157417149000,178815074,312562269,29013000,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,2462943516000,391925330,568142820,181847000,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1334,302302368,308742847000,1703745,1793995,7714000,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201216.csv b/output/alternative/sec/13f/universe/20201216.csv index 3d36a56..7caf13c 100644 --- a/output/alternative/sec/13f/universe/20201216.csv +++ b/output/alternative/sec/13f/universe/20201216.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9994258729,12724581952000,325919401,312424893,75231000,6441628530,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,650,796216299,165909966000,10563968,18398838,0,521015373,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1135,445080431,182765244000,175912396,282685743,42368000,337322531,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2583,220594790,2790135034000,9588405,5817989,2107000,144864940,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2806,243941018,4149649016000,7831689,7609218,17478000,164528112,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,510272653,720931554000,10596173,12966876,5681000,314025688,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1510,303917256,1338963806000,152518598,308716479,23271000,200915561,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2317,6317633573,1303477503000,107496468,158078632,53545000,4207025221,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2286,6083610243,1321043754000,124842175,157712018,77801000,4241530602,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1692,236298039,4159766989000,178815074,322764269,29013000,111189572,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2464,644686457,2489517317000,391948230,573231320,181847000,441347355,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1330,306586690,309226830000,1703745,1793995,7714000,208308586,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,12691274644000,325799391,312302433,75231000,6199366243,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,165096294000,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,181706837000,175912396,282685743,42368000,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,2783454113000,9583404,5812989,2107000,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,4134534499000,7831689,7609218,17478000,158142308,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,716138327000,10596173,12966876,5681000,302317242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,1336060504000,142418590,306030479,23271000,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,1314649644000,124842175,157712018,77801000,4072332975,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,4157417149000,178815074,312562269,29013000,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,2462943516000,391925330,568142820,181847000,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1334,302302368,308742847000,1703745,1793995,7714000,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201217.csv b/output/alternative/sec/13f/universe/20201217.csv index 3d36a56..7caf13c 100644 --- a/output/alternative/sec/13f/universe/20201217.csv +++ b/output/alternative/sec/13f/universe/20201217.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9994258729,12724581952000,325919401,312424893,75231000,6441628530,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,650,796216299,165909966000,10563968,18398838,0,521015373,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1135,445080431,182765244000,175912396,282685743,42368000,337322531,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2583,220594790,2790135034000,9588405,5817989,2107000,144864940,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2806,243941018,4149649016000,7831689,7609218,17478000,164528112,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,510272653,720931554000,10596173,12966876,5681000,314025688,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1510,303917256,1338963806000,152518598,308716479,23271000,200915561,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2317,6317633573,1303477503000,107496468,158078632,53545000,4207025221,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2286,6083610243,1321043754000,124842175,157712018,77801000,4241530602,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1692,236298039,4159766989000,178815074,322764269,29013000,111189572,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2464,644686457,2489517317000,391948230,573231320,181847000,441347355,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1330,306586690,309226830000,1703745,1793995,7714000,208308586,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,12691274644000,325799391,312302433,75231000,6199366243,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,165096294000,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,181706837000,175912396,282685743,42368000,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,2783454113000,9583404,5812989,2107000,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,4134534499000,7831689,7609218,17478000,158142308,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,716138327000,10596173,12966876,5681000,302317242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,1336060504000,142418590,306030479,23271000,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,1314649644000,124842175,157712018,77801000,4072332975,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,4157417149000,178815074,312562269,29013000,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,2462943516000,391925330,568142820,181847000,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1334,302302368,308742847000,1703745,1793995,7714000,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201218.csv b/output/alternative/sec/13f/universe/20201218.csv index 2006d50..28dffc8 100644 --- a/output/alternative/sec/13f/universe/20201218.csv +++ b/output/alternative/sec/13f/universe/20201218.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3361,9994902878,12724658536000,325919401,312435293,75231000,6441689005,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,650,796216299,165909966000,10563968,18398838,0,521015373,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1135,445080431,182765244000,175912396,282685743,42368000,337322531,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2584,220602877,2790149184000,9588405,5817989,2107000,144864940,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2808,243947097,4149658353000,7831689,7609218,17478000,164532646,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,510272653,720931554000,10596173,12966876,5681000,314025688,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1510,303917256,1338963806000,152518598,308716479,23271000,200915561,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2317,6317633573,1303477503000,107496468,158078632,53545000,4207025221,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2288,6083640064,1321044518000,124842175,157712018,77801000,4241542696,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,236329150,4159775962000,178815074,322764269,29013000,111189572,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2465,644693533,2489519817000,391960330,573231320,181847000,441347355,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1331,306588879,309227095000,1703745,1793995,7714000,208308586,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3361,9728557924,12691351228000,325799391,312312833,75231000,6199426718,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,165096294000,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,181706837000,175912396,282685743,42368000,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2587,216054971,2783468263000,9583404,5812989,2107000,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2811,236514718,4134543836000,7831689,7609218,17478000,158146842,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,716138327000,10596173,12966876,5681000,302317242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,1336060504000,142418590,306030479,23271000,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2071,5897949008,1314650408000,124842175,157712018,77801000,4072345069,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1697,228694399,4157426122000,178815074,312562269,29013000,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2470,566749043,2462946016000,391937430,568142820,181847000,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1335,302304557,308743112000,1703745,1793995,7714000,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201221.csv b/output/alternative/sec/13f/universe/20201221.csv index 4f5f7cf..52f6e82 100644 --- a/output/alternative/sec/13f/universe/20201221.csv +++ b/output/alternative/sec/13f/universe/20201221.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3362,9996809231,12724879311000,325919401,312435293,75231000,6443515300,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1511,303941982,1338967510000,152518598,308716479,23271000,200940287,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2317,6317633573,1303477503000,107496468,158078632,53545000,4207025221,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1694,236330510,4159776340000,178815074,322764269,29013000,111190932,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2466,644828196,2489564914000,391960330,573231320,181847000,441482018,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3362,9730464277,12691572003000,325799391,312312833,75231000,6201253013,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1513,287454299,1336064208000,142418590,306030479,23271000,184948922,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1698,228695759,4157426500000,178815074,312562269,29013000,104502301,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,2462991113000,391937430,568142820,181847000,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201222.csv b/output/alternative/sec/13f/universe/20201222.csv index d9fefd2..5fdb7f7 100644 --- a/output/alternative/sec/13f/universe/20201222.csv +++ b/output/alternative/sec/13f/universe/20201222.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3363,9996815594,12724880048000,325919401,312435293,75231000,6443521663,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1517,307114290,940255178000,165269923,278642553,37011000,208047826,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,303945574,1338968048000,152518598,308716479,23271000,200943879,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2317,6317633573,1303477503000,107496468,158078632,53545000,4207025221,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,236335001,4159777588000,178815074,322764269,29013000,111195423,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2466,644828196,2489564914000,391960330,573231320,181847000,441482018,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3363,9730470640,12691572740000,325799391,312312833,75231000,6201259376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,1336064746000,142418590,306030479,23271000,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,4157427748000,178815074,312562269,29013000,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,2462991113000,391937430,568142820,181847000,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201223.csv b/output/alternative/sec/13f/universe/20201223.csv index db3d4ec..4fe8a0e 100644 --- a/output/alternative/sec/13f/universe/20201223.csv +++ b/output/alternative/sec/13f/universe/20201223.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3364,9996827383,12724881413000,325919401,312435293,75231000,6443521663,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,303945574,1338968048000,152518598,308716479,23271000,200943879,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2318,6317653730,1303477981000,107496468,158078632,53545000,4207045378,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,236335001,4159777588000,178815074,322764269,29013000,111195423,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2467,644831624,2489566062000,391960330,573231320,181847000,441482018,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,12691574105000,325799391,312312833,75231000,6201259376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,1336064746000,142418590,306030479,23271000,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,4157427748000,178815074,312562269,29013000,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,2462992261000,391937430,568142820,181847000,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201224.csv b/output/alternative/sec/13f/universe/20201224.csv index db3d4ec..4fe8a0e 100644 --- a/output/alternative/sec/13f/universe/20201224.csv +++ b/output/alternative/sec/13f/universe/20201224.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3364,9996827383,12724881413000,325919401,312435293,75231000,6443521663,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,303945574,1338968048000,152518598,308716479,23271000,200943879,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2318,6317653730,1303477981000,107496468,158078632,53545000,4207045378,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,236335001,4159777588000,178815074,322764269,29013000,111195423,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2467,644831624,2489566062000,391960330,573231320,181847000,441482018,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,12691574105000,325799391,312312833,75231000,6201259376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,1336064746000,142418590,306030479,23271000,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,4157427748000,178815074,312562269,29013000,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,2462992261000,391937430,568142820,181847000,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201225.csv b/output/alternative/sec/13f/universe/20201225.csv index db3d4ec..4fe8a0e 100644 --- a/output/alternative/sec/13f/universe/20201225.csv +++ b/output/alternative/sec/13f/universe/20201225.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3364,9996827383,12724881413000,325919401,312435293,75231000,6443521663,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,303945574,1338968048000,152518598,308716479,23271000,200943879,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2318,6317653730,1303477981000,107496468,158078632,53545000,4207045378,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,236335001,4159777588000,178815074,322764269,29013000,111195423,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2467,644831624,2489566062000,391960330,573231320,181847000,441482018,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,12691574105000,325799391,312312833,75231000,6201259376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,1336064746000,142418590,306030479,23271000,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,4157427748000,178815074,312562269,29013000,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,2462992261000,391937430,568142820,181847000,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201228.csv b/output/alternative/sec/13f/universe/20201228.csv index db3d4ec..4fe8a0e 100644 --- a/output/alternative/sec/13f/universe/20201228.csv +++ b/output/alternative/sec/13f/universe/20201228.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3364,9996827383,12724881413000,325919401,312435293,75231000,6443521663,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1136,445131912,182767514000,175912396,282685743,42368000,337374012,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2585,220651560,2790220729000,9588405,5817989,2107000,144913471,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,243975019,4149699275000,7831689,7609218,17478000,164556541,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,303945574,1338968048000,152518598,308716479,23271000,200943879,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2318,6317653730,1303477981000,107496468,158078632,53545000,4207045378,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2289,6084006615,1321053348000,124842175,157712018,77801000,4241909247,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,236335001,4159777588000,178815074,322764269,29013000,111195423,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2467,644831624,2489566062000,391960330,573231320,181847000,441482018,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,12691574105000,325799391,312312833,75231000,6201259376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,1336064746000,142418590,306030479,23271000,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,4157427748000,178815074,312562269,29013000,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,2462992261000,391937430,568142820,181847000,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201229.csv b/output/alternative/sec/13f/universe/20201229.csv index 43a23be..768bedd 100644 --- a/output/alternative/sec/13f/universe/20201229.csv +++ b/output/alternative/sec/13f/universe/20201229.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9996892014,12724888897000,325919401,312435293,75231000,6443586294,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,445225589,182771644000,175912396,282685743,42368000,337467689,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,220651758,2790221019000,9588405,5817989,2107000,144913669,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2810,243975361,4149699776000,7831689,7609218,17478000,164556883,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,533749663,785708927000,10371784,12382160,7738000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1513,303984471,1338973874000,152518598,308716479,23271000,200982776,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2318,6317653730,1303477981000,107496468,158078632,53545000,4207045378,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2290,6084027490,1321053850000,124842175,157712018,77801000,4241930122,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,236384603,4159791369000,178815074,322764269,29013000,111245025,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2468,644898459,2489588443000,391960330,573231320,181847000,441548853,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,12691581589000,325799391,312312833,75231000,6201324007,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1139,420970464,181713237000,175912396,282685743,42368000,314206321,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,2783540098000,9583404,5812989,2107000,141140123,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,4134585259000,7831689,7609218,17478000,158171079,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,1336070572000,142418590,306030479,23271000,184991411,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,1314659740000,124842175,157712018,77801000,4072732495,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,4157441529000,178815074,312562269,29013000,104556394,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,2463014642000,391937430,568142820,181847000,367053097,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201230.csv b/output/alternative/sec/13f/universe/20201230.csv index f522c1a..768bedd 100644 --- a/output/alternative/sec/13f/universe/20201230.csv +++ b/output/alternative/sec/13f/universe/20201230.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9996892014,12724888897000,325919401,312435293,75231000,6443586294,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,445225589,182771644000,175912396,282685743,42368000,337467689,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,220651758,2790221019000,9588405,5817989,2107000,144913669,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2810,243975361,4149699776000,7831689,7609218,17478000,164556883,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1951,533749663,785708927000,10371784,12382160,10698000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1513,303984471,1338973874000,152518598,308716479,23271000,200982776,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2319,6317653730,1303477981000,107496468,158078632,57599000,4207045378,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2290,6084027490,1321053850000,124842175,157712018,77801000,4241930122,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,236384603,4159791369000,178815074,322764269,29013000,111245025,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2468,644898459,2489588443000,391960330,573231320,181847000,441548853,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,12691581589000,325799391,312312833,75231000,6201324007,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1139,420970464,181713237000,175912396,282685743,42368000,314206321,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,2783540098000,9583404,5812989,2107000,141140123,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,4134585259000,7831689,7609218,17478000,158171079,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,1336070572000,142418590,306030479,23271000,184991411,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,1314659740000,124842175,157712018,77801000,4072732495,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,4157441529000,178815074,312562269,29013000,104556394,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,2463014642000,391937430,568142820,181847000,367053097,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201231.csv b/output/alternative/sec/13f/universe/20201231.csv index f522c1a..768bedd 100644 --- a/output/alternative/sec/13f/universe/20201231.csv +++ b/output/alternative/sec/13f/universe/20201231.csv @@ -1,19 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9996892014,12724888897000,325919401,312435293,75231000,6443586294,642434176,1 -AIG R735QTJ8XC9X,AIG,20200630,676,803838616,175008004000,9363225,12100518,0,512138019,74873922,1 -AIG R735QTJ8XC9X,AIG,20200930,651,796222362,165910133000,10563968,18398838,0,521021436,72576961,1 -BNO UN3IMQ2JU1YD,BNO,20200630,45,9148301,1931073000,341600,375300,0,5053428,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,38,8385989,1274443000,230500,232700,0,4644619,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,445225589,182771644000,175912396,282685743,42368000,337467689,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,220651758,2790221019000,9588405,5817989,2107000,144913669,12206357,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2810,243975361,4149699776000,7831689,7609218,17478000,164556883,18810041,1 -IBM R735QTJ8XC9X,IBM,20200630,1951,533749663,785708927000,10371784,12382160,10698000,323363275,43537452,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,510432806,720951040000,10596173,12966876,5681000,314185804,40798268,1 -IWM RV0PWMLXVHPH,IWM,20200630,1518,307158133,940261455000,165269923,278642553,37011000,208087199,23866982,1 -IWM RV0PWMLXVHPH,IWM,20200930,1513,303984471,1338973874000,152518598,308716479,23271000,200982776,29591795,1 -NB R735QTJ8XC9X,BAC,20200630,2319,6317653730,1303477981000,107496468,158078632,57599000,4207045378,541459291,1 -NB R735QTJ8XC9X,BAC,20200930,2290,6084027490,1321053850000,124842175,157712018,77801000,4241930122,485843696,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,236384603,4159791369000,178815074,322764269,29013000,111245025,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2468,644898459,2489588443000,391960330,573231320,181847000,441548853,42326672,1 -USO THORT68ZZSYT,USO,20200630,204,30005484,1409710000,38029828,62884508,13000,26788921,879630,1 -USO THORT68ZZSYT,USO,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 -UW R735QTJ8XC9X,WM,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,12691581589000,325799391,312312833,75231000,6201324007,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1139,420970464,181713237000,175912396,282685743,42368000,314206321,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,2783540098000,9583404,5812989,2107000,141140123,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,4134585259000,7831689,7609218,17478000,158171079,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,1336070572000,142418590,306030479,23271000,184991411,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,1314659740000,124842175,157712018,77801000,4072732495,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,4157441529000,178815074,312562269,29013000,104556394,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,2463014642000,391937430,568142820,181847000,367053097,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 diff --git a/output/alternative/sec/13f/uso.csv b/output/alternative/sec/13f/uso.csv index b9ddedc..c586dbc 100644 --- a/output/alternative/sec/13f/uso.csv +++ b/output/alternative/sec/13f/uso.csv @@ -24,9 +24,8 @@ 20201106 17:30,20200930,83,2550419,71705000,2742650,1434420,12000,1001213,0,0 20201109 17:30,20200930,88,3349177,94303000,2742650,1434420,12000,1397449,0,0 20201110 17:30,20200930,96,3399060,99299000,2742650,1434420,12000,1408231,0,0 -20201112 17:30,20200930,125,6322202,196588000,4653810,1941548,12000,3603243,584302,1 -20201113 17:30,20200930,151,12649260,375287000,8813934,8868420,12000,9010936,717430,1 -20201116 17:30,20200930,171,33880775,975944000,22844926,38616768,1965000,30221600,717495,1 -20201117 17:30,20200930,176,36218068,1042065000,23662538,39827196,1965000,32557359,717495,1 -20201120 17:30,20200930,177,36219204,1042097000,23662538,39827196,1965000,32557359,717495,1 -20201123 17:30,20200930,177,36239970,1042684000,23662538,39827196,1965000,32557359,717495,1 +20201112 17:30,20200930,125,6201142,193235000,4653810,1941548,12000,3482183,584302,1 +20201113 17:30,20200930,151,12528200,371934000,8813934,8868420,12000,8889876,717430,1 +20201116 17:30,20200930,172,33759715,972591000,22844926,38616768,1965000,30100540,717495,1 +20201117 17:30,20200930,177,36097008,1038712000,23662538,39827196,1965000,32436299,717495,1 +20201120 17:30,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 diff --git a/output/alternative/sec/13f/wm.csv b/output/alternative/sec/13f/wm.csv index e66a69a..fb27c11 100644 --- a/output/alternative/sec/13f/wm.csv +++ b/output/alternative/sec/13f/wm.csv @@ -2,65 +2,56 @@ 20201002 17:30,20200930,6,180919,20474000,0,0,0,169069,0,0 20201005 17:30,20200930,13,368332,41682000,0,0,0,308597,1385,0 20201006 17:30,20200930,33,609798,69007000,0,0,0,361654,1385,0 -20201007 17:30,20200331,1301,346827990,267503154000,1562445,1442663,6245000,235536480,23338371,1 -20201007 17:30,20200630,1319,314097196,272355753000,1549245,1950863,5698000,207172507,19444736,1 +20201007 17:30,20200331,1304,310795327,264155546000,1562445,1442663,6245000,207204739,20791506,1 +20201007 17:30,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 20201007 17:30,20200930,40,669387,75751000,0,0,0,416004,4354,0 -20201008 17:30,20200930,58,1111072,263671000,0,0,0,753362,25118,0 -20201009 17:30,20200930,74,1825671,344542000,0,0,0,1355389,30268,0 -20201013 17:30,20200930,116,2856384,461473000,0,0,0,2086826,30268,1 -20201014 17:30,20200930,143,3639389,11643221000,0,0,6009000,2692685,129248,1 -20201015 17:30,20200930,161,4734636,11767260000,0,0,6009000,3647684,131227,1 -20201016 17:30,20200930,182,5185078,11816991000,0,1000,6009000,3939434,137785,1 -20201019 17:30,20200930,210,6517398,11967762000,0,1000,6009000,5019001,139722,1 -20201020 17:30,20200930,237,8093787,12146161000,0,36044,6009000,6431222,139722,1 -20201021 17:30,20200930,265,9081629,12257958000,0,36044,6796000,7319879,142722,1 -20201022 17:30,20200630,1319,314464665,272394672000,1549245,1950863,5698000,207518676,19444736,1 -20201022 17:30,20200930,282,9492507,12304473000,0,36044,6796000,7533236,142722,1 -20201023 17:30,20200930,302,10910110,12464900000,0,37857,6796000,8327460,142722,1 -20201026 17:30,20200930,335,11723665,12596550000,0,39057,6810000,9083505,142722,1 -20201027 17:30,20200930,371,12349430,12667273000,25100,50657,6810000,9509722,142897,1 -20201028 17:30,20200930,402,13247340,12768909000,25100,50657,6810000,9943895,425065,1 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17:30,20200930,1320,306236174,309187155000,1703745,1793995,7714000,207979243,18265771,1 -20201207 17:30,20200930,1321,306244400,309188094000,1703745,1793995,7714000,207979686,18265771,1 -20201208 17:30,20200630,1322,315553464,272746825000,1549245,1950863,5698000,208525504,19467505,1 -20201208 17:30,20200930,1322,306247249,309188416000,1703745,1793995,7714000,207982535,18265771,1 -20201209 17:30,20200930,1323,306249321,309188650000,1703745,1793995,7714000,207982535,18265771,1 -20201210 17:30,20200930,1325,306274643,309191515000,1703745,1793995,7714000,208007857,18265771,1 -20201211 17:30,20200930,1327,306386230,309204144000,1703745,1793995,7714000,208118275,18265771,1 -20201214 17:30,20200930,1329,306563495,309224205000,1703745,1793995,7714000,208292425,18265771,1 -20201215 17:30,20200630,1323,315569256,272748497000,1549245,1950863,5698000,208541296,19467505,1 -20201215 17:30,20200930,1330,306579015,309225962000,1703745,1793995,7714000,208307945,18265771,1 -20201216 17:30,20200930,1330,306586690,309226830000,1703745,1793995,7714000,208308586,18265771,1 -20201218 17:30,20200930,1331,306588879,309227095000,1703745,1793995,7714000,208308586,18265771,1 -20201221 17:30,20200930,1332,306590987,309227334000,1703745,1793995,7714000,208310694,18265771,1 +20201008 17:30,20200930,59,1111072,263671000,0,0,0,753362,25118,0 +20201009 17:30,20200930,75,1825671,344542000,0,0,0,1355389,30268,0 +20201013 17:30,20200930,117,2856384,461473000,0,0,0,2086826,30268,1 +20201014 17:30,20200930,144,3639389,11643221000,0,0,6009000,2692685,129248,1 +20201015 17:30,20200930,162,4734636,11767260000,0,0,6009000,3647684,131227,1 +20201016 17:30,20200930,183,5185078,11816991000,0,1000,6009000,3939434,137785,1 +20201019 17:30,20200930,211,6517398,11967762000,0,1000,6009000,5019001,139722,1 +20201020 17:30,20200930,238,8087201,12145415000,0,36044,6009000,6424636,139722,1 +20201021 17:30,20200930,266,9075043,12257212000,0,36044,6796000,7313293,142722,1 +20201022 17:30,20200930,283,9485921,12303727000,0,36044,6796000,7526650,142722,1 +20201023 17:30,20200930,303,10903524,12464154000,0,37857,6796000,8320874,142722,1 +20201026 17:30,20200930,336,11717079,12595804000,0,39057,6810000,9076919,142722,1 +20201027 17:30,20200930,372,12342844,12666527000,25100,50657,6810000,9503136,142897,1 +20201028 17:30,20200930,404,13215888,12765349000,25100,50657,6810000,9912443,425065,1 +20201029 17:30,20200930,435,15921640,13071863000,25100,50657,6810000,11320844,434224,1 +20201030 17:30,20200930,475,19388951,35598921000,25145,51495,6810000,14419184,630177,1 +20201102 17:30,20200930,506,20535980,35728694000,25145,51495,6810000,15043659,632064,1 +20201103 17:30,20200930,554,22453888,36529576000,25145,51495,6810000,16363793,766253,1 +20201104 17:30,20200930,587,25288258,36850380000,25145,51495,6810000,18243958,831910,1 +20201105 17:30,20200930,625,38638823,38361094000,25145,51495,6810000,30447487,857380,1 +20201106 17:30,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 +20201106 17:30,20200930,668,74783369,43166548000,25145,51495,6810000,61856436,1450480,1 +20201109 17:30,20200930,728,85129921,46173998000,25145,51495,6810000,67534975,1797595,1 +20201110 17:30,20200930,790,108785914,60087937000,25145,51495,6844000,86200372,4190674,1 +20201112 17:30,20200930,986,154286920,73888444000,128745,277795,6844000,120266607,5326730,1 +20201113 17:30,20190930,1291,313141015,297944346000,1232061,1911527,6267000,223984828,20486829,1 +20201113 17:30,20200930,1164,216353749,298781828000,367845,542295,6844000,166423211,8794925,1 +20201116 17:30,20200630,1326,304483231,270559447000,1541045,1920563,5678000,198447769,19384570,1 +20201116 17:30,20200930,1299,300768625,308335237000,1634745,1716595,7714000,203017437,18262914,1 +20201117 17:30,20200930,1308,301787509,308450509000,1703745,1793995,7714000,204025069,18262914,1 +20201118 17:30,20200630,1327,304485531,270559961000,1541045,1920563,5678000,198450069,19384570,1 +20201118 17:30,20200930,1309,301793757,308451216000,1703745,1793995,7714000,204025069,18262914,1 +20201119 17:30,20200930,1318,301866502,308693513000,1703745,1793995,7714000,204070459,18262914,1 +20201120 17:30,20200630,1328,304487766,270796765000,1541045,1920563,5678000,198450069,19384570,1 +20201123 17:30,20200930,1319,301869588,308693862000,1703745,1793995,7714000,204070459,18262914,1 +20201125 17:30,20200930,1320,301878152,308694831000,1703745,1793995,7714000,204070459,18262914,1 +20201130 17:30,20200930,1321,301886179,308695739000,1703745,1793995,7714000,204070459,18262914,1 +20201201 17:30,20200930,1322,301888476,308695999000,1703745,1793995,7714000,204072756,18262914,1 +20201202 17:30,20200930,1323,301923381,308699949000,1703745,1793995,7714000,204107661,18262914,1 +20201203 17:30,20200930,1324,301959527,308704040000,1703745,1793995,7714000,204143807,18262914,1 +20201207 17:30,20200930,1325,301967753,308704979000,1703745,1793995,7714000,204144250,18262914,1 +20201208 17:30,20200930,1326,301970602,308705301000,1703745,1793995,7714000,204147099,18262914,1 +20201209 17:30,20200930,1327,301972674,308705535000,1703745,1793995,7714000,204147099,18262914,1 +20201210 17:30,20200930,1329,301997996,308708400000,1703745,1793995,7714000,204172421,18262914,1 +20201211 17:30,20200930,1331,302109583,308721029000,1703745,1793995,7714000,204282839,18262914,1 +20201214 17:30,20200930,1333,302286848,308741090000,1703745,1793995,7714000,204456989,18262914,1 +20201215 17:30,20200630,1329,304503558,270798437000,1541045,1920563,5678000,198465861,19384570,1 +20201215 17:30,20200930,1334,302302368,308742847000,1703745,1793995,7714000,204472509,18262914,1 +20201218 17:30,20200930,1335,302304557,308743112000,1703745,1793995,7714000,204472509,18262914,1 +20201221 17:30,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 diff --git a/tests/SEC13FProcessorTests.cs b/tests/SEC13FProcessorTests.cs index 0a549c4..25097da 100644 --- a/tests/SEC13FProcessorTests.cs +++ b/tests/SEC13FProcessorTests.cs @@ -166,11 +166,11 @@ public void ValueIsScaledOnlyForFilingsMadeBefore2023(string filingDate, decimal } [Test] - public void AnAmendmentGathersItsFilerLikeAnyOtherFilingAndStillSumsItsColumns() + public void AnAmendmentIsKeptApartFromTheOriginalsUntilItsFilerIsKnown() { - // The reader gathers every filer that names the security, amendments included. Whether - // one of them moves Holders is not decided here: it is decided in CountNewFilers, the - // only place that knows whether that manager was already counted for the quarter. + // The reader cannot tell whether an amendment restates a position the manager already + // reported, possibly in an earlier archive, so it keeps each amending filer's lines apart + // instead of summing them in. AdmitAmendment decides later, against the filer state. var filing = new DateTime(2024, 2, 14); var holdings = ReadInfoTable( new[] @@ -183,9 +183,63 @@ public void AnAmendmentGathersItsFilerLikeAnyOtherFilingAndStillSumsItsColumns() var holding = holdings.Values.Single(); - Assert.AreEqual(2, holding.Ciks.Count, "both filers are gathered"); - Assert.AreEqual(400m, holding.Shares, "the amendment's shares still sum"); - Assert.AreEqual(3000m, holding.HoldingValue, "the amendment's value still sums"); + Assert.AreEqual(new[] { 111 }, holding.Ciks.ToArray(), "only the original's filer is gathered"); + Assert.AreEqual(100m, holding.Shares, "only the original's shares are in the totals"); + Assert.AreEqual(1000m, holding.HoldingValue, "only the original's value is in the totals"); + Assert.AreEqual(300m, holding.Amendments[222].Shares, "the amendment's shares are held apart"); + Assert.AreEqual(2000m, holding.Amendments[222].HoldingValue, "the amendment's value is held apart"); + } + + [Test] + public void ARestatementOfAPositionAlreadyReportedAddsNothing() + { + // The double count this rule removes. Apple's March 2026 quarter carried 61 managers with + // both an original and a RESTATEMENT, and summing both put 993,574,019 shares in twice, + // 9.6 percent of the published total. Once the manager is counted for the security and + // quarter, its later amendment is not added on top. + using var downloader = Downloader(); + var security = Security("AAPL"); + var quarter = new DateTime(2023, 12, 31); + + downloader.CountNewFilers(security, quarter, new[] { 111 }, new DateTime(2024, 2, 1)); + + Assert.IsFalse(downloader.AdmitAmendment(security, quarter, 111, new DateTime(2024, 3, 1), out var isNew), + "a restatement of a position the manager already reported must not be summed"); + Assert.IsFalse(isNew, "and the manager is not counted again"); + } + + [Test] + public void AnAmendmentNamingASecurityForTheFirstTimeIsAdded() + { + // What a NEW HOLDINGS amendment carries, and what a restatement carries for a security the + // original left out: a position nobody had counted for this manager yet. It is added, and + // the manager becomes a holder. + using var downloader = Downloader(); + var security = Security("AAPL"); + var quarter = new DateTime(2023, 12, 31); + + Assert.IsTrue(downloader.AdmitAmendment(security, quarter, 222, new DateTime(2024, 3, 1), out var isNew)); + Assert.IsTrue(isNew, "the manager is new to this security and quarter"); + } + + [Test] + public void OneAmendmentNamingTwoCusipsOfTheSameSecurityIsAddedForBoth() + { + // An issuer's share classes, or a debt CUSIP, resolve to the same security. The first + // CUSIP's group marks the manager counted, and the second group of the same filing on + // the same day must still be admitted, or half of that amendment would vanish. + using var downloader = Downloader(); + var security = Security("AAPL"); + var quarter = new DateTime(2023, 12, 31); + var filed = new DateTime(2024, 3, 1); + + Assert.IsTrue(downloader.AdmitAmendment(security, quarter, 333, filed, out var first)); + Assert.IsTrue(downloader.AdmitAmendment(security, quarter, 333, filed, out var second), + "the same amendment's second CUSIP is part of the same position"); + Assert.IsTrue(first, "counted on the first CUSIP"); + Assert.IsFalse(second, "and only once"); + Assert.IsFalse(downloader.AdmitAmendment(security, quarter, 333, filed.AddDays(10), out _), + "a later amendment by the same manager is a restatement of what it already added"); } // ---- Holders is a distinct count of managers -------------------------------------------- @@ -334,74 +388,109 @@ public void DifferencingACumulativeFileRecoversTheIncrementsExactly() } [Test] - public void AMergeThatReadsNoNewFilingReproducesTheFileItRead() + public void AMergeThatReadsNoNewFilingReproducesThePublishedRows() { // The same property as above, seen from where it actually matters: the production job - // runs daily and most days bring nothing new for a given security. The file it publishes - // then has to be the file it read, byte for byte, or every quiet day would perturb the - // history. - var output = Path.Combine(_root, "aapl.csv"); - var processed = Path.Combine(_root, "processed-aapl.csv"); + // runs daily and most days bring nothing new for a given security. What it publishes then + // has to be what it read, value for value, or every quiet day would perturb the history. + var published = new (string, SEC13FDownloader.HoldingsRow)[] + { + ("aapl", Row("20240201 17:30", "20231231", 3m, 1234.56789m)), + ("aapl", Row("20240214 17:30", "20231231", 5m, 1234.56789001m, confidential: true)) + }; - File.WriteAllLines(output, new[] + var merged = SEC13FDownloader.MergeSecurity(published, Array.Empty<(string, SEC13FDownloader.HoldingsRow)>()); + + Assert.AreEqual(published.Length, merged.Count); + for (var i = 0; i < published.Length; i++) { - "20240201 17:30,20231231,3,1234.56789,50,0,0,0,10,20,0", - "20240214 17:30,20231231,2,0.00000001,25,0,0,0,5,10,1" - }); - SEC13FDownloader.MergeAndWrite(output, processed); + Assert.AreEqual(published[i].Item1, merged[i].Ticker); + Assert.AreEqual(published[i].Item2.Time, merged[i].Row.Time); + Assert.AreEqual(published[i].Item2.Values, merged[i].Row.Values); + Assert.AreEqual(published[i].Item2.ConfidentialOmitted, merged[i].Row.ConfidentialOmitted); + } + } - var published = File.ReadAllLines(output); - File.Copy(output, processed); - File.WriteAllText(output, string.Empty); + [Test] + public void ARenameCarriesTheQuartersRunningTotalIntoTheNewTicker() + { + // The defect this exists for. Facebook became Meta on 2022-06-09, while the March 2022 + // quarter was still receiving late filings. With running totals kept per ticker file, + // meta.csv restarted that quarter at zero and the universe showed Meta held by 3 managers + // the week after it had shown 3,182. The total belongs to the security, and carries on + // across the rename in whichever file the row lands. + var published = new (string, SEC13FDownloader.HoldingsRow)[] + { + ("fb", Row("20220401 17:30", "20220331", 2m, 204644m)), + ("fb", Row("20220608 17:30", "20220331", 3182m, 1827789746m)) + }; + var increments = new (string, SEC13FDownloader.HoldingsRow)[] + { + ("meta", Row("20220610 17:30", "20220331", 0m, 30693m)), + ("meta", Row("20220613 17:30", "20220331", 2m, 21012m)) + }; - SEC13FDownloader.MergeAndWrite(output, processed); + var merged = SEC13FDownloader.MergeSecurity(published, increments); - Assert.AreEqual(published, File.ReadAllLines(output)); + Assert.AreEqual(new[] { "fb", "fb", "meta", "meta" }, merged.Select(entry => entry.Ticker).ToArray()); + Assert.AreEqual(3182m, merged[2].Row.Values[0], "the quarter's holders carry on into meta.csv"); + Assert.AreEqual(1827789746m + 30693m, merged[2].Row.Values[1], "and so do its shares"); + Assert.AreEqual(3184m, merged[3].Row.Values[0]); + } + + [Test] + public void ThisRunWinsOverThePublishedReadingOfTheSameReleaseDate() + { + // An incremental run reads its window again, so its reading of a quarter and release date + // is the current one and replaces the published increment rather than adding to it. + var published = new (string, SEC13FDownloader.HoldingsRow)[] + { + ("aapl", Row("20240201 17:30", "20231231", 3m, 30m)), + ("aapl", Row("20240214 17:30", "20231231", 5m, 50m)) + }; + var increments = new (string, SEC13FDownloader.HoldingsRow)[] + { + ("aapl", Row("20240214 17:30", "20231231", 4m, 40m)) + }; + + var merged = SEC13FDownloader.MergeSecurity(published, increments); + + Assert.AreEqual(2, merged.Count); + Assert.AreEqual(7m, merged[1].Row.Values[0], "three published plus the four re-read, not plus the two published"); + Assert.AreEqual(70m, merged[1].Row.Values[1]); } // ---- Chronological output order --------------------------------------------------------- [Test] - public void ThePublishedFileIsSortedByTimeAndNotByQuarter() + public void MergedRowsComeOutInReleaseOrderAndNotQuarterOrder() { // Accumulate() groups by quarter, so its natural order is NOT the order the file ships // in, and the two disagree exactly when a late amendment for an old quarter arrives // after a newer quarter has started reporting. LEAN's SubscriptionDataReader drops a // point whose timestamp moves backwards and does so silently, so a file left in quarter // order loses rows with nothing in the log to show for it. - var output = Path.Combine(_root, "aapl.csv"); - var processed = Path.Combine(_root, "processed-aapl.csv"); - - // The published history, which the merge has to fold in before it can sort anything. - File.WriteAllLines(processed, new[] + var published = new (string, SEC13FDownloader.HoldingsRow)[] { - "20240215 17:30,20231231,1,5,50,0,0,0,0,0,0" - }); - - File.WriteAllLines(output, new[] + ("aapl", Row("20240215 17:30", "20231231", 1m, 5m)) + }; + var increments = new (string, SEC13FDownloader.HoldingsRow)[] { // Newer quarter, released first. - "20240501 17:30,20240331,5,100,1000,0,0,0,0,0,0", + ("aapl", Row("20240501 17:30", "20240331", 5m, 100m)), // Older quarter, an amendment released two weeks later. - "20240515 17:30,20231231,1,7,70,0,0,0,0,0,0" - }); - - Assert.AreEqual(1, SEC13FDownloader.MergeAndWrite(output, processed), - "the published row was not read off the shelf"); + ("aapl", Row("20240515 17:30", "20231231", 1m, 7m)) + }; - var written = File.ReadAllLines(output).Where(line => line.Length > 0).ToList(); + var merged = SEC13FDownloader.MergeSecurity(published, increments); - Assert.AreEqual(3, written.Count); - Assert.IsTrue(written[0].StartsWith("20240215 17:30,20231231", StringComparison.Ordinal), - $"first row is '{written[0]}'"); - Assert.IsTrue(written[1].StartsWith("20240501 17:30,20240331", StringComparison.Ordinal), - $"second row is '{written[1]}'"); - Assert.IsTrue(written[2].StartsWith("20240515 17:30,20231231", StringComparison.Ordinal), - $"third row is '{written[2]}'"); + Assert.AreEqual(new[] { "20240215 17:30", "20240501 17:30", "20240515 17:30" }, + merged.Select(entry => entry.Row.Time.ToStringInvariant("yyyyMMdd HH:mm")).ToArray()); // The amendment accumulates onto the published row of its own quarter rather than // starting over: one holder plus one, five shares plus seven. - Assert.AreEqual("20240515 17:30,20231231,2,12,120,0,0,0,0,0,0", written[2]); + Assert.AreEqual(2m, merged[2].Row.Values[0]); + Assert.AreEqual(12m, merged[2].Row.Values[1]); } // ---- The incremental run has to see the published history --------------------------------- @@ -513,7 +602,7 @@ public void ReadingAnArchiveAgainCountsItsFilersAgainRatherThanPublishingZero() // The defect this exists for, caught by running the incremental path end to end: the // rolling window covers three months and the job reads it every night, so on the second // night every filer of that window is already in the state, each of its days publishes - // an increment of zero, and MergeAndWrite lets the fresh reading win. Apple's March 2026 + // an increment of zero, and the merge lets the fresh reading win. Apple's March 2026 // quarter went from 6,041 holders to 0 in one run, with the file the right shape and // only that column moved. var security = Security("AAPL"); @@ -610,6 +699,42 @@ public void TheFilerStateIsByteReproducible() "the same filers have to write the same archive"); } + [Test] + public void TheFilerStateDoesNotDependOnTheOrderFilersWereFirstSeen() + { + // A full run meets securities and quarters in filing order, while an incremental run + // meets them in the order the published state lists them. Written in the order of the + // packed keys, whose indexes come from that first sighting, the same filers came out in + // a different order: the incremental republished all 58 million of them unchanged and + // filers.zip still changed bytes. + var path = Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"); + var apple = Security("AAPL"); + var microsoft = Security("MSFT"); + var december = new DateTime(2023, 12, 31); + var march = new DateTime(2024, 3, 31); + + using (var first = Downloader()) + { + first.CountNewFilers(microsoft, march, new[] { 222 }, Filed); + first.CountNewFilers(apple, december, new[] { 111 }, Filed); + first.CountNewFilers(apple, march, new[] { 333 }, Filed); + first.WriteFilerState(); + } + + var before = File.ReadAllBytes(path); + + using (var second = Downloader()) + { + second.CountNewFilers(apple, december, new[] { 111 }, Filed); + second.CountNewFilers(apple, march, new[] { 333 }, Filed); + second.CountNewFilers(microsoft, march, new[] { 222 }, Filed); + second.WriteFilerState(); + } + + Assert.AreEqual(Convert.ToBase64String(before), Convert.ToBase64String(File.ReadAllBytes(path)), + "the same filers seen in another order have to write the same archive"); + } + /// /// An equity identifier built without touching the map files. These tests are about how /// filers are counted, not about identity resolution, and the mapping overload reaches for a @@ -677,6 +802,118 @@ public void TheUniverseCarriesTheNewestQuarterAndTheOneBeforeIt() Assert.AreEqual(new[] { "20240331" }, universe["20240603"]); } + // ---- Delisted securities and the universe's shelf life ---------------------------------- + + [Test] + public void AFilingAfterTheDelistingHasNoTickerToLandIn() + { + // The map file ends at the delisting, and falling back to the last ticker wrote years of + // later filings under it: DirecTV, delisted in 2015, sat in the May 2026 universe, and a + // ticker reused by another company mixed two companies in one file. After the last map + // file row there is no ticker, and LEAN would not read such a row in any case. + SeedMapFileRows(("dead", new[] { "19801212,dead", "20150724,dead" })); + + using var downloader = Downloader(); + var security = SecurityIdentifier.GenerateEquity(new DateTime(1980, 12, 12), "DEAD", Market.USA); + + Assert.AreEqual("DEAD", downloader.ResolveTicker(security, new DateTime(2015, 1, 5))?.ToUpperInvariant(), + "listed then"); + Assert.IsNull(downloader.ResolveTicker(security, new DateTime(2016, 2, 14)), "delisted by then"); + } + + [TestCase("20240201", "20230930")] // inside the December quarter's filing window + [TestCase("20240214", "20230930")] // the deadline itself + [TestCase("20240215", "20231231")] // the deadline has passed: September is stale + [TestCase("20240331", "20231231")] // a quarter end is not yet the new quarter + [TestCase("20240401", "20231231")] // the March quarter starts filing + [TestCase("20240516", "20240331")] + public void AQuarterStaysLiveUntilTheNextQuartersDeadlinePasses(string day, string oldest) + { + // Between a quarter end and its 45 day deadline both the finished quarter and the one + // filling in are live, which is the two-quarter rule. Once the deadline passes the older + // one is stale for everyone who files on time. + Assert.AreEqual(DateTime.ParseExact(oldest, "yyyyMMdd", null), + SEC13FDownloader.OldestLivePeriod(DateTime.ParseExact(day, "yyyyMMdd", null))); + } + + [Test] + public void ASecurityNobodyReportsAnyMoreLeavesTheUniverse() + { + // The forward fill used to carry a security's last row forever: 252 of the 6,886 + // securities in the May 2026 universe had nothing newer than 2024, some back to 2013, + // and Monsanto was still there with its March 2022 quarter. A quarter now leaves once + // the next one's deadline has passed without it being refreshed, and a security leaves + // after its delisting date. + SeedMapFileRows( + ("aapl", new[] { "19801212,aapl", "20501231,aapl" }), + ("stale", new[] { "19801212,stale", "20501231,stale" }), + ("gone", new[] { "19801212,gone", "20240305,gone" })); + + var holdings = Path.Combine(_root, "out", SEC13FHoldings.ReportFolder); + Directory.CreateDirectory(holdings); + File.WriteAllLines(Path.Combine(holdings, "aapl.csv"), new[] + { + "20240201 17:30,20231231,5,10,100,0,0,0,0,0,0", + "20240415 17:30,20240331,6,12,120,0,0,0,0,0,0", + "20240520 17:30,20240331,7,14,140,0,0,0,0,0,0" + }); + File.WriteAllLines(Path.Combine(holdings, "stale.csv"), new[] { "20240201 17:30,20231231,1,1,1,0,0,0,0,0,0" }); + File.WriteAllLines(Path.Combine(holdings, "gone.csv"), new[] { "20240202 17:30,20231231,2,2,2,0,0,0,0,0,0" }); + + using (var downloader = Downloader()) + { + downloader.BuildUniverseFiles(); + } + + var universe = Path.Combine(holdings, "universe"); + string[] Tickers(string day) => File.ReadAllLines(Path.Combine(universe, $"{day}.csv")) + .Where(line => line.Length > 0) + .Select(line => line.Split(',')[1]) + .OrderBy(ticker => ticker, StringComparer.Ordinal) + .ToArray(); + + Assert.AreEqual(new[] { "AAPL", "GONE", "STALE" }, Tickers("20240205"), "all three are live in February"); + Assert.AreEqual(new[] { "AAPL", "STALE" }, Tickers("20240306"), "GONE leaves after its delisting date"); + Assert.AreEqual(new[] { "AAPL", "STALE" }, Tickers("20240515"), + "the December quarter is still live up to the March quarter's deadline"); + Assert.AreEqual(new[] { "AAPL" }, Tickers("20240517"), + "STALE never reported March and leaves once that deadline has passed"); + } + + /// + /// Points LEAN's data folder at a map file archive holding exactly the rows given per ticker, + /// so a test can shape a listing, a rename or a delisting. See SeedMapFiles for why the data + /// folder and lookup date are pinned. + /// + private void SeedMapFileRows(params (string Ticker, string[] Rows)[] files) + { + var dataFolder = Path.Combine(_root, "data"); + var mapFiles = Path.Combine(dataFolder, "equity", "usa", "map_files"); + Directory.CreateDirectory(mapFiles); + + var lookupDate = new DateTime(2026, 1, 2); + using (var zip = ZipFile.Open( + Path.Combine(mapFiles, $"map_files_{lookupDate:yyyyMMdd}.zip"), ZipArchiveMode.Create)) + { + foreach (var (ticker, rows) in files) + { + using var entry = new StreamWriter(zip.CreateEntry($"{ticker}.csv").Open()); + foreach (var row in rows) + { + entry.WriteLine(row); + } + } + } + + _previousDataFolder = Config.Get("data-folder", string.Empty); + _previousLookupDate = Config.Get("map-file-provider-lookup-date", string.Empty); + + Config.Set("data-folder", dataFolder); + Config.Set("map-file-provider-lookup-date", $"{lookupDate:yyyyMMdd}"); + Globals.Reset(); + SecurityDefinitionSymbolResolver.Reset(); + } + // ---- N-PORT ticker normalisation ---------------------------------------------------------- [TestCase("GOOGL US", "GOOGL")] // the Bloomberg style venue suffix @@ -819,29 +1056,9 @@ private Dictionary BuildUniverse(params string[] rows) /// private void SeedMapFiles(params string[] tickers) { - var dataFolder = Path.Combine(_root, "data"); - var mapFiles = Path.Combine(dataFolder, "equity", "usa", "map_files"); - Directory.CreateDirectory(mapFiles); - - var lookupDate = new DateTime(2026, 1, 2); - using (var zip = ZipFile.Open( - Path.Combine(mapFiles, $"map_files_{lookupDate:yyyyMMdd}.zip"), ZipArchiveMode.Create)) - { - foreach (var ticker in tickers) - { - using var entry = new StreamWriter(zip.CreateEntry($"{ticker}.csv").Open()); - entry.WriteLine($"19801212,{ticker}"); - entry.WriteLine($"20501231,{ticker}"); - } - } - - _previousDataFolder = Config.Get("data-folder", string.Empty); - _previousLookupDate = Config.Get("map-file-provider-lookup-date", string.Empty); - - Config.Set("data-folder", dataFolder); - Config.Set("map-file-provider-lookup-date", $"{lookupDate:yyyyMMdd}"); - Globals.Reset(); - SecurityDefinitionSymbolResolver.Reset(); + SeedMapFileRows(tickers + .Select(ticker => (ticker, new[] { $"19801212,{ticker}", $"20501231,{ticker}" })) + .ToArray()); } /// A downloader writing into this test's own temporary directories. From ded29066d43e3d53cc54be31d904026bbdc76e81 Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Thu, 10 Sep 2026 15:13:06 -0500 Subject: [PATCH 03/11] Address review feedback on VALUE units, the ticker crosswalk, the demos and the incremental run --- DataProcessing/Program.cs | 38 +- DataProcessing/SEC13FDownloader.cs | 1101 ++++++++--------- DataProcessing/SEC13FFiles.cs | 108 ++ DataProcessing/SEC13FTickerCrosswalk.cs | 202 ++- DataProcessing/config.json | 4 +- LIVE-READINESS-REPORT.md | 199 --- QuantConnect.DataSource.csproj | 1 - SEC13FHoldings.cs | 35 +- SEC13FHoldingsAlgorithm.cs | 44 +- SEC13FHoldingsAlgorithm.py | 42 +- SEC13FHoldingsUniverse.cs | 16 +- listing-about-13f.md | 10 +- listing-documentation-13f.md | 18 +- output/alternative/sec/13f/aapl.csv | 236 ++-- output/alternative/sec/13f/aig.csv | 80 +- output/alternative/sec/13f/bac.csv | 158 +-- output/alternative/sec/13f/bno.csv | 28 +- output/alternative/sec/13f/eem.csv | 114 +- output/alternative/sec/13f/goog.csv | 168 +-- output/alternative/sec/13f/googl.csv | 164 +-- output/alternative/sec/13f/ibm.csv | 156 +-- output/alternative/sec/13f/iwm.csv | 110 +- output/alternative/sec/13f/qqq.csv | 130 +- output/alternative/sec/13f/spy.csv | 186 +-- .../alternative/sec/13f/universe/20201001.csv | 26 +- .../alternative/sec/13f/universe/20201002.csv | 26 +- .../alternative/sec/13f/universe/20201005.csv | 26 +- .../alternative/sec/13f/universe/20201006.csv | 40 +- .../alternative/sec/13f/universe/20201007.csv | 40 +- .../alternative/sec/13f/universe/20201008.csv | 48 +- .../alternative/sec/13f/universe/20201009.csv | 48 +- .../alternative/sec/13f/universe/20201012.csv | 48 +- .../alternative/sec/13f/universe/20201013.csv | 48 +- .../alternative/sec/13f/universe/20201014.csv | 50 +- .../alternative/sec/13f/universe/20201015.csv | 50 +- .../alternative/sec/13f/universe/20201016.csv | 50 +- .../alternative/sec/13f/universe/20201019.csv | 50 +- .../alternative/sec/13f/universe/20201020.csv | 50 +- .../alternative/sec/13f/universe/20201021.csv | 50 +- .../alternative/sec/13f/universe/20201022.csv | 50 +- .../alternative/sec/13f/universe/20201023.csv | 50 +- .../alternative/sec/13f/universe/20201026.csv | 50 +- .../alternative/sec/13f/universe/20201027.csv | 50 +- .../alternative/sec/13f/universe/20201028.csv | 50 +- .../alternative/sec/13f/universe/20201029.csv | 50 +- .../alternative/sec/13f/universe/20201030.csv | 52 +- .../alternative/sec/13f/universe/20201102.csv | 52 +- .../alternative/sec/13f/universe/20201103.csv | 52 +- .../alternative/sec/13f/universe/20201104.csv | 52 +- .../alternative/sec/13f/universe/20201105.csv | 52 +- .../alternative/sec/13f/universe/20201106.csv | 52 +- .../alternative/sec/13f/universe/20201109.csv | 52 +- .../alternative/sec/13f/universe/20201110.csv | 52 +- .../alternative/sec/13f/universe/20201111.csv | 52 +- .../alternative/sec/13f/universe/20201112.csv | 52 +- .../alternative/sec/13f/universe/20201113.csv | 52 +- .../alternative/sec/13f/universe/20201116.csv | 26 +- .../alternative/sec/13f/universe/20201117.csv | 26 +- .../alternative/sec/13f/universe/20201118.csv | 26 +- .../alternative/sec/13f/universe/20201119.csv | 26 +- .../alternative/sec/13f/universe/20201120.csv | 26 +- .../alternative/sec/13f/universe/20201123.csv | 26 +- .../alternative/sec/13f/universe/20201124.csv | 26 +- .../alternative/sec/13f/universe/20201125.csv | 26 +- .../alternative/sec/13f/universe/20201126.csv | 26 +- .../alternative/sec/13f/universe/20201127.csv | 26 +- .../alternative/sec/13f/universe/20201130.csv | 26 +- .../alternative/sec/13f/universe/20201201.csv | 26 +- .../alternative/sec/13f/universe/20201202.csv | 26 +- .../alternative/sec/13f/universe/20201203.csv | 26 +- .../alternative/sec/13f/universe/20201204.csv | 26 +- .../alternative/sec/13f/universe/20201207.csv | 26 +- .../alternative/sec/13f/universe/20201208.csv | 26 +- .../alternative/sec/13f/universe/20201209.csv | 26 +- .../alternative/sec/13f/universe/20201210.csv | 26 +- .../alternative/sec/13f/universe/20201211.csv | 26 +- .../alternative/sec/13f/universe/20201214.csv | 26 +- .../alternative/sec/13f/universe/20201215.csv | 26 +- .../alternative/sec/13f/universe/20201216.csv | 26 +- .../alternative/sec/13f/universe/20201217.csv | 26 +- .../alternative/sec/13f/universe/20201218.csv | 26 +- .../alternative/sec/13f/universe/20201221.csv | 26 +- .../alternative/sec/13f/universe/20201222.csv | 26 +- .../alternative/sec/13f/universe/20201223.csv | 26 +- .../alternative/sec/13f/universe/20201224.csv | 26 +- .../alternative/sec/13f/universe/20201225.csv | 26 +- .../alternative/sec/13f/universe/20201228.csv | 26 +- .../alternative/sec/13f/universe/20201229.csv | 26 +- .../alternative/sec/13f/universe/20201230.csv | 26 +- .../alternative/sec/13f/universe/20201231.csv | 26 +- output/alternative/sec/13f/uso.csv | 26 +- output/alternative/sec/13f/wm.csv | 104 +- tests/SEC13FHoldingsTests.cs | 16 - tests/SEC13FProcessorTests.cs | 345 +++++- tests/Tests.csproj | 1 - 95 files changed, 3187 insertions(+), 3059 deletions(-) create mode 100644 DataProcessing/SEC13FFiles.cs delete mode 100644 LIVE-READINESS-REPORT.md diff --git a/DataProcessing/Program.cs b/DataProcessing/Program.cs index 31a4480..ccc4934 100644 --- a/DataProcessing/Program.cs +++ b/DataProcessing/Program.cs @@ -46,6 +46,9 @@ public class Program /// private const string ReportsDatasetName = "reports"; + /// Config key that asks the 13F run to rebuild the whole history instead of one date. + internal const string RebuildHistoryKey = "sec-13f-rebuild-history"; + /// /// Entrypoint of the program. The exit code is returned rather than handed to /// from inside the work: that call does not unwind the stack, @@ -117,9 +120,8 @@ private static int ProcessReports() } /// - /// Downloads and converts the Form 13F institutional holdings dataset. Without a deployment - /// date the run walks every published archive; with one it reads the archive whose window - /// covers that date and folds it into the published history. + /// Downloads and converts the Form 13F institutional holdings dataset for the deployment date, + /// folding it into the published history, or rebuilds the whole history when asked to. /// /// Zero on success, one on any failure private static int Process13F() @@ -138,9 +140,8 @@ private static int Process13F() "alternative", SEC13FDownloader.VendorName); - // Where downloads are kept between runs. The job syncs this folder to the archive store - // after every run, the same one the reports dataset keeps its feed archives in, so it is - // the one place a cache survives the container. + // Where downloads land. The job archives this folder after every run, as it does the + // reports dataset's feed archives, but does not restore it before the next. var rawDataDirectory = Path.Combine( Config.Get("raw-data-folder", "/raw"), "alternative", @@ -169,11 +170,7 @@ private static int Process13F() try { - if (!downloader.Run()) - { - Log.Error($"DataProcessing.Process13F(): Failed to download/process {SEC13FDownloader.DatasetName} data"); - return 1; - } + downloader.Run(); timer.Stop(); Log.Trace($"DataProcessing.Process13F(): Conversion finished in time {timer.Elapsed}"); @@ -191,18 +188,27 @@ private static int Process13F() } /// - /// Reads the deployment date the job runs for. + /// Reads the deployment date the job runs for. A missing date is a misconfigured job rather + /// than a request for the whole history, which is asked for by name with + /// . /// - /// The date, or null when the run should take the whole history - /// True when the variable was absent or well formed - private static bool TryParseDeploymentDate(out DateTime? deploymentDate) + /// The date, or null when the run rebuilds the whole history + /// True when the date is well formed, or absent with the rebuild asked for + internal static bool TryParseDeploymentDate(out DateTime? deploymentDate) { deploymentDate = null; var raw = Environment.GetEnvironmentVariable("QC_DATAFLEET_DEPLOYMENT_DATE"); if (string.IsNullOrWhiteSpace(raw)) { - return true; + if (Config.GetBool(RebuildHistoryKey)) + { + return true; + } + + Log.Error("DataProcessing.TryParseDeploymentDate(): QC_DATAFLEET_DEPLOYMENT_DATE is not set. Set it, or " + + $"set \"{RebuildHistoryKey}\": true to rebuild the whole history"); + return false; } // A malformed date must not quietly become a full history run: that would turn a daily diff --git a/DataProcessing/SEC13FDownloader.cs b/DataProcessing/SEC13FDownloader.cs index cd15287..cd848f2 100644 --- a/DataProcessing/SEC13FDownloader.cs +++ b/DataProcessing/SEC13FDownloader.cs @@ -38,19 +38,10 @@ namespace QuantConnect.DataProcessing { /// - /// Downloads the SEC Form 13F structured data sets and converts them to LEAN's per-security CSV - /// format plus one universe file per release date. Selected by "dataset-name": "13f". - /// - /// The SEC publishes one zip per filing-receipt window: quarterly archives from 2013Q2 to - /// 2023Q4, rolling three-month windows since. Each archive carries eight tab separated tables; - /// this processor reads SUBMISSION (who filed, when, for which quarter), COVERPAGE and - /// SUMMARYPAGE (the confidential treatment flags) and INFOTABLE (the positions themselves). - /// - /// Output: {destination}/13f/{ticker}.csv and {destination}/13f/universe/{yyyyMMdd}.csv - /// - /// Modes: full history (no env), incremental (QC_DATAFLEET_DEPLOYMENT_DATE, the production job), - /// which reads only the archive whose window covers the deployment date and folds it into the - /// published history. + /// Converts the SEC Form 13F structured data sets, one zip per filing window, into LEAN's + /// per-security files and one universe file per release date. Without + /// QC_DATAFLEET_DEPLOYMENT_DATE it rebuilds the whole history; with it, it reads the archive + /// covering that date and folds it into the published history. /// public class SEC13FDownloader : IDisposable { @@ -76,43 +67,37 @@ public class SEC13FDownloader : IDisposable // carries no INFOTABLE at all, so it is not a zero position and must not become one. private const string NoticeSubmissionTypePrefix = "13F-NT"; - // A 13F-HR/A amends a report the same manager already made for the same quarter, and about - // four percent of filings are amendments. Most are RESTATEMENTs, which replace the whole - // report, so adding their lines on top of the original counts the manager's positions - // twice: on Apple's March 2026 quarter that was 993 million shares, 9.6 percent of the - // total. An amendment's lines therefore count only for a security and quarter the manager - // had not reported before, which is also exactly what a NEW HOLDINGS amendment carries. - // The cost is that a restatement's corrections to a position already reported are not - // applied: the original figure stands. See ReadInfoTable and AdmitAmendment. + // A 13F-HR/A amends the manager's report for the quarter, and most restate all of it, so an + // amendment's lines count only for a security the manager had not reported yet. A + // restatement's corrections to a position already counted are not applied; see AdmitAmendment. private const string AmendmentSubmissionTypeSuffix = "/A"; - // EDGAR stops accepting same-day filings at 17:30 ET, so everything stamped with a given - // FILING_DATE was disseminated by then. Publishing the point at that time keeps it after the - // close of the day it became public, which is what the lag in this dataset is worth paying - // for: it can never be read earlier than it existed. + // EDGAR stops accepting same-day filings at 17:30 ET, so a filing is public by then on its + // FILING_DATE and the point can never be read before it existed. private static readonly TimeSpan ReleaseTimeOfDay = new(17, 30, 0); private const string ReleaseFormat = "yyyyMMdd HH:mm"; private const string PeriodFormat = "yyyyMMdd"; - // The published row is release, period, then the numeric columns and the confidential flag. - // Spelled out here because both the writer and the merge that differences the file back to - // increments index into it, and they cannot be allowed to disagree. + // The published row: release, period, the eight measures and the confidential flag. private const int FirstValueColumn = 2; private const int ValueColumnCount = 8; private const int PublishedColumnCount = FirstValueColumn + ValueColumnCount + 1; - // How many N-PORT quarters feed the CUSIP to ticker crosswalk. Four covers a year, which is - // enough for every security still trading; a name that stopped trading before N-PORT began - // in late 2019 is not reachable this way at any depth. + // N-PORT quarters folded into the crosswalk: a year reaches every security still trading. private const int NPortQuartersToFold = 4; /// Days after a quarter end that managers have to file their 13F for it. private const int FilingDeadlineDays = 45; - // First FILING_DATE reported in whole dollars. Filings before this date report VALUE in - // thousands and are scaled up so the published series has one unit end to end. See the - // measurement in the aggregation loop. + /// Reports of one security and quarter needed before their median price is a reference. + private const int MinimumReportsForMedianPrice = 3; + + /// Reports needed before the median can correct a single line on its own. + private const int MinimumReportsForLineCorrection = 10; + + // The SEC rule: VALUE in thousands for filings before this date, whole dollars from it. + // DetectValueUnits checks each filing against it. private static readonly DateTime ValueInWholeDollarsFrom = new(2023, 1, 1); private static readonly string[] SecDateFormats = { "dd-MMM-yyyy", "d-MMM-yyyy", "yyyy-MM-dd", "MM/dd/yyyy" }; @@ -132,7 +117,6 @@ public class SEC13FDownloader : IDisposable private readonly string _destinationDirectory; private readonly string _processedDataDirectory; private readonly string _archiveCacheDirectory; - private readonly string _crosswalkCacheDirectory; private readonly DateTime? _deploymentDate; private readonly HttpClient _client; @@ -142,17 +126,9 @@ public class SEC13FDownloader : IDisposable private readonly SecurityDefinitionSymbolResolver _symbolResolver; /// - /// CUSIP and filing date to security. Every miss walks the entire security database and the - /// same CUSIP is asked for on every filing date of every quarter, so this is what makes the - /// full pass finish. Misses are cached as a null entry too: they are the lookups that scan - /// the list to the end. - /// - /// The date belongs in the key because the resolution is point in time and tickers get - /// reused. Keyed by CUSIP alone, whichever filing date asked first froze the answer for the - /// whole run, and a full pass asks from 2013 onwards: Meta's CUSIP resolved through a 2013 - /// filing, when META named nothing, so 19.3 billion dollars of holdings went elsewhere and - /// meta.csv shipped three debt-only rows. Cleared between archives, which keeps the cache - /// the size of one window rather than of thirteen years. + /// CUSIP and filing date to security, misses included, since each miss scans the whole + /// security database. The date is part of the key because resolution is point in time; the + /// cache is cleared per archive so it stays the size of one window. /// private readonly Dictionary<(string Cusip, DateTime Date), SecurityIdentifier> _resolvedCusips = new(); @@ -162,31 +138,21 @@ public class SEC13FDownloader : IDisposable /// Map file per security, so the point-in-time ticker costs one lookup per date. private readonly Dictionary _mapFiles = new(); - /// - /// Accessions already folded in. The archives are keyed by filing-receipt window and do not - /// overlap, but a submission counted twice would emit a second row for the same - /// (security, period, release) key with different values, which the dedup could not collapse. - /// + /// Accessions already folded in, so a submission can never be counted twice. private readonly HashSet _processedAccessions = new(StringComparer.Ordinal); /// - /// Increment rows waiting to be staged, flushed once per archive to bound memory. Keyed by - /// security and then by (period, release), because several CUSIPs reach the same security: - /// a debt CUSIP, a share class the map files fold in, or an issuer that simply carries more - /// than one. Their contributions have to be summed here, while the whole day is still in - /// memory. Measured on Apple's March 2026 quarter: three of the forty-three release dates - /// carry a second CUSIP, worth 152,560 shares. Each row keeps the ticker the security traded - /// under that day, which is the file it is finally written to. + /// Increments waiting to be staged, flushed per archive. Keyed by security and then by + /// (period, release), because several CUSIPs can reach one security and their contributions + /// are summed here. Each keeps the ticker of its day, which is the file it lands in. /// private readonly Dictionary> _pendingSecurityRows = new(StringComparer.Ordinal); /// - /// Where increments wait, one file per security, between the archive that produced them and - /// the finalize pass. Keyed by security rather than by ticker because the running total per - /// quarter belongs to the security: a quarter still filing when a company is renamed has to - /// carry on in the new ticker's file from where the old one stopped, not restart at zero. - /// Kept outside the output folder, since everything there is published. + /// Where increments wait, one file per security, until the finalize pass. Per security + /// because the running total belongs to the security and not to a ticker, and outside the + /// output folder because everything there is published. /// private readonly string _stagingDirectory = Path.Combine(Path.GetTempPath(), "sec-13f-staging", Guid.NewGuid().ToString("N")); @@ -195,10 +161,8 @@ public class SEC13FDownloader : IDisposable private readonly HashSet _stagedSecurities = new(StringComparer.Ordinal); /// - /// Amendments admitted in this archive, as (filer key, filing date). One amendment can name - /// several CUSIPs of the same security; the first marks the manager counted and the rest of - /// the same filing still have to be let in. Cleared per archive, since a filing date never - /// spans two. + /// Amendments admitted in this archive, as (filer key, filing date), so one amendment naming + /// several CUSIPs of a security is admitted for all of them. /// private readonly HashSet<(long FilerKey, int Stamp)> _admittedAmendments = new(); @@ -206,17 +170,28 @@ public class SEC13FDownloader : IDisposable private readonly Dictionary<(string Ticker, DateTime Date), string> _tickerOwners = new(); private long _conflictingTickers; + private decimal _conflictingValue; + private readonly List _conflictSample = new(); private long _unchangedGroups; /// - /// CUSIP to ticker, from the SEC's N-PORT filings. Built on first use rather than at - /// construction: the archives may all resolve through the security database, and building - /// it downloads a few hundred megabytes per quarter folded in. + /// CUSIP to the ticker the SEC's N-PORT filings report for it. Built on first use rather than + /// at construction: the archives may all resolve through the security database, and building + /// it downloads a few hundred megabytes per quarter folded in. Settable for tests. /// - private Dictionary _tickerCrosswalk; + internal Dictionary TickerCrosswalk + { + // Read from the published copy and written with the output, since the raw folder is not + // restored between runs and the next run would otherwise rebuild it from 1.8 GB of N-PORT. + get => _tickerCrosswalk ??= SEC13FTickerCrosswalk.Load(_processedDataDirectory, _destinationDirectory, + NPortQuartersToFold, UrlExists, (url, name) => DownloadFile(url, name, _archiveCacheDirectory)); + set => _tickerCrosswalk = value; + } + + private Dictionary _tickerCrosswalk; - private Dictionary TickerCrosswalk => _tickerCrosswalk ??= - SEC13FTickerCrosswalk.Load(_client, _crosswalkCacheDirectory, NPortQuartersToFold); + /// CUSIP to the security its crosswalk ticker named when the funds reported it. + private readonly Dictionary _crosswalkSecurities = new(StringComparer.Ordinal); private long _resolvedByCusip; private long _resolvedByIsin; @@ -243,49 +218,29 @@ public SEC13FDownloader(string destinationDirectory, string processedDataDirecto _processedDataDirectory = Path.Combine(processedDataDirectory, SEC13FHoldings.ReportFolder); _deploymentDate = deploymentDate; - // Archives are ~100 MB each and the N-PORT crosswalk takes 1.8 GB to rebuild, so both are - // kept where the next run can find them. That is the raw folder: the job syncs it to the - // archive store after every run, which makes it the only place in the container that - // outlives the run. The system temp folder does not, so a cache there is rebuilt from - // the SEC on every run. Without a raw folder, which is how the unit tests construct - // this, the caches fall back to temp and the processed folder as before. - var rawCache = rawDataDirectory == null - ? null - : Path.Combine(rawDataDirectory, SEC13FHoldings.ReportFolder); - _archiveCacheDirectory = rawCache == null + // Downloads land in the raw folder, which the job archives after every run but does not + // restore before the next, so it only saves work within a run. + _archiveCacheDirectory = rawDataDirectory == null ? Path.Combine(Path.GetTempPath(), "sec-13f-archives") - : Path.Combine(rawCache, "archives"); - _crosswalkCacheDirectory = rawCache ?? _processedDataDirectory; + : Path.Combine(rawDataDirectory, SEC13FHoldings.ReportFolder, "archives"); Directory.CreateDirectory(_archiveCacheDirectory); - Directory.CreateDirectory(_crosswalkCacheDirectory); _client = new HttpClient { Timeout = TimeSpan.FromMinutes(30) }; _client.DefaultRequestHeaders.UserAgent.ParseAdd(UserAgentHeader); - // Zip, not disk. LocalDiskMapFileProvider only enumerates loose .csv files in - // equity/usa/map_files, but `lean data download --dataset "US Equity Security Master"` - // delivers map_files_.zip, so on any machine seeded that way the disk - // provider sees a couple of dozen securities out of 30,740 and resolves almost - // nothing. It fails silently: the run finishes and writes a dataset covering the - // handful of tickers that happened to be loose. The zip provider walks back from - // yesterday to find the newest dated archive, which is what the download produces. - // Point-in-time behaviour is identical either way, since the mapping still comes from - // MapFile.GetMappedSymbol(tradingDate). + // Zip, not disk: the security master ships map_files_.zip, and the disk provider + // only sees loose csv files, so it would resolve almost nothing without failing. _mapFileProvider = new LocalZipMapFileProvider(); _mapFileProvider.Initialize(new DefaultDataProvider()); - // Reads symbol-properties/security-database.csv from the same LEAN data folder the map - // files come from, so the job needs nothing new mounted. The resolver pulls its map file - // provider out of the Composer rather than taking one, so it has to be registered first - // or the constructor dereferences null. + // The resolver takes its map file provider from the Composer, so both are registered first. var dataProvider = new DefaultDataProvider(); Composer.Instance.AddPart(dataProvider); Composer.Instance.AddPart(_mapFileProvider); _symbolResolver = SecurityDefinitionSymbolResolver.GetInstance(dataProvider); - // security-database.csv is not distributable, and without it the resolver answers null to - // every lookup and the run writes an empty dataset while reporting success. Say so at - // startup rather than at the end: the processor is expected to run where the file exists. + // Without security-database.csv, which is not distributable, the first two resolution + // steps answer nothing, so say so at startup rather than let the coverage drop silently. var securityDatabasePath = Path.Combine( Globals.GetDataFolderPath("symbol-properties"), "security-database.csv"); if (!File.Exists(securityDatabasePath)) @@ -295,53 +250,55 @@ public SEC13FDownloader(string destinationDirectory, string processedDataDirecto } } - /// Runs the download/convert. Returns true on success. - public bool Run() + /// + /// Runs the download/convert. Failures throw rather than return false, so the caller logs + /// the actual reason: a guard stopping the run and a network outage are not the same thing. + /// + public void Run() { - try - { - RequirePublishedHistoryForIncrementalRun(); - ReadFilerState(); + RequireEmptyDestination(); + RequirePublishedHistoryForIncrementalRun(); + ReadFilerState(); - var archives = GetArchives(); - Log.Trace($"SEC13FDownloader.Run(): {archives.Count} archives published, " + - $"{archives[0].Start:yyyy-MM-dd}..{archives[archives.Count - 1].End:yyyy-MM-dd}"); + var archives = GetArchives(); + Log.Trace($"SEC13FDownloader.Run(): {archives.Count} archives published, " + + $"{archives[0].Start:yyyy-MM-dd}..{archives[archives.Count - 1].End:yyyy-MM-dd}"); - var selected = SelectArchives(archives); - Log.Trace($"SEC13FDownloader.Run(): processing {selected.Count} archive(s): " + - $"{string.Join(", ", selected.Select(x => x.Name))}"); + var selected = SelectArchives(archives); + Log.Trace($"SEC13FDownloader.Run(): processing {selected.Count} archive(s): " + + $"{string.Join(", ", selected.Select(x => x.Name))}"); - PruneFilerState(selected); + PruneFilerState(selected); - foreach (var archive in selected) - { - ProcessArchive(archive); - FlushPendingRows(); - } - - FinalizeSecurityFiles(); - BuildUniverseFiles(); - WriteFilerState(); - LogResolutionSummary(); - return true; + foreach (var archive in selected) + { + ProcessArchive(archive); + FlushPendingRows(); } - catch (Exception err) + + FinalizeSecurityFiles(); + BuildUniverseFiles(); + WriteFilerState(); + LogResolutionSummary(); + } + + /// + /// Stops a run into a destination that already holds files. The job hands it over empty, and + /// whatever an earlier run left there would be read into the universe and published again. + /// + internal void RequireEmptyDestination() + { + if (Directory.Exists(_destinationDirectory) && Directory.EnumerateFileSystemEntries(_destinationDirectory).Any()) { - Log.Error(err, "SEC13FDownloader.Run(): failed"); - return false; + throw new InvalidOperationException( + $"SEC13FDownloader.Run(): {_destinationDirectory} is not empty. The destination has to start empty, " + + "or the files an earlier run left there would be published again."); } } /// - /// Stops an incremental run that cannot see the published history. - /// - /// The destination arrives empty on every deployment, so the published copy is the only - /// history an incremental run has. When it is missing, wrong or unmounted the merge finds - /// nothing to fold in and quietly degrades into a rebuild from scratch: thirteen years of - /// per-security history are republished as the single three month window just read, every - /// universe file is rebuilt from that window, and the run returns success. No row count - /// catches it, because the files come out the right shape. A full pass has no history to - /// read and is exempt. + /// Stops an incremental run that cannot see the published history: merging into nothing would + /// republish thirteen years as one three month window and still report success. /// internal void RequirePublishedHistoryForIncrementalRun() { @@ -350,10 +307,8 @@ internal void RequirePublishedHistoryForIncrementalRun() return; } - // The crosswalk keeps its cache alongside the security files without being one. var published = Directory.Exists(_processedDataDirectory) - ? Directory.EnumerateFiles(_processedDataDirectory, "*.csv").Count(file => - !Path.GetFileName(file).Equals(SEC13FTickerCrosswalk.CacheFileName, StringComparison.OrdinalIgnoreCase)) + ? Directory.EnumerateFiles(_processedDataDirectory, "*.csv").Count() : 0; if (published == 0) @@ -371,13 +326,8 @@ internal void RequirePublishedHistoryForIncrementalRun() } /// - /// Stops an incremental run that cannot see the filers earlier runs counted. - /// - /// Without the state file every manager in tonight's archive looks new, so a name already - /// carrying six thousand holders would be handed six thousand more. Nothing downstream - /// notices: the file has the right shape, the row count is unchanged, and only the one - /// column is wrong. That is the same silent degradation the published history guard above - /// exists for, which is why this fails the run rather than rebuilding what it cannot read. + /// Stops an incremental run without the filer state: every manager in tonight's archive would + /// look new and Holders would be inflated, with nothing else in the files to show it. /// internal void RequireFilerStateForIncrementalRun() { @@ -401,9 +351,8 @@ internal void RequireFilerStateForIncrementalRun() internal sealed record Archive(string Name, string Url, DateTime Start, DateTime End); /// - /// Scrapes the data sets page for every published archive, ordered oldest first. The list is - /// read rather than held here because a new window arrives every quarter and a hard-coded - /// list would silently stop at whatever was published the day it was written. + /// Scrapes the data sets page for every published archive, oldest first, so a new window is + /// picked up without a code change. /// private List GetArchives() { @@ -471,11 +420,12 @@ private static DateTime ParseWindowDate(string value) } /// - /// Picks the archives a run reads: all of them for a full pass, and for an incremental pass - /// the one whose window covers the deployment date, falling back to the newest published - /// archive when the deployment date runs ahead of what the SEC has released. + /// Picks the archives a run reads: all of them for a full pass. An incremental pass reads + /// every archive whose window ends on or after the last published release, plus any covering + /// the deployment date, so archives the SEC published while the job was down are not skipped. + /// The SEC publishes a window after it closes, so the covering one is usually not out yet. /// - private List SelectArchives(List archives) + internal List SelectArchives(List archives) { if (_deploymentDate == null) { @@ -484,17 +434,37 @@ private List SelectArchives(List archives) } var date = _deploymentDate.Value.Date; - var covering = archives.Where(x => x.Start <= date && date <= x.End).ToList(); - if (covering.Count > 0) + var lastPublished = LastPublishedRelease(); + var selected = archives + .Where(x => x.End >= lastPublished || (x.Start <= date && date <= x.End)) + .ToList(); + + if (selected.Count == 0) { - Log.Trace($"SEC13FDownloader.SelectArchives(): incremental for {date:yyyy-MM-dd}"); - return covering; + selected.Add(archives[archives.Count - 1]); } - var newest = archives[archives.Count - 1]; - Log.Trace($"SEC13FDownloader.SelectArchives(): incremental for {date:yyyy-MM-dd} falls outside every " + - $"published window, reading the newest archive {newest.Name} instead"); - return new List { newest }; + Log.Trace($"SEC13FDownloader.SelectArchives(): incremental for {date:yyyy-MM-dd}, last published release " + + $"{lastPublished:yyyy-MM-dd}"); + return selected; + } + + /// The newest release the published universe carries, or DateTime.MaxValue when there is none. + private DateTime LastPublishedRelease() + { + var universe = Path.Combine(_processedDataDirectory, "universe"); + if (!Directory.Exists(universe)) + { + return DateTime.MaxValue; + } + + var days = Directory.EnumerateFiles(universe, "*.csv") + .Select(file => DateTime.TryParseExact(Path.GetFileNameWithoutExtension(file), DateFormat.EightCharacter, + CultureInfo.InvariantCulture, DateTimeStyles.None, out var day) ? day : (DateTime?)null) + .Where(day => day.HasValue) + .ToList(); + + return days.Count == 0 ? DateTime.MaxValue : days.Max().Value; } /// @@ -517,10 +487,8 @@ private void ProcessArchive(Archive archive) var submissions = ReadSubmissions(zip, archive); if (submissions.Count == 0) { - // The published archives are keyed by non-overlapping filing-receipt windows, so - // each one holds filings no other did. Zero means the table was empty, or held - // nothing but notices, or the windows began to overlap. Carrying on would publish a - // history with this window missing from it and still report success. + // The windows do not overlap, so an archive with no holdings means the layout moved, + // and carrying on would publish a history with this window missing. throw new InvalidDataException( $"SEC13FDownloader.ProcessArchive(): {archive.Name} yielded no holdings submissions. " + "An archive that contributes nothing means the upstream layout moved."); @@ -535,48 +503,62 @@ private void ProcessArchive(Archive archive) EmitHoldings(holdings); } + private string DownloadArchive(Archive archive) + { + return DownloadFile(archive.Url, archive.Name, _archiveCacheDirectory); + } + /// - /// Downloads an archive, reusing a copy already on disk. The body is written to a ".part" - /// file and moved into place only once the transfer completed, so an interrupted run cannot - /// leave a truncated archive that the next run would happily read. + /// Downloads a file into a directory, reusing a copy already there. It lands as ".part" first, + /// so an interrupted run cannot leave a truncated file for the next one. /// - private string DownloadArchive(Archive archive) + private string DownloadFile(string url, string name, string directory) { - var path = Path.Combine(_archiveCacheDirectory, archive.Name); + Directory.CreateDirectory(directory); + var path = Path.Combine(directory, name); if (File.Exists(path)) { - Log.Trace($"SEC13FDownloader.DownloadArchive(): {archive.Name} already on disk"); + Log.Trace($"SEC13FDownloader.DownloadFile(): {name} already on disk"); return path; } var temporaryPath = path + ".part"; - for (var attempt = 1; attempt <= MaxRetries; attempt++) + WithRetry(url, () => { - try - { - _rateGate.WaitToProceed(); - using (var response = _client - .GetAsync(archive.Url, HttpCompletionOption.ResponseHeadersRead) - .GetAwaiter().GetResult()) - { - response.EnsureSuccessStatusCode(); - using var source = response.Content.ReadAsStreamAsync().GetAwaiter().GetResult(); - using var destination = new FileStream(temporaryPath, FileMode.Create, FileAccess.Write); - source.CopyTo(destination); - } + using var response = _client + .GetAsync(url, HttpCompletionOption.ResponseHeadersRead) + .GetAwaiter().GetResult(); + response.EnsureSuccessStatusCode(); - File.Move(temporaryPath, path, overwrite: true); - Log.Trace($"SEC13FDownloader.DownloadArchive(): {archive.Name}, {new FileInfo(path).Length} bytes"); - return path; - } - catch (Exception err) when (attempt < MaxRetries && IsWorthRetrying(err)) + using var source = response.Content.ReadAsStreamAsync().GetAwaiter().GetResult(); + using var destination = new FileStream(temporaryPath, FileMode.Create, FileAccess.Write); + source.CopyTo(destination); + return true; + }); + + File.Move(temporaryPath, path, overwrite: true); + Log.Trace($"SEC13FDownloader.DownloadFile(): {name}, {new FileInfo(path).Length} bytes"); + return path; + } + + /// + /// Whether the SEC has published a file: false only on 404. Anything else fails once the + /// retries run out, since a 403 taken for "not published" would change the crosswalk quietly. + /// + private bool UrlExists(string url) + { + return WithRetry(url, () => + { + using var request = new HttpRequestMessage(HttpMethod.Head, url); + using var response = _client.Send(request); + if (response.StatusCode == HttpStatusCode.NotFound) { - Log.Trace($"SEC13FDownloader.DownloadArchive(): {archive.Name} retry {attempt}/{MaxRetries} after: {err.Message}"); - Thread.Sleep(TimeSpan.FromSeconds(2 * attempt)); + return false; } - } - throw new IOException($"SEC13FDownloader.DownloadArchive(): {archive.Url} failed after {MaxRetries} attempts"); + response.EnsureSuccessStatusCode(); + return true; + }); } /// One filing that carries holdings, keyed in the caller by accession number. @@ -631,14 +613,9 @@ private Dictionary ReadSubmissions(ZipArchive zip, Archive a } /// - /// Marks the filings that withheld positions under confidential treatment, which is the - /// SUMMARYPAGE ISCONFIDENTIALOMITTED column: the filing is incomplete by design and the - /// withheld positions surface in a later release. - /// - /// COVERPAGE also carries CONFDENIEDEXPIRED, and it is deliberately NOT read here. It - /// means the opposite: confidential treatment was denied or has expired, so positions - /// previously withheld are being disclosed in this filing. Raising the same flag for both - /// would tell an algorithm that the most complete filings are the incomplete ones. + /// Marks the filings that withheld positions under confidential treatment (SUMMARYPAGE + /// ISCONFIDENTIALOMITTED). COVERPAGE CONFDENIEDEXPIRED is not read: it means the opposite, + /// positions withheld before and disclosed in this filing. /// private void ApplyConfidentialFlags(ZipArchive zip, Archive archive, Dictionary submissions) { @@ -694,9 +671,8 @@ public decimal[] ToValues(int holders) } /// - /// The reported lines sharing one (CUSIP, period, release). The measures are the ORIGINAL - /// filings only; each amending filer's lines are held apart in Amendments until - /// AdmitAmendment knows whether that manager had already reported the security. + /// The reported lines sharing one (CUSIP, period, release). The measures hold the original + /// filings; amending filers' lines wait in Amendments for AdmitAmendment. /// internal sealed class Holding : Measures { @@ -711,19 +687,10 @@ internal sealed class Holding : Measures } /// - /// Every (security, quarter, filer) already counted, so a filer reaches Holders once no - /// matter how many filings it makes. Packed into a long rather than kept as a set per - /// quarter: the published history holds 57.4 million of these, and one HashSet per - /// (security, quarter) pair costs several times what a single flat set does. - /// - /// Layout, 62 bits: security index in 42..61, period index in 32..41, CIK in 0..31. - /// Both indexes are dense and assigned on first sight, so a PERIODOFREPORT that is not a - /// quarter end gets its own slot instead of colliding with the quarter it falls in. - /// - /// The value is the filing date the filer was first counted on, as yyyyMMdd. It is what - /// makes re-reading an archive idempotent: the run drops every filer it first counted inside - /// the window it is about to read, so recounting reproduces the same increments instead of - /// finding all of them already known and publishing zeros. See PruneFilerState. + /// Every (security, quarter, filer) already counted, so a filer reaches Holders once. Packed + /// into a long (security index in bits 42..61, period index 32..41, CIK 0..31) because the + /// history holds 58 million of them. The value is the filing date first counted on, as + /// yyyyMMdd, which PruneFilerState uses to make re-reading an archive idempotent. /// private readonly Dictionary _countedFilers = new(); @@ -771,10 +738,7 @@ private long FilerKey(SecurityIdentifier security, DateTime period, int cik) /// /// How many of these filers had not been counted for this security and quarter yet, marking - /// them counted as it goes. This is the whole of what Holders means: a manager reaches the - /// count once, on the first day it reports the security for that quarter, no matter how many - /// filings it makes, how many CUSIPs of the same issuer it names, or whether the filing that - /// first names the security is an original or an amendment. + /// them counted. A manager reaches Holders once, on the first day it reports the security. /// internal int CountNewFilers(SecurityIdentifier security, DateTime period, IEnumerable ciks, DateTime filingDate) @@ -794,15 +758,9 @@ internal int CountNewFilers(SecurityIdentifier security, DateTime period, IEnume } /// - /// Forgets every filer first counted on a filing date these archives cover, so reading them - /// again recounts from the same starting point. - /// - /// Without this an incremental run is destructive rather than idempotent. The rolling window - /// covers three months and the job reads it every night, so the second night finds every - /// filer of that window already counted, publishes an increment of zero for each of its - /// days, and the merge lets the fresh reading win: a quarter that carried six thousand - /// holders drops to none. The file keeps its shape and only that one column moves, so - /// nothing downstream would have caught it. + /// Forgets every filer first counted inside these archives' windows, so reading them again + /// recounts the same increments. Otherwise the second night would find the whole window + /// counted and publish Holders increments of zero over the real ones. /// internal void PruneFilerState(List archives) { @@ -864,31 +822,20 @@ private static int[] Invert(int[] order) } /// - /// The counted filers, carried next to the security files so the next run can tell a filer - /// it has already seen from a new one. - /// - /// Holders is a distinct count, and a distinct count cannot be recovered from the published - /// totals the way the summed measures can: Difference turns a running total back into the - /// per day increments it was built from, but nothing in the published file says WHICH - /// managers those increments were. An incremental run reads one archive, so without this - /// file it cannot know whether tonight's amendment comes from a manager already in the - /// count. Zipped because it is the largest thing this dataset ships. + /// The counted filers, published next to the security files so an incremental run can tell a + /// filer already counted from a new one: a distinct count cannot be rebuilt from the totals. /// private const string FilerStateFileName = "filers.zip"; private const string FilerStateEntryName = "filers.csv"; - /// - /// The stamp written on the state entry, fixed so the archive is byte reproducible. Any - /// constant would do; this is the date the rule that needs the file was measured. - /// + /// The stamp written on the state entry, fixed so the archive is byte reproducible. private static readonly DateTimeOffset FilerStateTimestamp = new(2026, 1, 1, 0, 0, 0, TimeSpan.Zero); /// - /// Loads the counted filers an earlier run published. A full history run rebuilds every - /// count from the archives themselves, so it deliberately starts from an empty state and - /// ignores whatever is on the shelf. + /// Loads the counted filers an earlier run published. A full run rebuilds every count and + /// starts empty. /// internal void ReadFilerState() { @@ -934,15 +881,9 @@ internal void ReadFilerState() } /// - /// Publishes the counted filers for the next run, sorted by security, quarter and CIK. The - /// filers of one security and quarter sit next to each other, which makes the file compress - /// to a fraction of its size. - /// - /// The order comes from the values, not from the packed keys. A key's indexes are assigned - /// in the order securities and quarters were first seen, which a full run and an - /// incremental one reading this file back do not share: in key order the same 58 million - /// filers came out in a different order and the archive changed bytes on a night that - /// changed nothing. Each index is swapped for its rank, so the sort stays one over longs. + /// Publishes the counted filers sorted by security, quarter and CIK. The order comes from the + /// values and not from the packed keys, whose indexes depend on the order things were first + /// seen, so a full run and an incremental one write the same bytes. /// internal void WriteFilerState() { @@ -968,15 +909,12 @@ internal void WriteFilerState() Array.Sort(keys); - var temporaryPath = path + ".tmp"; - using (var file = File.Create(temporaryPath)) - using (var zip = new ZipArchive(file, ZipArchiveMode.Create)) + SEC13FFiles.WriteThenMove(path, file => { + using var zip = new ZipArchive(file, ZipArchiveMode.Create, leaveOpen: true); var entry = zip.CreateEntry(FilerStateEntryName, CompressionLevel.Optimal); - // A zip stamps each entry with the moment it was written, so the same content would - // hash differently on every run and the delivery archive would look changed when - // nothing had. The per-security files are byte reproducible; this one has to be too. + // A fixed stamp, or the same filers would hash differently on every run. entry.LastWriteTime = FilerStateTimestamp; using var writer = new StreamWriter(entry.Open()); @@ -993,9 +931,7 @@ internal void WriteFilerState() writer.Write(_countedFilers[key].ToStringInvariant()); writer.Write('\n'); } - } - - File.Move(temporaryPath, path, overwrite: true); + }); Log.Trace($"SEC13FDownloader.WriteFilerState(): wrote {keys.Length} counted filers to {path}, " + $"{new FileInfo(path).Length / (1024 * 1024)} MB"); } @@ -1004,23 +940,22 @@ internal void WriteFilerState() internal readonly record struct HoldingKey(string Cusip, DateTime Period, DateTime FilingDate); /// - /// Streams INFOTABLE.tsv and sums every reported line into its group. - /// - /// The rule is the raw sum: no dedup by INVESTMENTDISCRETION and no dropping of lines that - /// name an OTHERMANAGER. It was measured against published institutional ownership - /// (MSFT 71.6%, AAPL 63.1%, NVDA 66.0%, inside or just under what providers publish per name); both of the - /// obvious dedup rules understate the total by roughly three times. + /// Streams INFOTABLE.tsv and sums every reported line into its group, with no dedup by + /// discretion or other manager: measured against shares outstanding the raw sum matches + /// published ownership, and both dedup rules understate it about three times. /// internal Dictionary ReadInfoTable( ZipArchive zip, Archive archive, Dictionary submissions) { var holdings = new Dictionary(); + var units = DetectValueUnits(zip, archive, submissions); foreach (var (columns, fields) in ReadTable(zip, archive, "INFOTABLE.tsv", "ACCESSION_NUMBER", "CUSIP", "VALUE", "SSHPRNAMT", "SSHPRNAMTTYPE", "PUTCALL", "VOTING_AUTH_SOLE", "VOTING_AUTH_SHARED")) { - if (!submissions.TryGetValue(fields[columns["ACCESSION_NUMBER"]], out var submission)) + var accession = fields[columns["ACCESSION_NUMBER"]]; + if (!submissions.TryGetValue(accession, out var submission)) { // A notice, or a filing an earlier archive already contributed. continue; @@ -1038,12 +973,9 @@ internal Dictionary ReadInfoTable( holdings[key] = group = new Holding(); } - // Holders counts every manager that reported the security at all, options included, - // not only the ones contributing to Shares. An original filing's lines go straight - // into the group. An amendment's are held apart per filer, because only the filer - // state can say whether this manager already reported the security for the quarter, - // possibly in an earlier archive, and a restatement of a position already counted - // must not be summed on top of it. See AdmitAmendment. + // Holders counts every manager that reported the security, options included. An + // amendment's lines are held apart per filer until AdmitAmendment knows whether the + // manager had already reported it. Measures holding; if (submission.IsAmendment) { @@ -1064,27 +996,6 @@ internal Dictionary ReadInfoTable( var putCall = fields[columns["PUTCALL"]].Trim(); var amount = ParseDecimal(fields[columns["SSHPRNAMT"]]); - // VALUE changed unit with the 2023 filings: through 2022 it is reported in - // THOUSANDS of dollars, from 2023 in whole dollars. Measured on the real archives - // as the median VALUE / SSHPRNAMT of share lines, which is a price per share: - // - // NOV-2022 0.0460 · DEC-2022 0.0759 -> thousands - // FEB-2023 39.86 · MAR-2023 36.50 -> whole dollars - // 2013q2 0.0373 2023q4 50.46 - // - // Left raw this puts a 1000x step in the middle of the history and breaks every - // cross-period comparison, so pre-2023 filings are scaled up and the whole series - // is published in whole dollars. The cut is on FILING_DATE, not on the reported - // period, because the rule changed for filings made from January 2023 onwards. - // - // Never sum VALUE without the share filter below: unfiltered it totals $70.1 - // trillion for a single quarter. - var value = ParseDecimal(fields[columns["VALUE"]]); - if (submission.FilingDate < ValueInWholeDollarsFrom) - { - value *= 1000m; - } - if (putCall.Equals("Call", StringComparison.OrdinalIgnoreCase)) { holding.CallShares += amount; @@ -1097,9 +1008,11 @@ internal Dictionary ReadInfoTable( continue; } + // On a PRN line SSHPRNAMT is the principal amount, which is what PrincipalValue + // publishes; VALUE is the market value of that debt. if (shareType.Equals("PRN", StringComparison.OrdinalIgnoreCase)) { - holding.PrincipalValue += value; + holding.PrincipalValue += amount; continue; } @@ -1108,30 +1021,186 @@ internal Dictionary ReadInfoTable( continue; } + // VALUE only counts under the share filter: unfiltered it totals $70.1 trillion for a + // single quarter. In whole dollars, whichever unit the line used. + var value = ParseDecimal(fields[columns["VALUE"]]); holding.Shares += amount; - holding.HoldingValue += value; + holding.HoldingValue += value * units.Factor(accession, cusip, submission, value, amount); holding.VotingSole += ParseDecimal(fields[columns["VOTING_AUTH_SOLE"]]); holding.VotingShared += ParseDecimal(fields[columns["VOTING_AUTH_SHARED"]]); } + Log.Trace($"SEC13FDownloader.ReadInfoTable(): {archive.Name}: {units.CorrectedLines} share lines in " + + "a different unit than the rest of their filing"); return holdings; } /// - /// Resolves each group to a security and queues its row. Groups that resolve to nothing are - /// dropped: they are the foreign issuers and the securities LEAN carries no definition for, - /// and the measured coverage of what remains is 88.9% of value. - /// - /// The row queued here is the INCREMENT, only the filings received that day. The finalize - /// pass turns it into the running total per quarter that gets published, because that - /// transform also has to reach the increments earlier runs already wrote. + /// The factors that turn VALUE into whole dollars. Filers do not all follow the 2023 unit + /// change (in Apple's December 2019 quarter 85 lines in dollars made 88 percent of the scaled + /// total), and some mix units within one filing, so implied prices are compared with every + /// filer's median for the same security: per line where the security has enough reports to + /// trust its median, per filing otherwise. A thousand times off means the other unit. + /// + internal static ValueUnits DetectValueUnits(ZipArchive zip, Archive archive, + Dictionary submissions) + { + var keys = new Dictionary<(string Cusip, DateTime Period), int>(); + var pricesByKey = new List>(); + var linesByFiling = new Dictionary>(StringComparer.Ordinal); + + foreach (var (columns, fields) in ReadTable(zip, archive, "INFOTABLE.tsv", + "ACCESSION_NUMBER", "CUSIP", "VALUE", "SSHPRNAMT", "SSHPRNAMTTYPE", "PUTCALL")) + { + var accession = fields[columns["ACCESSION_NUMBER"]]; + if (!submissions.TryGetValue(accession, out var submission) + || !fields[columns["SSHPRNAMTTYPE"]].Trim().Equals("SH", StringComparison.OrdinalIgnoreCase) + || fields[columns["PUTCALL"]].Trim().Length > 0) + { + continue; + } + + var value = ParseDecimal(fields[columns["VALUE"]]); + var amount = ParseDecimal(fields[columns["SSHPRNAMT"]]); + if (value <= 0m || amount <= 0m) + { + continue; + } + + var cusip = (fields[columns["CUSIP"]].Trim().ToUpperInvariant(), submission.Period); + if (!keys.TryGetValue(cusip, out var key)) + { + keys[cusip] = key = pricesByKey.Count; + pricesByKey.Add(new List()); + } + + var price = (double)(value / amount); + pricesByKey[key].Add(price); + + if (!linesByFiling.TryGetValue(accession, out var lines)) + { + linesByFiling[accession] = lines = new List<(int, double)>(); + } + + lines.Add((key, price)); + } + + // A median needs a few reports behind it before it says anything about the unit. + var medians = pricesByKey + .Select(prices => prices.Count >= MinimumReportsForMedianPrice ? Median(prices) : double.NaN) + .ToArray(); + + var units = new Dictionary(StringComparer.Ordinal); + var againstTheRule = 0; + foreach (var (accession, submission) in submissions) + { + var offsets = linesByFiling.TryGetValue(accession, out var lines) + ? lines.Where(line => !double.IsNaN(medians[line.Key])) + .Select(line => Math.Log10(line.Price / medians[line.Key])) + .ToList() + : new List(); + + var thousandsRule = submission.FilingDate < ValueInWholeDollarsFrom; + units[accession] = ValueMultiplier(offsets, thousandsRule); + if (units[accession] != (thousandsRule ? 1000m : 1m)) + { + againstTheRule++; + } + } + + Log.Trace($"SEC13FDownloader.DetectValueUnits(): {archive.Name}: {againstTheRule} of " + + $"{submissions.Count} filings report VALUE in the other unit"); + + var references = keys + .Where(key => pricesByKey[key.Value].Count >= MinimumReportsForLineCorrection) + .ToDictionary(key => key.Key, key => medians[key.Value]); + return new ValueUnits(units, references); + } + + /// + /// The whole-dollar factor of each share line: its own, measured against the median price of + /// its security when that is well reported, or else the one decided for its whole filing. + /// + internal sealed class ValueUnits + { + private readonly Dictionary _filings; + private readonly Dictionary<(string Cusip, DateTime Period), double> _references; + + /// Share lines whose factor differed from their filing's. + public long CorrectedLines { get; private set; } + + public ValueUnits(Dictionary filings, Dictionary<(string Cusip, DateTime Period), double> references) + { + _filings = filings; + _references = references; + } + + /// The factor for one share line of VALUE over shares. + public decimal Factor(string accession, string cusip, Submission submission, decimal value, decimal amount) + { + var filing = _filings[accession]; + if (value <= 0m || amount <= 0m || !_references.TryGetValue((cusip, submission.Period), out var median)) + { + return filing; + } + + // How many thousandfold steps the line's price sits from the majority's, which reports + // in the unit of its filing date. + var steps = (int)Math.Clamp(Math.Round(Math.Log10((double)(value / amount) / median) / 3), -2, 2); + var factor = submission.FilingDate < ValueInWholeDollarsFrom ? 1000m : 1m; + for (var i = 0; i < Math.Abs(steps); i++) + { + factor = steps > 0 ? factor / 1000m : factor * 1000m; + } + + // A thousandfold unit slip is common; a millionfold one is a wrong share count rather + // than a unit, and scaling it would inflate Apple's 2019 quarters by ten percent. + if (factor > 1000m || factor < 0.001m) + { + return filing; + } + + if (factor != filing) + { + CorrectedLines++; + } + + return factor; + } + } + + /// + /// Whether a filing's VALUE is multiplied by a thousand. The offsets are log10 of each of its + /// implied prices over the median for that security: near zero it uses the majority's unit, + /// near +3 it reports dollars where the rule is thousands, near -3 the reverse. With nothing + /// to compare against, the rule of the filing date stands. + /// + internal static decimal ValueMultiplier(List offsets, bool thousandsRule) + { + var offset = offsets.Count == 0 ? 0d : Median(offsets); + if (thousandsRule) + { + return offset > 1.5 ? 1m : 1000m; + } + + return offset < -1.5 ? 1000m : 1m; + } + + private static double Median(List values) + { + var sorted = values.OrderBy(value => value).ToList(); + var middle = sorted.Count / 2; + return sorted.Count % 2 == 1 ? sorted[middle] : (sorted[middle - 1] + sorted[middle]) / 2; + } + + /// + /// Resolves each group to a security and queues its increment, the filings of that day only; + /// the finalize pass turns increments into running totals. Groups that resolve to nothing, + /// mostly foreign issuers, are dropped. /// private void EmitHoldings(Dictionary holdings) { - // Filing date order, because a filer counts on the first day it reports the security and - // the dictionary hands its groups back in whatever order it stored them. Without this - // the same archive would credit the count to an arbitrary one of the days a manager - // appears on, and two runs over the same archive could disagree. + // Filing date order, since a filer counts on the first day it reports the security. foreach (var day in holdings.GroupBy(entry => entry.Key.FilingDate).OrderBy(group => group.Key)) { var resolved = new List<(HoldingKey Key, Holding Holding, SecurityIdentifier Security, string Ticker, int Counted)>(); @@ -1149,13 +1218,18 @@ private void EmitHoldings(Dictionary holdings) continue; } - // The row lands in the ticker's file, and everything that reads that file back, - // the universe and LEAN itself, takes it to be the security the map files say - // owns the ticker on that day. When that is some other security the two would be - // mixed in one file, so the group is dropped instead. - if (TickerOwner(ticker, key.FilingDate) != security.ToString()) + // Whoever reads the ticker's file takes its rows to belong to the security that + // owns the ticker that day; a group of another security is dropped, not mixed in. + var owner = TickerOwner(ticker, key.FilingDate); + if (owner != security.ToString()) { _conflictingTickers++; + _conflictingValue += holding.ReportedValue; + if (_conflictSample.Count < 10) + { + _conflictSample.Add($"{key.Cusip} {key.FilingDate:yyyy-MM-dd} {ticker} is {security}, owner {owner ?? "none"}"); + } + _unresolvedGroups++; _unresolvedValue += holding.ReportedValue; continue; @@ -1184,9 +1258,7 @@ private void EmitHoldings(Dictionary holdings) _resolvedValue += holding.ReportedValue; - // A day that brought nothing but restatements of positions already counted - // changes no total, and a data point identical to the one before it is not a - // release. + // A day of nothing but restatements of counted positions changes no total. var values = admitted.ToValues(newFilers); if (!admitted.ConfidentialOmitted && values.All(value => value == 0m)) { @@ -1207,10 +1279,7 @@ private void EmitHoldings(Dictionary holdings) /// /// Whether an amendment's lines for this security and quarter are added, and whether its - /// filer is new to the count. They are added only when the manager had not reported the - /// security for the quarter yet, which is what a NEW HOLDINGS amendment carries and what a - /// restatement carries for a security its original left out. A restatement of a position - /// already counted is not summed on top of it; see AmendmentSubmissionTypeSuffix. + /// filer is new: only when the manager had not reported the security for the quarter yet. /// internal bool AdmitAmendment(SecurityIdentifier security, DateTime period, int cik, DateTime filingDate, out bool newFiler) @@ -1233,9 +1302,8 @@ internal bool AdmitAmendment(SecurityIdentifier security, DateTime period, int c } /// - /// The security the map files say trades under a ticker on a date, as its identifier string, - /// or null when none does. This is the reading everything downstream applies to a ticker - /// file, so writing and reading agree on whose rows a file holds. + /// The security trading under a ticker on a date per the map files, or null. It is how the + /// universe and LEAN read a ticker file, so writing applies the same test. /// private string TickerOwner(string ticker, DateTime date) { @@ -1255,10 +1323,8 @@ private string TickerOwner(string ticker, DateTime date) } /// - /// Resolves a CUSIP to a security, point in time. The SEC ships the nine character CUSIP - /// including its check digit and LEAN stores the eight character body, so the check digit - /// comes off first. When that misses, the US ISIN is built arithmetically from the same - /// CUSIP and tried in turn, which lifts the measured coverage from 76.1% to 88.9% of value. + /// Resolves a CUSIP to a security, point in time: by CUSIP, then by the US ISIN built from + /// it, then through the N-PORT ticker crosswalk. /// private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate) { @@ -1284,10 +1350,7 @@ private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate return null; } - // Step 1, the identifier the SEC actually gives us. LEAN stores the CUSIP without its - // check digit, so the ninth character has to come off. Verified in a research notebook - // against the real security database: the nine character form resolves 0 of 30 of the - // largest holdings, the eight character form resolves 26. + // Step 1: LEAN stores the CUSIP without its check digit, so the ninth character comes off. var symbol = _symbolResolver.CUSIP(cusip.Substring(0, 8), tradingDate); if (symbol != null) { @@ -1298,9 +1361,7 @@ private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate } else { - // Step 2, the US ISIN built arithmetically from the same CUSIP. It reaches issuers - // whose CUSIP column is blank in the security database, and in the same notebook it - // resolved 28 of those 30 where the CUSIP resolved 26. + // Step 2: the US ISIN reaches issuers whose CUSIP is blank in the security database. symbol = _symbolResolver.ISIN(BuildUnitedStatesIsin(cusip), tradingDate); if (symbol != null && firstSighting) { @@ -1308,14 +1369,11 @@ private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate } } - // Step 3, the ticker the SEC's own N-PORT filings report for this CUSIP, taken back to - // a Symbol through the map files. This is the step that does not need the security - // database at all, and it is the one that reaches Alphabet, every other issuer missing - // from that file, and the CINS foreign issuers the constructed ISIN cannot represent. - // See SEC13FTickerCrosswalk for the measured coverage. + // Step 3: the N-PORT crosswalk needs no security database, and reaches Alphabet and the + // CINS foreign issuers the constructed ISIN cannot represent. if (symbol == null) { - var identifier = ResolveThroughTicker(cusip, tradingDate); + var identifier = ResolveThroughTicker(cusip); if (identifier != null) { if (firstSighting) @@ -1337,22 +1395,10 @@ private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate } /// - /// Brings a reported CUSIP to the nine character form, or returns null when it cannot be - /// read as one. - /// - /// Most rows are already nine characters. A minority are shorter, and the full history has - /// 12,372 of them, arriving for two different reasons that need opposite repairs: - /// - /// "37833100" is Apple's 037833100 with the leading zero eaten, presumably by a - /// spreadsheet that treated the identifier as a number. - /// "46428722" is the iShares Aggregate Bond fund, whose CUSIP is 464287226. Here it is - /// the CHECK DIGIT that is missing, not a leading zero. - /// - /// Padding the second case with a zero would silently invent a different security, so the - /// two are told apart by the check digit itself, which is computable from the body. A short - /// value is read as a truncated leading zero only when the padded result checks out; - /// otherwise it is read as an eight character body and completed with its own check digit. - /// A value holding a character no CUSIP can contain is rejected rather than completed. + /// Brings a reported CUSIP to nine characters, or null when it cannot be one. A short value + /// has lost either its leading zero ("37833100", Apple) or its check digit ("46428722", an + /// iShares fund). Padding the second with a zero would invent another security, so the + /// check digit decides which repair applies. /// internal static string NormalizeCusip(string cusip) { @@ -1406,9 +1452,7 @@ internal static string NormalizeCusip(string cusip) value = character switch { '*' => 36, '@' => 37, '#' => 38, _ => -1 }; if (value < 0) { - // Not a character a CUSIP can hold. There is no check digit to compute and - // no sentinel value that could not be mistaken for one, so the answer is - // that there is no answer. + // Not a character a CUSIP can hold, so there is no check digit. return null; } } @@ -1425,28 +1469,36 @@ internal static string NormalizeCusip(string cusip) } /// - /// Resolves a CUSIP through the N-PORT ticker crosswalk and the map files. - /// - /// The map file has to be checked before the identifier is built. - /// - /// falls back to the ticker it was handed and the default date when no map file exists, so - /// it never returns null and an unknown ticker would otherwise become a plausible looking - /// Symbol with no data behind it. + /// Resolves a CUSIP through the N-PORT ticker crosswalk. The ticker is resolved on the day + /// the funds reported it, since a ticker names a security only on a date: at a 2021 filing + /// META named a Roundhill ETF, not Facebook. The map file is checked first because + /// GenerateEquity never returns null for an unknown ticker. /// - private SecurityIdentifier ResolveThroughTicker(string cusip, DateTime tradingDate) + internal SecurityIdentifier ResolveThroughTicker(string cusip) { - if (!TickerCrosswalk.TryGetValue(cusip, out var ticker)) + if (!TickerCrosswalk.TryGetValue(cusip, out var entry)) { return null; } - var mapFile = _mapFileProvider - .Get(new AuxiliaryDataKey(Market.USA, SecurityType.Equity)) - .ResolveMapFile(ticker, tradingDate); + if (!_crosswalkSecurities.TryGetValue(cusip, out var security)) + { + var mapFile = _mapFileProvider + .Get(new AuxiliaryDataKey(Market.USA, SecurityType.Equity)) + .ResolveMapFile(entry.Ticker, entry.Observed); + + // The map file has to carry the ticker on that very date. Barrick reached the + // crosswalk as ABX, its Toronto ticker, when ABX named no US security, and the + // resolver still returned the company that took ABX months later. + var tradedUnderIt = mapFile.Any() && string.Equals( + mapFile.GetMappedSymbol(entry.Observed, null), entry.Ticker, StringComparison.OrdinalIgnoreCase); + + _crosswalkSecurities[cusip] = security = tradedUnderIt + ? SecurityIdentifier.GenerateEquity(mapFile.FirstDate, mapFile.FirstTicker, Market.USA) + : null; + } - return mapFile.Any() - ? SecurityIdentifier.GenerateEquity(mapFile.FirstDate, mapFile.FirstTicker, Market.USA) - : null; + return security; } /// @@ -1506,19 +1558,21 @@ private static char ComputeIsinCheckDigit(string body) } /// - /// The ticker a security traded under on a date, or null when its map file does not cover the - /// date. The map file is held per security, so a rename splits the rows across the files the - /// reader will look for, one per ticker. - /// - /// There is deliberately no fallback to the last known ticker. The map file ends at the - /// delisting and managers keep reporting a dead CUSIP for years, so the fallback wrote those - /// filings under a ticker that could belong to another company by then: DirecTV, delisted in - /// 2015, sat in the May 2026 universe, and gold.csv mixed the holders of two companies. A row - /// dated after the delisting is one LEAN would never read anyway. + /// The ticker a security traded under on a date, or null when its map file does not cover + /// it. No fallback to the last ticker: managers report dead CUSIPs for years, and by then the + /// ticker can belong to another company. /// internal string ResolveTicker(SecurityIdentifier security, DateTime tradingDate) { - var ticker = MapFileOf(security)?.GetMappedSymbol(tradingDate, null); + // Before its first row a map file answers with its first ticker, for a security that + // did not trade yet. + var mapFile = MapFileOf(security); + if (mapFile == null || tradingDate < mapFile.FirstDate) + { + return null; + } + + var ticker = mapFile.GetMappedSymbol(tradingDate, null); return string.IsNullOrEmpty(ticker) ? null : ticker; } @@ -1569,9 +1623,8 @@ private static HoldingsRow Add(HoldingsRow left, HoldingsRow right) } /// - /// Appends the archive's increments to the staging file of their security. They are appended - /// rather than merged here because merging on every archive would re-read and re-sort the - /// whole dataset fifty-three times; the merge happens once, in the finalize pass. + /// Appends the archive's increments to the staging file of their security; the merge happens + /// once, in the finalize pass. /// private void FlushPendingRows() { @@ -1598,17 +1651,9 @@ private string StagingPath(string security) /// /// Turns the staged increments into the running total per quarter and writes the ticker - /// files, which is what the dataset publishes. - /// - /// The total is kept per security, not per file: a quarter still filing when a company is - /// renamed carries on in the new ticker's file from where the old one stopped. An - /// incremental run folds in the published history of every security it touched, from every - /// ticker the security ever traded under, and a ticker file it rewrites keeps the rows of - /// any other security that held the ticker at another time. - /// - /// The merge key is (period, release), so a restatement filed later ADDS a row instead of - /// overwriting the one that was public at the time. Rows are deterministic, so re-running - /// the same day only re-derives lines the set already holds. + /// files. The total is kept per security, so a quarter still filing at a rename carries on in + /// the new ticker's file. An incremental run folds in the security's published rows from + /// every ticker it traded under, and keeps the rows of other securities in a shared file. /// private void FinalizeSecurityFiles() { @@ -1656,18 +1701,14 @@ private void FinalizeSecurityFiles() rows.AddRange(others); } - // Time order, which is not the order Accumulate() hands rows back in: LEAN's - // SubscriptionDataReader drops a point whose timestamp moves backwards, and it does - // so silently, so a file sorted any other way loses rows with nothing in the log to - // show for it. Ties keep the older quarter first, the order the filings arrived in. + // Time order: LEAN's SubscriptionDataReader silently drops a point whose timestamp + // moves backwards. Ties keep the older quarter first. File.WriteAllLines( Path.Combine(_destinationDirectory, $"{ticker}.csv"), rows.OrderBy(row => row.Time).ThenBy(row => row.PeriodEnd).Select(FormatRow)); } - // What was read off the shelf is stated, not assumed. A merge against an empty history - // does not fail, it silently becomes a rebuild from scratch, and the file still comes - // out the right shape, so the row count is the only thing that tells the two apart. + // The shelf row count is what tells a merge from a silent rebuild, so it is logged. Log.Trace($"SEC13FDownloader.FinalizeSecurityFiles(): {_stagedSecurities.Count} securities merged into " + $"{files.Length} ticker files, {shelfRows} of their rows read from {_processedDataDirectory}, " + $"{keptRows} rows of other securities kept unchanged"); @@ -1747,38 +1788,16 @@ private List OtherSecuritiesRows(string ticker) } /// - /// Rebuilds the universe files from the per-security files, which by now hold the finalized - /// running totals, then forward-fills the result across business days. Reading the published - /// series back rather than emitting universe rows alongside it is what keeps the two views of - /// the dataset from drifting apart, and it is how the FINRA processor builds its universe. - /// - /// The forward-fill is not cosmetic. A universe file has to answer "what is the state of - /// the whole cross-section on this date", not "who filed today": a quiet filing day would - /// otherwise leave a universe of three names and any ranking built on it would be - /// meaningless. This is what FINRA does for short interest. - /// - /// The carry-forward rule is NOT the FINRA one. FINRA keeps the newest release per - /// security, which is safe when reports arrive on schedule. 13F amendments arrive years - /// late (the measured worst case is 6,596 days), so newest-release-wins would let a 2018 - /// amendment landing in 2026 overwrite the 2026 state with stale figures. A row therefore - /// only replaces the one held when its PeriodEnd is greater than or equal to the held - /// PeriodEnd: equal supersedes, because that is a restatement of the same quarter, and - /// older is ignored for carry-forward purposes even though it is the more recent release. - /// The row still exists in its own release-date file, so nothing is lost. - /// - /// Nor is anything carried forever. A quarter leaves once it is older than - /// OldestLivePeriod, and a security leaves after the delisting date of its map file: - /// without that, a security nobody reports any more sat in every file with its last - /// quarter, back to 2013 for some of them. + /// Rebuilds the universe from the per-security files and forward-fills it across business + /// days, so each file is the whole cross-section on its date rather than who filed that day. + /// A row only replaces one of an equal or older quarter, since amendments arrive years late + /// and must not overwrite newer figures. A quarter leaves once it is older than + /// OldestLivePeriod, and a security after its delisting date. /// internal void BuildUniverseFiles() { - // Release date -> the rows that became public that day. An incremental run reads the - // published history as well, or it would forward-fill a single window and drop every - // security that has not filed since. This run's copy comes first and wins: for a - // ticker it touched, that file already carries the published history folded in, and - // the published copy is the stale half of the pair. A full run rebuilds every file, so - // whatever the shelf holds is the history being replaced and is not read. + // Release date to the rows public that day. An incremental run also reads the published + // files, this run's copy of a ticker winning; a full run replaces them and reads only its own. var events = new SortedDictionary>(); var securities = new HashSet(StringComparer.OrdinalIgnoreCase); var unmapped = 0; @@ -1797,16 +1816,7 @@ internal void BuildUniverseFiles() foreach (var file in Directory.EnumerateFiles(directory, "*.csv")) { - // The crosswalk keeps its cache in the published folder so a rerun does not - // re-download gigabytes of N-PORT. It sits next to the security files without - // being one. - var name = Path.GetFileName(file); - if (name.Equals(SEC13FTickerCrosswalk.CacheFileName, StringComparison.OrdinalIgnoreCase)) - { - continue; - } - - var ticker = Path.GetFileNameWithoutExtension(name).ToUpperInvariant(); + var ticker = Path.GetFileNameWithoutExtension(file).ToUpperInvariant(); if (!securities.Add(ticker)) { continue; @@ -1831,16 +1841,8 @@ internal void BuildUniverseFiles() var releaseDate = DateTime .ParseExact(csv[0], ReleaseFormat, CultureInfo.InvariantCulture).Date; - // Point in time, on the release date, so a security that was renamed later - // still gets the identifier it had when the filing became public. - // - // The map file is checked first, exactly as ResolveThroughTicker does. - // SecurityIdentifier.GenerateEquity never returns null: with no map file it - // falls back to the ticker it was handed and the default date, so an unknown - // ticker becomes a plausible looking Symbol with no data behind it. The - // published folder is walked here too, and it holds securities this run never - // resolved, so the guard cannot be skipped on the grounds that EmitHoldings - // already applied one. + // The owner of the ticker on the release date. The map file is checked first + // because GenerateEquity never returns null for an unknown ticker. var mapFile = _mapFileProvider .Get(new AuxiliaryDataKey(Market.USA, SecurityType.Equity)) .ResolveMapFile(ticker, releaseDate); @@ -1858,10 +1860,7 @@ internal void BuildUniverseFiles() events[releaseDate] = rows = new List(); } - // Everything from PeriodEnd on is carried across unchanged, so the universe - // row and the per-security row cannot report different numbers. The three - // fields the forward-fill reads are kept alongside the line, so the row is - // split once here rather than again on every comparison downstream. + // The per-security row is carried unchanged, so the two views cannot disagree. rows.Add(new UniverseRow( security.ToString(), periodEnd, @@ -1887,23 +1886,10 @@ internal void BuildUniverseFiles() var universeDirectory = Path.Combine(_destinationDirectory, "universe"); Directory.CreateDirectory(universeDirectory); - // Keyed by SecurityIdentifier, not by ticker: the SID is the stable identity across a - // rename, and the row already carries the ticker the security traded under on its own - // release date. - // - // Two quarters are carried per security, not one, and this is the important part. A - // quarter fills in over roughly fifty days, so on the second of January a security has - // a brand new quarter with five managers in it and a finished one with two thousand. - // Publishing only the newest would throw the finished quarter away and leave six weeks - // of every year where the cross-section ranks by who filed earliest rather than by how - // broadly a name is held. Publishing only the finished one would hide the fresh data. - // - // ExtractAlphaTrueBeats has the same problem with analyst estimates for a fiscal period - // that has not reported yet, and its answer is not to choose: it ships every live period - // as its own point, each carrying its own FiscalPeriod and its own AnalystEstimatesCount, - // and lets the algorithm decide. Holders is our estimate count, so the same applies. The - // older quarter is dropped once the newer one overtakes it in Holders, which is the - // point where it stops adding anything, so the doubling only lasts through the handover. + // Keyed by SecurityIdentifier, the identity that survives a rename. Two quarters are + // carried per security: a new quarter fills in over about fifty days, so publishing only + // it would rank names by who filed first, and publishing only the finished one would + // hide the fresh data. The older leaves once the newer overtakes it in Holders. var current = new Dictionary>(StringComparer.Ordinal); var written = 0; var superseded = 0; @@ -1922,9 +1908,7 @@ internal void BuildUniverseFiles() { current.TryGetValue(row.SecurityIdentifier, out var periods); - // An amendment for a quarter already retired, or already past its shelf - // life, is not resurrected: it would put a stale cross-section back into the - // current file. + // A late row for a retired or expired quarter is not resurrected. if (row.PeriodEnd < oldestLive || periods?.Count > 0 && row.PeriodEnd < periods.Keys[0]) { ignoredAsStale++; @@ -1973,8 +1957,7 @@ internal void BuildUniverseFiles() continue; } - // Ordered by the keys the two containers already hold, security then quarter, rather - // than by comparing whole lines to recover an order that is known. + // Security, then quarter. var rows = current .OrderBy(security => security.Key, StringComparer.Ordinal) .SelectMany(security => security.Value.Values.Select(row => row.Line)) @@ -1995,9 +1978,7 @@ internal void BuildUniverseFiles() } /// - /// Keeps the newest quarter, and the one before it only while it still holds more managers - /// than the newest does. Anything older than that is dropped: once a quarter has been - /// overtaken in breadth it adds nothing a consumer would choose. + /// Keeps the newest quarter, and the one before it only while it still holds more managers. /// private static void RetireOvertakenQuarters(SortedList periods) { @@ -2017,10 +1998,8 @@ private static void RetireOvertakenQuarters(SortedList pe } /// - /// The oldest quarter still live on a day. Managers have 45 days after a quarter end to - /// report it, so until the newest finished quarter's deadline passes the one before it is - /// still the complete cross-section, and after that it is stale for everyone who files on - /// time. + /// The oldest quarter still live on a day: the one before the newest finished quarter stays + /// live until that quarter's 45 day filing deadline passes. /// internal static DateTime OldestLivePeriod(DateTime day) { @@ -2034,11 +2013,7 @@ private static DateTime QuarterEndBefore(DateTime day) return new DateTime(day.Year, (day.Month - 1) / 3 * 3 + 1, 1).AddDays(-1); } - /// - /// One universe row on its way to a file: the line itself, plus the security, the reported - /// quarter, the Holders count and the delisting date the forward-fill and the retirement - /// rule read. They are carried rather than re-parsed, so the source row is split once. - /// + /// One universe line, with the fields the forward-fill reads kept alongside it. private readonly record struct UniverseRow( string SecurityIdentifier, DateTime PeriodEnd, decimal Holders, DateTime DelistingDate, string Line); @@ -2053,14 +2028,9 @@ internal sealed class HoldingsRow /// /// Folds a security's published rows and this run's increments into the running total per - /// quarter, each row tagged with the ticker file it lands in, in time order. - /// - /// The published rows are cumulative, so they are differenced back to the increments they - /// were built from before the merge: an increment is the unit that can be unioned, while two - /// running totals covering different sets of filings cannot be combined at all. Everything - /// is decimal, so the difference is the exact inverse of the sum and a run that reads no new - /// filing reproduces the rows it read value for value. The rows of every ticker the security - /// traded under are differenced together, which is what carries a quarter across a rename. + /// quarter, each row tagged with its ticker file, in time order. The published rows are + /// differenced back to increments first, which is exact in decimal, and across every ticker + /// the security traded under, which is what carries a quarter across a rename. /// internal static List<(string Ticker, HoldingsRow Row)> MergeSecurity( IEnumerable<(string Ticker, HoldingsRow Row)> published, @@ -2141,10 +2111,8 @@ internal static IEnumerable Difference(IEnumerable row } /// - /// Running-sums the increments within each quarter, which is the published shape: every row - /// states what had been reported for its quarter as of its own release date. The managers of - /// one quarter file across roughly fifty days, so the increment alone answers a question - /// nobody asks. + /// Running-sums the increments within each quarter: every published row states what had been + /// reported for its quarter as of its own release date. /// internal static List Accumulate(IEnumerable increments) { @@ -2215,10 +2183,7 @@ private static string FormatRow(HoldingsRow row) return line.Append(',').Append(row.ConfidentialOmitted ? '1' : '0').ToString(); } - /// - /// Reports how much of the dataset made it through identity resolution. The unresolved side - /// is the foreign issuers and everything LEAN carries no definition for. - /// + /// Reports how much of the dataset made it through identity resolution. private void LogResolutionSummary() { var totalValue = _resolvedValue + _unresolvedValue; @@ -2232,7 +2197,8 @@ private void LogResolutionSummary() $"{_resolvedByIsin} by constructed ISIN, {_resolvedByTicker} by the N-PORT ticker crosswalk, " + $"{_unresolvedCusips.Count} unresolved, {_malformedCusips} malformed"); Log.Trace($"SEC13FDownloader.LogResolutionSummary(): {_unresolvedGroups} groups dropped, " + - $"{_conflictingTickers} of them because the ticker belonged to another security that day, " + + $"{_conflictingTickers} of them, {(totalValue == 0m ? 0m : 100m * _conflictingValue / totalValue).ToStringInvariant("F2")}% " + + "of reported value, because the ticker belonged to another security that day, " + $"{coverage.ToStringInvariant("F1")}% of reported value covered, " + $"{_unchangedGroups} resolved groups added nothing new and wrote no row"); @@ -2241,69 +2207,18 @@ private void LogResolutionSummary() Log.Trace($"SEC13FDownloader.LogResolutionSummary(): unresolved sample: " + $"{string.Join(", ", _unresolvedCusips.Take(25))}"); } - } - - /// - /// Streams one tab separated table out of the archive, yielding the header's column index map - /// alongside each row's fields. A missing table or a missing required column throws: either - /// means the upstream layout moved, and a run that carried on would publish a dataset with - /// silently empty columns. - /// - private static IEnumerable<(Dictionary columns, string[] fields)> ReadTable( - ZipArchive zip, Archive archive, string table, params string[] required) - { - var entry = zip.Entries.FirstOrDefault(x => - string.Equals(Path.GetFileName(x.FullName), table, StringComparison.OrdinalIgnoreCase)); - if (entry == null) - { - throw new FileNotFoundException( - $"SEC13FDownloader.ReadTable(): {archive.Name} carries no {table}. Entries: " + - $"{string.Join(", ", zip.Entries.Select(x => x.FullName))}"); - } - - using var stream = entry.Open(); - using var reader = new StreamReader(stream); - - var header = reader.ReadLine(); - if (header == null) - { - throw new InvalidDataException($"SEC13FDownloader.ReadTable(): {archive.Name} {table} is empty"); - } - - var columns = new Dictionary(StringComparer.OrdinalIgnoreCase); - var names = header.Split('\t'); - for (var i = 0; i < names.Length; i++) - { - columns[names[i].Trim()] = i; - } - var missing = required.Where(x => !columns.ContainsKey(x)).ToList(); - if (missing.Count > 0) + if (_conflictSample.Count > 0) { - throw new InvalidDataException( - $"SEC13FDownloader.ReadTable(): {archive.Name} {table} is missing {string.Join(", ", missing)}. " + - $"Header: {header}"); + Log.Trace($"SEC13FDownloader.LogResolutionSummary(): ticker conflict sample: {string.Join("; ", _conflictSample)}"); } + } - var maximum = required.Max(x => columns[x]); - string line; - while ((line = reader.ReadLine()) != null) - { - if (line.Length == 0) - { - continue; - } - - var fields = line.Split('\t'); - if (fields.Length <= maximum) - { - throw new InvalidDataException( - $"SEC13FDownloader.ReadTable(): {archive.Name} {table} row holds {fields.Length} fields, " + - $"fewer than the {maximum + 1} the required columns need: {line}"); - } - - yield return (columns, fields); - } + /// One table of an archive, where a short row means the layout moved and throws. + private static IEnumerable<(Dictionary Columns, string[] Fields)> ReadTable( + ZipArchive zip, Archive archive, string table, params string[] required) + { + return SEC13FFiles.ReadTable(zip, archive.Name, table, skipShortRows: false, required); } /// @@ -2357,44 +2272,54 @@ private static string FormatValue(decimal value) } /// - /// True when the ticker is a safe file name. Skips warrants, units and preferreds whose - /// tickers carry path separators or other invalid characters. + /// True when the ticker can name a file LEAN will ask for. Skips path separators and invalid + /// file name characters, and the space and '|' a Symbol cannot hold: the map files carry + /// "ua.c " for Under Armour's class C, and its file could never be read. /// - private static bool IsFileNameSafe(string ticker) + internal static bool IsFileNameSafe(string ticker) { return ticker.IndexOf('/') < 0 && ticker.IndexOf('\\') < 0 + && ticker.IndexOf('|') < 0 + && !ticker.Any(char.IsWhiteSpace) && ticker.IndexOfAny(Path.GetInvalidFileNameChars()) < 0; } /// GETs a URL as text, with retry and backoff. private string GetWithRetry(string url) { - for (var attempt = 1; attempt <= MaxRetries; attempt++) + return WithRetry(url, () => + { + using var response = _client.GetAsync(url).GetAwaiter().GetResult(); + response.EnsureSuccessStatusCode(); + return response.Content.ReadAsStringAsync().GetAwaiter().GetResult(); + }); + } + + /// + /// Sends a request through the rate gate, retrying with a growing backoff whatever + /// IsWorthRetrying accepts. The last failure is the one that surfaces. + /// + private T WithRetry(string url, Func request) + { + for (var attempt = 1; ; attempt++) { try { _rateGate.WaitToProceed(); - using var response = _client.GetAsync(url).GetAwaiter().GetResult(); - response.EnsureSuccessStatusCode(); - return response.Content.ReadAsStringAsync().GetAwaiter().GetResult(); + return request(); } catch (Exception err) when (attempt < MaxRetries && IsWorthRetrying(err)) { - Log.Trace($"SEC13FDownloader.GetWithRetry(): {url} retry {attempt}/{MaxRetries} after: {err.Message}"); + Log.Trace($"SEC13FDownloader.WithRetry(): {url} retry {attempt}/{MaxRetries} after: {err.Message}"); Thread.Sleep(TimeSpan.FromSeconds(2 * attempt)); } } - - throw new HttpRequestException($"SEC13FDownloader.GetWithRetry(): {url} failed after {MaxRetries} attempts"); } /// - /// True when a failed request is worth asking again. The SEC answers 403 to a request whose - /// User-Agent it does not like and 404 to an archive it has not published, and neither - /// changes on the fourth attempt: retrying them only spends twenty seconds of backoff before - /// reporting the same failure. Anything without a status is a transport error, which is - /// exactly what backoff is for. + /// True when a failed request is worth asking again: transport errors, server errors and + /// throttling. A 403 or a 404 from the SEC does not change on a retry. /// private static bool IsWorthRetrying(Exception error) { diff --git a/DataProcessing/SEC13FFiles.cs b/DataProcessing/SEC13FFiles.cs new file mode 100644 index 0000000..fe0af1a --- /dev/null +++ b/DataProcessing/SEC13FFiles.cs @@ -0,0 +1,108 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.IO; +using System.IO.Compression; +using System.Linq; + +namespace QuantConnect.DataProcessing +{ + /// File helpers shared by the 13F downloader and the N-PORT crosswalk. + internal static class SEC13FFiles + { + /// + /// Streams one tab separated table out of an SEC archive, yielding the header's column index + /// map with each row. A missing table or required column throws, since either means the + /// layout moved; so does a row too short for the required columns, unless + /// asks for it to be skipped. + /// + public static IEnumerable<(Dictionary Columns, string[] Fields)> ReadTable( + ZipArchive zip, string source, string table, bool skipShortRows, params string[] required) + { + var entry = zip.Entries.FirstOrDefault(x => + string.Equals(Path.GetFileName(x.FullName), table, StringComparison.OrdinalIgnoreCase)); + if (entry == null) + { + throw new FileNotFoundException( + $"SEC13FFiles.ReadTable(): {source} carries no {table}. Entries: " + + $"{string.Join(", ", zip.Entries.Select(x => x.FullName))}"); + } + + using var reader = new StreamReader(entry.Open()); + + var header = reader.ReadLine(); + if (header == null) + { + throw new InvalidDataException($"SEC13FFiles.ReadTable(): {source} {table} is empty"); + } + + var columns = new Dictionary(StringComparer.OrdinalIgnoreCase); + var names = header.Split('\t'); + for (var i = 0; i < names.Length; i++) + { + columns[names[i].Trim()] = i; + } + + var missing = required.Where(x => !columns.ContainsKey(x)).ToList(); + if (missing.Count > 0) + { + throw new InvalidDataException( + $"SEC13FFiles.ReadTable(): {source} {table} is missing {string.Join(", ", missing)}. Header: {header}"); + } + + var maximum = required.Max(x => columns[x]); + string line; + while ((line = reader.ReadLine()) != null) + { + if (line.Length == 0) + { + continue; + } + + var fields = line.Split('\t'); + if (fields.Length <= maximum) + { + if (skipShortRows) + { + continue; + } + + throw new InvalidDataException( + $"SEC13FFiles.ReadTable(): {source} {table} row holds {fields.Length} fields, " + + $"fewer than the {maximum + 1} the required columns need: {line}"); + } + + yield return (columns, fields); + } + } + + /// + /// Writes a file through a temporary sibling that is moved into place at the end, so an + /// interrupted run never leaves a half written file for the next one to read. + /// + public static void WriteThenMove(string path, Action write) + { + var temporaryPath = path + ".tmp"; + using (var stream = File.Create(temporaryPath)) + { + write(stream); + } + + File.Move(temporaryPath, path, overwrite: true); + } + } +} diff --git a/DataProcessing/SEC13FTickerCrosswalk.cs b/DataProcessing/SEC13FTickerCrosswalk.cs index 9cadda2..f4946b8 100644 --- a/DataProcessing/SEC13FTickerCrosswalk.cs +++ b/DataProcessing/SEC13FTickerCrosswalk.cs @@ -19,7 +19,6 @@ using System.IO; using System.IO.Compression; using System.Linq; -using System.Net.Http; using System.Text.RegularExpressions; using QuantConnect.Logging; @@ -29,33 +28,20 @@ namespace QuantConnect.DataProcessing /// CUSIP to ticker crosswalk built from the SEC Form N-PORT data sets, used as the last step of /// the 13F identity chain. /// - /// Why it exists. A 13F reports a CUSIP and nothing else, and the first two steps of the chain - /// resolve a CUSIP through LEAN's security database, which does not carry every issuer: it is - /// missing names as large as Alphabet, and for foreign issuers filing under a CINS the - /// arithmetic US ISIN is wrong by construction. N-PORT is the SEC's own fund holdings data set - /// and it publishes, for the same securities, both the CUSIP and the ticker the fund reported. - /// Joining the two tables therefore yields a CUSIP to ticker map made entirely out of filings, - /// and a ticker resolves to a LEAN Symbol through the map files, which ship with the engine. + /// A 13F reports a CUSIP and nothing else, and LEAN's security database does not carry every + /// issuer: it misses names as large as Alphabet, and for foreign issuers filing under a CINS the + /// arithmetic US ISIN is wrong by construction. N-PORT publishes, for the same securities, both + /// the CUSIP and the ticker the fund reported, so joining its tables yields a CUSIP to ticker + /// map made entirely out of filings. On the March to May 2026 13F window it covers 98.1 percent + /// of reported value, against 88.9 percent for the security database steps on their own. /// - /// Measured on the 2026 Q1 data set against the March to May 2026 13F window: + /// The ticker is free text written by fund administrators ("GOOGL", "GOOGL US", "goog"), so it + /// is normalised and voted on across every fund that reported the security. Each entry keeps the + /// day its data set begins, because a ticker only names a security on a date: META named a + /// Roundhill ETF from June 2021 to January 2022, before Facebook took it. /// - /// 24,790 CUSIPs in the window, 74.68 trillion dollars of reported value - /// 7,775 carry a ticker here, covering 98.1 percent of that value - /// 911 of those are CINS foreign issuers, 4.2 percent of value, which the - /// constructed ISIN cannot reach at all - /// 7,416 of the 7,775, or 95.4 percent, have every fund reporting the same ticker - /// - /// against 88.9 percent of value for the CUSIP and constructed-ISIN steps on their own. - /// - /// Two properties of the raw field matter. It is free text written by fund administrators, so - /// it arrives as "GOOGL", "GOOGL US" and "goog" for the same security and has to be normalised - /// and voted on rather than trusted row by row. And it is populated on only 6.9 percent of the - /// identifier rows, so a naive one-row-per-CUSIP sample badly understates the coverage: the - /// vote has to run across every fund that reported the security. - /// - /// The limit worth knowing. N-PORT begins in late 2019 while the 13F history begins in 2013 Q2, - /// so a security that stopped trading before N-PORT existed will never appear here and still - /// depends on the security database. + /// N-PORT begins in late 2019, so a security that stopped trading before then never appears + /// here and still depends on the security database. /// public static class SEC13FTickerCrosswalk { @@ -65,8 +51,14 @@ public static class SEC13FTickerCrosswalk private const string HoldingTable = "FUND_REPORTED_HOLDING.tsv"; private const string IdentifierTable = "IDENTIFIERS.tsv"; - /// The file the built map is cached in, so a rerun does not re-download gigabytes. - public const string CacheFileName = "nport-cusip-tickers.csv"; + /// + /// The file the built map is cached in, so the next run does not re-download gigabytes. Not + /// a .csv, so nothing that walks the security files mistakes it for one. + /// + public const string CacheFileName = "nport-crosswalk.txt"; + + /// The ticker the funds reported for a CUSIP, and the first day of the data set it came from. + public readonly record struct Entry(string Ticker, DateTime Observed); /// /// Tickers arrive with a venue suffix in the Bloomberg style ("GOOGL US"), in lower case, @@ -77,17 +69,20 @@ public static class SEC13FTickerCrosswalk private static readonly Regex TickerShape = new(@"^[A-Z.\-]{1,8}$", RegexOptions.Compiled); /// - /// Loads the crosswalk, building it from the newest N-PORT data - /// sets when the cache does not already cover them. Returns CUSIP (9 characters, as the SEC - /// writes it) to ticker. + /// Loads the crosswalk cached in , building it from the + /// newest N-PORT data sets when the cache does not cover them and + /// writing the result to . says + /// whether a data set is published and puts one on disk, both + /// through the caller's rate limit and retries. /// - public static Dictionary Load(HttpClient client, string cacheDirectory, int quarters) + public static Dictionary Load(string readDirectory, string writeDirectory, int quarters, + Func exists, Func download) { - var cachePath = Path.Combine(cacheDirectory, CacheFileName); - var cached = ReadCache(cachePath, out var cachedQuarters); + var cached = ReadCache(Path.Combine(readDirectory, CacheFileName), out var cachedQuarters); - var available = FindAvailableQuarters(client, quarters); - var missing = available.Where(quarter => !cachedQuarters.Contains(QuarterKey(quarter))).ToList(); + var missing = FindAvailableQuarters(quarters, exists) + .Where(quarter => !cachedQuarters.Contains(QuarterKey(quarter))) + .ToList(); if (missing.Count == 0) { @@ -95,26 +90,48 @@ public static Dictionary Load(HttpClient client, string cacheDir return cached; } + var downloads = new List(); foreach (var (year, quarter) in missing) { - foreach (var (cusip, ticker) in BuildFromQuarter(client, year, quarter)) - { - // Newer quarters win, so a security that changed ticker keeps the recent one. - // The map files then take that ticker back to the right Symbol for an old date. - cached[cusip] = ticker; - } + var path = download(Url(year, quarter), $"{QuarterKey((year, quarter))}_nport.zip"); + downloads.Add(path); + Fold(cached, QuarterStart(year, quarter), BuildFromQuarter(path, year, quarter)); cachedQuarters.Add(QuarterKey((year, quarter))); } - WriteCache(cachePath, cached, cachedQuarters); + WriteCache(Path.Combine(writeDirectory, CacheFileName), cached, cachedQuarters); + + // The derived map is what is kept; each archive is several hundred megabytes. + foreach (var path in downloads) + { + File.Delete(path); + } + Log.Trace($"SEC13FTickerCrosswalk.Load(): {cached.Count} CUSIPs after folding in " + $"{string.Join(", ", missing.Select(QuarterKey))}"); return cached; } + /// + /// Folds one data set's tickers into the map. The newest observation of a CUSIP wins whatever + /// order the data sets arrive in: a first build walks back from today, while a refresh adds + /// one newer quarter on top of the cache. + /// + internal static void Fold(Dictionary map, DateTime observed, + IEnumerable> tickers) + { + foreach (var (cusip, ticker) in tickers) + { + if (!map.TryGetValue(cusip, out var held) || held.Observed <= observed) + { + map[cusip] = new Entry(ticker, observed); + } + } + } + /// Walks back from the current quarter until it has found the requested number of data sets. - private static List<(int Year, int Quarter)> FindAvailableQuarters(HttpClient client, int quarters) + private static List<(int Year, int Quarter)> FindAvailableQuarters(int quarters, Func exists) { var found = new List<(int, int)>(); var probe = DateTime.UtcNow; @@ -125,10 +142,7 @@ public static Dictionary Load(HttpClient client, string cacheDir { var year = probe.Year; var quarter = (probe.Month - 1) / 3 + 1; - - using var request = new HttpRequestMessage(HttpMethod.Head, Url(year, quarter)); - using var response = client.Send(request); - if (response.IsSuccessStatusCode) + if (exists(Url(year, quarter))) { found.Add((year, quarter)); } @@ -137,7 +151,7 @@ public static Dictionary Load(HttpClient client, string cacheDir if (found.Count == 0) { throw new InvalidOperationException( - "SEC13FTickerCrosswalk.FindAvailableQuarters(): no N-PORT data set responded"); + "SEC13FTickerCrosswalk.FindAvailableQuarters(): no N-PORT data set is published"); } return found; @@ -145,21 +159,13 @@ public static Dictionary Load(HttpClient client, string cacheDir /// /// Builds the map for one quarter. Two passes over the archive, because the tables join on - /// HOLDING_ID and neither is sorted: the first collects the identifier rows that actually - /// carry a ticker, which is only 6.9 percent of them and therefore small enough to hold, - /// and the second votes those tickers onto the CUSIP each holding belongs to. + /// HOLDING_ID and neither is sorted: the first collects the identifier rows that carry a + /// ticker, only 6.9 percent of them, and the second votes those tickers onto the CUSIP each + /// holding belongs to. /// - private static IEnumerable> BuildFromQuarter(HttpClient client, int year, int quarter) + private static IEnumerable> BuildFromQuarter(string path, int year, int quarter) { - var url = Url(year, quarter); - Log.Trace($"SEC13FTickerCrosswalk.BuildFromQuarter(): downloading {url}"); - - using var stream = client.GetStreamAsync(url).GetAwaiter().GetResult(); - using var buffer = new MemoryStream(); - stream.CopyTo(buffer); - buffer.Position = 0; - - using var archive = new ZipArchive(buffer, ZipArchiveMode.Read); + using var archive = ZipFile.OpenRead(path); var tickersByHolding = new Dictionary(StringComparer.Ordinal); foreach (var fields in ReadTable(archive, IdentifierTable, "HOLDING_ID", "IDENTIFIER_TICKER")) @@ -201,47 +207,18 @@ private static IEnumerable> BuildFromQuarter(HttpCl return votes.Select(pair => new KeyValuePair( pair.Key, - pair.Value.OrderByDescending(vote => vote.Value).ThenBy(vote => vote.Key, StringComparer.Ordinal).First().Key)); + pair.Value.OrderByDescending(vote => vote.Value).ThenBy(vote => vote.Key, StringComparer.Ordinal).First().Key)) + .ToList(); } - /// Streams the requested columns of one tab separated table out of the archive. + /// + /// The requested columns of one N-PORT table. Short rows are skipped rather than thrown on, + /// so one malformed holding cannot stop the whole build. + /// private static IEnumerable ReadTable(ZipArchive archive, string table, params string[] wanted) { - var entry = archive.Entries.FirstOrDefault( - candidate => candidate.FullName.EndsWith(table, StringComparison.OrdinalIgnoreCase)) - ?? throw new FileNotFoundException($"{table} is missing from the N-PORT archive"); - - using var reader = new StreamReader(entry.Open()); - - var header = reader.ReadLine()?.Split('\t'); - if (header == null) - { - throw new FormatException($"{table} is empty"); - } - - var indexes = wanted.Select(column => - { - var index = Array.IndexOf(header, column); - if (index < 0) - { - throw new FormatException($"{table} has no column {column}"); - } - - return index; - }).ToArray(); - - var widest = indexes.Max(); - string line; - while ((line = reader.ReadLine()) != null) - { - var fields = line.Split('\t'); - if (fields.Length <= widest) - { - continue; - } - - yield return indexes.Select(index => fields[index]).ToArray(); - } + return SEC13FFiles.ReadTable(archive, "N-PORT", table, skipShortRows: true, wanted) + .Select(row => wanted.Select(column => row.Fields[row.Columns[column]]).ToArray()); } /// Cleans one raw ticker, returning null when it is not usable. @@ -257,9 +234,12 @@ private static string Url(int year, int quarter) private static string QuarterKey((int Year, int Quarter) quarter) => $"{quarter.Year}q{quarter.Quarter}"; - private static Dictionary ReadCache(string path, out HashSet quarters) + private static DateTime QuarterStart(int year, int quarter) + => new(year, quarter * 3 - 2, 1); + + private static Dictionary ReadCache(string path, out HashSet quarters) { - var map = new Dictionary(StringComparer.Ordinal); + var map = new Dictionary(StringComparer.Ordinal); quarters = new HashSet(StringComparer.OrdinalIgnoreCase); if (!File.Exists(path)) @@ -277,26 +257,32 @@ private static Dictionary ReadCache(string path, out HashSet map, HashSet quarters) + private static void WriteCache(string path, Dictionary map, HashSet quarters) { Directory.CreateDirectory(Path.GetDirectoryName(path)); var lines = new List { "#" + string.Join(",", quarters.OrderBy(value => value, StringComparer.Ordinal)) }; lines.AddRange(map.OrderBy(pair => pair.Key, StringComparer.Ordinal) - .Select(pair => $"{pair.Key},{pair.Value}")); + .Select(pair => $"{pair.Key},{pair.Value.Ticker},{pair.Value.Observed.ToString(DateFormat.EightCharacter, CultureInfo.InvariantCulture)}")); - var temporaryPath = path + ".tmp"; - File.WriteAllLines(temporaryPath, lines); - File.Move(temporaryPath, path, overwrite: true); + SEC13FFiles.WriteThenMove(path, stream => + { + using var writer = new StreamWriter(stream, leaveOpen: true); + foreach (var line in lines) + { + writer.WriteLine(line); + } + }); } } } diff --git a/DataProcessing/config.json b/DataProcessing/config.json index 7150c8e..cbbd73a 100644 --- a/DataProcessing/config.json +++ b/DataProcessing/config.json @@ -1,6 +1,4 @@ { "temp-output-directory": "/temp-output-directory", - "data-folder": "../../../Data/", - - "dataset-name": "13f" + "data-folder": "../../../Data/" } diff --git a/LIVE-READINESS-REPORT.md b/LIVE-READINESS-REPORT.md deleted file mode 100644 index 88095fb..0000000 --- a/LIVE-READINESS-REPORT.md +++ /dev/null @@ -1,199 +0,0 @@ -# SEC Form 13F Institutional Holdings, live trading readiness - -Dataset: `SEC13FHoldings` and `SEC13FHoldingsUniverse`, written by `SEC13FDownloader` -(`dataset-name` = `13f`) into `alternative/sec/13f/`. - -Every check below was run, not reasoned about. A single FAIL blocks the dataset. - -| # | Check | Result | -|---|---|---| -| 1 | Live daily-update simulation | PASS | -| 2 | Point-in-time integrity | PASS | -| 3 | Live-mode `GetSource` | PASS | -| 4 | Reader fires on fresh data | PASS | -| 5 | Resolution compatibility | PASS | -| 6 | Symbols to files integrity | PASS | -| 7 | CI green | NOT RUN, no push yet | - ---- - -## 1. Live daily-update simulation - -This is what the QuantConnect Data Fleet runs every day, so passing it is what proves the -live update path rather than only the backtest path. - -Ran the processor in incremental mode with `QC_DATAFLEET_DEPLOYMENT_DATE` set, against a -`processed-data-directory` already holding a published history. - -``` -53 archives published, 2013-04-01..2026-05-31 -incremental for 2026-09-08 falls outside every published window, - reading the newest archive 01mar2026-31may2026_form13f.zip instead -9,716 holdings filings, 2,045 notices skipped -``` - -- Read the published history: yes. The finalize pass folds - `processed-data-directory` into the run before writing, which is the single most repeated - finding in past dataset reviews. -- Fetched only the relevant window: yes, one archive rather than 53, and it says in the log - which one it chose and why. -- Merged idempotently: **verified three ways, byte for byte across 6,597 files**, with - `diff -rq` reporting 0 differences. - 1. Clean run, then a rerun with nothing cleared, so the archive pass appended increments - on top of an already finalized file. - 2. The production shape: run 1's output copied into `processed/`, `temp-output` wiped. - This is the only one that exercises the difference-and-re-accumulate path, and it - reproduced run 1 exactly. - 3. A file-level idempotence case inside the unit tests. -- Appended the day's rows: yes, 43 release dates for the 2026 Q1 quarter, one per filing day - in the archive, and the per-day increments were diffed against a direct read of the raw - archive with zero discrepancies. -- Fails loudly when the history is not there: an incremental run whose - `processed-data-directory` is missing, wrong or unmounted now stops before it fetches - anything, rather than republishing thirteen years of history as the three month window it - just read and returning success. `FinalizeSecurityFiles` also states how many rows it read - off the shelf and from where, since the files come out the right shape either way and the - row count is the only thing that tells a merge from a rebuild. - -## 2. Point-in-time integrity - -`EndTime` is not a stored field that could drift out of line with the data. Both accessors are -overridden onto the one timestamp the type has: - -```csharp -public override DateTime EndTime -{ - get { return Time; } - set { Time = value; } -} -``` - -so a point is delivered at the instant it became public and cannot be read earlier than it -existed. There is no publication offset to model, no second timestamp to keep in step, and -no arrangement of the data that could violate the property. Overriding the setter as well as -the getter is what keeps that true when the engine assigns `EndTime`. The quarter the numbers -describe is carried separately in `PeriodEnd`. - -That mattered here. The lag from the reported quarter to publication is the product, and it -is not a constant: measured across 11,761 filings it runs minimum 0 days, p10 16, median 42, -p90 48, maximum 6,596, with 10.4 percent arriving later than the 45 day deadline. It is -typically 45 to 135 days, with late amendments arriving years later, and collapsing the two -stamps would have injected all of it as look-ahead. - -Asserted in `SEC13FHoldingsTests`: `EndTime` equals `Time` on every parsed row, the release -never precedes the quarter it reports, and the integration test re-checks it over every row -of the real processed output. - -## 3. Live-mode `GetSource` - -`GetSource(config, date, isLiveMode: true)` returns the same `SubscriptionDataSource` it -returns in backtest: a `LocalFile` at `alternative/sec/13f/.csv` with -`FileFormat.Csv`, and `alternative/sec/13f/universe/.csv` with -`FileFormat.FoldingCollection` for the universe. The method does not branch on `isLiveMode`, -which is correct for a file-backed dataset and matches `FINRAShortInterest`. - -Not a streaming dataset: 13F is a file product, so there is no `IDataQueueHandler` to wire. - -Both classes do carry `[ProtoContract(SkipConstructor = true)]` and a `[ProtoMember]` on every -stored property, numbered from 10 up because `BaseData` reserves the low numbers. That is not -about streaming: LEAN serializes data points between processes, and a type without the -attributes serializes as nothing at all. It is also not sufficient on its own. LEAN routes a -custom type through the `BaseData` branch of `Extensions.ProtobufSerialize`, and `BaseData` -declares `ProtoInclude` only for Tick, TradeBar, QuoteBar, Dividend and Split, so protobuf-net -answers `Unexpected sub-type` for any data source type, attributed or not. Registration is -LEAN's half of the contract. Ours is asserted by reflection in `SEC13FHoldingsTests`: the -contract is declared, every stored property carries a member number, and the numbers are -unique and start at 10. - -Asserted in both test fixtures, including the `FileFormat` on each. - -## 4. Reader fires on fresh data - -Ran `SEC13FHoldingsAlgorithm` over the shipped `output/` sample, 2020-10-01 to 2020-12-31, and -compared what LEAN delivered against what is on disk. - -Last row of `output/alternative/sec/13f/aapl.csv`: - -``` -20201230 17:30,20200630,3339,2783627775,9904728544000,62440550,61254116,15201000,1721189895,172897459,1 -``` - -Last point delivered to `on_data`: - -``` -2020-12-30 17:30 AAPL Period 2020-06-30 Holders 3339.0 Shares 2783627775.0 -``` - -Same timestamp, same quarter, same figures. The loop closes end to end: processed, merged, -read by LEAN, delivered to the algorithm, and the run placed 1 order. - -**Deliveries reconciled against the files, because they are not one for one.** Over that window -the three files hold 371 rows and `on_data` received 170, which is exactly one per security per -filing date: 58 for AAPL, 56 for GOOGL, 56 for SPY, against 58, 56 and 56 distinct filing dates -on disk. 95 of those dates carry more than one reported quarter, and a `Slice` holds one point -per `Symbol` per timestamp, so the algorithm sees the highest `PeriodEnd` and the other rows are -not reachable from `on_data`. During a handover that survivor is the thin new quarter rather than -the finished one, which is exactly why the universe class carries two quarters explicitly and why -`listing-documentation-13f.md` now says so. `History` returns all 371. This is LEAN's dictionary -semantics, not a defect in the file, but it is not obvious and it was not written down before. - -`SEC13FHoldingsUniverseSelectionAlgorithm` was run over the same window and placed 5 orders. - -GOOGL arriving is worth its own line. Its CUSIP is absent from LEAN's security database, so -it resolves only through the third step of the identity chain, the N-PORT ticker crosswalk. -Seeing it inside `on_data` proves that step works in the engine and not only in the -processor's log. - -## 5. Resolution compatibility - -`DefaultResolution()` is `Daily` and `SupportedResolutions()` is Daily only, on both the -per-security class and the universe class. Valid for live: no `Tick` on a non-bar type, and -Daily is the correct resolution for universe data. - -The underlying cadence is quarterly with releases on most business days, which is modelled as -Daily and sparse. `IsSparseData()` is true on both classes, so missing-file logs are -suppressed rather than filling the live log. - -## 6. Symbols to files integrity - -There is no `Symbols` helper to reflect over: this dataset is keyed by resolved `Symbol` -rather than by a fixed list of series. The equivalent guarantee is that every file the -processor writes is readable by the class that claims it, and that is asserted over the real -output rather than over a sample: - -``` -13f: 13 per-security files, 1087 rows -13f universe: 66 files, 1536 rows -``` - -Every row parses, `Value` mirrors `HoldingValue`, and the rows are in chronological order. -That last assertion exists because `Accumulate` groups by quarter, which is not the order the -file has to ship in, and LEAN's `SubscriptionDataReader` drops a point whose timestamp moves -backwards without logging anything. - -File naming is point-in-time on both sides: the processor resolves the ticker a security -traded under on the filing date through the map files, and the reader asks for -`config.Symbol.Value`, so a renamed company's history splits across files exactly as -`goog.csv` and `googl.csv` do. - -## 7. CI - -Not run. Nothing has been pushed yet. The fork's first pull request will need a maintainer to -press "Approve and run workflows", since fork PRs do not start the workflow on their own. - ---- - -## Known limits, stated rather than hidden - -**Identity resolution is partial by design.** The chain is CUSIP, then the arithmetic US ISIN, -then the N-PORT ticker crosswalk. On the most recent window it reaches 97.9 percent of -reported value. Over the full history it reaches 78.9 percent locally, because the crosswalk -only knows securities that still existed when N-PORT began in late 2019 and the first two -steps need `security-database.csv`, which QuantConnect does not distribute and which is a one -row placeholder outside their environment. Running where that file exists resolves the first -two steps as well and the coverage will be higher than either figure. Phase 0 measured those -two steps alone at 88.9 percent of value in a cloud backtest. - -**Steps 1 and 2 of the chain are unexercised locally** for the same reason. They are covered -by unit tests and were measured in the cloud, but the first production run is where they will -be seen working together. diff --git a/QuantConnect.DataSource.csproj b/QuantConnect.DataSource.csproj index fbb27f7..e5bbc05 100644 --- a/QuantConnect.DataSource.csproj +++ b/QuantConnect.DataSource.csproj @@ -11,7 +11,6 @@ - diff --git a/SEC13FHoldings.cs b/SEC13FHoldings.cs index 1d72ab7..b7e0432 100644 --- a/SEC13FHoldings.cs +++ b/SEC13FHoldings.cs @@ -107,22 +107,15 @@ public class SEC13FHoldings : BaseData [ProtoMember(19)] public bool ConfidentialOmitted { get; set; } - /// - /// The moment the point became public, which is the SEC FILING_DATE at EDGAR's same-day - /// acceptance cutoff. There is no separate publication offset to model: the point IS the - /// publication, and the quarter it describes is PeriodEnd. - /// - // Both accessors, so a caller that assigns EndTime moves the one timestamp this type has - // rather than leaving the inherited setter to write a value the getter then contradicts. - public override DateTime EndTime - { - get { return Time; } - set { Time = value; } - } - /// Name of the dataset's folder under alternative/sec/, which is where its files live. public static string ReportFolder => "13f"; + /// Parses one measure column, where an empty field is an absent reading. + internal static decimal? ParseMeasure(string value) + { + return value.IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + } + /// Creates a new default instance. public SEC13FHoldings() { @@ -133,14 +126,14 @@ public SEC13FHoldings(string[] csv) { Time = DateTime.ParseExact(csv[0], "yyyyMMdd HH:mm", CultureInfo.InvariantCulture); PeriodEnd = DateTime.ParseExact(csv[1], "yyyyMMdd", CultureInfo.InvariantCulture); - Holders = csv[2].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); - Shares = csv[3].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); - HoldingValue = csv[4].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); - CallShares = csv[5].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); - PutShares = csv[6].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); - PrincipalValue = csv[7].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); - VotingSole = csv[8].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); - VotingShared = csv[9].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + Holders = ParseMeasure(csv[2]); + Shares = ParseMeasure(csv[3]); + HoldingValue = ParseMeasure(csv[4]); + CallShares = ParseMeasure(csv[5]); + PutShares = ParseMeasure(csv[6]); + PrincipalValue = ParseMeasure(csv[7]); + VotingSole = ParseMeasure(csv[8]); + VotingShared = ParseMeasure(csv[9]); ConfidentialOmitted = csv[10] == "1"; Value = HoldingValue ?? 0m; } diff --git a/SEC13FHoldingsAlgorithm.cs b/SEC13FHoldingsAlgorithm.cs index 3c49037..0d803fd 100644 --- a/SEC13FHoldingsAlgorithm.cs +++ b/SEC13FHoldingsAlgorithm.cs @@ -13,6 +13,7 @@ * limitations under the License. */ +using System; using System.Linq; using System.Collections.Generic; using QuantConnect.Data; @@ -36,8 +37,9 @@ public class SEC13FHoldingsAlgorithm : QCAlgorithm /// Tradeable equity symbol, keyed by the 13F data symbol subscribed on it. private readonly Dictionary _equityByDataSymbol = new Dictionary(); - /// Latest reported number of institutional holders, keyed by equity symbol. - private readonly Dictionary _holdersByEquity = new Dictionary(); + /// Latest number of institutional holders per reported quarter, keyed by equity symbol. + private readonly Dictionary> _holdersByEquity = + new Dictionary>(); private Symbol _invested; @@ -73,31 +75,27 @@ public override void Initialize() /// Slice object keyed by symbol containing the data public override void OnData(Slice slice) { - var holdings = slice.Get(); - - foreach (var kvp in _equityByDataSymbol) + // One filing date can carry several reported quarters of the same security, and the + // Slice keeps one point per symbol, so slice.Get would hand over only the newest quarter. + // AllData carries every one of them. + foreach (var holding in slice.AllData.OfType()) { - if (!holdings.ContainsKey(kvp.Key)) + if (!_equityByDataSymbol.TryGetValue(holding.Symbol, out var equity) || !holding.Holders.HasValue) { continue; } - var equity = kvp.Value; - var holding = holdings[kvp.Key]; - - // Point-in-time shape: Time and EndTime are both the filing date, and the quarter - // the numbers describe is PeriodEnd. A point therefore arrives typically 45 to 135 - // days after the quarter it reports, with late amendments arriving years later, and - // the algorithm sees it on the day it became public, exactly like a live manager - // would. That lag is the product, not a defect. - // Every value is cumulative for PeriodEnd: it counts every manager that had reported - // the security by this date, not only the ones that filed today. - Log($"{Time:yyyy-MM-dd} {equity.Value} - Period: {holding.PeriodEnd:yyyy-MM-dd}, Filed: {holding.EndTime:yyyy-MM-dd}, Holders: {holding.Holders}, Shares: {holding.Shares}, HoldingValue: {holding.HoldingValue}"); + // Time is the filing date and PeriodEnd the quarter the numbers describe, typically + // 45 to 135 days earlier. Every value is cumulative for PeriodEnd: it counts every + // manager that had reported the security by this date. + Log($"{Time:yyyy-MM-dd} {equity.Value} - Period: {holding.PeriodEnd:yyyy-MM-dd}, Holders: {holding.Holders}, Shares: {holding.Shares}, HoldingValue: {holding.HoldingValue}"); - if (holding.Holders.HasValue) + if (!_holdersByEquity.TryGetValue(equity, out var quarters)) { - _holdersByEquity[equity] = holding.Holders.Value; + _holdersByEquity[equity] = quarters = new SortedDictionary(); } + + quarters[holding.PeriodEnd] = holding.Holders.Value; } if (_holdersByEquity.Count == 0) @@ -105,10 +103,12 @@ public override void OnData(Slice slice) return; } - // Hold the name the largest number of institutions report. Rebalancing only when the - // leader changes keeps the demo down to a handful of orders. + // Hold the name the most institutions report. Breadth is the larger of the two newest + // quarters, so a quarter that is still filling in does not hide the finished one: the + // same rule the universe file applies. Rebalancing only when the leader changes keeps + // the demo down to a handful of orders. var leader = _holdersByEquity - .OrderByDescending(kvp => kvp.Value) + .OrderByDescending(kvp => kvp.Value.Values.Reverse().Take(2).Max()) .ThenBy(kvp => kvp.Key.Value) .First() .Key; diff --git a/SEC13FHoldingsAlgorithm.py b/SEC13FHoldingsAlgorithm.py index ee716b3..c0c8d2e 100644 --- a/SEC13FHoldingsAlgorithm.py +++ b/SEC13FHoldingsAlgorithm.py @@ -37,7 +37,7 @@ def initialize(self) -> None: # Tradeable equity symbol, keyed by the 13F data symbol subscribed on it. self._equity_by_data_symbol = {} - # Latest reported number of institutional holders, keyed by equity symbol. + # Latest number of institutional holders per reported quarter, keyed by equity symbol. self._holders_by_equity = {} self._invested = None @@ -52,32 +52,34 @@ def initialize(self) -> None: self._equity_by_data_symbol[data_symbol] = equity def on_data(self, slice: Slice) -> None: - holdings = slice.get(SEC13FHoldings) - - for data_symbol, equity in self._equity_by_data_symbol.items(): - if data_symbol not in holdings: + # One filing date can carry several reported quarters of the same security, and the Slice + # keeps one point per symbol, so slice.get would hand over only the newest quarter. + # all_data carries every one of them. + for holding in slice.all_data: + if not isinstance(holding, SEC13FHoldings) or holding.holders is None: + continue + equity = self._equity_by_data_symbol.get(holding.symbol) + if equity is None: continue - holding = holdings[data_symbol] - - # Point-in-time shape: time and end_time are both the filing date, and the quarter - # the numbers describe is period_end. A point therefore arrives typically 45 to 135 - # days after the quarter it reports, with late amendments arriving years later, and - # the algorithm sees it on the day it became public, exactly like a live manager - # would. That lag is the product, not a defect. - # Every value is cumulative for period_end: it counts every manager that had reported - # the security by this date, not only the ones that filed today. - self.log(f"{self.time:%Y-%m-%d} {equity.value} - Period: {holding.period_end:%Y-%m-%d}, Filed: {holding.end_time:%Y-%m-%d}, Holders: {holding.holders}, Shares: {holding.shares}, HoldingValue: {holding.holding_value}") + # time is the filing date and period_end the quarter the numbers describe, typically 45 + # to 135 days earlier. Every value is cumulative for period_end: it counts every manager + # that had reported the security by this date. + self.log(f"{self.time:%Y-%m-%d} {equity.value} - Period: {holding.period_end:%Y-%m-%d}, Holders: {holding.holders}, Shares: {holding.shares}, HoldingValue: {holding.holding_value}") - if holding.holders is not None: - self._holders_by_equity[equity] = holding.holders + self._holders_by_equity.setdefault(equity, {})[holding.period_end] = holding.holders if not self._holders_by_equity: return - # Hold the name the largest number of institutions report. Rebalancing only when the leader - # changes keeps the demo down to a handful of orders. - leader = sorted(self._holders_by_equity.items(), key=lambda kvp: (-kvp[1], kvp[0].value))[0][0] + # Hold the name the most institutions report. Breadth is the larger of the two newest + # quarters, so a quarter that is still filling in does not hide the finished one: the same + # rule the universe file applies. Rebalancing only when the leader changes keeps the demo + # down to a handful of orders. + def breadth(quarters): + return max(quarters[period] for period in sorted(quarters)[-2:]) + + leader = sorted(self._holders_by_equity.items(), key=lambda kvp: (-breadth(kvp[1]), kvp[0].value))[0][0] # A 13F lands on its filing date, which is not necessarily a day the equity printed a bar, # so the order waits for a price rather than firing against a stale one. diff --git a/SEC13FHoldingsUniverse.cs b/SEC13FHoldingsUniverse.cs index 19792c0..7e974cb 100644 --- a/SEC13FHoldingsUniverse.cs +++ b/SEC13FHoldingsUniverse.cs @@ -137,20 +137,20 @@ public override BaseData Reader(SubscriptionDataConfig config, string line, Date return null; } - var holdingValue = csv[5].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + var holdingValue = SEC13FHoldings.ParseMeasure(csv[5]); return new SEC13FHoldingsUniverse { Symbol = new Symbol(SecurityIdentifier.Parse(csv[0]), csv[1]), Time = date, PeriodEnd = DateTime.ParseExact(csv[2], "yyyyMMdd", CultureInfo.InvariantCulture), - Holders = csv[3].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), - Shares = csv[4].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), + Holders = SEC13FHoldings.ParseMeasure(csv[3]), + Shares = SEC13FHoldings.ParseMeasure(csv[4]), HoldingValue = holdingValue, - CallShares = csv[6].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), - PutShares = csv[7].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), - PrincipalValue = csv[8].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), - VotingSole = csv[9].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), - VotingShared = csv[10].IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)), + CallShares = SEC13FHoldings.ParseMeasure(csv[6]), + PutShares = SEC13FHoldings.ParseMeasure(csv[7]), + PrincipalValue = SEC13FHoldings.ParseMeasure(csv[8]), + VotingSole = SEC13FHoldings.ParseMeasure(csv[9]), + VotingShared = SEC13FHoldings.ParseMeasure(csv[10]), ConfidentialOmitted = csv[11] == "1", Value = holdingValue ?? 0m }; diff --git a/listing-about-13f.md b/listing-about-13f.md index 5cadbcc..2becec9 100644 --- a/listing-about-13f.md +++ b/listing-about-13f.md @@ -51,7 +51,7 @@ The following table describes the dataset properties: | Property | Value | | --- | --- | | Start Date | May 2013 | -| Asset Coverage | 6,880 US Equities | +| Asset Coverage | 6,616 US Equities | | Data Density | Sparse | | Resolution | Daily\* | | Timezone | America/New_York | @@ -59,7 +59,7 @@ The following table describes the dataset properties: \* Positions are reported quarterly, but the managers of one quarter file across roughly fifty different days and several quarters are live at once, so publication is close to continuous rather than quarterly. Measured on the processed files over the twelve months to May 2026, a security -carries a release on a median of 114 days (p10 28, p90 170); a widely held name such as AAPL +carries a release on a median of 115 days (p10 29, p90 170); a widely held name such as AAPL carries one on 234 of the roughly 250 business days. The history begins on 2013-05-20, the first filing date in the SEC structured data set, whose first @@ -138,7 +138,7 @@ one before it could not reach: through the map files. This step needs no security database at all and it is what reaches the foreign domiciled issuers whose identifier is really a CINS, for which a constructed US ISIN is wrong by construction. Alphabet is one of them, which is why `GOOGL` appears in the demo - algorithms. With this step the chain covers 97.9 percent of reported value on the most recent + algorithms. With this step the chain covers 98.2 percent of reported value on the most recent window. The real limit is the third step's own history: N-PORT begins in late 2019, so a security that @@ -175,7 +175,7 @@ trade against how crowded a name is. Examples include the following strategies: | vendorName | U.S. Securities and Exchange Commission | | website | https://www.sec.gov | | history | May 2013 | -| reach | 6,880 US Equities | +| reach | 6,616 US Equities | | shortDescription | Institutional ownership per US Equity aggregated from every Form 13F filing, published quarterly by the SEC | | priceCTA | Free in Cloud | | delivery | cloud only | @@ -187,7 +187,7 @@ Licensing card: ```html

Free access to SEC Form 13F Institutional Holdings in QuantConnect Cloud for use in backtesting or live trading.

    -
  • Quarterly institutional ownership across 6,880 US Equities, delivered on the filing date
    • +
  • Quarterly institutional ownership across 6,616 US Equities, delivered on the filing date
  • Holder counts, share and value totals, option and debt lines, and voting authority, per security and as a universe
  • Curated, clean data
diff --git a/listing-documentation-13f.md b/listing-documentation-13f.md index a68e524..498ec14 100644 --- a/listing-documentation-13f.md +++ b/listing-documentation-13f.md @@ -41,7 +41,7 @@ with the dataset **Symbol**. **Slice** objects deliver unique events to your alg happen, but the **Slice** may not contain data for your dataset at every time step. Positions are reported quarterly, but the managers of one quarter file across roughly fifty different days, so publication is close to continuous: measured on the processed files a security carries a release on -a median of 108 days a year, and a widely held name on 234 of the roughly 250 business days. Check +a median of 111 days a year, and a widely held name on 234 of the roughly 250 business days. Check that the **Slice** contains the data you want before you index it. ```python @@ -94,15 +94,13 @@ quarter that ended typically 45 to 135 days ago, with late amendments arriving y single day of filings carries several different reported quarters. Read `PeriodEnd` whenever you need the quarter a point describes rather than the day it arrived. -That last point has a consequence worth knowing before you build on it. A **Slice** holds one data -point per **Symbol** per timestamp, so when a filing date carries several reported quarters for the -same security, **OnData** sees exactly one of them: the highest `PeriodEnd`, which during a quarter -handover is the thin new quarter rather than the finished one. Measured over the fourth quarter of -2020 across AAPL, GOOGL and SPY, the files hold 371 rows and **OnData** received 170, one per -security per filing date, with 95 of those dates carrying more than one quarter. **History** returns -all of them, and so does the universe file, which ships both live quarters as separate records on -purpose. If the finished quarter is the one your strategy wants, read it from **History** or from -`SEC13FHoldingsUniverse` rather than from **OnData**. +That last point has a consequence worth knowing before you build on it. A filing date often carries +several reported quarters for the same security, and indexing the **Slice** by **Symbol** returns +one data point per timestamp: the highest `PeriodEnd`, which during a quarter handover is the thin +new quarter rather than the finished one. Iterate `slice.AllData` (`slice.all_data` in Python) to +see every quarter reported that day, and read `PeriodEnd` before comparing `Holders` across points. +**History** returns all of them too, and the universe file ships both live quarters as separate +records on purpose. Every value is cumulative for its `PeriodEnd`, counting every filing for that quarter that was public by the point's timestamp. You do not have to accumulate anything yourself, and you should diff --git a/output/alternative/sec/13f/aapl.csv b/output/alternative/sec/13f/aapl.csv index c999e3d..21f3488 100644 --- a/output/alternative/sec/13f/aapl.csv +++ b/output/alternative/sec/13f/aapl.csv @@ -1,121 +1,121 @@ 20201001 17:30,20200930,11,4091893,473319000,0,0,0,3104369,320,0 -20201002 17:30,20161231,2470,3154049434,2008817075000,122931844,128198549,247383000,1866917682,262289718,1 +20201002 17:30,20161231,2470,3154049434,365038840658,122931844,128198549,187826,1866917682,262289718,1 20201002 17:30,20200930,18,4958860,573723000,0,0,0,3878678,320,1 20201005 17:30,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 -20201006 17:30,20170331,2510,3245250321,5418226361000,106251171,91826772,37423000,1935338352,264912919,1 -20201006 17:30,20170930,2510,3119974969,5272174005000,97802150,97142251,36921000,1870483340,273454202,1 -20201006 17:30,20200930,69,14907129,2717545000,0,160,0,11581134,3768,1 -20201007 17:30,20170630,2507,3177633184,4841785955000,95789819,90784993,35445000,1915761746,248685887,1 -20201007 17:30,20200331,3278,2687242956,6975781866000,67139739,72200152,7089000,1652532582,169398880,1 -20201007 17:30,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 -20201007 17:30,20200930,95,17230133,7374724000,0,160,0,13057035,17606,1 -20201008 17:30,20200930,137,25809440,22141122000,0,160,0,19079235,143648,1 -20201009 17:30,20200930,176,39295067,23702538000,400,560,0,28711663,172403,1 -20201013 17:30,20171231,2780,3117342694,4829693711000,78072145,109735771,9024000,1907072163,268779226,1 -20201013 17:30,20180331,2765,3025601683,5504138527000,63212872,77314656,25061000,2011700805,273784901,1 -20201013 17:30,20180930,2821,2858122284,7644631545000,66046157,78957296,18805000,1867929981,250674626,1 -20201013 17:30,20200331,3279,2687242956,6975781866000,67139739,72200152,15741000,1652532582,169398880,1 -20201013 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17:30,20200930,1140,71571977,23836382974,70067662,32335147,416849,38650623,7925096,1 +20201105 17:30,20200630,2450,584357824,183673893562,369138221,542627960,313306,389651159,40614362,1 +20201105 17:30,20200930,1219,90674603,30227531670,89052662,36000566,416849,51494813,8025414,1 +20201106 17:30,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 +20201106 17:30,20200930,1298,104158528,34719695479,112396762,37202674,416849,63221211,8994575,1 +20201109 17:30,20200930,1396,118457318,39483488878,112476862,37446774,416849,67964381,9010671,1 +20201110 17:30,20181231,2280,791624300,170951362302,359424966,6695261836,644307,506324660,85496398,1 +20201110 17:30,20200930,1510,155734138,51978467060,113193667,38961213,417191,104294589,9036597,1 +20201112 17:30,20181231,2281,791629915,170952765302,359424966,6695261836,644307,506324660,85496398,1 +20201112 17:30,20190331,2224,621752384,174878180765,287143357,477629432,418324,442734112,71841838,1 +20201112 17:30,20190630,2242,602708915,182418294180,319568319,514267687,407485,426318551,61238098,1 +20201112 17:30,20190930,2244,621539042,182727751998,310369399,510602077,367726,653808050,64435135,1 +20201112 17:30,20191231,2508,640063638,207989844572,298970465,474518407,411653,485823096,39737037,1 +20201112 17:30,20200331,2459,745489796,177056359600,424659174,576382812,523486,515399393,69326981,1 +20201112 17:30,20200930,1809,321090647,107090223214,180233167,138499031,417191,242271683,16768236,1 +20201113 17:30,20191231,2509,640084797,207996654572,298970465,474518407,411653,485823096,39737037,1 +20201113 17:30,20200630,2452,584402935,183687804562,369138221,542627960,313306,389655013,40614362,1 +20201113 17:30,20200930,2113,493974287,167701254545,226976017,264348981,417709,306260662,37625938,1 +20201116 17:30,20200331,2460,745510955,177061813600,424659174,576382812,523486,515399393,69326981,1 +20201116 17:30,20200630,2454,584424223,183694368562,369138221,542627960,313306,389655013,40614362,1 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17:30,20200930,2444,565481974,196548320223,391915330,568101920,543662,366127201,41754254,1 +20201124 17:30,20200930,2445,565485875,196549626223,391915330,568101920,543662,366130858,41754254,1 +20201125 17:30,20200930,2448,565505691,196556263223,391915330,568101920,543662,366141374,41754254,1 +20201127 17:30,20200930,2449,565595759,196580556223,391915330,568101920,543662,366141374,41754254,1 +20201130 17:30,20200331,2463,745569396,177076876600,424659174,576382812,523486,515399393,69326981,1 +20201130 17:30,20200630,2456,584483230,183712564562,369138221,542627960,313306,389655013,40614362,1 +20201130 17:30,20200930,2454,565972279,196706757223,391915330,568101920,543662,366352055,41754440,1 +20201201 17:30,20200630,2457,584572721,183715875562,369138221,542627960,313306,389655013,40614362,1 +20201201 17:30,20200930,2456,566076852,196741780223,391915330,568101920,543662,366418141,41754440,1 +20201202 17:30,20200930,2457,566155427,196768094223,391915330,568101920,543662,366496716,41754440,1 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17:30,20200630,2459,584648016,183739093562,369138221,542627960,313306,389727287,40614362,1 +20201223 17:30,20200930,2473,566887134,197013285223,391937430,568142820,543662,366986262,41754440,1 +20201229 17:30,20200930,2474,566953969,197035666223,391937430,568142820,543662,367053097,41754440,1 +20201230 17:30,20190331,2225,621752384,174878180765,287143357,477629432,418666,442734112,71841838,1 +20201230 17:30,20190630,2243,602708915,182418294180,319568319,514267687,407827,426318551,61238098,1 +20201230 17:30,20190930,2245,621539042,182727751998,310369399,510602077,368068,653808050,64435135,1 +20201230 17:30,20200630,2460,584648016,183739093562,369138221,542627960,313648,389727287,40614362,1 diff --git a/output/alternative/sec/13f/universe/20201001.csv b/output/alternative/sec/13f/universe/20201001.csv index edd556c..fecba45 100644 --- a/output/alternative/sec/13f/universe/20201001.csv +++ b/output/alternative/sec/13f/universe/20201001.csv @@ -1,24 +1,24 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,9779834592000,62056050,60809616,3470000,1618224740,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,930889164172.059,62056050,60809616,9515,1618224740,171210197,1 AAPL R735QTJ8XC9X,AAPL,20200930,11,4091893,473319000,0,0,0,3104369,320,0 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,216298626000,162866492,266937301,37639000,298463240,30555320,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,16095559470,162866492,266937301,941231,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,4,75204,3315000,0,0,0,67226,0,0 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,2477172275000,3153704,4007761,1205000,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311602993019,3153704,4007761,864,144949757,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,8,39809,58503000,0,0,0,18575,19,0 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,3864355724000,5357763,5656871,7284000,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326977142501,5357763,5656871,5140,152180659,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,4,55446,81261000,0,0,0,41379,0,0 -IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,769598870000,10227584,12215460,3877000,302648181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,60868127183,10227584,12215460,32374,302648181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,8,148094,18019000,0,0,0,83301,0,0 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,3,10158,1521000,0,0,0,3900,0,0 -NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,1283944244000,107384568,157707032,53202000,4006764035,536882539,1 +NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,143433530544.821,107384568,157707032,238152,4006764035,536882539,1 NB R735QTJ8XC9X,BAC,20200930,6,756603,18260000,0,0,0,571542,0,0 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,1847714860000,107557897,212857396,7095000,105286781,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51180986206,107557897,212857396,28650,105286781,20820134,1 QQQ RIWIV7K5Z9LX,QQQ,20200930,5,77799,21615000,0,0,0,3942,0,0 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,2388185148000,369138221,542627960,96610000,389636810,40614362,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183666311562,369138221,542627960,313306,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,7,83319,27883000,0,0,0,50566,0,0 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,270556028000,1541045,1920563,5678000,198442222,19384570,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194453175,1541045,1920563,53618,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,5,162449,18383000,0,0,0,150636,0,0 diff --git a/output/alternative/sec/13f/universe/20201002.csv b/output/alternative/sec/13f/universe/20201002.csv index 1ca8a47..8f25d57 100644 --- a/output/alternative/sec/13f/universe/20201002.csv +++ b/output/alternative/sec/13f/universe/20201002.csv @@ -1,24 +1,24 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,9779834592000,62056050,60809616,3470000,1618224740,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,930889164172.059,62056050,60809616,9515,1618224740,171210197,1 AAPL R735QTJ8XC9X,AAPL,20200930,18,4958860,573723000,0,0,0,3878678,320,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,216298626000,162866492,266937301,37639000,298463240,30555320,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,16095559470,162866492,266937301,941231,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,5,242449,10689000,0,0,0,217775,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,2477172275000,3153704,4007761,1205000,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311602993019,3153704,4007761,864,144949757,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,15,66166,97237000,0,0,0,31431,19,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,3864355724000,5357763,5656871,7284000,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326977142501,5357763,5656871,5140,152180659,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,12,72383,106086000,0,0,0,54170,0,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,769598870000,10227584,12215460,3877000,302648181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,60868127183,10227584,12215460,32374,302648181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,12,177831,21638000,0,0,0,104638,0,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,6,264998,39694000,0,0,0,253677,0,1 -NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,1283944244000,107384568,157707032,53202000,4006764035,536882539,1 +NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,143433530544.821,107384568,157707032,238152,4006764035,536882539,1 NB R735QTJ8XC9X,BAC,20200930,9,1029191,24827000,0,0,0,830166,0,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,1847714860000,107557897,212857396,7095000,105286781,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51180986206,107557897,212857396,28650,105286781,20820134,1 QQQ RIWIV7K5Z9LX,QQQ,20200930,10,97740,27157000,0,0,0,10424,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,2388185148000,369138221,542627960,96610000,389636810,40614362,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183666311562,369138221,542627960,313306,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,12,185055,61953000,0,0,0,130705,0,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,270556028000,1541045,1920563,5678000,198442222,19384570,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194453175,1541045,1920563,53618,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,6,180919,20474000,0,0,0,169069,0,0 diff --git a/output/alternative/sec/13f/universe/20201005.csv b/output/alternative/sec/13f/universe/20201005.csv index d19c6b3..c1f3794 100644 --- a/output/alternative/sec/13f/universe/20201005.csv +++ b/output/alternative/sec/13f/universe/20201005.csv @@ -1,25 +1,25 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,9779834592000,62056050,60809616,3470000,1618224740,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,930889164172.059,62056050,60809616,9515,1618224740,171210197,1 AAPL R735QTJ8XC9X,AAPL,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,2,199450,5490000,0,0,0,199450,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,216298626000,162866492,266937301,37639000,298463240,30555320,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,16095559470,162866492,266937301,941231,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,13,3308578,145875000,0,0,0,3192434,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,2477172275000,3153704,4007761,1205000,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311602993019,3153704,4007761,864,144949757,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,25,163841,240678000,0,0,0,129004,19,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,3864355724000,5357763,5656871,7284000,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326977142501,5357763,5656871,5140,152180659,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,23,148893,218219000,0,0,0,130595,0,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,769598870000,10227584,12215460,3877000,302648181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,60868127183,10227584,12215460,32374,302648181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,23,434335,53051000,0,0,0,299645,1052,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,13,401407,60127000,0,0,0,365776,0,1 -NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,1283944244000,107384568,157707032,53202000,4006764035,536882539,1 +NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,143433530544.821,107384568,157707032,238152,4006764035,536882539,1 NB R735QTJ8XC9X,BAC,20200930,18,2543323,61347000,0,0,0,2338057,0,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,1847714860000,107557897,212857396,7095000,105286781,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51180986206,107557897,212857396,28650,105286781,20820134,1 QQQ RIWIV7K5Z9LX,QQQ,20200930,14,123974,33698000,0,0,0,34122,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,2388185148000,369138221,542627960,96610000,389636810,40614362,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183666311562,369138221,542627960,313306,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,23,342285,114606000,0,0,0,219995,595,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,1,37,1000,0,0,0,0,0,0 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,270556028000,1541045,1920563,5678000,198442222,19384570,1 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194453175,1541045,1920563,53618,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,13,368332,41682000,0,0,0,308597,1385,0 diff --git a/output/alternative/sec/13f/universe/20201006.csv b/output/alternative/sec/13f/universe/20201006.csv index 51f36e6..f15c2a1 100644 --- a/output/alternative/sec/13f/universe/20201006.csv +++ b/output/alternative/sec/13f/universe/20201006.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,9779834592000,62056050,60809616,3470000,1618224740,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,69,14907129,2717545000,0,160,0,11581134,3768,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,930889164172.059,62056050,60809616,9515,1618224740,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,69,14907129,1750280233,0,160,0,11581134,3768,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,8,253571,6979000,0,0,0,212840,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,216298626000,162866492,266937301,37639000,298463240,30555320,1 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,16095559470,162866492,266937301,941231,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,25,3497442,154200000,0,0,0,3323223,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,2477172275000,3153704,4007761,1205000,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311602993019,3153704,4007761,864,144949757,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,46,248706,365044000,0,0,0,182194,39,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,3864355724000,5357763,5656871,7284000,152180659,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,49,232394,4564383000,0,0,0,202023,61,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,769598870000,10227584,12215460,3877000,302648181,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,45,752019,1784583000,0,0,0,454324,1186,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,31,701402,546357000,0,0,0,395122,430,1 -NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,1283944244000,107384568,157707032,53202000,4006764035,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,37,5958568,1085198000,0,0,0,4734425,365,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,1847714860000,107557897,212857396,7095000,105286781,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,34,354070,337165000,0,0,0,118681,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,2388185148000,369138221,542627960,96610000,389636810,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,48,2799209,1596788000,0,700,0,1216812,595,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326977142501,5357763,5656871,5140,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,49,232394,340531080,0,0,0,202023,61,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,60868127183,10227584,12215460,32374,302648181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,45,752019,91733544,0,0,0,454324,1186,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,31,701402,105086712,0,0,0,395122,430,1 +NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,143433530544.821,107384568,157707032,238152,4006764035,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,37,5958568,143562578,0,0,0,4734425,365,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51180986206,107557897,212857396,28650,105286781,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,34,354070,97629775,0,0,0,118681,0,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183666311562,369138221,542627960,313306,389636810,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,48,2799209,937407041,0,700,0,1216812,595,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,5,4406,124000,0,0,0,773,0,0 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,270556028000,1541045,1920563,5678000,198442222,19384570,1 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194453175,1541045,1920563,53618,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,33,609798,69007000,0,0,0,361654,1385,0 diff --git a/output/alternative/sec/13f/universe/20201007.csv b/output/alternative/sec/13f/universe/20201007.csv index 66666ca..13906ac 100644 --- a/output/alternative/sec/13f/universe/20201007.csv +++ b/output/alternative/sec/13f/universe/20201007.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,95,17230133,7374724000,0,160,0,13057035,17606,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,95,17230133,2018852233,0,160,0,13057035,17606,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,10,253584,6979000,0,0,0,212853,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,216307648000,162866492,266937301,37639000,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,16104581470,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,34,3703189,163258000,0,0,0,3360744,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,56,489792,719347000,0,0,0,420408,139,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,63,614619,5124572000,0,0,0,573539,73,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,769599249000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,57,823509,1793275000,0,0,0,483097,3957,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,42,809407,562562000,0,0,0,447795,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,49,8431054,1424055000,0,0,0,7070918,6643,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,45,653357,419849000,0,0,0,157974,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,2388187754000,369138221,542627960,96610000,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,65,3333215,1775571000,0,700,0,1285424,2536,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,63,614619,900720080,0,0,0,573539,73,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,60868506183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,57,823509,100425544,0,0,0,483097,3957,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,42,809407,121291712,0,0,0,447795,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,49,8431054,203698578,0,0,0,7070918,6643,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,45,653357,180313775,0,0,0,157974,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183668917562,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,65,3333215,1116190041,0,700,0,1285424,2536,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,6,4435,125000,0,0,0,802,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,40,669387,75751000,0,0,0,416004,4354,0 diff --git a/output/alternative/sec/13f/universe/20201008.csv b/output/alternative/sec/13f/universe/20201008.csv index b10ef25..ed646e8 100644 --- a/output/alternative/sec/13f/universe/20201008.csv +++ b/output/alternative/sec/13f/universe/20201008.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,137,25809440,22141122000,0,160,0,19079235,143648,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,137,25809440,3012204066,0,160,0,19079235,143648,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,17,814025,22408000,0,0,0,761142,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1186898000,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,216307648000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,43,4124808,1065760000,0,0,0,3763761,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,85,647510,2492667000,0,0,0,532405,3020,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,97,861289,9298824000,0,0,0,777411,1347,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,769599249000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,84,1304767,1851830000,0,0,0,788482,8973,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,61,1252939,905835000,0,0,0,868908,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,74,12398039,1895115000,0,0,0,9946257,44175,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,64,1637693,693327000,0,0,0,1043729,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,2388187754000,369138221,542627960,96610000,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,98,4531571,7822504000,0,800,0,2375391,5209,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,16104581470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,43,4124808,181846798,0,0,0,3763761,2808,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,85,647510,951130080,0,0,0,532405,3020,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,97,861289,1262366502,0,0,0,777411,1347,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,60868506183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,84,1304767,158980544,0,0,0,788482,8973,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,61,1252939,187729824,0,0,0,868908,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,74,12398039,299330382,0,0,0,9946257,44175,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,64,1637693,453791775,0,0,0,1043729,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183668917562,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,98,4531571,1517505310,0,800,0,2375391,5209,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,8,11815,334000,0,0,0,7936,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,59,1111072,263671000,0,0,0,753362,25118,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,59,1111072,125738071,0,0,0,753362,25118,0 diff --git a/output/alternative/sec/13f/universe/20201009.csv b/output/alternative/sec/13f/universe/20201009.csv index d7f1815..e71d916 100644 --- a/output/alternative/sec/13f/universe/20201009.csv +++ b/output/alternative/sec/13f/universe/20201009.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,23702538000,400,560,0,28711663,172403,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,4573620066,400,560,0,28711663,172403,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1186898000,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,216307648000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,55,7271037,1204476000,0,100,0,6620726,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,2872948000,0,0,0,725848,3853,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,9769715000,0,0,0,1037318,1580,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,769599249000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,116,2157748,1955631000,1,0,0,1322040,9801,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,1391386000,0,0,0,3897875,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,95,17885579,2032214000,0,0,0,14661589,52000,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2308241000,20,356,0,6294882,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,2388187754000,369138221,542627960,96610000,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,130,9091756,9349674000,1,1922,0,6254637,5376,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,16104581470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,1331411080,0,0,0,725848,3853,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,1733257502,0,0,0,1037318,1580,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,60868506183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2068705775,20,356,0,6294882,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183668917562,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,75,1825671,344542000,0,0,0,1355389,30268,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201012.csv b/output/alternative/sec/13f/universe/20201012.csv index d7f1815..e71d916 100644 --- a/output/alternative/sec/13f/universe/20201012.csv +++ b/output/alternative/sec/13f/universe/20201012.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,23702538000,400,560,0,28711663,172403,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,4573620066,400,560,0,28711663,172403,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1186898000,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,216307648000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,55,7271037,1204476000,0,100,0,6620726,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,2872948000,0,0,0,725848,3853,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,9769715000,0,0,0,1037318,1580,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,769599249000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,116,2157748,1955631000,1,0,0,1322040,9801,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,895632172000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,1391386000,0,0,0,3897875,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,95,17885579,2032214000,0,0,0,14661589,52000,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2308241000,20,356,0,6294882,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,2388187754000,369138221,542627960,96610000,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,130,9091756,9349674000,1,1922,0,6254637,5376,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,16104581470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,1331411080,0,0,0,725848,3853,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,1733257502,0,0,0,1037318,1580,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,60868506183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2068705775,20,356,0,6294882,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183668917562,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,75,1825671,344542000,0,0,0,1355389,30268,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201013.csv b/output/alternative/sec/13f/universe/20201013.csv index 167d080..57435d1 100644 --- a/output/alternative/sec/13f/universe/20201013.csv +++ b/output/alternative/sec/13f/universe/20201013.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,292,56867940,25734431000,13200,560,0,38735805,367467,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,292,56867940,6605513066,13200,560,0,38735805,367467,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,33,1874445,51601000,532200,1108100,0,1750192,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1186898000,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,82,8584156,1262374000,0,100,0,7522690,17199,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,190,1130085,3201920000,1600,0,0,845543,12861,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,217,1717082,10553258000,0,0,0,1544674,12625,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,178,3090986,2069277000,1,0,0,1947058,11467,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,119,7224789,1800438000,0,0,0,5698818,169054,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,165,26882648,2251475000,30700,0,0,20315327,414778,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,150,9172012,2782667000,20,356,0,6819686,33684,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,2388189397000,369138221,542627960,96610000,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,211,11446011,10138637000,22101,26809,0,7476623,9716,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,82,8584156,378460798,0,100,0,7522690,17199,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,190,1130085,1660383080,1600,0,0,845543,12861,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,217,1717082,2516800502,0,0,0,1544674,12625,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,178,3090986,376427544,1,0,0,1947058,11467,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,119,7224789,1082332824,0,0,0,5698818,169054,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,165,26882648,655690382,30700,0,0,20315327,414778,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,150,9172012,2543131775,20,356,0,6819686,33684,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183670560562,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,211,11446011,3833638310,22101,26809,0,7476623,9716,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,16,63368,1791000,450,0,0,49643,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,117,2856384,461473000,0,0,0,2086826,30268,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,117,2856384,323540071,0,0,0,2086826,30268,1 diff --git a/output/alternative/sec/13f/universe/20201014.csv b/output/alternative/sec/13f/universe/20201014.csv index 6902dab..4eaeb35 100644 --- a/output/alternative/sec/13f/universe/20201014.csv +++ b/output/alternative/sec/13f/universe/20201014.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,361,75989294,589361362000,14800,3360,0,46762952,5814007,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,42,2237144,2821488000,532200,1108100,0,1966135,106315,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,104,10102847,1329339000,5000,100,0,8714631,17199,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,231,1371517,61086866000,1600,0,0,1005355,54341,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,268,2259050,416932852000,0,0,0,1684594,362483,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,214,3666783,16826121000,1,0,0,2222289,136014,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,149,9197080,2212879000,0,0,0,7401226,169054,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,205,38922721,104689250000,34200,0,0,22217284,9451697,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,185,10096688,3580925000,20,1356,0,7547001,35289,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,2388189397000,369138221,542627960,96610000,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,264,12274438,10587115000,30601,30309,0,7950475,40950,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,361,75989294,8810423071,14800,3360,0,46762952,5814007,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,42,2237144,61587663,532200,1108100,0,1966135,106315,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,104,10102847,445425798,5000,100,0,8714631,17199,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,231,1371517,2015170826,1600,0,0,1005355,54341,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,268,2259050,3304811083,0,0,0,1684594,362483,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,214,3666783,446465052,1,0,0,2222289,136014,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,149,9197080,1377715000,0,0,0,7401226,169054,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,205,38922721,949416677,34200,0,0,22217284,9451697,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,185,10096688,2800143563,20,1356,0,7547001,35289,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183670560562,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,264,12274438,4111035562,30601,30309,0,7950475,40950,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,20,419203,11857000,450,0,0,404754,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,144,3639389,11643221000,0,0,6009000,2692685,129248,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,144,3639389,412152311,0,0,53096,2692685,129248,1 diff --git a/output/alternative/sec/13f/universe/20201015.csv b/output/alternative/sec/13f/universe/20201015.csv index c3210a5..56605b5 100644 --- a/output/alternative/sec/13f/universe/20201015.csv +++ b/output/alternative/sec/13f/universe/20201015.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,412,87565867,590702982000,14800,3360,0,55685812,6477369,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,50,2352876,2824674000,532200,1108100,0,2026286,106315,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,119,12409155,1431215000,5000,100,0,10532580,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,270,1619744,64514203000,1600,0,0,1157615,141045,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,307,2749470,417651668000,0,0,0,2005278,489612,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,241,4130775,16882591000,1,0,0,2591105,136164,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,171,9904049,2318780000,0,0,0,7935522,172763,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,232,43128797,104791338000,34200,0,0,25718046,9505196,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,212,10875371,3797332000,20,3856,0,7813007,52618,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,2388189397000,369138221,542627960,96610000,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,305,13348859,10946968000,30601,30309,0,8553850,63154,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,412,87565867,10152043071,14800,3360,0,55685812,6477369,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,50,2352876,64773663,532200,1108100,0,2026286,106315,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,119,12409155,547301798,5000,100,0,10532580,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,270,1619744,2379987412,1600,0,0,1157615,141045,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,307,2749470,4023627083,0,0,0,2005278,489612,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,241,4130775,502935052,1,0,0,2591105,136164,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,171,9904049,1483616000,0,0,0,7935522,172763,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,232,43128797,1051504677,34200,0,0,25718046,9505196,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,212,10875371,3016550563,20,3856,0,7813007,52618,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183670560562,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,305,13348859,4470888562,30601,30309,0,8553850,63154,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,23,444083,12562000,450,0,0,405804,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,162,4734636,11767260000,0,0,6009000,3647684,131227,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,162,4734636,536191311,0,0,53096,3647684,131227,1 diff --git a/output/alternative/sec/13f/universe/20201016.csv b/output/alternative/sec/13f/universe/20201016.csv index 679ba0b..888b200 100644 --- a/output/alternative/sec/13f/universe/20201016.csv +++ b/output/alternative/sec/13f/universe/20201016.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,474,97168833,597949838000,14800,162960,0,61340763,6511738,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,57,2687186,2833877000,532200,1108100,0,2240609,106315,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,138,13066953,1460328000,78900,144900,0,10649854,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,314,1788671,64762345000,1600,400,0,1264124,141265,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,355,2923249,417905322000,0,1800,0,2139519,490989,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,270,4706958,16952682000,1,0,0,2991007,139851,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,199,11426506,2547124000,45600,24000,0,8398019,176674,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,268,48865239,112460402000,34200,11900,0,28808213,9525334,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,244,12013978,4114137000,3020,16556,0,8400585,56910,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,2388189397000,369138221,542627960,96610000,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,350,14181068,11226236000,575401,700509,0,8987206,63154,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,474,97168833,11361440573,14800,162960,0,61340763,6511738,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,57,2687186,73976663,532200,1108100,0,2240609,106315,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,138,13066953,576414798,78900,144900,0,10649854,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,314,1788671,2628129412,1600,400,0,1264124,141265,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,355,2923249,4277281083,0,1800,0,2139519,490989,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,270,4706958,573026052,1,0,0,2991007,139851,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,199,11426506,1711960000,45600,24000,0,8398019,176674,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,268,48865239,1195279499,34200,11900,0,28808213,9525334,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,244,12013978,3333355563,3020,16556,0,8400585,56910,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183670560562,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,350,14181068,4750156562,575401,700509,0,8987206,63154,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,24,444681,12579000,450,0,0,405804,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,183,5185078,11816991000,0,1000,6009000,3939434,137785,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,183,5185078,585922311,0,1000,53096,3939434,137785,1 diff --git a/output/alternative/sec/13f/universe/20201019.csv b/output/alternative/sec/13f/universe/20201019.csv index 59a4e2b..288b2e3 100644 --- a/output/alternative/sec/13f/universe/20201019.csv +++ b/output/alternative/sec/13f/universe/20201019.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,9779868864000,62056050,60809616,3470000,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,562,120716866,600677328000,157063,242434,0,80266579,6607992,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,74,3527041,2856999000,532200,1109654,0,2675574,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,160,13505916,1479686000,78900,144900,0,10962497,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,2477173386000,3153704,4007761,1205000,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,384,2435804,65713360000,1610,400,0,1818668,142678,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,427,4464822,420163725000,10500,1800,0,3600822,491501,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,314,6091895,17121181000,73,197,0,3816802,149285,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,230,11766925,2598114000,47024,25094,0,8591641,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,1283944995000,107384568,157707032,53202000,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,319,61888512,112779998000,34200,11900,0,38582396,9558452,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,286,13281118,4465709000,5329,344493,0,8901926,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,2388189397000,369138221,542627960,96610000,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,407,15311390,11604190000,13593308,7701054,0,9553807,65182,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,562,120716866,14088930573,157063,242434,0,80266579,6607992,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,74,3527041,97098663,532200,1109654,0,2675574,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,160,13505916,595772798,78900,144900,0,10962497,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,384,2435804,3579144412,1610,400,0,1818668,142678,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,427,4464822,6535684083,10500,1800,0,3600822,491501,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,314,6091895,741525052,73,197,0,3816802,149285,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,230,11766925,1762950000,47024,25094,0,8591641,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,319,61888512,1514875499,34200,11900,0,38582396,9558452,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,286,13281118,3684927563,5329,344493,0,8901926,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183670560562,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,407,15311390,5128110562,13593308,7701054,0,9553807,65182,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,28,452805,12808000,32250,120,0,413832,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,211,6517398,11967762000,0,1000,6009000,5019001,139722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,211,6517398,736693311,0,1000,53096,5019001,139722,1 diff --git a/output/alternative/sec/13f/universe/20201020.csv b/output/alternative/sec/13f/universe/20201020.csv index 5293515..79558e7 100644 --- a/output/alternative/sec/13f/universe/20201020.csv +++ b/output/alternative/sec/13f/universe/20201020.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2594321376,9779869406000,62056050,60809616,3470000,1618285938,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,639,157484024,605851422000,161063,642182,0,112233684,6607992,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,90,4268692,2877415000,532200,1131341,0,3382047,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,184,30776151,2241127000,78900,144900,0,27817219,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,437,3134725,66739604000,1610,7556,0,2449195,142678,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,488,5327555,421428306000,10900,7675,0,4400788,491501,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,356,8553073,17420655000,73,22059,0,6037148,149285,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,261,12881970,2765138000,47024,25094,0,8844839,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,362,88447634,113424818000,34200,197330,0,64227192,9558452,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,321,13692936,4580248000,5329,474693,0,9014997,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,2388189635000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,455,17108431,12206158000,13722708,7831354,0,10440965,65182,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2594321376,930923978172.059,62056050,60809616,9515,1618285938,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,639,157484024,18347940573,161063,642182,0,112233684,6607992,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,90,4268692,117514663,532200,1131341,0,3382047,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,184,30776151,1357213798,78900,144900,0,27817219,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,437,3134725,4605388412,1610,7556,0,2449195,142678,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,488,5327555,7800265083,10900,7675,0,4400788,491501,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,356,8553073,1040999052,73,22059,0,6037148,149285,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,261,12881970,1929974000,47024,25094,0,8844839,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,362,88447634,2159695499,34200,197330,0,64227192,9558452,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,321,13692936,3799466563,5329,474693,0,9014997,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183670798562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,455,17108431,5730078562,13722708,7831354,0,10440965,65182,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,31,453590,12830000,32250,120,0,413832,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,238,8087201,12145415000,0,36044,6009000,6424636,139722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,238,8087201,914346311,0,36044,53096,6424636,139722,1 diff --git a/output/alternative/sec/13f/universe/20201021.csv b/output/alternative/sec/13f/universe/20201021.csv index 5ea8586..99a3ade 100644 --- a/output/alternative/sec/13f/universe/20201021.csv +++ b/output/alternative/sec/13f/universe/20201021.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2594321376,9779869406000,62056050,60809616,3470000,1618285938,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,705,181930015,608656108000,165063,784882,0,134381394,6625583,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,101,5252476,2904498000,532200,1131341,0,4364869,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1187209000,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,202,31294089,2267634000,78900,144900,0,28188813,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,483,3567588,67375698000,1610,7556,0,2846202,142865,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,540,6123229,422594488000,10900,7675,0,5115173,492161,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,398,10054964,17594593000,4273,22059,0,7284722,161373,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,297,14603766,2865003000,47024,25094,0,10304633,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,405,109145055,113938775000,136800,197330,0,83461846,9645850,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,353,14618545,4837420000,5329,475693,0,9361241,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,2388189635000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,504,18287139,12553157000,13722708,8290954,0,11315731,66782,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2594321376,930923978172.059,62056050,60809616,9515,1618285938,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,705,181930015,21152626573,165063,784882,0,134381394,6625583,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,101,5252476,144597663,532200,1131341,0,4364869,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,202,31294089,1383720798,78900,144900,0,28188813,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,483,3567588,5241482412,1610,7556,0,2846202,142865,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,540,6123229,8966447083,10900,7675,0,5115173,492161,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,398,10054964,1214937052,4273,22059,0,7284722,161373,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,297,14603766,2029839000,47024,25094,0,10304633,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,405,109145055,2673652499,136800,197330,0,83461846,9645850,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,353,14618545,4056638563,5329,475693,0,9361241,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183670798562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,504,18287139,6077077562,13722708,8290954,0,11315731,66782,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,34,462492,13082000,32250,120,0,421580,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,266,9075043,12257212000,0,36044,6796000,7313293,142722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,266,9075043,1026143311,0,36044,59780,7313293,142722,1 diff --git a/output/alternative/sec/13f/universe/20201022.csv b/output/alternative/sec/13f/universe/20201022.csv index eba5292..1647abe 100644 --- a/output/alternative/sec/13f/universe/20201022.csv +++ b/output/alternative/sec/13f/universe/20201022.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,9779870269000,62056050,60809616,3470000,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,766,196351669,647017747000,165063,884882,0,144301015,6625583,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,109,5711252,2917129000,532200,1131341,0,4638827,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1187327000,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,220,32815323,2334705000,78900,144900,0,29202316,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,525,3831812,67764176000,1610,7556,0,3020073,142865,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,584,6382028,457112288000,10900,7675,0,5322755,492161,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,430,10481467,17646651000,4273,22059,0,7485854,161373,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,322,16144149,39841626000,47024,25094,0,11379444,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,435,116030827,145036519000,141800,197330,0,89562667,9645850,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,378,15262456,5022314000,5329,475693,0,9709627,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,2388189635000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,547,20481207,13841966000,13722708,8290954,0,12783684,66782,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,930924841172.059,62056050,60809616,9515,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,766,196351669,22814333242,165063,884882,0,144301015,6625583,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,109,5711252,157228663,532200,1131341,0,4638827,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,220,32815323,1450791798,78900,144900,0,29202316,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,525,3831812,5629960412,1610,7556,0,3020073,142865,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,584,6382028,9346490012,10900,7675,0,5322755,492161,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,430,10481467,1266995052,4273,22059,0,7485854,161373,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,322,16144149,2260812432,47024,25094,0,11379444,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,435,116030827,2843718136,141800,197330,0,89562667,9645850,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,378,15262456,4241532563,5329,475693,0,9709627,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183670798562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,547,20481207,6800823191,13722708,8290954,0,12783684,66782,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,37,490085,13863000,32250,120,0,437866,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,283,9485921,12303727000,0,36044,6796000,7526650,142722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,283,9485921,1072658311,0,36044,59780,7526650,142722,1 diff --git a/output/alternative/sec/13f/universe/20201023.csv b/output/alternative/sec/13f/universe/20201023.csv index 02075c2..ee603cf 100644 --- a/output/alternative/sec/13f/universe/20201023.csv +++ b/output/alternative/sec/13f/universe/20201023.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,9779870269000,62056050,60809616,3470000,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,848,208002125,656642636000,170063,1087798,0,151474348,6789146,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,117,6280671,2932803000,532200,1131341,0,5144698,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1187327000,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,246,33444576,2362466000,878900,144900,0,29588429,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,579,4087808,70449866000,1610,8436,0,3228966,145938,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,641,6647195,460148978000,10900,8934,0,5541111,498329,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,469,14174761,18344244000,4273,26339,0,9658494,172175,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,351,16835333,39945175000,47024,35048,0,11790739,265014,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,473,141652258,145656271000,141800,214351,0,109352680,9688559,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,433,16903857,5723084000,5329,511141,0,10179473,62374,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,2388189635000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,613,22174619,19298750000,13922708,8316851,0,13603092,137677,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,930924841172.059,62056050,60809616,9515,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,848,208002125,24165121625,170063,1087798,0,151474348,6789146,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,117,6280671,172902663,532200,1131341,0,5144698,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,246,33444576,1478552798,878900,144900,0,29588429,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,579,4087808,6006282092,1610,8436,0,3228966,145938,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,641,6647195,9736025816,10900,8934,0,5541111,498329,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,469,14174761,1716265623,4273,26339,0,9658494,172175,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,351,16835333,2364361432,47024,35048,0,11790739,265014,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,473,141652258,3463470136,141800,214351,0,109352680,9688559,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,433,16903857,4697731379,5329,511141,0,10179473,62374,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183670798562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,613,22174619,7368442250,13922708,8316851,0,13603092,137677,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,38,490710,13881000,32250,120,0,438491,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,303,10903524,12464154000,0,37857,6796000,8320874,142722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,303,10903524,1233085311,0,37857,59780,8320874,142722,1 diff --git a/output/alternative/sec/13f/universe/20201026.csv b/output/alternative/sec/13f/universe/20201026.csv index 33f8a36..fb388f9 100644 --- a/output/alternative/sec/13f/universe/20201026.csv +++ b/output/alternative/sec/13f/universe/20201026.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,9779870269000,62056050,60809616,3470000,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,940,238091684,689254238000,419488,1414923,20802000,176748922,7186046,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,131,8072630,12364020000,532200,1131341,0,6922800,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1187327000,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,279,34313850,2403624000,2195900,161600,350000,29972928,53957,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,651,4559378,77340403000,1610,9836,2025000,3660429,163265,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,717,7353499,464860073000,32162,13496,613000,6186727,500381,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,523,15692104,18883613000,107173,105539,1710000,10993081,177897,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,397,17620529,40067046000,523324,144848,2964000,12104866,265230,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,533,155695909,146658610000,1177000,397951,1398000,122292530,9719094,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,487,17647290,5927482000,133729,1247141,1258000,10576830,71154,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,2388189635000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,686,28494551,25693448000,14806108,12284795,29483000,17074888,143844,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,930924841172.059,62056050,60809616,9515,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,940,238091684,27597142415,419488,1414923,179897,176748922,7186046,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,131,8072630,222234939,532200,1131341,0,6922800,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,279,34313850,1515306207,2195900,161600,8063,29972928,53957,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,651,4559378,6699840274,1610,9836,1378,3660429,163265,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,717,7353499,10770678938,32162,13496,418,6186727,500381,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,523,15692104,1897310306,107173,105539,14141,10993081,177897,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,397,17620529,2482042626,523324,144848,19850,12104866,265230,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,533,155695909,3856893661,1177000,397951,58812,122292530,9719094,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,487,17647290,4902129379,133729,1247141,4548,10576830,71154,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183670798562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,686,28494551,9452397308,14806108,12284795,88694,17074888,143844,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,43,737021,20849000,36750,120,0,684658,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,336,11717079,12595804000,0,39057,6810000,9076919,142722,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,336,11717079,1325164921,0,39057,59906,9076919,142722,1 diff --git a/output/alternative/sec/13f/universe/20201027.csv b/output/alternative/sec/13f/universe/20201027.csv index 285954b..2ed9550 100644 --- a/output/alternative/sec/13f/universe/20201027.csv +++ b/output/alternative/sec/13f/universe/20201027.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,9779871040000,62056050,60809616,3470000,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1024,262488144,692119370000,1198888,1832723,20802000,196068088,7230642,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,142,9096963,12394184000,569400,1153241,0,7773972,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1187327000,10100,3600,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,305,35458793,2454054000,3144700,2044000,350000,30582085,53957,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,712,5212068,78293688000,5510,11736,2025000,4213739,163916,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,787,7627825,465256472000,35862,22996,613000,6406531,500504,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,572,16911017,19033506000,166773,112939,1710000,11943440,179797,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,429,18463120,40193241000,1225624,996748,2964000,12605749,265232,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,585,167148571,146954972000,1835400,851051,1398000,130778726,9738654,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,532,22231467,7201040000,1748329,2192441,1258000,14116254,72720,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,752,35984200,28201705000,15000208,12358995,29483000,23763898,144264,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,930925612172.059,62056050,60809616,9515,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1024,262488144,30462274415,1198888,1832723,179897,196068088,7230642,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,142,9096963,252398939,569400,1153241,0,7773972,106565,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1625888,10100,3600,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,305,35458793,1565736207,3144700,2044000,8063,30582085,53957,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,712,5212068,7653125274,5510,11736,1378,4213739,163916,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,787,7627825,11167077938,35862,22996,418,6406531,500504,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,572,16911017,2047203306,166773,112939,14141,11943440,179797,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,429,18463120,2608237626,1225624,996748,19850,12605749,265232,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,585,167148571,4153255661,1835400,851051,58812,130778726,9738654,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,532,22231467,6175687379,1748329,2192441,4548,14116254,72720,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,752,35984200,11960654308,15000208,12358995,88694,23763898,144264,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,372,12342844,12666527000,25100,50657,6810000,9503136,142897,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,372,12342844,1395887921,25100,50657,59906,9503136,142897,1 diff --git a/output/alternative/sec/13f/universe/20201028.csv b/output/alternative/sec/13f/universe/20201028.csv index 2395814..75a53fc 100644 --- a/output/alternative/sec/13f/universe/20201028.csv +++ b/output/alternative/sec/13f/universe/20201028.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,9779871040000,62056050,60809616,3470000,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1102,281780371,694354031000,1423688,2266523,20802000,206617245,13478469,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,149,9342804,12400953000,569400,1153241,0,7806941,316630,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1187327000,10100,3600,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,326,36827580,2514402000,3144700,2044000,350000,31497296,56746,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,765,5612850,78882439000,9110,11736,2025000,4402655,343272,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,846,8030015,465846059000,40362,46196,613000,6656494,612388,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,606,18067236,19174206000,166773,112939,1710000,12511487,474656,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,456,19078232,40285380000,1225624,1007348,2964000,12875834,265652,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,628,173762354,147124570000,1863900,892851,1398000,134061695,12491597,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,564,26641063,8426369000,1785129,2228441,1258000,18345696,73190,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,807,39182698,29273123000,69398708,21102095,29483000,26413531,236893,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,930925612172.059,62056050,60809616,9515,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1102,281780371,32696935415,1423688,2266523,179897,206617245,13478469,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,149,9342804,259167939,569400,1153241,0,7806941,316630,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1625888,10100,3600,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,326,36827580,1626084207,3144700,2044000,8063,31497296,56746,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,765,5612850,8241876274,9110,11736,1378,4402655,343272,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,846,8030015,11756664938,40362,46196,418,6656494,612388,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,606,18067236,2187903306,166773,112939,14141,12511487,474656,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,456,19078232,2700376626,1225624,1007348,19850,12875834,265652,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,628,173762354,4322853661,1863900,892851,58812,134061695,12491597,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,564,26641063,7401016379,1785129,2228441,4548,18345696,73190,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,807,39182698,13032072308,69398708,21102095,88694,26413531,236893,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,404,13215888,12765349000,25100,50657,6810000,9912443,425065,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,404,13215888,1494709921,25100,50657,59906,9912443,425065,1 diff --git a/output/alternative/sec/13f/universe/20201029.csv b/output/alternative/sec/13f/universe/20201029.csv index 6520a01..8e66fd1 100644 --- a/output/alternative/sec/13f/universe/20201029.csv +++ b/output/alternative/sec/13f/universe/20201029.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,9779871040000,62056050,60809616,3470000,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1187,335707945,700583936000,1435688,2298123,20802000,240508571,14222551,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,160,10112339,12422091000,569400,1153241,0,8330129,339372,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,1190082000,10100,3600,0,162067,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,355,44167941,2838054000,3144700,2044000,350000,37589953,112180,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,833,6287535,79872885000,9110,12336,2025000,4904872,351036,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,914,9416395,492587701000,40362,46196,613000,7680231,621897,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,660,22754949,19743710000,166773,112939,1710000,15427644,507407,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,496,27328552,41504462000,1225624,1007348,2964000,20636875,284463,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,682,195542957,147651795000,1863900,892851,1398000,148853015,12619496,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,608,29008506,9083658000,1785129,2278441,1258000,19045927,73281,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,864,43353486,30669544000,69398708,26862695,37276000,28963145,248807,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,930925612172.059,62056050,60809616,9515,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1187,335707945,38926840415,1435688,2298123,179897,240508571,14222551,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,160,10112339,280305939,569400,1153241,0,8330129,339372,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,4380888,10100,3600,0,162067,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,355,44167941,1949736207,3144700,2044000,8063,37589953,112180,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,833,6287535,9232322274,9110,12336,1378,4904872,351036,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,914,9416395,13786646335,40362,46196,418,7680231,621897,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,660,22754949,2757407306,166773,112939,14141,15427644,507407,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,496,27328552,3919458626,1225624,1007348,19850,20636875,284463,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,682,195542957,4850078661,1863900,892851,58812,148853015,12619496,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,608,29008506,8058305379,1785129,2278441,4548,19045927,73281,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,864,43353486,14428493308,69398708,26862695,111966,28963145,248807,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,435,15921640,13071863000,25100,50657,6810000,11320844,434224,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,435,15921640,1801223921,25100,50657,59906,11320844,434224,1 diff --git a/output/alternative/sec/13f/universe/20201030.csv b/output/alternative/sec/13f/universe/20201030.csv index 015019a..a93d57a 100644 --- a/output/alternative/sec/13f/universe/20201030.csv +++ b/output/alternative/sec/13f/universe/20201030.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,9779871040000,62056050,60809616,3470000,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1279,502970474,2791131898000,1484162,2441468,20802000,381736549,32227185,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,181,36409265,50972115000,575012,1164438,0,31331321,1715278,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,1190082000,10100,3600,0,162067,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,395,52503296,117636107000,3163944,2078809,17126000,42598084,2655622,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,904,9984804,484905723000,10331,13343,2025000,8190150,624048,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,989,12617187,920472463000,40788,47915,613000,10349959,912339,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,720,31919073,128138264000,169725,122219,1710000,23195399,1391740,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,542,37124553,1195582757000,1226632,1028514,13487000,22039115,7997034,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,1283977486000,107384568,157707032,53202000,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,740,267581070,277665021000,1979165,1011640,1398000,212535920,17956505,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,1847716158000,107557897,212857396,7095000,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,656,44979630,3974235545000,1791079,2317256,3527000,20189742,14350429,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,927,52079658,1966374318000,69670758,28293545,125268000,30912598,6033690,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,58,967093,27357000,2689750,1434420,12000,806626,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,475,19388951,35598921000,25145,51495,6810000,14419184,630177,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,930925612172.059,62056050,60809616,9515,1618287777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1279,502970474,58338238189,1484162,2441468,179897,381736549,32227185,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,181,36409265,1005440691,575012,1164438,0,31331321,1715278,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,4380888,10100,3600,0,162067,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,395,52503296,2318144396,3163944,2078809,388547,42598084,2655622,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,904,9984804,14676768654,10331,13343,1378,8190150,624048,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,989,12617187,18488250100,40788,47915,418,10349959,912339,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,720,31919073,3870730925,169725,122219,14141,23195399,1391740,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,542,37124553,5389247894,1226632,1028514,90100,22039115,7997034,1 +NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,740,267581070,6554653749,1979165,1011640,58812,212535920,17956505,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,656,44979630,12497258990,1791079,2317256,12718,20189742,14350429,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,927,52079658,17332452858,69670758,28293545,374715,30912598,6033690,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,58,967093,27357000,2689750,1434420,416,806626,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,475,19388951,2194015344,25145,51495,59906,14419184,630177,1 diff --git a/output/alternative/sec/13f/universe/20201102.csv b/output/alternative/sec/13f/universe/20201102.csv index 4ce01f7..a5e51f4 100644 --- a/output/alternative/sec/13f/universe/20201102.csv +++ b/output/alternative/sec/13f/universe/20201102.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,9779937821000,62128750,60820416,3470000,1618296081,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1371,543026359,2795833088000,1880781,2441493,37412000,406174028,32906196,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,193,36786721,50982597000,575012,1164438,0,31678026,1719343,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,9,490973,1190928000,10100,3600,0,241467,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,414,53656506,117686912000,3164344,2108709,17126000,43227369,2655622,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,974,11483051,487103615000,10331,13343,2025000,9179654,639997,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1069,13482392,921737152000,40788,47915,5900000,10946474,916433,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,778,33701744,128353757000,170225,122232,1710000,24548596,1399455,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,579,38025744,1195704881000,1226732,1580814,13487000,22367693,8000335,1 -NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,1283979841000,107384568,157832032,53202000,4008262215,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,799,285340952,278093740000,1979165,1011640,4759000,225771971,18417402,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,1848209519000,107813897,213108396,7095000,105390514,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,695,46523458,3974657945000,2311179,2318256,12037000,20416010,14351782,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,992,54960350,1967332705000,69670862,30564147,137237000,31651870,6034028,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,61,985774,27885000,2689750,1434420,12000,807384,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,506,20535980,35728694000,25145,51495,6810000,15043659,632064,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,930992393172.059,62128750,60820416,9515,1618296081,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1371,543026359,63039428189,1880781,2441493,323322,406174028,32906196,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,193,36786721,1015922691,575012,1164438,0,31678026,1719343,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,9,490973,5226888,10100,3600,0,241467,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,414,53656506,2368949396,3164344,2108709,388547,43227369,2655622,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,974,11483051,16874660654,10331,13343,1378,9179654,639997,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1069,13482392,19752939100,40788,47915,4026,10946474,916433,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,778,33701744,4086223925,170225,122232,14141,24548596,1399455,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,579,38025744,5511371894,1226732,1580814,90100,22367693,8000335,1 +NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,143469127544.821,107384568,157832032,238152,4008262215,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,799,285340952,6983372749,1979165,1011640,198346,225771971,18417402,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51675645206,107813897,213108396,28650,105390514,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,695,46523458,12919658990,2311179,2318256,43348,20416010,14351782,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,992,54960350,18290839858,69670862,30564147,410457,31651870,6034028,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,61,985774,27885000,2689750,1434420,416,807384,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,506,20535980,2323788344,25145,51495,59906,15043659,632064,1 diff --git a/output/alternative/sec/13f/universe/20201103.csv b/output/alternative/sec/13f/universe/20201103.csv index 1f3bf57..03a524f 100644 --- a/output/alternative/sec/13f/universe/20201103.csv +++ b/output/alternative/sec/13f/universe/20201103.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,9779937821000,62128750,60820416,3470000,1618296081,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1495,584144879,2817521363000,1897781,2487993,37412000,429956870,35483834,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,209,38162470,51020473000,575012,1164438,0,33021993,1729142,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,11,493897,1190959000,10100,3600,0,241467,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,458,57503743,117928332000,3172344,2116709,17417000,43864367,2698842,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1065,12349920,495772517000,10331,13343,2025000,9744010,717849,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1172,14987501,926604703000,40788,47915,5900000,11955080,1140973,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,852,35302962,129194766000,170225,122232,1710000,25679825,1407630,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,638,39615389,1238090774000,2076032,1819214,13487000,22989258,8019610,1 -NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,1283979841000,107384568,157832032,53202000,4008262215,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,872,300797982,279299633000,2025165,1017640,4759000,234107157,19902980,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,1848209519000,107813897,213108396,7095000,105390514,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,756,49029581,3975444090000,2320679,2475756,14574000,21771407,14351790,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1077,58883599,1973990075000,69704962,30825847,139378000,32608140,6058887,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,66,1035131,29282000,2709750,1434420,12000,810592,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,554,22453888,36529576000,25145,51495,6810000,16363793,766253,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,930992393172.059,62128750,60820416,9515,1618296081,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1495,584144879,67811326499,1897781,2487993,323322,429956870,35483834,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,209,38162470,1053798691,575012,1164438,0,33021993,1729142,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,11,493897,5257888,10100,3600,0,241467,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,458,57503743,2538574263,3172344,2116709,395147,43864367,2698842,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1065,12349920,18148590029,10331,13343,1378,9744010,717849,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1172,14987501,21958693561,40788,47915,4026,11955080,1140973,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,852,35302962,4271843970,170225,122232,14141,25679825,1407630,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,638,39615389,5749453895,2076032,1819214,90100,22989258,8019610,1 +NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,143469127544.821,107384568,157832032,238152,4008262215,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,872,300797982,7403128673,2025165,1017640,198346,234107157,19902980,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51675645206,107813897,213108396,28650,105390514,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,756,49029581,13615874010,2320679,2475756,52480,21771407,14351790,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1077,58883599,19605364052,69704962,30825847,416849,32608140,6058887,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,66,1035131,29282000,2709750,1434420,416,810592,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,554,22453888,2540670928,25145,51495,59906,16363793,766253,1 diff --git a/output/alternative/sec/13f/universe/20201104.csv b/output/alternative/sec/13f/universe/20201104.csv index 684d6e4..230fcf8 100644 --- a/output/alternative/sec/13f/universe/20201104.csv +++ b/output/alternative/sec/13f/universe/20201104.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,9779937821000,62128750,60820416,3470000,1618296081,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1585,722145922,2843258770000,2305881,2517493,37412000,525450745,41161027,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,222,41869159,51108508000,575012,1164438,0,36403992,1888196,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,13,3790183,1225541000,10100,3600,0,275768,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,216309158000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,488,60587466,118273214000,3246644,2123709,17417000,44986379,2710198,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,2477293385000,3153704,4007761,1205000,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1127,14795461,501335072000,10331,13343,2025000,11715839,811739,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1246,17978054,934074691000,40788,47915,5900000,14330709,1252829,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,906,42628802,130754374000,187325,122232,1710000,31046865,1544414,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,675,42176620,1238474420000,2088832,1839214,13487000,24170364,8098044,1 -NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,1283979841000,107384568,157832032,53202000,4008262215,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,925,334844451,281061489000,2073665,1017640,4759000,255232380,21988224,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,1848209519000,107813897,213108396,7095000,105390514,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,793,57456488,3977785239000,2320679,2518756,14574000,25739555,14351790,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,2388190693000,369138221,542627960,96610000,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1140,71571977,1985094136000,70067662,32335147,139378000,38650623,7925096,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,69,2265243,63639000,2742150,1434420,12000,844922,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,587,25288258,36850380000,25145,51495,6810000,18243958,831910,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,930992393172.059,62128750,60820416,9515,1618296081,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1585,722145922,83770360660,2305881,2517493,323322,525450745,41161027,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,222,41869159,1141833691,575012,1164438,0,36403992,1888196,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,13,3790183,39839888,10100,3600,0,275768,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,488,60587466,2674549379,3246644,2123709,395147,44986379,2710198,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1127,14795461,21752659475,10331,13343,1378,11715839,811739,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1246,17978054,26342286046,40788,47915,4026,14330709,1252829,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,906,42628802,5162936155,187325,122232,14141,31046865,1544414,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,675,42176620,6133099895,2088832,1839214,90100,24170364,8098044,1 +NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,143469127544.821,107384568,157832032,238152,4008262215,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,925,334844451,8298611913,2073665,1017640,198346,255232380,21988224,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51675645206,107813897,213108396,28650,105390514,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,793,57456488,15957023010,2320679,2518756,52480,25739555,14351790,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1140,71571977,23836382974,70067662,32335147,416849,38650623,7925096,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,69,2265243,63639000,2742150,1434420,416,844922,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,587,25288258,2861474928,25145,51495,59906,18243958,831910,1 diff --git a/output/alternative/sec/13f/universe/20201105.csv b/output/alternative/sec/13f/universe/20201105.csv index 72f46ce..7e05d88 100644 --- a/output/alternative/sec/13f/universe/20201105.csv +++ b/output/alternative/sec/13f/universe/20201105.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3329,2594344426,9779941566000,62128750,60820416,3470000,1618301675,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1690,931638080,2893599764000,4821281,5704841,37412000,695947972,41733069,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,243,53232267,51421439000,575012,1164438,0,44927033,3244651,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,1227642000,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,525,79579772,121656403000,8802244,8538905,17417000,59990446,2716815,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2566,224502884,2477293772000,3153704,4007761,1205000,145035519,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1213,18966189,523266076000,10331,13543,2025000,15346643,824984,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,3864361303000,5357763,5656871,7284000,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1336,23656582,949401679000,59588,48915,5900000,18953777,1262897,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,769603477000,10227584,12215460,3877000,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,971,58361665,132668554000,205625,190832,1710000,45179476,1564231,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,895633749000,163309923,274619253,37011000,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,730,70268332,1242898834000,5697832,11870318,13487000,50031589,9272715,1 -NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,1283979841000,107384568,157832032,53202000,4008262215,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,993,417945371,283959942000,2366365,1859040,4759000,326828244,22003084,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1626,207264699,1848217917000,107813897,213108396,7095000,105424431,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,846,66808278,3983859435000,8064379,8394336,14574000,32375128,14357695,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,584357824,2388192730000,369138221,542627960,96610000,389651159,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1219,90674603,2007750699000,89052662,36000566,139378000,51494813,8025414,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,75,2510208,70568000,2742150,1434420,12000,990815,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,625,38638823,38361094000,25145,51495,6810000,30447487,857380,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3329,2594344426,930996138172.059,62128750,60820416,9515,1618301675,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1690,931638080,108086422643,4821281,5704841,323322,695947972,41733069,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,243,53232267,1454764691,575012,1164438,0,44927033,3244651,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,525,79579772,3511916749,8802244,8538905,395147,59990446,2716815,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2566,224502884,311724490019,3153704,4007761,864,145035519,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1213,18966189,27882156799,10331,13543,1378,15346643,824984,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1336,23656582,34664448883,59588,48915,4026,18953777,1262897,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,971,58361665,7077116155,205625,190832,14141,45179476,1564231,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,730,70268332,10340986639,5697832,11870318,90100,50031589,9272715,1 +NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,143469127544.821,107384568,157832032,238152,4008262215,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,993,417945371,10375406394,2366365,1859040,198346,326828244,22003084,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1626,207264699,51684043206,107813897,213108396,28650,105424431,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,846,66808278,18553855854,8064379,8394336,52480,32375128,14357695,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,584357824,183673893562,369138221,542627960,313306,389651159,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1219,90674603,30227531670,89052662,36000566,416849,51494813,8025414,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,75,2510208,70568000,2742150,1434420,416,990815,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,625,38638823,4372188928,25145,51495,59906,30447487,857380,1 diff --git a/output/alternative/sec/13f/universe/20201106.csv b/output/alternative/sec/13f/universe/20201106.csv index 88cb9cb..6ed7ebe 100644 --- a/output/alternative/sec/13f/universe/20201106.csv +++ b/output/alternative/sec/13f/universe/20201106.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1794,2187000123,3136862371000,6839831,6549741,37412000,1751569437,62844626,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,271,136656426,53685960000,575038,1164438,0,120111870,4074531,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,1227642000,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,563,159398006,136856408000,10982744,8538920,17417000,138221250,3383968,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1293,42638079,602409568000,10336,13543,2025000,35162279,1185628,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1422,48170948,1003993580000,109689,48915,5900000,39359807,1639975,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,769604780000,10227584,12215460,3877000,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1043,129801464,143738651000,206673,190876,1710000,103760857,3248883,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,895634002000,163309923,274619253,37011000,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,781,93602526,1248286348000,5897840,13293721,13487000,71265796,10241510,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1063,1007504908,307368435000,11376585,1859040,5019000,826250556,30216693,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,1848218578000,107813897,213108396,7095000,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,893,77148340,3988298884000,12420089,9039336,14574000,37953236,17897141,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,2388193919000,369138221,542627960,96610000,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1298,104158528,2112780034000,112396762,37202674,139378000,63221211,8994575,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,83,2550419,71705000,2742650,1434420,12000,1001213,0,0 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,668,74783369,43166548000,25145,51495,6810000,61856436,1450480,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1794,2187000123,250865356900,6839831,6549741,323322,1751569437,62844626,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,271,136656426,3719285691,575038,1164438,0,120111870,4074531,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,563,159398006,7032106256,10982744,8538920,395147,138221250,3383968,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1293,42638079,62052852613,10336,13543,1378,35162279,1185628,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1422,48170948,69980140388,109689,48915,4026,39359807,1639975,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,60874037183,10227584,12215460,32374,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1043,129801464,15621297599,206673,190876,14141,103760857,3248883,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,781,93602526,13836554479,5897840,13293721,90100,71265796,10241510,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1063,1007504908,24615799671,11376585,1859040,198521,826250556,30216693,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51684704206,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,893,77148340,21426905821,12420089,9039336,52480,37953236,17897141,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1298,104158528,34719695479,112396762,37202674,416849,63221211,8994575,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,83,2550419,71705000,2742650,1434420,416,1001213,0,0 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,668,74783369,8410439899,25145,51495,59906,61856436,1450480,1 diff --git a/output/alternative/sec/13f/universe/20201109.csv b/output/alternative/sec/13f/universe/20201109.csv index b29b085..87f19ed 100644 --- a/output/alternative/sec/13f/universe/20201109.csv +++ b/output/alternative/sec/13f/universe/20201109.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1942,2413981728,3247876467000,7107031,6938841,37412000,1916235491,67944880,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,307,188850591,55489353000,663838,1214438,0,163476393,4145177,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,1228191000,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,611,174296779,149497835000,10984544,8541720,17417000,146185308,3421847,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1417,47621176,616863249000,10336,13543,2025000,39065136,1205432,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1543,54429698,1024308261000,109689,59215,5900000,44184594,1802598,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,769604780000,10227584,12215460,3877000,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1125,144753889,148819403000,206673,190876,1710000,112346531,3624605,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,895634002000,163309923,274619253,37011000,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,839,101739943,1256997993000,5923690,13300321,13487000,74885241,10274675,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1159,1144017118,317477888000,12470485,1859040,5019000,931111080,34179334,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,1848218578000,107813897,213108396,7095000,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,950,87042456,4011475119000,12425089,9049436,14574000,39697313,17897241,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,2388193919000,369138221,542627960,96610000,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1396,118457318,2145476266000,112476862,37446774,139378000,67964381,9010671,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,88,3349177,94303000,2742650,1434420,12000,1397449,0,0 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,728,85129921,46173998000,25145,51495,6810000,67534975,1797595,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1942,2413981728,277149935232,7107031,6938841,323322,1916235491,67944880,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,307,188850591,5225975691,663838,1214438,0,163476393,4145177,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,611,174296779,7689043742,10984544,8541720,395147,146185308,3421847,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1417,47621176,69381674604,10336,13543,1378,39065136,1205432,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1543,54429698,79137496881,109689,59215,4026,44184594,1802598,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,60874037183,10227584,12215460,32374,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1125,144753889,17440924988,206673,190876,14141,112346531,3624605,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,839,101739943,15056329848,5923690,13300321,90100,74885241,10274675,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1159,1144017118,27975509171,12470485,1859040,198521,931111080,34179334,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51684704206,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,950,87042456,24174392019,12425089,9049436,52480,39697313,17897241,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1396,118457318,39483488878,112476862,37446774,416849,67964381,9010671,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,88,3349177,94303000,2742650,1434420,416,1397449,0,0 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,728,85129921,9581727899,25145,51495,59906,67534975,1797595,1 diff --git a/output/alternative/sec/13f/universe/20201110.csv b/output/alternative/sec/13f/universe/20201110.csv index 0cf695b..055eb46 100644 --- a/output/alternative/sec/13f/universe/20201110.csv +++ b/output/alternative/sec/13f/universe/20201110.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238997099,3797351148000,7147831,6956785,37412000,2624045761,84837625,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,331,231804858,60004258000,663838,1214438,0,201654104,4691194,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,1228191000,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,676,189056625,154534739000,10985396,8660843,17417000,159274840,3654000,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,730449656000,10336,13543,2107000,51488073,1547501,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,1173521918000,112289,59218,6209000,63343731,2102442,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,769604780000,10227584,12215460,3877000,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1214,201990857,172628699000,206673,200876,4665000,151722949,12139456,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,895634002000,163309923,274619253,37011000,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,1269368722000,5939690,13383377,13487000,88241958,10330204,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1248,1511465165,367682738000,12476425,1859618,9110000,1255388836,39632159,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,1848218578000,107813897,213108396,7095000,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,4017483257000,12458674,9111772,14574000,48382851,17902640,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,2388193919000,369138221,542627960,96610000,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,2164160231000,113193667,38961213,139493000,104294589,9036597,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,96,3399060,99299000,2742650,1434420,12000,1408231,0,0 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,790,108785914,60087937000,25145,51495,6844000,86200372,4190674,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238997099,372704710512,7147831,6956785,323322,2624045761,84837625,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,331,231804858,6408482425,663838,1214438,0,201654104,4691194,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,676,189056625,8339974106,10985396,8660843,395147,159274840,3654000,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,91046409290,10336,13543,1434,51488073,1547501,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,102961442108,112289,59218,4237,63343731,2102442,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,60874037183,10227584,12215460,32374,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1214,201990857,24404825246,206673,200876,38428,151722949,12139456,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,15873290182,5939690,13383377,90100,88241958,10330204,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1248,1511465165,36950313488,12476425,1859618,368352,1255388836,39632159,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51684704206,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,27114753866,12458674,9111772,52480,48382851,17902640,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,51978467060,113193667,38961213,417191,104294589,9036597,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,790,108785914,12258951862,25145,51495,60206,86200372,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201111.csv b/output/alternative/sec/13f/universe/20201111.csv index 0cf695b..055eb46 100644 --- a/output/alternative/sec/13f/universe/20201111.csv +++ b/output/alternative/sec/13f/universe/20201111.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238997099,3797351148000,7147831,6956785,37412000,2624045761,84837625,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,331,231804858,60004258000,663838,1214438,0,201654104,4691194,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,1228191000,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,676,189056625,154534739000,10985396,8660843,17417000,159274840,3654000,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,730449656000,10336,13543,2107000,51488073,1547501,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,1173521918000,112289,59218,6209000,63343731,2102442,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,769604780000,10227584,12215460,3877000,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1214,201990857,172628699000,206673,200876,4665000,151722949,12139456,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,895634002000,163309923,274619253,37011000,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,1269368722000,5939690,13383377,13487000,88241958,10330204,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1248,1511465165,367682738000,12476425,1859618,9110000,1255388836,39632159,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,1848218578000,107813897,213108396,7095000,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,4017483257000,12458674,9111772,14574000,48382851,17902640,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,2388193919000,369138221,542627960,96610000,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,2164160231000,113193667,38961213,139493000,104294589,9036597,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,96,3399060,99299000,2742650,1434420,12000,1408231,0,0 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,790,108785914,60087937000,25145,51495,6844000,86200372,4190674,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238997099,372704710512,7147831,6956785,323322,2624045761,84837625,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,331,231804858,6408482425,663838,1214438,0,201654104,4691194,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,676,189056625,8339974106,10985396,8660843,395147,159274840,3654000,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,91046409290,10336,13543,1434,51488073,1547501,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,102961442108,112289,59218,4237,63343731,2102442,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,60874037183,10227584,12215460,32374,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1214,201990857,24404825246,206673,200876,38428,151722949,12139456,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,15873290182,5939690,13383377,90100,88241958,10330204,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1248,1511465165,36950313488,12476425,1859618,368352,1255388836,39632159,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51684704206,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,27114753866,12458674,9111772,52480,48382851,17902640,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,51978467060,113193667,38961213,417191,104294589,9036597,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,790,108785914,12258951862,25145,51495,60206,86200372,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201112.csv b/output/alternative/sec/13f/universe/20201112.csv index bdd62cd..e54f8f1 100644 --- a/output/alternative/sec/13f/universe/20201112.csv +++ b/output/alternative/sec/13f/universe/20201112.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2529,4422914158,4194269784000,39479891,49472685,37412000,3551703918,131071704,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,432,322527890,62736704000,1033738,3324738,0,276178379,7458154,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,24,4938986,1237756000,10100,3600,0,1286839,7948,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,216309715000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,824,266533266,166350998000,86036396,65758343,17417000,214685104,14565259,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1893,99344771,808903647000,1497984,603289,2107000,80262152,2896174,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2056,112066159,1250313458000,1087289,846218,16199000,97621819,3404534,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,769604780000,10227584,12215460,3877000,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1476,267857838,190818369000,902373,1544276,4665000,203743089,14260527,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,895634002000,163309923,274619253,37011000,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,1097,162300377,1293727319000,31753390,92463033,13812000,130510320,16755092,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1521,2258088541,408025696000,29795975,37626718,10099000,1889635863,58668620,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,1848218578000,107813897,213108396,7095000,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1230,134099119,4115243710000,53536874,67471669,14574000,71274765,21946887,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,2388193919000,369138221,542627960,96610000,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1809,321090647,2324186122000,180233167,138499031,139493000,242271683,16768236,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,125,6201142,193235000,4653810,1941548,12000,3482183,584302,1 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,986,154286920,73888444000,128745,277795,6844000,120266607,5326730,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2529,4422914158,508195407141,39479891,49472685,323322,3551703918,131071704,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,432,322527890,8904928661,1033738,3324738,0,276178379,7458154,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,24,4938986,52054888,10100,3600,0,1286839,7948,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,824,266533266,11743654106,86036396,65758343,395147,214685104,14565259,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1893,99344771,145474203537,1497984,603289,1434,80262152,2896174,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2056,112066159,155081753033,1087289,846218,11053,97621819,3404534,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,60874037183,10227584,12215460,32374,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1476,267857838,32396253696,902373,1544276,38428,203743089,14260527,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,1097,162300377,24126009182,31753390,92463033,92269,130510320,16755092,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1521,2258088541,55532752789,29795975,37626718,369017,1889635863,58668620,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51684704206,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1230,134099119,37111058866,53536874,67471669,52480,71274765,21946887,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1809,321090647,107090223214,180233167,138499031,417191,242271683,16768236,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,125,6201142,189648590,4653810,1941548,416,3482183,584302,1 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,986,154286920,17377006006,128745,277795,60206,120266607,5326730,1 diff --git a/output/alternative/sec/13f/universe/20201113.csv b/output/alternative/sec/13f/universe/20201113.csv index f38634c..ddde1c9 100644 --- a/output/alternative/sec/13f/universe/20201113.csv +++ b/output/alternative/sec/13f/universe/20201113.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,9779997216000,62128750,60820416,3470000,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2945,6174292333,12263111053000,93151391,132427133,40740000,4608529427,181671946,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,173630006000,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,542,490285207,157314519000,5759568,8947138,0,397453915,24752304,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,1931071000,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,32,5090083,1239361000,147100,87900,0,1348813,7948,0 -EEM SNQLASP67O85,EEM,20200630,1097,402308705,216311006000,162866492,266937301,37639000,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,983,377110091,176515689000,134371996,220280743,42368000,278668597,27473637,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,2477294941000,3153704,4007761,1205000,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2249,147705150,2569299611000,3824884,2117989,2107000,114626193,4495407,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,3864390640000,5357763,5656871,7284000,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2430,171089629,4036842444000,2292889,2272918,17478000,135946117,5157054,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,506174947,769606172000,10227584,12215460,3877000,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1723,368837720,698723902000,3826473,6089976,4681000,275955073,17966388,1 -IWM RV0PWMLXVHPH,IWM,20200630,1522,296194135,895634771000,163309923,274619253,37011000,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,1295,264730189,1329695993000,71609190,184060004,13812000,165275688,28534807,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,1283993104000,107387568,157832032,53202000,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1792,3292908721,1250737610000,75736775,75098718,16759000,2622913836,89201690,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1628,207273856,1848220185000,107813897,213108396,7095000,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1444,206931285,4139275314000,99268474,153644269,17407000,89770276,30658566,1 -SPY R735QTJ8XC9X,SPY,20200630,2452,584402935,2388206641000,369138221,542627960,96610000,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,2113,493974287,2423939303000,226976017,264348981,139667000,306260662,37625938,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,1408761000,37942528,62688308,13000,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,151,12528200,371934000,8813934,8868420,12000,8889876,717430,1 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,270556615000,1541045,1920563,5678000,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,1164,216353749,298781828000,367845,542295,6844000,166423211,8794925,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2945,6174292333,710977418332,93151391,132427133,352074,4608529427,181671946,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,542,490285207,13523236218,5759568,8947138,0,397453915,24752304,1 +BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +BNO UN3IMQ2JU1YD,BNO,20200930,32,5090083,53659888,147100,87900,0,1348813,7948,0 +EEM SNQLASP67O85,EEM,20200630,1097,402308705,16107939470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,983,377110091,16604534226,134371996,220280743,961076,278668597,27473637,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2249,147705150,216412199654,3824884,2117989,1434,114626193,4495407,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2430,171089629,238700052336,2292889,2272918,11926,135946117,5157054,1 +IBM R735QTJ8XC9X,IBM,20200630,1950,506174947,60875429183,10227584,12215460,32374,302661960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1723,368837720,44670544066,3826473,6089976,38557,275955073,17966388,1 +IWM RV0PWMLXVHPH,IWM,20200630,1522,296194135,42215443601,163309923,274619253,258484,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,1295,264730189,39441166373,71609190,184060004,92269,165275688,28534807,1 +NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 +NB R735QTJ8XC9X,BAC,20200930,1792,3292908721,80966464948.139,75736775,75098718,373548,2622913836,89201690,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1628,207273856,51686311206,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1444,206931285,57338811525,99268474,153644269,62671,89770276,30658566,1 +SPY R735QTJ8XC9X,SPY,20200630,2452,584402935,183687804562,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,2113,493974287,167701254545,226976017,264348981,417709,306260662,37625938,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,151,12528200,368347590,8813934,8868420,416,8889876,717430,1 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,1164,216353749,24394781708,367845,542295,60206,166423211,8794925,1 diff --git a/output/alternative/sec/13f/universe/20201116.csv b/output/alternative/sec/13f/universe/20201116.csv index 0bbe97f..569c758 100644 --- a/output/alternative/sec/13f/universe/20201116.csv +++ b/output/alternative/sec/13f/universe/20201116.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3274,9663498703,12667208933000,265228991,291501233,75231000,6141027968,640717603,1 -AIG R735QTJ8XC9X,AIG,20200930,628,762838163,164767558000,10173268,17334438,0,491284427,72384594,1 -BNO UN3IMQ2JU1YD,BNO,20200930,37,7893886,1269221000,230500,232700,0,4152516,8048,0 -EEM SNQLASP67O85,EEM,20200930,1100,417251323,178284876000,165745296,273437743,42368000,311124798,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2524,214951626,2778019416000,9144704,5588289,2107000,140062547,12176834,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2740,235049414,4130222148000,7436089,7149018,17478000,156795136,18774703,1 -IBM R735QTJ8XC9X,IBM,20200930,1894,494543334,714017541000,9657073,12334776,5681000,299537638,40577520,1 -IWM RV0PWMLXVHPH,IWM,20200930,1473,285448404,1332800736000,134723990,299100279,23271000,183312946,29508001,1 -NB R735QTJ8XC9X,BAC,20200930,2016,5866316796,1313128842000,121131275,153617618,77801000,4042023216,485058230,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1651,226378996,4144677027000,170578174,294426569,29013000,103335114,31976473,1 -SPY R735QTJ8XC9X,SPY,20200930,2404,559277340,2450707519000,375436630,561053620,181847000,360730366,41483299,1 -USO THORT68ZZSYT,USO,20200930,172,33759715,972591000,22844926,38616768,1965000,30100540,717495,1 -UW R735QTJ8XC9X,WM,20200930,1299,300768625,308335237000,1634745,1716595,7714000,203017437,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3274,9663498703,1115075298332,265228991,291501233,649898,6141027968,640717603,1 +AIG R735QTJ8XC9X,AIG,20200930,628,762838163,20976275218,10173268,17334438,0,491284427,72384594,1 +BNO UN3IMQ2JU1YD,BNO,20200930,37,7893886,83519888,230500,232700,0,4152516,8048,0 +EEM SNQLASP67O85,EEM,20200930,1100,417251323,18373721226,165745296,273437743,961076,311124798,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2524,214951626,315257125518,9144704,5588289,1434,140062547,12176834,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2740,235049414,332079756336,7436089,7149018,11926,156795136,18774703,1 +IBM R735QTJ8XC9X,IBM,20200930,1894,494543334,59964183066,9657073,12334776,46773,299537638,40577520,1 +IWM RV0PWMLXVHPH,IWM,20200930,1473,285448404,42545909373,134723990,299100279,155421,183312946,29508001,1 +NB R735QTJ8XC9X,BAC,20200930,2016,5866316796,143357696948.139,121131275,153617618,1437249,4042023216,485058230,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1651,226378996,62740524525,170578174,294426569,104442,103335114,31976473,1 +SPY R735QTJ8XC9X,SPY,20200930,2404,559277340,194469470545,375436630,561053620,543662,360730366,41483299,1 +USO THORT68ZZSYT,USO,20200930,172,33759715,969004590,22844926,38616768,69466,30100540,717495,1 +UW R735QTJ8XC9X,WM,20200930,1299,300768625,33948190708,1634745,1716595,67896,203017437,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201117.csv b/output/alternative/sec/13f/universe/20201117.csv index 2cc170e..d3c5805 100644 --- a/output/alternative/sec/13f/universe/20201117.csv +++ b/output/alternative/sec/13f/universe/20201117.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3303,9704146181,12671918532000,325797091,312145433,75231000,6179899006,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,638,765566029,164842806000,10563968,18398838,0,493826192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1110,418906161,178357876000,175912396,282681143,42368000,312649177,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2545,215668290,2779072933000,9583404,5812989,2107000,140751761,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2763,236027490,4131656087000,7831689,7593118,17478000,157716954,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1912,496896178,714303735000,10596073,12966776,5681000,301649567,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1489,286059255,1332892583000,142405490,306027979,23271000,183747359,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2036,5886666566,1313625791000,124841975,157712018,77801000,4061931095,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1667,227834664,4145081775000,178814774,312438469,29013000,104292710,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2426,564913916,2452596099000,391247330,567820720,181847000,365825915,41754254,1 -USO THORT68ZZSYT,USO,20200930,177,36097008,1038712000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1308,301787509,308450509000,1703745,1793995,7714000,204025069,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3303,9704146181,1119784897332,325797091,312145433,649898,6179899006,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,638,765566029,21051523218,10563968,18398838,0,493826192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1110,418906161,18446721226,175912396,282681143,961076,312649177,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2545,215668290,316310642518,9583404,5812989,1434,140751761,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2763,236027490,333513695336,7831689,7593118,11926,157716954,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1912,496896178,60250377066,10596073,12966776,46773,301649567,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1489,286059255,42637756373,142405490,306027979,155421,183747359,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2036,5886666566,143854645948.139,124841975,157712018,1437249,4061931095,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1667,227834664,63145272525,178814774,312438469,104442,104292710,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2426,564913916,196358050545,391247330,567820720,543662,365825915,41754254,1 +USO THORT68ZZSYT,USO,20200930,177,36097008,1035125590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1308,301787509,34063462708,1703745,1793995,67896,204025069,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201118.csv b/output/alternative/sec/13f/universe/20201118.csv index 5dad703..dd7a7c2 100644 --- a/output/alternative/sec/13f/universe/20201118.csv +++ b/output/alternative/sec/13f/universe/20201118.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3314,9705089839,12672027812000,325797091,312145433,75231000,6180491180,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,638,765566029,164842806000,10563968,18398838,0,493826192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1116,419273124,178374056000,175912396,282685743,42368000,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2551,215683854,2779095807000,9583404,5812989,2107000,140763831,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2771,236040864,4131675687000,7831689,7593118,17478000,157727516,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1919,496937690,714308787000,10596073,12966776,5681000,301679518,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1493,286615446,1332975894000,142418590,306030279,23271000,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2040,5886763698,1313628131000,124841975,157712018,77801000,4061992484,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1670,227841237,4145083601000,178814774,312438969,29013000,104296495,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2432,565090921,2452655383000,391913330,568098620,181847000,365927152,41754254,1 -USO THORT68ZZSYT,USO,20200930,177,36097008,1038712000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1309,301793757,308451216000,1703745,1793995,7714000,204025069,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3314,9705089839,1119894177332,325797091,312145433,649898,6180491180,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,638,765566029,21051523218,10563968,18398838,0,493826192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1116,419273124,18462901226,175912396,282685743,961076,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2551,215683854,316333516518,9583404,5812989,1434,140763831,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2771,236040864,333533295336,7831689,7593118,11926,157727516,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1919,496937690,60255429066,10596073,12966776,46773,301679518,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1493,286615446,42721067373,142418590,306030279,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2040,5886763698,143856985948.139,124841975,157712018,1437249,4061992484,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1670,227841237,63147098525,178814774,312438969,104442,104296495,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2432,565090921,196417334545,391913330,568098620,543662,365927152,41754254,1 +USO THORT68ZZSYT,USO,20200930,177,36097008,1035125590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1309,301793757,34064169708,1703745,1793995,67896,204025069,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201119.csv b/output/alternative/sec/13f/universe/20201119.csv index e30b717..103af3f 100644 --- a/output/alternative/sec/13f/universe/20201119.csv +++ b/output/alternative/sec/13f/universe/20201119.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3326,9706529912,12688794638000,325799391,312302433,75231000,6180627875,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1119,419361170,181642272000,175912396,282685743,42368000,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,2782936213000,9583404,5812989,2107000,140765074,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2781,236063827,4133882117000,7831689,7609218,17478000,157729719,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1925,496974462,716042070000,10596173,12966876,5681000,301683878,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,1335950654000,142418590,306030479,23271000,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2048,5887257034,1314392333000,124842175,157712018,77801000,4062029578,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1675,228086300,4157256593000,178815074,312522269,29013000,104298785,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2442,565479991,2462526633000,391915330,568101920,181847000,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,177,36097008,1038712000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1318,301866502,308693513000,1703745,1793995,7714000,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3326,9706529912,1120060952000,325799391,312302433,649898,6180627875,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1119,419361170,18466782828,175912396,282685743,961076,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,316349113156,9583404,5812989,1434,140765074,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2781,236063827,333566950286,7831689,7609218,11926,157729719,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1925,496974462,60259902606,10596173,12966876,46773,301683878,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42733166999,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2048,5887257034,143868871018.139,124842175,157712018,1437249,4062029578,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1675,228086300,63215187545,178815074,312522269,104442,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2442,565479991,196547657223,391915330,568101920,543662,366127201,41754254,1 +USO THORT68ZZSYT,USO,20200930,177,36097008,1035125590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1318,301866502,34072403006,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201120.csv b/output/alternative/sec/13f/universe/20201120.csv index 1037ea2..ac668c7 100644 --- a/output/alternative/sec/13f/universe/20201120.csv +++ b/output/alternative/sec/13f/universe/20201120.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3327,9706570057,12688799008000,325799391,312302433,75231000,6180627875,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1119,419361170,181642272000,175912396,282685743,42368000,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,2782936213000,9583404,5812989,2107000,140765074,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2782,236066223,4133885989000,7831689,7609218,17478000,157729719,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1926,496974490,716042073000,10596173,12966876,5681000,301683878,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,1335950654000,142418590,306030479,23271000,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2049,5887260818,1314392423000,124842175,157712018,77801000,4062029578,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,4157256621000,178815074,312522269,29013000,104298785,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2443,565480119,2462526675000,391915330,568101920,181847000,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1318,301866502,308693513000,1703745,1793995,7714000,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3327,9706570057,1120065322000,325799391,312302433,649898,6180627875,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1119,419361170,18466782828,175912396,282685743,961076,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,316349113156,9583404,5812989,1434,140765074,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2782,236066223,333570822286,7831689,7609218,11926,157729719,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1926,496974490,60259905606,10596173,12966876,46773,301683878,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42733166999,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2049,5887260818,143868961018.139,124842175,157712018,1437249,4062029578,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63215215545,178815074,312522269,104442,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2443,565480119,196547699223,391915330,568101920,543662,366127201,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1318,301866502,34072403006,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201123.csv b/output/alternative/sec/13f/universe/20201123.csv index cd3eee6..c3cf2c9 100644 --- a/output/alternative/sec/13f/universe/20201123.csv +++ b/output/alternative/sec/13f/universe/20201123.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3328,9706641389,12688807268000,325799391,312302433,75231000,6180627875,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1121,419395060,181643766000,175912396,282685743,42368000,312888545,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2561,215694783,2782936662000,9583404,5812989,2107000,140765074,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2783,236068494,4133889317000,7831689,7609218,17478000,157729719,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1927,496977347,716042419000,10596173,12966876,5681000,301683878,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,1335950654000,142418590,306030479,23271000,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2049,5887260818,1314392423000,124842175,157712018,77801000,4062029578,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,4157256621000,178815074,312522269,29013000,104298785,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2444,565481974,2462527296000,391915330,568101920,181847000,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1319,301869588,308693862000,1703745,1793995,7714000,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3328,9706641389,1120073582000,325799391,312302433,649898,6180627875,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1121,419395060,18468276828,175912396,282685743,961076,312888545,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2561,215694783,316349562156,9583404,5812989,1434,140765074,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2783,236068494,333574150286,7831689,7609218,11926,157729719,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1927,496977347,60260251606,10596173,12966876,46773,301683878,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42733166999,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2049,5887260818,143868961018.139,124842175,157712018,1437249,4062029578,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63215215545,178815074,312522269,104442,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2444,565481974,196548320223,391915330,568101920,543662,366127201,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1319,301869588,34072752006,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201124.csv b/output/alternative/sec/13f/universe/20201124.csv index ec3bb9d..0a300fb 100644 --- a/output/alternative/sec/13f/universe/20201124.csv +++ b/output/alternative/sec/13f/universe/20201124.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3329,9706706273,12688814782000,325799391,312302433,75231000,6180690939,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1122,419402240,181644083000,175912396,282685743,42368000,312895725,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2562,215695305,2782937429000,9583404,5812989,2107000,140765581,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2784,236070089,4133891655000,7831689,7609218,17478000,157731265,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1928,496981546,716042930000,10596173,12966876,5681000,301688077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,1335950654000,142418590,306030479,23271000,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2050,5887276808,1314392808000,124842175,157712018,77801000,4062045268,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,4157256621000,178815074,312522269,29013000,104298785,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2445,565485875,2462528602000,391915330,568101920,181847000,366130858,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1319,301869588,308693862000,1703745,1793995,7714000,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3329,9706706273,1120081096000,325799391,312302433,649898,6180690939,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1122,419402240,18468593828,175912396,282685743,961076,312895725,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2562,215695305,316350329156,9583404,5812989,1434,140765581,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2784,236070089,333576488286,7831689,7609218,11926,157731265,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1928,496981546,60260762606,10596173,12966876,46773,301688077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42733166999,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2050,5887276808,143869346018.139,124842175,157712018,1437249,4062045268,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63215215545,178815074,312522269,104442,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2445,565485875,196549626223,391915330,568101920,543662,366130858,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1319,301869588,34072752006,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201125.csv b/output/alternative/sec/13f/universe/20201125.csv index 124cbca..1452883 100644 --- a/output/alternative/sec/13f/universe/20201125.csv +++ b/output/alternative/sec/13f/universe/20201125.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707752545,12688935951000,325799391,312302433,75231000,6181690491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1125,419827043,181662812000,175912396,282685743,42368000,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,2782957495000,9583404,5812989,2107000,140778991,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,4133918134000,7831689,7609218,17478000,157749049,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1929,496989317,716043875000,10596173,12966876,5681000,301688077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,1335955355000,142418590,306030479,23271000,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,1314404909000,124842175,157712018,77801000,4062518422,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,4157259167000,178815074,312522269,29013000,104300417,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,2462535239000,391915330,568101920,181847000,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1320,301878152,308694831000,1703745,1793995,7714000,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707752545,1120202265000,325799391,312302433,649898,6181690491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1125,419827043,18487322828,175912396,282685743,961076,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,316370395156,9583404,5812989,1434,140778991,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,333602967286,7831689,7609218,11926,157749049,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1929,496989317,60261707606,10596173,12966876,46773,301688077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,42737867999,142418590,306030479,155421,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,143881447018.139,124842175,157712018,1437249,4062518422,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,63217761545,178815074,312522269,104442,104300417,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,196556263223,391915330,568101920,543662,366141374,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1320,301878152,34073721006,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201126.csv b/output/alternative/sec/13f/universe/20201126.csv index 124cbca..1452883 100644 --- a/output/alternative/sec/13f/universe/20201126.csv +++ b/output/alternative/sec/13f/universe/20201126.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707752545,12688935951000,325799391,312302433,75231000,6181690491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1125,419827043,181662812000,175912396,282685743,42368000,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,2782957495000,9583404,5812989,2107000,140778991,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,4133918134000,7831689,7609218,17478000,157749049,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1929,496989317,716043875000,10596173,12966876,5681000,301688077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,1335955355000,142418590,306030479,23271000,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,1314404909000,124842175,157712018,77801000,4062518422,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,4157259167000,178815074,312522269,29013000,104300417,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,2462535239000,391915330,568101920,181847000,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1320,301878152,308694831000,1703745,1793995,7714000,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707752545,1120202265000,325799391,312302433,649898,6181690491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1125,419827043,18487322828,175912396,282685743,961076,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,316370395156,9583404,5812989,1434,140778991,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,333602967286,7831689,7609218,11926,157749049,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1929,496989317,60261707606,10596173,12966876,46773,301688077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,42737867999,142418590,306030479,155421,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,143881447018.139,124842175,157712018,1437249,4062518422,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,63217761545,178815074,312522269,104442,104300417,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,196556263223,391915330,568101920,543662,366141374,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1320,301878152,34073721006,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201127.csv b/output/alternative/sec/13f/universe/20201127.csv index e029b55..efb956d 100644 --- a/output/alternative/sec/13f/universe/20201127.csv +++ b/output/alternative/sec/13f/universe/20201127.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3333,9707997622,12688964338000,325799391,312302433,75231000,6181690491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,165070638000,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1126,419889067,181665547000,175912396,282685743,42368000,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2566,215716987,2782969180000,9583404,5812989,2107000,140778991,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2787,236088561,4133918728000,7831689,7609218,17478000,157749049,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1930,496993845,716044426000,10596173,12966876,5681000,301688077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1503,286754447,1335959376000,142418590,306030479,23271000,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,1314404909000,124842175,157712018,77801000,4062518422,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1681,228163602,4157278250000,178815074,312522269,29013000,104301786,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2449,565595759,2462559532000,391915330,568101920,181847000,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1320,301878152,308694831000,1703745,1793995,7714000,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3333,9707997622,1120230652000,325799391,312302433,649898,6181690491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1126,419889067,18490057828,175912396,282685743,961076,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2566,215716987,316382080156,9583404,5812989,1434,140778991,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2787,236088561,333603561286,7831689,7609218,11926,157749049,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1930,496993845,60262258606,10596173,12966876,46773,301688077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1503,286754447,42741888999,142418590,306030479,155421,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,143881447018.139,124842175,157712018,1437249,4062518422,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1681,228163602,63236844545,178815074,312522269,104442,104301786,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2449,565595759,196580556223,391915330,568101920,543662,366141374,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1320,301878152,34073721006,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201130.csv b/output/alternative/sec/13f/universe/20201130.csv index e5c374f..6551bac 100644 --- a/output/alternative/sec/13f/universe/20201130.csv +++ b/output/alternative/sec/13f/universe/20201130.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3338,9709196022,12689103273000,325799391,312302433,75231000,6182199307,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,644,765649431,165070660000,10563968,18398838,0,493827743,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1128,419915680,181666731000,175912396,282685743,42368000,313171187,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2569,215719158,2782972403000,9583404,5812989,2107000,140779315,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2790,236089916,4133920782000,7831689,7609218,17478000,157749260,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1933,497018377,716047455000,10596173,12966876,5681000,301704708,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1506,287324631,1336044785000,142418590,306030479,23271000,184832981,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2057,5888692519,1314426920000,124842175,157712018,77801000,4063280332,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1684,228463850,4157361733000,178815074,312522269,29013000,104404124,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2454,565972279,2462685733000,391915330,568101920,181847000,366352055,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1321,301886179,308695739000,1703745,1793995,7714000,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3338,9709196022,1120369587000,325799391,312302433,649898,6182199307,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,644,765649431,21053826994,10563968,18398838,0,493827743,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1128,419915680,18491241828,175912396,282685743,961076,313171187,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2569,215719158,316385303156,9583404,5812989,1434,140779315,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2790,236089916,333605615286,7831689,7609218,11926,157749260,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1933,497018377,60265287606,10596173,12966876,46773,301704708,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1506,287324631,42827297999,142418590,306030479,155421,184832981,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2057,5888692519,143903458018.139,124842175,157712018,1437249,4063280332,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1684,228463850,63320327545,178815074,312522269,104442,104404124,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2454,565972279,196706757223,391915330,568101920,543662,366352055,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1321,301886179,34074629006,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201201.csv b/output/alternative/sec/13f/universe/20201201.csv index 8b5e584..fcb6f8e 100644 --- a/output/alternative/sec/13f/universe/20201201.csv +++ b/output/alternative/sec/13f/universe/20201201.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3341,9710465689,12689250307000,325799391,312302433,75231000,6183433414,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,644,765649431,165070660000,10563968,18398838,0,493827743,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,419920918,181666962000,175912396,282685743,42368000,313174990,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2571,215731114,2782989962000,9583404,5812989,2107000,140791005,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2792,236138145,4133991475000,7831689,7609218,17478000,157796421,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1934,497026988,716048503000,10596173,12966876,5681000,301713219,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,1336046072000,142418590,306030479,23271000,184836877,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2058,5888715308,1314427923000,124842175,157712018,77801000,4063302097,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,4157363695000,178815074,312522269,29013000,104410988,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2456,566076852,2462720756000,391915330,568101920,181847000,366418141,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1322,301888476,308695999000,1703745,1793995,7714000,204072756,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3341,9710465689,1120516621000,325799391,312302433,649898,6183433414,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,644,765649431,21053826994,10563968,18398838,0,493827743,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1129,419920918,18491472828,175912396,282685743,961076,313174990,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2571,215731114,316402862156,9583404,5812989,1434,140791005,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2792,236138145,333676308286,7831689,7609218,11926,157796421,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1934,497026988,60266335606,10596173,12966876,46773,301713219,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,42828584999,142418590,306030479,155421,184836877,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2058,5888715308,143904461018.139,124842175,157712018,1437249,4063302097,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,63322289545,178815074,312522269,104442,104410988,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2456,566076852,196741780223,391915330,568101920,543662,366418141,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1322,301888476,34074889006,1703745,1793995,67896,204072756,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201202.csv b/output/alternative/sec/13f/universe/20201202.csv index e7c8fd4..f486e8e 100644 --- a/output/alternative/sec/13f/universe/20201202.csv +++ b/output/alternative/sec/13f/universe/20201202.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3342,9713297937,12689578310000,325799391,312302433,75231000,6186265662,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,645,765726206,165072774000,10563968,18398838,0,493904518,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,419920918,181666962000,175912396,282685743,42368000,313174990,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2572,215789046,2783075099000,9583404,5812989,2107000,140848937,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2793,236227631,4134122626000,7831689,7609218,17478000,157885907,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1935,497106569,716058186000,10596173,12966876,5681000,301792800,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,1336046072000,142418590,306030479,23271000,184836877,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2059,5890808471,1314478347000,124842175,157712018,77801000,4065395260,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,4157363695000,178815074,312522269,29013000,104410988,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2457,566155427,2462747070000,391915330,568101920,181847000,366496716,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1323,301923381,308699949000,1703745,1793995,7714000,204107661,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3342,9713297937,1120844624000,325799391,312302433,649898,6186265662,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,645,765726206,21055940994,10563968,18398838,0,493904518,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1129,419920918,18491472828,175912396,282685743,961076,313174990,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2572,215789046,316487999156,9583404,5812989,1434,140848937,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2793,236227631,333807459286,7831689,7609218,11926,157885907,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1935,497106569,60276018606,10596173,12966876,46773,301792800,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,42828584999,142418590,306030479,155421,184836877,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2059,5890808471,143954885018.139,124842175,157712018,1437249,4065395260,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,63322289545,178815074,312522269,104442,104410988,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2457,566155427,196768094223,391915330,568101920,543662,366496716,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1323,301923381,34078839006,1703745,1793995,67896,204107661,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201203.csv b/output/alternative/sec/13f/universe/20201203.csv index 581535e..4179c51 100644 --- a/output/alternative/sec/13f/universe/20201203.csv +++ b/output/alternative/sec/13f/universe/20201203.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3346,9714360709,12689701389000,325799391,312302433,75231000,6186906757,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,646,765885617,165077163000,10563968,18398838,0,494063929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,181669000000,175912396,282685743,42368000,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,2783116897000,9583404,5812989,2107000,140866461,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,4134148749000,7831689,7609218,17478000,157898983,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,716067507000,10596173,12966876,5681000,301815500,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,1336051591000,142418590,306030479,23271000,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,1314519823000,124842175,157712018,77801000,4066992785,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,4157391812000,178815074,312522269,29013000,104417980,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,2462878007000,391915330,568101920,181847000,366662160,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1324,301959527,308704040000,1703745,1793995,7714000,204143807,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3346,9714360709,1120967703000,325799391,312302433,649898,6186906757,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21060329994,10563968,18398838,0,494063929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,18493510828,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,316529797156,9583404,5812989,1434,140866461,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,333833582286,7831689,7609218,11926,157898983,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,60285339606,10596173,12966876,46773,301815500,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42834103999,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,143996361018.139,124842175,157712018,1437249,4066992785,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,63350406545,178815074,312522269,104442,104417980,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,196899031223,391915330,568101920,543662,366662160,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1324,301959527,34082930006,1703745,1793995,67896,204143807,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201204.csv b/output/alternative/sec/13f/universe/20201204.csv index 581535e..4179c51 100644 --- a/output/alternative/sec/13f/universe/20201204.csv +++ b/output/alternative/sec/13f/universe/20201204.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3346,9714360709,12689701389000,325799391,312302433,75231000,6186906757,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,646,765885617,165077163000,10563968,18398838,0,494063929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,181669000000,175912396,282685743,42368000,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,2783116897000,9583404,5812989,2107000,140866461,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,4134148749000,7831689,7609218,17478000,157898983,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,716067507000,10596173,12966876,5681000,301815500,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,1336051591000,142418590,306030479,23271000,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,1314519823000,124842175,157712018,77801000,4066992785,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,4157391812000,178815074,312522269,29013000,104417980,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,2462878007000,391915330,568101920,181847000,366662160,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1324,301959527,308704040000,1703745,1793995,7714000,204143807,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3346,9714360709,1120967703000,325799391,312302433,649898,6186906757,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21060329994,10563968,18398838,0,494063929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,18493510828,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,316529797156,9583404,5812989,1434,140866461,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,333833582286,7831689,7609218,11926,157898983,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,60285339606,10596173,12966876,46773,301815500,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42834103999,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,143996361018.139,124842175,157712018,1437249,4066992785,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,63350406545,178815074,312522269,104442,104417980,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,196899031223,391915330,568101920,543662,366662160,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1324,301959527,34082930006,1703745,1793995,67896,204143807,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201207.csv b/output/alternative/sec/13f/universe/20201207.csv index 30f27e3..0a4d339 100644 --- a/output/alternative/sec/13f/universe/20201207.csv +++ b/output/alternative/sec/13f/universe/20201207.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3347,9714408533,12689706977000,325799391,312302433,75231000,6186910616,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,646,765885617,165077163000,10563968,18398838,0,494063929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,181669000000,175912396,282685743,42368000,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2577,215818264,2783118133000,9583404,5812989,2107000,140866492,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2798,236245770,4134149247000,7831689,7609218,17478000,157899006,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,716067507000,10596173,12966876,5681000,301815500,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,1336051591000,142418590,306030479,23271000,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,1314519823000,124842175,157712018,77801000,4066992785,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,4157392215000,178815074,312522269,29013000,104418063,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,2462878873000,391915330,568101920,181847000,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1325,301967753,308704979000,1703745,1793995,7714000,204144250,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3347,9714408533,1120973291000,325799391,312302433,649898,6186910616,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21060329994,10563968,18398838,0,494063929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,18493510828,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2577,215818264,316531033156,9583404,5812989,1434,140866492,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2798,236245770,333834080286,7831689,7609218,11926,157899006,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,60285339606,10596173,12966876,46773,301815500,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42834103999,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,143996361018.139,124842175,157712018,1437249,4066992785,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,63350809545,178815074,312522269,104442,104418063,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,196899897223,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1325,301967753,34083869006,1703745,1793995,67896,204144250,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201208.csv b/output/alternative/sec/13f/universe/20201208.csv index 1a0f259..da9df7c 100644 --- a/output/alternative/sec/13f/universe/20201208.csv +++ b/output/alternative/sec/13f/universe/20201208.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3348,9714461161,12689713072000,325799391,312302433,75231000,6186963244,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,647,766231601,165086688000,10563968,18398838,0,494409913,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,181669000000,175912396,282685743,42368000,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,2783129292000,9583404,5812989,2107000,140874085,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,4134153827000,7831689,7609218,17478000,157902131,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1940,497191044,716068463000,10596173,12966876,5681000,301823356,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,1336051591000,142418590,306030479,23271000,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2063,5892829579,1314527035000,124842175,157712018,77801000,4067292164,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,4157392215000,178815074,312522269,29013000,104418063,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,2462878873000,391915330,568101920,181847000,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1326,301970602,308705301000,1703745,1793995,7714000,204147099,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3348,9714461161,1120979386000,325799391,312302433,649898,6186963244,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,647,766231601,21069854994,10563968,18398838,0,494409913,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,18493510828,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,316542192156,9583404,5812989,1434,140874085,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,333838660286,7831689,7609218,11926,157902131,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1940,497191044,60286295606,10596173,12966876,46773,301823356,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42834103999,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2063,5892829579,144003573018.139,124842175,157712018,1437249,4067292164,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,63350809545,178815074,312522269,104442,104418063,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,196899897223,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1326,301970602,34084191006,1703745,1793995,67896,204147099,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201209.csv b/output/alternative/sec/13f/universe/20201209.csv index 505d000..a7c925d 100644 --- a/output/alternative/sec/13f/universe/20201209.csv +++ b/output/alternative/sec/13f/universe/20201209.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3349,9714483282,12689715634000,325799391,312302433,75231000,6186963244,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,647,766231601,165086688000,10563968,18398838,0,494409913,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,181669000000,175912396,282685743,42368000,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,2783129292000,9583404,5812989,2107000,140874085,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,4134153827000,7831689,7609218,17478000,157902131,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1940,497191044,716068463000,10596173,12966876,5681000,301823356,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1509,287377659,1336052728000,142418590,306030479,23271000,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2063,5892829579,1314527035000,124842175,157712018,77801000,4067292164,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1691,228574638,4157392519000,178815074,312522269,29013000,104418063,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,2462878873000,391915330,568101920,181847000,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1327,301972674,308705535000,1703745,1793995,7714000,204147099,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3349,9714483282,1120981948000,325799391,312302433,649898,6186963244,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,647,766231601,21069854994,10563968,18398838,0,494409913,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,18493510828,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,316542192156,9583404,5812989,1434,140874085,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,333838660286,7831689,7609218,11926,157902131,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1940,497191044,60286295606,10596173,12966876,46773,301823356,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1509,287377659,42835240999,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2063,5892829579,144003573018.139,124842175,157712018,1437249,4067292164,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1691,228574638,63351113545,178815074,312522269,104442,104418063,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,196899897223,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1327,301972674,34084425006,1703745,1793995,67896,204147099,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201210.csv b/output/alternative/sec/13f/universe/20201210.csv index 8de2f16..2e38004 100644 --- a/output/alternative/sec/13f/universe/20201210.csv +++ b/output/alternative/sec/13f/universe/20201210.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3352,9716322519,12689932261000,325799391,312302433,75231000,6188802481,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,649,766240363,165086929000,10563968,18398838,0,494418675,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1133,419994183,181670192000,175912396,282685743,42368000,313248217,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2580,215834945,2783142647000,9583404,5812989,2107000,140883173,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2801,236260399,4134170678000,7831689,7609218,17478000,157913635,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1942,497251001,716075758000,10596173,12966876,5681000,301883313,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1510,287420976,1336059216000,142418590,306030479,23271000,184917040,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2065,5893298639,1314538335000,124842175,157712018,77801000,4067761224,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,4157415052000,178815074,312522269,29013000,104499164,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2464,566727744,2462938754000,391915330,568101920,181847000,366841554,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1329,301997996,308708400000,1703745,1793995,7714000,204172421,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3352,9716322519,1121198575000,325799391,312302433,649898,6188802481,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,649,766240363,21070095994,10563968,18398838,0,494418675,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1133,419994183,18494702828,175912396,282685743,961076,313248217,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2580,215834945,316555547156,9583404,5812989,1434,140883173,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2801,236260399,333855511286,7831689,7609218,11926,157913635,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1942,497251001,60293590606,10596173,12966876,46773,301883313,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1510,287420976,42841728999,142418590,306030479,155421,184917040,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2065,5893298639,144014873018.139,124842175,157712018,1437249,4067761224,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,63373646545,178815074,312522269,104442,104499164,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2464,566727744,196959778223,391915330,568101920,543662,366841554,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1329,301997996,34087290006,1703745,1793995,67896,204172421,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201211.csv b/output/alternative/sec/13f/universe/20201211.csv index 6926062..b8fb2a2 100644 --- a/output/alternative/sec/13f/universe/20201211.csv +++ b/output/alternative/sec/13f/universe/20201211.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3355,9717154988,12690028669000,325799391,312302433,75231000,6189475784,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,649,766240363,165086929000,10563968,18398838,0,494418675,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1135,420027588,181671666000,175912396,282685743,42368000,313281583,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2583,215846688,2783159905000,9583404,5812989,2107000,140892366,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2805,236295411,4134221992000,7831689,7609218,17478000,157947350,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1945,497300540,716081785000,10596173,12966876,5681000,301901002,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1511,287424872,1336059800000,142418590,306030479,23271000,184920936,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2067,5893449670,1314541973000,124842175,157712018,77801000,4067912255,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,4157415052000,178815074,312522269,29013000,104499164,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2465,566736187,2462941582000,391915330,568101920,181847000,366849547,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1331,302109583,308721029000,1703745,1793995,7714000,204282839,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3355,9717154988,1121294983000,325799391,312302433,649898,6189475784,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,649,766240363,21070095994,10563968,18398838,0,494418675,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1135,420027588,18496176828,175912396,282685743,961076,313281583,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2583,215846688,316572805156,9583404,5812989,1434,140892366,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2805,236295411,333906825286,7831689,7609218,11926,157947350,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1945,497300540,60299617606,10596173,12966876,46773,301901002,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1511,287424872,42842312999,142418590,306030479,155421,184920936,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2067,5893449670,144018511018.139,124842175,157712018,1437249,4067912255,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,63373646545,178815074,312522269,104442,104499164,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2465,566736187,196962606223,391915330,568101920,543662,366849547,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1331,302109583,34099919006,1703745,1793995,67896,204282839,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201214.csv b/output/alternative/sec/13f/universe/20201214.csv index dd26786..a89b9fb 100644 --- a/output/alternative/sec/13f/universe/20201214.csv +++ b/output/alternative/sec/13f/universe/20201214.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3358,9727873023,12691269924000,325799391,312302433,75231000,6199325491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,165096294000,10563968,18398838,0,494758866,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,181706837000,175912396,282685743,42368000,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2585,216044167,2783450120000,9583404,5812989,2107000,141088677,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2808,236506214,4134530945000,7831689,7609218,17478000,158139883,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,716138327000,10596173,12966876,5681000,302317242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,1336060504000,142418590,306030479,23271000,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,1314649644000,124842175,157712018,77801000,4072332975,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,4157417149000,178815074,312562269,29013000,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,2462943516000,391925330,568142820,181847000,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1333,302286848,308741090000,1703745,1793995,7714000,204456989,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3358,9727873023,1122536238000,325799391,312302433,649898,6199325491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21079460994,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,18531347828,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2585,216044167,316863020156,9583404,5812989,1434,141088677,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2808,236506214,334215778286,7831689,7609218,11926,158139883,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,60356159606,10596173,12966876,46773,302317242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42843016999,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,144126182018.139,124842175,157712018,1437249,4072332975,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63375743545,178815074,312562269,104442,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,196964540223,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1333,302286848,34119980006,1703745,1793995,67896,204456989,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201215.csv b/output/alternative/sec/13f/universe/20201215.csv index 7caf13c..4ed10a6 100644 --- a/output/alternative/sec/13f/universe/20201215.csv +++ b/output/alternative/sec/13f/universe/20201215.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,12691274644000,325799391,312302433,75231000,6199366243,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,165096294000,10563968,18398838,0,494758866,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,181706837000,175912396,282685743,42368000,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,2783454113000,9583404,5812989,2107000,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,4134534499000,7831689,7609218,17478000,158142308,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,716138327000,10596173,12966876,5681000,302317242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,1336060504000,142418590,306030479,23271000,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,1314649644000,124842175,157712018,77801000,4072332975,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,4157417149000,178815074,312562269,29013000,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,2462943516000,391925330,568142820,181847000,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1334,302302368,308742847000,1703745,1793995,7714000,204472509,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,1122540958000,325799391,312302433,649898,6199366243,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21079460994,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,18531347828,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316867013156,9583404,5812989,1434,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334219332286,7831689,7609218,11926,158142308,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,60356159606,10596173,12966876,46773,302317242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42843016999,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,144126182018.139,124842175,157712018,1437249,4072332975,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63375743545,178815074,312562269,104442,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,196964540223,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1334,302302368,34121737006,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201216.csv b/output/alternative/sec/13f/universe/20201216.csv index 7caf13c..4ed10a6 100644 --- a/output/alternative/sec/13f/universe/20201216.csv +++ b/output/alternative/sec/13f/universe/20201216.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,12691274644000,325799391,312302433,75231000,6199366243,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,165096294000,10563968,18398838,0,494758866,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,181706837000,175912396,282685743,42368000,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,2783454113000,9583404,5812989,2107000,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,4134534499000,7831689,7609218,17478000,158142308,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,716138327000,10596173,12966876,5681000,302317242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,1336060504000,142418590,306030479,23271000,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,1314649644000,124842175,157712018,77801000,4072332975,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,4157417149000,178815074,312562269,29013000,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,2462943516000,391925330,568142820,181847000,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1334,302302368,308742847000,1703745,1793995,7714000,204472509,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,1122540958000,325799391,312302433,649898,6199366243,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21079460994,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,18531347828,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316867013156,9583404,5812989,1434,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334219332286,7831689,7609218,11926,158142308,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,60356159606,10596173,12966876,46773,302317242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42843016999,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,144126182018.139,124842175,157712018,1437249,4072332975,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63375743545,178815074,312562269,104442,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,196964540223,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1334,302302368,34121737006,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201217.csv b/output/alternative/sec/13f/universe/20201217.csv index 7caf13c..4ed10a6 100644 --- a/output/alternative/sec/13f/universe/20201217.csv +++ b/output/alternative/sec/13f/universe/20201217.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,12691274644000,325799391,312302433,75231000,6199366243,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,165096294000,10563968,18398838,0,494758866,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,181706837000,175912396,282685743,42368000,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,2783454113000,9583404,5812989,2107000,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,4134534499000,7831689,7609218,17478000,158142308,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,716138327000,10596173,12966876,5681000,302317242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,1336060504000,142418590,306030479,23271000,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,1314649644000,124842175,157712018,77801000,4072332975,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,4157417149000,178815074,312562269,29013000,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,2462943516000,391925330,568142820,181847000,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1334,302302368,308742847000,1703745,1793995,7714000,204472509,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,1122540958000,325799391,312302433,649898,6199366243,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21079460994,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,18531347828,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316867013156,9583404,5812989,1434,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334219332286,7831689,7609218,11926,158142308,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,60356159606,10596173,12966876,46773,302317242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42843016999,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,144126182018.139,124842175,157712018,1437249,4072332975,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63375743545,178815074,312562269,104442,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,196964540223,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1334,302302368,34121737006,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201218.csv b/output/alternative/sec/13f/universe/20201218.csv index 28dffc8..51da5f4 100644 --- a/output/alternative/sec/13f/universe/20201218.csv +++ b/output/alternative/sec/13f/universe/20201218.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3361,9728557924,12691351228000,325799391,312312833,75231000,6199426718,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,165096294000,10563968,18398838,0,494758866,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,181706837000,175912396,282685743,42368000,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2587,216054971,2783468263000,9583404,5812989,2107000,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2811,236514718,4134543836000,7831689,7609218,17478000,158146842,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,716138327000,10596173,12966876,5681000,302317242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,1336060504000,142418590,306030479,23271000,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2071,5897949008,1314650408000,124842175,157712018,77801000,4072345069,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1697,228694399,4157426122000,178815074,312562269,29013000,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2470,566749043,2462946016000,391937430,568142820,181847000,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1335,302304557,308743112000,1703745,1793995,7714000,204472509,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3361,9728557924,1122617542000,325799391,312312833,649898,6199426718,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21079460994,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,18531347828,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2587,216054971,316881163156,9583404,5812989,1434,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2811,236514718,334228669286,7831689,7609218,11926,158146842,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,60356159606,10596173,12966876,46773,302317242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42843016999,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2071,5897949008,144126946018.139,124842175,157712018,1437249,4072345069,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1697,228694399,63384716545,178815074,312562269,104442,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2470,566749043,196967040223,391937430,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1335,302304557,34122002006,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201221.csv b/output/alternative/sec/13f/universe/20201221.csv index 52f6e82..04a214a 100644 --- a/output/alternative/sec/13f/universe/20201221.csv +++ b/output/alternative/sec/13f/universe/20201221.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3362,9730464277,12691572003000,325799391,312312833,75231000,6201253013,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1513,287454299,1336064208000,142418590,306030479,23271000,184948922,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1698,228695759,4157426500000,178815074,312562269,29013000,104502301,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,2462991113000,391937430,568142820,181847000,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3362,9730464277,1122838317000,325799391,312312833,649898,6201253013,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1513,287454299,42846720999,142418590,306030479,155421,184948922,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1698,228695759,63385094545,178815074,312562269,104442,104502301,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,197012137223,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201222.csv b/output/alternative/sec/13f/universe/20201222.csv index 5fdb7f7..46fd5ab 100644 --- a/output/alternative/sec/13f/universe/20201222.csv +++ b/output/alternative/sec/13f/universe/20201222.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3363,9730470640,12691572740000,325799391,312312833,75231000,6201259376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,1336064746000,142418590,306030479,23271000,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,4157427748000,178815074,312562269,29013000,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,2462991113000,391937430,568142820,181847000,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3363,9730470640,1122839054000,325799391,312312833,649898,6201259376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42847258999,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63386342545,178815074,312562269,104442,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,197012137223,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201223.csv b/output/alternative/sec/13f/universe/20201223.csv index 4fe8a0e..a8d595d 100644 --- a/output/alternative/sec/13f/universe/20201223.csv +++ b/output/alternative/sec/13f/universe/20201223.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,12691574105000,325799391,312312833,75231000,6201259376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,1336064746000,142418590,306030479,23271000,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,4157427748000,178815074,312562269,29013000,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,2462992261000,391937430,568142820,181847000,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,1122840419000,325799391,312312833,649898,6201259376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42847258999,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63386342545,178815074,312562269,104442,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197013285223,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201224.csv b/output/alternative/sec/13f/universe/20201224.csv index 4fe8a0e..a8d595d 100644 --- a/output/alternative/sec/13f/universe/20201224.csv +++ b/output/alternative/sec/13f/universe/20201224.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,12691574105000,325799391,312312833,75231000,6201259376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,1336064746000,142418590,306030479,23271000,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,4157427748000,178815074,312562269,29013000,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,2462992261000,391937430,568142820,181847000,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,1122840419000,325799391,312312833,649898,6201259376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42847258999,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63386342545,178815074,312562269,104442,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197013285223,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201225.csv b/output/alternative/sec/13f/universe/20201225.csv index 4fe8a0e..a8d595d 100644 --- a/output/alternative/sec/13f/universe/20201225.csv +++ b/output/alternative/sec/13f/universe/20201225.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,12691574105000,325799391,312312833,75231000,6201259376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,1336064746000,142418590,306030479,23271000,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,4157427748000,178815074,312562269,29013000,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,2462992261000,391937430,568142820,181847000,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,1122840419000,325799391,312312833,649898,6201259376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42847258999,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63386342545,178815074,312562269,104442,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197013285223,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201228.csv b/output/alternative/sec/13f/universe/20201228.csv index 4fe8a0e..a8d595d 100644 --- a/output/alternative/sec/13f/universe/20201228.csv +++ b/output/alternative/sec/13f/universe/20201228.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,12691574105000,325799391,312312833,75231000,6201259376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,181709107000,175912396,282685743,42368000,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,2783539808000,9583404,5812989,2107000,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,4134584758000,7831689,7609218,17478000,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,1336064746000,142418590,306030479,23271000,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,1314659238000,124842175,157712018,77801000,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,4157427748000,178815074,312562269,29013000,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,2462992261000,391937430,568142820,181847000,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,1122840419000,325799391,312312833,649898,6201259376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42847258999,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63386342545,178815074,312562269,104442,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197013285223,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201229.csv b/output/alternative/sec/13f/universe/20201229.csv index 768bedd..62eaa1a 100644 --- a/output/alternative/sec/13f/universe/20201229.csv +++ b/output/alternative/sec/13f/universe/20201229.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,12691581589000,325799391,312312833,75231000,6201324007,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1139,420970464,181713237000,175912396,282685743,42368000,314206321,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,2783540098000,9583404,5812989,2107000,141140123,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,4134585259000,7831689,7609218,17478000,158171079,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,1336070572000,142418590,306030479,23271000,184991411,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,1314659740000,124842175,157712018,77801000,4072732495,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,4157441529000,178815074,312562269,29013000,104556394,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,2463014642000,391937430,568142820,181847000,367053097,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,1122847903000,325799391,312312833,649898,6201324007,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1139,420970464,18537747828,175912396,282685743,961076,314206321,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,316952998156,9583404,5812989,1434,141140123,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,334270092286,7831689,7609218,11926,158171079,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42853084999,142418590,306030479,155421,184991411,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,144136278018.139,124842175,157712018,1437249,4072732495,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,63400123545,178815074,312562269,104442,104556394,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,197035666223,391937430,568142820,543662,367053097,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201230.csv b/output/alternative/sec/13f/universe/20201230.csv index 768bedd..62eaa1a 100644 --- a/output/alternative/sec/13f/universe/20201230.csv +++ b/output/alternative/sec/13f/universe/20201230.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,12691581589000,325799391,312312833,75231000,6201324007,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1139,420970464,181713237000,175912396,282685743,42368000,314206321,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,2783540098000,9583404,5812989,2107000,141140123,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,4134585259000,7831689,7609218,17478000,158171079,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,1336070572000,142418590,306030479,23271000,184991411,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,1314659740000,124842175,157712018,77801000,4072732495,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,4157441529000,178815074,312562269,29013000,104556394,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,2463014642000,391937430,568142820,181847000,367053097,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,1122847903000,325799391,312312833,649898,6201324007,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1139,420970464,18537747828,175912396,282685743,961076,314206321,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,316952998156,9583404,5812989,1434,141140123,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,334270092286,7831689,7609218,11926,158171079,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42853084999,142418590,306030479,155421,184991411,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,144136278018.139,124842175,157712018,1437249,4072732495,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,63400123545,178815074,312562269,104442,104556394,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,197035666223,391937430,568142820,543662,367053097,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201231.csv b/output/alternative/sec/13f/universe/20201231.csv index 768bedd..62eaa1a 100644 --- a/output/alternative/sec/13f/universe/20201231.csv +++ b/output/alternative/sec/13f/universe/20201231.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,12691581589000,325799391,312312833,75231000,6201324007,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,165096461000,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,1273419000,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1139,420970464,181713237000,175912396,282685743,42368000,314206321,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,2783540098000,9583404,5812989,2107000,141140123,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,4134585259000,7831689,7609218,17478000,158171079,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,716157813000,10596173,12966876,5681000,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,1336070572000,142418590,306030479,23271000,184991411,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,1314659740000,124842175,157712018,77801000,4072732495,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,4157441529000,178815074,312562269,29013000,104556394,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,2463014642000,391937430,568142820,181847000,367053097,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,308743351000,1703745,1793995,7714000,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,1122847903000,325799391,312312833,649898,6201324007,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,20200930,1139,420970464,18537747828,175912396,282685743,961076,314206321,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,316952998156,9583404,5812989,1434,141140123,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,334270092286,7831689,7609218,11926,158171079,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42853084999,142418590,306030479,155421,184991411,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,144136278018.139,124842175,157712018,1437249,4072732495,485201113,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,63400123545,178815074,312562269,104442,104556394,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,197035666223,391937430,568142820,543662,367053097,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/uso.csv b/output/alternative/sec/13f/uso.csv index c586dbc..adda7c1 100644 --- a/output/alternative/sec/13f/uso.csv +++ b/output/alternative/sec/13f/uso.csv @@ -16,16 +16,16 @@ 20201027 17:30,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 20201028 17:30,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 20201029 17:30,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 -20201030 17:30,20200930,58,967093,27357000,2689750,1434420,12000,806626,0,0 -20201102 17:30,20200930,61,985774,27885000,2689750,1434420,12000,807384,0,0 -20201103 17:30,20200930,66,1035131,29282000,2709750,1434420,12000,810592,0,0 -20201104 17:30,20200930,69,2265243,63639000,2742150,1434420,12000,844922,0,0 -20201105 17:30,20200930,75,2510208,70568000,2742150,1434420,12000,990815,0,0 -20201106 17:30,20200930,83,2550419,71705000,2742650,1434420,12000,1001213,0,0 -20201109 17:30,20200930,88,3349177,94303000,2742650,1434420,12000,1397449,0,0 -20201110 17:30,20200930,96,3399060,99299000,2742650,1434420,12000,1408231,0,0 -20201112 17:30,20200930,125,6201142,193235000,4653810,1941548,12000,3482183,584302,1 -20201113 17:30,20200930,151,12528200,371934000,8813934,8868420,12000,8889876,717430,1 -20201116 17:30,20200930,172,33759715,972591000,22844926,38616768,1965000,30100540,717495,1 -20201117 17:30,20200930,177,36097008,1038712000,23662538,39827196,1965000,32436299,717495,1 -20201120 17:30,20200930,179,36098144,1038744000,23662538,39827196,1965000,32436299,717495,1 +20201030 17:30,20200930,58,967093,27357000,2689750,1434420,416,806626,0,0 +20201102 17:30,20200930,61,985774,27885000,2689750,1434420,416,807384,0,0 +20201103 17:30,20200930,66,1035131,29282000,2709750,1434420,416,810592,0,0 +20201104 17:30,20200930,69,2265243,63639000,2742150,1434420,416,844922,0,0 +20201105 17:30,20200930,75,2510208,70568000,2742150,1434420,416,990815,0,0 +20201106 17:30,20200930,83,2550419,71705000,2742650,1434420,416,1001213,0,0 +20201109 17:30,20200930,88,3349177,94303000,2742650,1434420,416,1397449,0,0 +20201110 17:30,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 +20201112 17:30,20200930,125,6201142,189648590,4653810,1941548,416,3482183,584302,1 +20201113 17:30,20200930,151,12528200,368347590,8813934,8868420,416,8889876,717430,1 +20201116 17:30,20200930,172,33759715,969004590,22844926,38616768,69466,30100540,717495,1 +20201117 17:30,20200930,177,36097008,1035125590,23662538,39827196,69466,32436299,717495,1 +20201120 17:30,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 diff --git a/output/alternative/sec/13f/wm.csv b/output/alternative/sec/13f/wm.csv index fb27c11..d9abeeb 100644 --- a/output/alternative/sec/13f/wm.csv +++ b/output/alternative/sec/13f/wm.csv @@ -2,56 +2,56 @@ 20201002 17:30,20200930,6,180919,20474000,0,0,0,169069,0,0 20201005 17:30,20200930,13,368332,41682000,0,0,0,308597,1385,0 20201006 17:30,20200930,33,609798,69007000,0,0,0,361654,1385,0 -20201007 17:30,20200331,1304,310795327,264155546000,1562445,1442663,6245000,207204739,20791506,1 -20201007 17:30,20200630,1324,304453563,270556305000,1541045,1920563,5678000,198444841,19384570,1 +20201007 17:30,20200331,1304,310795327,28452799685,1562445,1442663,67183,207204739,20791506,1 +20201007 17:30,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 20201007 17:30,20200930,40,669387,75751000,0,0,0,416004,4354,0 -20201008 17:30,20200930,59,1111072,263671000,0,0,0,753362,25118,0 -20201009 17:30,20200930,75,1825671,344542000,0,0,0,1355389,30268,0 -20201013 17:30,20200930,117,2856384,461473000,0,0,0,2086826,30268,1 -20201014 17:30,20200930,144,3639389,11643221000,0,0,6009000,2692685,129248,1 -20201015 17:30,20200930,162,4734636,11767260000,0,0,6009000,3647684,131227,1 -20201016 17:30,20200930,183,5185078,11816991000,0,1000,6009000,3939434,137785,1 -20201019 17:30,20200930,211,6517398,11967762000,0,1000,6009000,5019001,139722,1 -20201020 17:30,20200930,238,8087201,12145415000,0,36044,6009000,6424636,139722,1 -20201021 17:30,20200930,266,9075043,12257212000,0,36044,6796000,7313293,142722,1 -20201022 17:30,20200930,283,9485921,12303727000,0,36044,6796000,7526650,142722,1 -20201023 17:30,20200930,303,10903524,12464154000,0,37857,6796000,8320874,142722,1 -20201026 17:30,20200930,336,11717079,12595804000,0,39057,6810000,9076919,142722,1 -20201027 17:30,20200930,372,12342844,12666527000,25100,50657,6810000,9503136,142897,1 -20201028 17:30,20200930,404,13215888,12765349000,25100,50657,6810000,9912443,425065,1 -20201029 17:30,20200930,435,15921640,13071863000,25100,50657,6810000,11320844,434224,1 -20201030 17:30,20200930,475,19388951,35598921000,25145,51495,6810000,14419184,630177,1 -20201102 17:30,20200930,506,20535980,35728694000,25145,51495,6810000,15043659,632064,1 -20201103 17:30,20200930,554,22453888,36529576000,25145,51495,6810000,16363793,766253,1 -20201104 17:30,20200930,587,25288258,36850380000,25145,51495,6810000,18243958,831910,1 -20201105 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17:30,20200930,1329,301997996,34087290006,1703745,1793995,67896,204172421,18262914,1 +20201211 17:30,20200930,1331,302109583,34099919006,1703745,1793995,67896,204282839,18262914,1 +20201214 17:30,20200930,1333,302286848,34119980006,1703745,1793995,67896,204456989,18262914,1 +20201215 17:30,20200630,1329,304503558,32200294979,1541045,1920563,53618,198465861,19384570,1 +20201215 17:30,20200930,1334,302302368,34121737006,1703745,1793995,67896,204472509,18262914,1 +20201218 17:30,20200930,1335,302304557,34122002006,1703745,1793995,67896,204472509,18262914,1 +20201221 17:30,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 diff --git a/tests/SEC13FHoldingsTests.cs b/tests/SEC13FHoldingsTests.cs index 35c4b97..0d61da8 100644 --- a/tests/SEC13FHoldingsTests.cs +++ b/tests/SEC13FHoldingsTests.cs @@ -125,19 +125,6 @@ public void ConfidentialOmittedParsesFlag(string flag, bool expected) Assert.AreEqual(expected, Read(line).ConfidentialOmitted); } - [Test] - public void EndTimeIsTheReleaseItself() - { - // Time and EndTime are the same instant on purpose. The point IS the publication, and - // the quarter it describes is carried in PeriodEnd, so there is no offset to model and - // no window for look-ahead to hide in. This mirrors EstimizeConsensus, whose EndTime is - // its UpdatedAt. - var point = Read(FullLine); - - Assert.AreEqual(point.Time, point.EndTime); - Assert.AreEqual(new DateTime(2024, 2, 14, 17, 30, 0), point.EndTime); - } - [Test] public void ReleaseIsStampedAfterTheQuarterItReports() { @@ -334,9 +321,6 @@ public void EveryStoredPropertyCarriesAProtoMember(Type type) var unnumbered = type .GetProperties(BindingFlags.Public | BindingFlags.Instance | BindingFlags.DeclaredOnly) .Where(property => property.CanRead && property.CanWrite && property.GetIndexParameters().Length == 0) - // EndTime is a view over Time, which BaseData already numbers, so it stores nothing - // of its own and a member number on it would serialize the same instant twice. - .Where(property => property.Name != nameof(BaseData.EndTime)) .Where(property => property.GetCustomAttribute() == null) .Select(property => property.Name) .ToList(); diff --git a/tests/SEC13FProcessorTests.cs b/tests/SEC13FProcessorTests.cs index 25097da..f561951 100644 --- a/tests/SEC13FProcessorTests.cs +++ b/tests/SEC13FProcessorTests.cs @@ -43,6 +43,7 @@ public class SEC13FProcessorTests private static readonly DateTime Filed = new(2024, 2, 14); private string _root; + private bool _configSeeded; private string _previousDataFolder; private string _previousLookupDate; @@ -56,15 +57,26 @@ public void SetUp() [TearDown] public void TearDown() { - if (_previousDataFolder != null) + if (_configSeeded) { // The data folder is process wide and the resolver caches the one it was built with, - // so a fixture left behind would be read by whatever runs next. - Config.Set("data-folder", _previousDataFolder); - Config.Set("map-file-provider-lookup-date", _previousLookupDate); + // so a fixture left behind would be read by whatever runs next. A key that was absent + // goes back to absent: written back as an empty string it left Globals.DataFolder + // empty for every later test in the process. + Config.Reset(); + if (_previousDataFolder != null) + { + Config.Set("data-folder", _previousDataFolder); + } + + if (_previousLookupDate != null) + { + Config.Set("map-file-provider-lookup-date", _previousLookupDate); + } + Globals.Reset(); SecurityDefinitionSymbolResolver.Reset(); - _previousDataFolder = null; + _configSeeded = false; } if (Directory.Exists(_root)) @@ -165,6 +177,160 @@ public void ValueIsScaledOnlyForFilingsMadeBefore2023(string filingDate, decimal Assert.AreEqual(expected, holdings.Values.Single().HoldingValue); } + [Test] + public void AFilerThatReportedDollarsBefore2023IsNotScaled() + { + // The rule was thousands, but not every filer followed it. In Apple's December 2019 + // quarter 85 of 5,365 lines were already in dollars, and multiplied by a thousand they + // made 88 percent of the total: an implied $2,577 a share against a $293.65 close. + var filing = new DateTime(2022, 11, 14); + var quarter = new DateTime(2022, 9, 30); + var holdings = ReadInfoTable( + new[] + { + Line("0000000000-00-000001", "037833100", "15", "100", "SH"), + Line("0000000000-00-000002", "037833100", "15", "100", "SH"), + Line("0000000000-00-000003", "037833100", "15", "100", "SH"), + Line("0000000000-00-000004", "037833100", "15000", "100", "SH") + }, + Submission("0000000000-00-000001", filing, quarter, cik: 111), + Submission("0000000000-00-000002", filing, quarter, cik: 222), + Submission("0000000000-00-000003", filing, quarter, cik: 333), + Submission("0000000000-00-000004", filing, quarter, cik: 444)); + + Assert.AreEqual(3 * 15000m + 15000m, holdings.Values.Single().HoldingValue, + "the three in thousands are scaled, the one already in dollars is not"); + } + + [Test] + public void AFilerStillReportingThousandsAfter2023IsScaled() + { + // The same break from the other side: 548 of Apple's March 2026 lines were still in + // thousands, which left the published value five percent short. + var filing = new DateTime(2024, 2, 14); + var quarter = new DateTime(2023, 12, 31); + var holdings = ReadInfoTable( + new[] + { + Line("0000000000-00-000001", "037833100", "15000", "100", "SH"), + Line("0000000000-00-000002", "037833100", "15000", "100", "SH"), + Line("0000000000-00-000003", "037833100", "15000", "100", "SH"), + Line("0000000000-00-000004", "037833100", "15", "100", "SH") + }, + Submission("0000000000-00-000001", filing, quarter, cik: 111), + Submission("0000000000-00-000002", filing, quarter, cik: 222), + Submission("0000000000-00-000003", filing, quarter, cik: 333), + Submission("0000000000-00-000004", filing, quarter, cik: 444)); + + Assert.AreEqual(4 * 15000m, holdings.Values.Single().HoldingValue); + } + + [Test] + public void ALineInAnotherUnitThanTheRestOfItsFilingIsCorrectedOnItsOwn() + { + // Some filers mix units inside one filing, so a decision per filing left Apple's June 2020 + // quarter 14 percent high: the filing is in thousands, its Apple line in dollars. With + // enough reports behind the median, the line is measured on its own. + var filing = new DateTime(2020, 8, 14); + var quarter = new DateTime(2020, 6, 30); + var lines = new List(); + var submissions = new List>(); + + for (var filer = 1; filer <= 10; filer++) + { + var accession = $"0000000000-00-{filer:D6}"; + lines.Add(Line(accession, "037833100", "36", "100", "SH")); + lines.Add(Line(accession, "594918104", "20", "100", "SH")); + lines.Add(Line(accession, "67066G104", "40", "100", "SH")); + submissions.Add(Submission(accession, filing, quarter, cik: filer)); + } + + // A filing in thousands like everyone else's, except for its Apple line. + lines.Add(Line("0000000000-00-000099", "037833100", "36000", "100", "SH")); + lines.Add(Line("0000000000-00-000099", "594918104", "20", "100", "SH")); + lines.Add(Line("0000000000-00-000099", "67066G104", "40", "100", "SH")); + submissions.Add(Submission("0000000000-00-000099", filing, quarter, cik: 99)); + + var holdings = ReadInfoTable(lines.ToArray(), submissions.ToArray()); + + Assert.AreEqual(11 * 36000m, holdings.Single(pair => pair.Key.Cusip == "037833100").Value.HoldingValue, + "the dollar line is not scaled a second time"); + Assert.AreEqual(11 * 20000m, holdings.Single(pair => pair.Key.Cusip == "594918104").Value.HoldingValue, + "and the rest of its filing still is"); + } + + [Test] + public void ALineAThousandTimesTheMedianIsBroughtDown() + { + // The same measurement the other way round: three SPY lines of the March 2023 quarter + // carried VALUE a thousand times the price, and 16 percent of the total with it. + var filing = new DateTime(2023, 5, 15); + var quarter = new DateTime(2023, 3, 31); + var lines = new List(); + var submissions = new List>(); + + for (var filer = 1; filer <= 11; filer++) + { + var accession = $"0000000000-00-{filer:D6}"; + lines.Add(Line(accession, "78462F103", filer == 11 ? "40939000" : "40939", "100", "SH")); + submissions.Add(Submission(accession, filing, quarter, cik: filer)); + } + + var holdings = ReadInfoTable(lines.ToArray(), submissions.ToArray()); + + Assert.AreEqual(11 * 40939m, holdings.Values.Single().HoldingValue); + } + + [Test] + public void ALineAMillionTimesOffIsLeftToItsFiling() + { + // A price a thousand times below the median of a thousands filing would take a millionfold + // factor. That is a wrong share count, not a unit, and scaling such lines put Apple's + // December 2019 quarter ten percent above its close. + var filing = new DateTime(2020, 2, 14); + var quarter = new DateTime(2019, 12, 31); + var lines = new List(); + var submissions = new List>(); + + for (var filer = 1; filer <= 11; filer++) + { + var accession = $"0000000000-00-{filer:D6}"; + lines.Add(Line(accession, "037833100", "29", filer == 11 ? "100000" : "100", "SH")); + submissions.Add(Submission(accession, filing, quarter, cik: filer)); + } + + var holdings = ReadInfoTable(lines.ToArray(), submissions.ToArray()); + + Assert.AreEqual(11 * 29000m, holdings.Values.Single().HoldingValue, + "the odd line keeps the thousands factor of its filing"); + } + + [TestCase(true, 1000, new double[0])] // nothing to compare against: the rule stands + [TestCase(false, 1, new double[0])] + [TestCase(true, 1000, new[] { 0.1, -0.2, 0.0 })] // prices in line with everybody else's + [TestCase(true, 1, new[] { 3.0, 2.9, 3.1, 0.2 })] // a thousand times the median: dollars + [TestCase(false, 1, new[] { 0.1, -0.1 })] + [TestCase(false, 1000, new[] { -3.0, -2.8, 0.1 })] // a thousandth of the median: thousands + public void AFilingsUnitComesFromHowItsPricesCompareWithEveryoneElses(bool thousandsRule, + decimal expected, double[] offsets) + { + Assert.AreEqual(expected, SEC13FDownloader.ValueMultiplier(offsets.ToList(), thousandsRule)); + } + + [Test] + public void PrincipalValueIsThePrincipalAmountAndNotTheMarketValue() + { + // On a PRN line SSHPRNAMT is the principal amount and VALUE what that debt is worth. + // The property publishes the first, as its documentation says. + var holdings = ReadInfoTable( + new[] { Line("0000000000-00-000001", "037833100", "4800000", "5000000", "PRN") }, + Submission("0000000000-00-000001", new DateTime(2024, 2, 14), new DateTime(2023, 12, 31))); + + var holding = holdings.Values.Single(); + Assert.AreEqual(5000000m, holding.PrincipalValue); + Assert.AreEqual(0m, holding.HoldingValue, "debt stays out of the share value"); + } + [Test] public void AnAmendmentIsKeptApartFromTheOriginalsUntilItsFilerIsKnown() { @@ -506,7 +672,74 @@ public void AnIncrementalRunWithNoPublishedHistoryFails() using var downloader = new SEC13FDownloader( Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2026, 9, 8)); - Assert.IsFalse(downloader.Run(), "the run reported success with no history behind it"); + Assert.Throws(() => downloader.Run(), + "the run carried on with no history behind it"); + } + + [Test] + public void ARunIntoADestinationAlreadyHoldingFilesFails() + { + // The job hands the destination over empty. Files an earlier run left there would be read + // into the universe and published again, so a run refuses to start on top of them. + var destination = Path.Combine(_root, "out", SEC13FHoldings.ReportFolder); + Directory.CreateDirectory(destination); + File.WriteAllText(Path.Combine(destination, "aapl.csv"), "20240214 17:30,20231231,1,1,1,0,0,0,0,0,0"); + + using var downloader = Downloader(); + + Assert.Throws(() => downloader.RequireEmptyDestination()); + } + + [Test] + public void AnIncrementalRunReadsEveryArchivePublishedSinceTheLastRelease() + { + // The SEC publishes a window after it closes, so the nightly date is never covered and the + // run used to read only the newest archive. Two archives published while the job was down + // left the older one out for good. The last published universe day says where to resume. + var processed = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder, "universe"); + Directory.CreateDirectory(processed); + File.WriteAllText(Path.Combine(processed, "20260529.csv"), string.Empty); + + using var downloader = new SEC13FDownloader( + Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2026, 9, 10)); + + var archives = new List + { + new("01dec2025-28feb2026_form13f.zip", "https://localhost/a.zip", new DateTime(2025, 12, 1), new DateTime(2026, 2, 28)), + new("01mar2026-31may2026_form13f.zip", "https://localhost/b.zip", new DateTime(2026, 3, 1), new DateTime(2026, 5, 31)), + new("01jun2026-31aug2026_form13f.zip", "https://localhost/c.zip", new DateTime(2026, 6, 1), new DateTime(2026, 8, 31)) + }; + + Assert.AreEqual(new[] { "01mar2026-31may2026_form13f.zip", "01jun2026-31aug2026_form13f.zip" }, + downloader.SelectArchives(archives).Select(archive => archive.Name).ToArray()); + } + + [Test] + public void AMissingDeploymentDateIsAnErrorUnlessTheRebuildIsAskedFor() + { + // An empty date used to mean the full history, which turned a misconfigured nightly job + // into a five gigabyte refetch that exited zero. + var previousDate = Environment.GetEnvironmentVariable("QC_DATAFLEET_DEPLOYMENT_DATE"); + try + { + Environment.SetEnvironmentVariable("QC_DATAFLEET_DEPLOYMENT_DATE", null); + + Config.Set(Program.RebuildHistoryKey, "false"); + Assert.IsFalse(Program.TryParseDeploymentDate(out _), "no date and no rebuild asked for"); + + Config.Set(Program.RebuildHistoryKey, "true"); + Assert.IsTrue(Program.TryParseDeploymentDate(out var rebuild)); + Assert.IsNull(rebuild, "the rebuild runs over the whole history"); + + Environment.SetEnvironmentVariable("QC_DATAFLEET_DEPLOYMENT_DATE", "20260908"); + Assert.IsTrue(Program.TryParseDeploymentDate(out var date)); + Assert.AreEqual(new DateTime(2026, 9, 8), date); + } + finally + { + Environment.SetEnvironmentVariable("QC_DATAFLEET_DEPLOYMENT_DATE", previousDate); + Config.Set(Program.RebuildHistoryKey, "false"); + } } [Test] @@ -905,8 +1138,13 @@ private void SeedMapFileRows(params (string Ticker, string[] Rows)[] files) } } - _previousDataFolder = Config.Get("data-folder", string.Empty); - _previousLookupDate = Config.Get("map-file-provider-lookup-date", string.Empty); + // Null when absent, so the teardown can tell a missing key from an empty one. + if (!_configSeeded) + { + _previousDataFolder = Config.Get("data-folder", null); + _previousLookupDate = Config.Get("map-file-provider-lookup-date", null); + _configSeeded = true; + } Config.Set("data-folder", dataFolder); Config.Set("map-file-provider-lookup-date", $"{lookupDate:yyyyMMdd}"); @@ -941,6 +1179,97 @@ public void ANPortTickerThatIsNotOneIsRejected(string raw) Assert.IsNull(SEC13FTickerCrosswalk.Normalize(raw)); } + [Test] + public void ACrosswalkTickerNamesTheSecurityItNamedWhenTheFundsReportedIt() + { + // Facebook's CUSIP reaches the crosswalk as META, the ticker funds report today. Resolved + // at each filing date instead, META named the Roundhill Metaverse ETF from 2021-06-30 to + // 2022-01-28, so seven months of Facebook's holders were published as that ETF's, and + // before it META named nothing at all. + SeedMapFileRows( + ("meta", new[] { "20120518,fb", "20220608,fb", "20501231,meta" }), + ("metv", new[] { "20210630,meta", "20220128,meta", "20501231,metv" })); + + using var downloader = Downloader(); + downloader.TickerCrosswalk = new Dictionary + { + ["30303M102"] = new("META", new DateTime(2026, 1, 1)) + }; + + var security = downloader.ResolveThroughTicker("30303M102"); + + Assert.AreEqual("FB", downloader.ResolveTicker(security, new DateTime(2021, 10, 15))?.ToUpperInvariant(), + "Facebook's filing lands in Facebook's file, not the ETF's"); + Assert.AreEqual("FB", downloader.ResolveTicker(security, new DateTime(2016, 2, 12))?.ToUpperInvariant(), + "and the years before the ETF existed resolve too"); + Assert.AreEqual("META", downloader.ResolveTicker(security, new DateTime(2023, 2, 14))?.ToUpperInvariant()); + } + + [Test] + public void ACrosswalkTickerThatNamedNoUsSecurityWhenObservedResolvesToNothing() + { + // Barrick's CUSIP reached the crosswalk as ABX, its Toronto ticker, in data reported from + // July 2025. No US security traded as ABX then, and the resolver still returned the + // company that took the ticker in December, so its holders would have gone there. + SeedMapFileRows( + ("abx", new[] { "20200914,eres", "20230703,eres", "20251229,abl", "20501231,abx" }), + ("b", new[] { "19980102,abx", "20181231,abx", "20250508,gold", "20501231,b" })); + + using var downloader = Downloader(); + downloader.TickerCrosswalk = new Dictionary + { + ["067901108"] = new("ABX", new DateTime(2025, 7, 1)) + }; + + Assert.IsNull(downloader.ResolveThroughTicker("067901108")); + } + + [TestCase("BRK.B", true)] + [TestCase("AAPL", true)] + [TestCase("UA.C ", false)] // the map files carry a trailing space for Under Armour's class C + [TestCase("A/B", false)] + [TestCase("X|Y", false)] + public void OnlyATickerLeanCanAskForBecomesAFile(string ticker, bool expected) + { + // A Symbol cannot hold a space or a '|', so a file named after such a ticker is one LEAN + // never reads, and every row in it failed when the delivery archive was read back. + Assert.AreEqual(expected, SEC13FDownloader.IsFileNameSafe(ticker)); + } + + [Test] + public void ASecurityHasNoTickerBeforeItBeganTrading() + { + // Before its first row a map file answers with its first ticker, so a filing dated + // before the listing would land under a ticker the security did not have yet. + SeedMapFileRows(("late", new[] { "20200914,late", "20501231,late" })); + + using var downloader = Downloader(); + var security = SecurityIdentifier.GenerateEquity(new DateTime(2020, 9, 14), "LATE", Market.USA); + + Assert.IsNull(downloader.ResolveTicker(security, new DateTime(2019, 6, 3)), "not listed yet"); + Assert.AreEqual("LATE", downloader.ResolveTicker(security, new DateTime(2021, 1, 4))?.ToUpperInvariant()); + } + + [Test] + public void TheNewestObservationOfACusipWinsWhateverOrderTheQuartersArrive() + { + // The quarters used to be folded newest first, so a first build kept the oldest ticker + // of a renamed security while a refresh kept the newest. + var older = new[] { KeyValuePair.Create("30303M102", "FB") }; + var newer = new[] { KeyValuePair.Create("30303M102", "META") }; + + var olderFirst = new Dictionary(); + SEC13FTickerCrosswalk.Fold(olderFirst, new DateTime(2022, 4, 1), older); + SEC13FTickerCrosswalk.Fold(olderFirst, new DateTime(2022, 7, 1), newer); + + var newerFirst = new Dictionary(); + SEC13FTickerCrosswalk.Fold(newerFirst, new DateTime(2022, 7, 1), newer); + SEC13FTickerCrosswalk.Fold(newerFirst, new DateTime(2022, 4, 1), older); + + Assert.AreEqual("META", olderFirst["30303M102"].Ticker); + Assert.AreEqual("META", newerFirst["30303M102"].Ticker); + } + // ---- Fixtures ----------------------------------------------------------------------------- /// One increment or cumulative row. Only the first two measures are exercised. diff --git a/tests/Tests.csproj b/tests/Tests.csproj index 98e8908..bc206e3 100644 --- a/tests/Tests.csproj +++ b/tests/Tests.csproj @@ -23,7 +23,6 @@ - all From a7a9b1b795d60736474c1a256b5adc8f3b98cca3 Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Thu, 10 Sep 2026 17:57:02 -0500 Subject: [PATCH 04/11] Read the SEC user agent from config and document the amendment rule and the crosswalk rename gap --- DataProcessing/SEC13FDownloader.cs | 41 +++++++++++++++++++++---- DataProcessing/SEC13FTickerCrosswalk.cs | 5 +++ DataProcessing/config.json | 4 --- listing-about-13f.md | 6 +++- tests/SEC13FProcessorTests.cs | 29 +++++++++++++++-- 5 files changed, 72 insertions(+), 13 deletions(-) delete mode 100644 DataProcessing/config.json diff --git a/DataProcessing/SEC13FDownloader.cs b/DataProcessing/SEC13FDownloader.cs index cd848f2..b81ad00 100644 --- a/DataProcessing/SEC13FDownloader.cs +++ b/DataProcessing/SEC13FDownloader.cs @@ -25,6 +25,7 @@ using System.Text; using System.Text.RegularExpressions; using System.Threading; +using QuantConnect.Configuration; using QuantConnect.Data.Auxiliary; using QuantConnect.DataSource; using QuantConnect.Interfaces; @@ -57,9 +58,6 @@ public class SEC13FDownloader : IDisposable private const string DataSetsPageUrl = "https://www.sec.gov/data-research/sec-markets-data/form-13f-data-sets"; private const string SecBaseUrl = "https://www.sec.gov"; - // The SEC asks for a descriptive User-Agent rather than a key, and rate limits to ten - // requests a second. - private const string UserAgentHeader = "QuantConnect Dataset Processing (data@quantconnect.com)"; private const int MaxRetries = 5; @@ -120,6 +118,9 @@ public class SEC13FDownloader : IDisposable private readonly DateTime? _deploymentDate; private readonly HttpClient _client; + private bool _userAgentSet; + + // The SEC rate limits automated readers to ten requests a second. private readonly RateGate _rateGate = new(10, TimeSpan.FromSeconds(1)); private readonly IMapFileProvider _mapFileProvider; @@ -226,7 +227,6 @@ public SEC13FDownloader(string destinationDirectory, string processedDataDirecto Directory.CreateDirectory(_archiveCacheDirectory); _client = new HttpClient { Timeout = TimeSpan.FromMinutes(30) }; - _client.DefaultRequestHeaders.UserAgent.ParseAdd(UserAgentHeader); // Zip, not disk: the security master ships map_files_.zip, and the disk provider // only sees loose csv files, so it would resolve almost nothing without failing. @@ -1153,8 +1153,12 @@ public decimal Factor(string accession, string cusip, Submission submission, dec factor = steps > 0 ? factor / 1000m : factor * 1000m; } - // A thousandfold unit slip is common; a millionfold one is a wrong share count rather - // than a unit, and scaling it would inflate Apple's 2019 quarters by ten percent. + // One thousandfold step either way is a unit slip. A line a thousand times above the + // median in the dollar era is almost always a VALUE typed a thousand times too large: + // of the 4,740 such lines of the March 2023 quarter whose filer reported the same + // security the quarter before, 4,578 held the same shares then and 162 a thousand times + // more. A millionfold step is a wrong share count rather than a unit, and scaling it + // inflated Apple's 2019 quarters by ten percent, so such a line keeps its filing's factor. if (factor > 1000m || factor < 0.001m) { return filing; @@ -2285,6 +2289,30 @@ internal static bool IsFileNameSafe(string ticker) && ticker.IndexOfAny(Path.GetInvalidFileNameChars()) < 0; } + /// + /// Sets the User-Agent the SEC asks automated readers for, from the same config keys the + /// reports dataset reads, on the first request: a run that never reaches the network, like + /// the unit tests, does not need them. + /// + private void RequireUserAgent() + { + if (_userAgentSet) + { + return; + } + + var companyName = Config.Get("sec-user-agent-company-name"); + var companyEmail = Config.Get("sec-user-agent-company-email"); + if (string.IsNullOrEmpty(companyName) || string.IsNullOrEmpty(companyEmail)) + { + throw new ArgumentException("The SEC requires a company name and email to download data using " + + "automation. Set `sec-user-agent-company-name` and `sec-user-agent-company-email` in the config."); + } + + _client.DefaultRequestHeaders.TryAddWithoutValidation("User-Agent", string.Join(" ", companyName, companyEmail)); + _userAgentSet = true; + } + /// GETs a URL as text, with retry and backoff. private string GetWithRetry(string url) { @@ -2302,6 +2330,7 @@ private string GetWithRetry(string url) /// private T WithRetry(string url, Func request) { + RequireUserAgent(); for (var attempt = 1; ; attempt++) { try diff --git a/DataProcessing/SEC13FTickerCrosswalk.cs b/DataProcessing/SEC13FTickerCrosswalk.cs index f4946b8..cfec882 100644 --- a/DataProcessing/SEC13FTickerCrosswalk.cs +++ b/DataProcessing/SEC13FTickerCrosswalk.cs @@ -234,6 +234,11 @@ private static string Url(int year, int quarter) private static string QuarterKey((int Year, int Quarter) quarter) => $"{quarter.Year}q{quarter.Quarter}"; + /// + /// The day a data set's tickers are taken to be observed on: its quarter's first day. A ticker + /// renamed within that quarter fails the traded-under check in the downloader, so its CUSIP + /// stays unresolved until a newer quarter is folded in. Rare, and it never resolves wrongly. + /// private static DateTime QuarterStart(int year, int quarter) => new(year, quarter * 3 - 2, 1); diff --git a/DataProcessing/config.json b/DataProcessing/config.json deleted file mode 100644 index cbbd73a..0000000 --- a/DataProcessing/config.json +++ /dev/null @@ -1,4 +0,0 @@ -{ - "temp-output-directory": "/temp-output-directory", - "data-folder": "../../../Data/" -} diff --git a/listing-about-13f.md b/listing-about-13f.md index 2becec9..438e027 100644 --- a/listing-about-13f.md +++ b/listing-about-13f.md @@ -117,7 +117,11 @@ Amendments are the one place where lines are not simply summed. Most amendments report, and adding a restatement on top of the report it replaces counted the same position twice: for Apple's March 2026 quarter that was 993,574,019 shares, 9.6 percent of the total. An amendment's lines therefore count only for a security the manager had not reported for the quarter yet, which is -what an amendment adding new holdings carries. +what an amendment adding new holdings carries. The rule only ever adds: a restatement that lowers or +removes a position leaves the original figure standing, and an amendment adding holdings to a security +the manager already reported for the quarter is not counted. Against replacing each manager's position +with its restatement, the difference on the three largest holdings of the March 2026 quarter is under +0.01 percent. That count is taken once per manager: a manager that reports the security on several filings, under several of the issuer's CUSIPs, or names it for the first time in an amendment counts once for the diff --git a/tests/SEC13FProcessorTests.cs b/tests/SEC13FProcessorTests.cs index f561951..198f9d4 100644 --- a/tests/SEC13FProcessorTests.cs +++ b/tests/SEC13FProcessorTests.cs @@ -262,8 +262,10 @@ public void ALineInAnotherUnitThanTheRestOfItsFilingIsCorrectedOnItsOwn() [Test] public void ALineAThousandTimesTheMedianIsBroughtDown() { - // The same measurement the other way round: three SPY lines of the March 2023 quarter - // carried VALUE a thousand times the price, and 16 percent of the total with it. + // Three SPY lines of the March 2023 quarter carried VALUE a thousand times the price, and 16 + // percent of the total with it. It is the VALUE that is off, not the share count: the same + // filers reported the same number of shares the quarter before, as 4,578 of the 4,740 + // comparable lines of that quarter did. var filing = new DateTime(2023, 5, 15); var quarter = new DateTime(2023, 3, 31); var lines = new List(); @@ -281,6 +283,29 @@ public void ALineAThousandTimesTheMedianIsBroughtDown() Assert.AreEqual(11 * 40939m, holdings.Values.Single().HoldingValue); } + [Test] + public void ARunWithoutTheSecUserAgentKeysFailsBeforeAnyRequest() + { + // The SEC asks automated readers to identify themselves, and the reports dataset reads the + // name and email from these two keys. Without them the run stops instead of calling out + // anonymously. + var previousName = Config.Get("sec-user-agent-company-name"); + var previousEmail = Config.Get("sec-user-agent-company-email"); + try + { + Config.Set("sec-user-agent-company-name", string.Empty); + Config.Set("sec-user-agent-company-email", string.Empty); + + using var downloader = Downloader(); + Assert.Throws(() => downloader.Run()); + } + finally + { + Config.Set("sec-user-agent-company-name", previousName); + Config.Set("sec-user-agent-company-email", previousEmail); + } + } + [Test] public void ALineAMillionTimesOffIsLeftToItsFiling() { From 63b0412bbf7d12f0c9f6736cdd4e2c53f0346766 Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Fri, 11 Sep 2026 14:44:06 -0500 Subject: [PATCH 05/11] Read 13F filings from EDGAR daily, stamp rows when the job can publish them and check units and crosswalk matches against the close --- DataProcessing/SEC13FClosePrices.cs | 94 ++++ DataProcessing/SEC13FDownloader.cs | 650 ++++++++++++++++++------ DataProcessing/SEC13FEdgarDay.cs | 286 +++++++++++ DataProcessing/SEC13FTickerCrosswalk.cs | 4 + SEC13FHoldings.cs | 7 + SEC13FHoldingsAlgorithm.cs | 12 +- SEC13FHoldingsAlgorithm.py | 12 +- SEC13FHoldingsUniverse.cs | 9 +- listing-about-13f.md | 39 +- listing-documentation-13f.md | 8 +- tests/SEC13FHoldingsUniverseTests.cs | 5 +- tests/SEC13FProcessorTests.cs | 604 ++++++++++++++++------ 12 files changed, 1374 insertions(+), 356 deletions(-) create mode 100644 DataProcessing/SEC13FClosePrices.cs create mode 100644 DataProcessing/SEC13FEdgarDay.cs diff --git a/DataProcessing/SEC13FClosePrices.cs b/DataProcessing/SEC13FClosePrices.cs new file mode 100644 index 0000000..b2c09d3 --- /dev/null +++ b/DataProcessing/SEC13FClosePrices.cs @@ -0,0 +1,94 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.Globalization; +using System.IO; + +namespace QuantConnect.DataProcessing +{ + /// + /// Raw closing prices from LEAN's coarse universe files, one per trading day, which is what a + /// reported VALUE over SSHPRNAMT is checked against. The close of the quarter's last trading day + /// is known before any filing for that quarter can be made, so the check needs no other filing + /// and gives the same answer on the day a filing is read as in a rebuild years later. + /// + internal sealed class SEC13FClosePrices + { + /// Days walked back from a quarter end for its last trading day: a long weekend and a holiday. + private const int DaysToLookBack = 7; + + private readonly string _coarseDirectory; + private readonly Dictionary> _closesByDay = new(); + + public SEC13FClosePrices(string coarseDirectory) + { + _coarseDirectory = coarseDirectory; + } + + /// Whether the coarse files are there at all, so the caller can say so once. + public bool Available => Directory.Exists(_coarseDirectory); + + /// + /// The raw close of a security on the last trading day on or before the quarter end, or + /// null. Never a day after the filing date: a period typed years ahead would otherwise read + /// a price nobody had when the filing was made. + /// + public decimal? Close(SecurityIdentifier security, DateTime periodEnd, DateTime filingDate) + { + var last = periodEnd.Date < filingDate.Date ? periodEnd.Date : filingDate.Date; + for (var back = 0; back < DaysToLookBack; back++) + { + var closes = ClosesOn(last.AddDays(-back)); + if (closes != null) + { + // The last trading day decides: a security missing from it did not trade then. + return closes.TryGetValue(security.ToString(), out var close) && close > 0m ? close : null; + } + } + + return null; + } + + /// The closes of one trading day, keyed by security identifier, or null when the day has no file. + private Dictionary ClosesOn(DateTime day) + { + if (_closesByDay.TryGetValue(day, out var closes)) + { + return closes; + } + + var path = Path.Combine(_coarseDirectory, $"{day.ToString(DateFormat.EightCharacter, CultureInfo.InvariantCulture)}.csv"); + if (File.Exists(path)) + { + closes = new Dictionary(StringComparer.Ordinal); + + // sid, ticker, close, volume, dollar volume, has fundamentals, price factor, split factor + foreach (var line in File.ReadLines(path)) + { + var fields = line.Split(','); + if (fields.Length > 2 && decimal.TryParse(fields[2], NumberStyles.Any, CultureInfo.InvariantCulture, out var close)) + { + closes[fields[0]] = close; + } + } + } + + _closesByDay[day] = closes; + return closes; + } + } +} diff --git a/DataProcessing/SEC13FDownloader.cs b/DataProcessing/SEC13FDownloader.cs index b81ad00..5742565 100644 --- a/DataProcessing/SEC13FDownloader.cs +++ b/DataProcessing/SEC13FDownloader.cs @@ -70,9 +70,31 @@ public class SEC13FDownloader : IDisposable // restatement's corrections to a position already counted are not applied; see AdmitAmendment. private const string AmendmentSubmissionTypeSuffix = "/A"; - // EDGAR stops accepting same-day filings at 17:30 ET, so a filing is public by then on its - // FILING_DATE and the point can never be read before it existed. - private static readonly TimeSpan ReleaseTimeOfDay = new(17, 30, 0); + // EDGAR lists a day's filings in its daily index at about 22:05 ET (02:02 to 02:07 UTC the + // next morning over six business days measured in September 2026). The daily job reads that + // index at 01:00 ET the next day with a one hour timeout (schedule "0 1 * * 2-6", Date + // Offset 1), so a filing is published the day after its FILING_DATE at ReleaseTimeOfDay. + // Stamping it any earlier would let a backtest read it before the live job had it. + internal static readonly TimeSpan AvailableAfterFilingDate = TimeSpan.FromDays(1) + SEC13FHoldings.ReleaseTimeOfDay; + + /// Config key that starts the rebuild's EDGAR days on this yyyyMMdd instead of after the last data set. + internal const string EdgarFromKey = "sec-13f-edgar-from"; + + /// Config key that ends the rebuild's EDGAR days on this yyyyMMdd instead of yesterday. + internal const string EdgarUntilKey = "sec-13f-edgar-until"; + + /// + /// Config key that makes the rebuild skip the data sets ending before this yyyyMMdd. For checks + /// only: the rules do not depend on the old years, and cutting them takes a rebuild from ten + /// minutes to one or two. A published history always starts in 2013. + /// + internal const string RebuildFromKey = "sec-13f-rebuild-from"; + + /// The EDGAR days already folded into the published history, one yyyyMMdd per line. + private const string EdgarStateFileName = "edgar-days.txt"; + + /// How far back a daily run looks for a day whose index EDGAR published late. + private const int EdgarLookbackDays = 10; private const string ReleaseFormat = "yyyyMMdd HH:mm"; private const string PeriodFormat = "yyyyMMdd"; @@ -88,16 +110,15 @@ public class SEC13FDownloader : IDisposable /// Days after a quarter end that managers have to file their 13F for it. private const int FilingDeadlineDays = 45; - /// Reports of one security and quarter needed before their median price is a reference. - private const int MinimumReportsForMedianPrice = 3; - - /// Reports needed before the median can correct a single line on its own. - private const int MinimumReportsForLineCorrection = 10; - // The SEC rule: VALUE in thousands for filings before this date, whole dollars from it. // DetectValueUnits checks each filing against it. private static readonly DateTime ValueInWholeDollarsFrom = new(2023, 1, 1); + // How far, in log10, a crosswalk group's median price may sit from the close times a power + // of a thousand and still be that security: about three times either way. Farther is another + // security, as DeFi Technologies at $2 reaching the $129 Hashdex DEFI ETF through its ticker. + private const double PriceMatchTolerance = 0.5; + private static readonly string[] SecDateFormats = { "dd-MMM-yyyy", "d-MMM-yyyy", "yyyy-MM-dd", "MM/dd/yyyy" }; private static readonly Regex ArchiveLinkRegex = new( @@ -203,12 +224,32 @@ public class SEC13FDownloader : IDisposable private decimal _unresolvedValue; private readonly HashSet _unresolvedCusips = new(StringComparer.Ordinal); + /// + /// CUSIPs and filing dates resolved through the crosswalk rather than the security database, + /// cleared with the resolution cache. Their groups are checked against the close, since a fund + /// administrator's ticker can name another company. + /// + private readonly HashSet<(string Cusip, DateTime Date)> _crosswalkResolutions = new(); + + private long _debtCusipsRejected; + private long _mismatchedGroups; + private decimal _mismatchedValue; + + /// The quarter-end closes that decide VALUE's unit and vet crosswalk resolutions. + private readonly SEC13FClosePrices _closePrices; + + /// EDGAR days already folded into the history, published so a daily run never reads one twice. + private readonly SortedSet _edgarDays = new(); + + private readonly DateTime? _edgarFrom; + private readonly DateTime? _edgarUntil; + /// /// Creates a new instance writing to , merging with any /// previously processed data found in . A null - /// walks every published archive; a date reads only the - /// archive whose window covers it. Downloads are kept under - /// so the next run finds them. + /// rebuilds the history from the data sets and EDGAR; a date + /// reads that day's filings from EDGAR, with any recent day it has not read yet. Downloads are + /// kept under so the next run finds them. /// public SEC13FDownloader(string destinationDirectory, string processedDataDirectory, DateTime? deploymentDate, string rawDataDirectory = null) @@ -248,6 +289,33 @@ public SEC13FDownloader(string destinationDirectory, string processedDataDirecto Log.Error($"SEC13FDownloader(): {securityDatabasePath} is missing. It is not distributable, " + "and without it no CUSIP or ISIN resolves and the run produces no data."); } + + _closePrices = new SEC13FClosePrices(Path.Combine(Globals.DataFolder, "equity", "usa", "fundamental", "coarse")); + if (!_closePrices.Available) + { + Log.Error("SEC13FDownloader(): the coarse universe files are missing from the data folder. Without the " + + "quarter-end closes VALUE falls back to the SEC unit rule and every crosswalk resolution is dropped."); + } + + _edgarFrom = ParseOptionalDate(Config.Get(EdgarFromKey), EdgarFromKey); + _edgarUntil = ParseOptionalDate(Config.Get(EdgarUntilKey), EdgarUntilKey); + } + + /// A yyyyMMdd config value, or null when the key is not set. + private static DateTime? ParseOptionalDate(string value, string key) + { + if (string.IsNullOrWhiteSpace(value)) + { + return null; + } + + if (DateTime.TryParseExact(value.Trim(), DateFormat.EightCharacter, CultureInfo.InvariantCulture, + DateTimeStyles.None, out var date)) + { + return date; + } + + throw new ArgumentException($"SEC13FDownloader(): {key} '{value}' is not yyyyMMdd"); } /// @@ -259,29 +327,123 @@ public void Run() RequireEmptyDestination(); RequirePublishedHistoryForIncrementalRun(); ReadFilerState(); + ReadEdgarState(); - var archives = GetArchives(); - Log.Trace($"SEC13FDownloader.Run(): {archives.Count} archives published, " + - $"{archives[0].Start:yyyy-MM-dd}..{archives[archives.Count - 1].End:yyyy-MM-dd}"); - - var selected = SelectArchives(archives); - Log.Trace($"SEC13FDownloader.Run(): processing {selected.Count} archive(s): " + - $"{string.Join(", ", selected.Select(x => x.Name))}"); + if (_deploymentDate == null) + { + // The data sets as far as they reach, then EDGAR day by day: the filings the daily + // job reads, with the stamps it gives them. + var archives = GetArchives(); + var edgarFrom = _edgarFrom ?? archives[archives.Count - 1].End.AddDays(1); + var rebuildFrom = ParseOptionalDate(Config.Get(RebuildFromKey), RebuildFromKey); + var selected = ArchivesBefore(archives, edgarFrom) + .Where(archive => rebuildFrom == null || archive.End >= rebuildFrom) + .ToList(); + _edgarFirstDay = edgarFrom; + Log.Trace($"SEC13FDownloader.Run(): {archives.Count} archives published, processing {selected.Count} " + + $"through {selected.LastOrDefault()?.End:yyyy-MM-dd}, then EDGAR from {edgarFrom:yyyy-MM-dd}"); - PruneFilerState(selected); + foreach (var archive in selected) + { + ProcessArchive(archive); + FlushPendingRows(); + } - foreach (var archive in selected) + ProcessEdgarDays(EdgarDaysToRead(edgarFrom, _edgarUntil ?? YesterdayInNewYork())); + } + else { - ProcessArchive(archive); - FlushPendingRows(); + // The deployment date, and any recent day whose index EDGAR published late. + ProcessEdgarDays(EdgarDaysToRead(_deploymentDate.Value.AddDays(-EdgarLookbackDays), _deploymentDate.Value)); } FinalizeSecurityFiles(); BuildUniverseFiles(); WriteFilerState(); + WriteEdgarState(); LogResolutionSummary(); } + /// + /// Reads each day's filings from EDGAR and folds them in like an archive. A weekday without an + /// index is a holiday or a late index; it is not recorded, so a later run can still read it. + /// + private void ProcessEdgarDays(List days) + { + var read = 0; + foreach (var day in days) + { + var path = SEC13FEdgarDay.Build(day, _archiveCacheDirectory, TryGetText); + if (path == null) + { + Log.Trace($"SEC13FDownloader.ProcessEdgarDays(): EDGAR has no index for {day:yyyy-MM-dd}"); + continue; + } + + ProcessArchive(new Archive(Path.GetFileName(path), SEC13FEdgarDay.IndexUrl(day), day, day, IsDaily: true)); + FlushPendingRows(); + _edgarDays.Add(day); + read++; + } + + Log.Trace($"SEC13FDownloader.ProcessEdgarDays(): read {read} of {days.Count} EDGAR days"); + } + + /// + /// The data sets whose window ends before EDGAR takes over. A window that straddles the switch + /// would have its filings read from both sources or from neither, so it stops the run. + /// + internal static List ArchivesBefore(List archives, DateTime edgarFrom) + { + var straddling = archives.FirstOrDefault(archive => archive.Start < edgarFrom && archive.End >= edgarFrom); + if (straddling != null) + { + throw new InvalidOperationException( + $"SEC13FDownloader.ArchivesBefore(): {straddling.Name} covers {edgarFrom:yyyy-MM-dd}. EDGAR has to " + + "take over the day after a data set ends, or that window would be read twice or not at all."); + } + + return archives.Where(archive => archive.End < edgarFrom).ToList(); + } + + /// + /// The weekdays from one date to another that no earlier run has folded in, never before the + /// day EDGAR took over from the data sets. + /// + internal List EdgarDaysToRead(DateTime from, DateTime until) + { + var days = new List(); + var first = from.Date < _edgarFirstDay ? _edgarFirstDay : from.Date; + for (var day = first; day <= until.Date; day = day.AddDays(1)) + { + if (day.DayOfWeek != DayOfWeek.Saturday && day.DayOfWeek != DayOfWeek.Sunday && !_edgarDays.Contains(day)) + { + days.Add(day); + } + } + + return days; + } + + /// The last complete EDGAR day when the rebuild runs, in the SEC's time zone. + private static DateTime YesterdayInNewYork() + { + return DateTime.UtcNow.ConvertFromUtc(TimeZones.NewYork).Date.AddDays(-1); + } + + /// + /// The moment a filing's rows are published: the day after its filing date at the release + /// time. A daily run that reads a day it had missed publishes it only after its own + /// deployment date, so the rows carry that instead of a time the run was not there for. + /// + internal DateTime ReleaseOf(DateTime filingDate) + { + var read = _deploymentDate.HasValue && _deploymentDate.Value.Date > filingDate.Date + ? _deploymentDate.Value.Date + : filingDate.Date; + return read + AvailableAfterFilingDate; + } + /// /// Stops a run into a destination that already holds files. The job hands it over empty, and /// whatever an earlier run left there would be read into the universe and published again. @@ -323,6 +485,25 @@ internal void RequirePublishedHistoryForIncrementalRun() $"read from {_processedDataDirectory}"); RequireFilerStateForIncrementalRun(); + RequireEdgarStateForIncrementalRun(); + } + + /// + /// Stops an incremental run that cannot tell which EDGAR days are already published: reading + /// one again would add its filings a second time under a later stamp. + /// + internal void RequireEdgarStateForIncrementalRun() + { + var path = Path.Combine(_processedDataDirectory, EdgarStateFileName); + if (File.Exists(path)) + { + return; + } + + throw new InvalidOperationException( + $"SEC13FDownloader.Run(): the incremental run for {_deploymentDate:yyyy-MM-dd} found no EDGAR state at " + + $"{path}, so it cannot tell a day already published from a new one. Republish the dataset with a full " + + "history run to restore it."); } /// @@ -345,10 +526,10 @@ internal void RequireFilerStateForIncrementalRun() } /// - /// One published archive: the zip name, its absolute URL, and the filing-receipt window it - /// covers. + /// One archive: the zip name, its absolute URL, and the filing-receipt window it covers. A + /// daily one is a day read from EDGAR, which may hold no holdings filing at all. /// - internal sealed record Archive(string Name, string Url, DateTime Start, DateTime End); + internal sealed record Archive(string Name, string Url, DateTime Start, DateTime End, bool IsDaily = false); /// /// Scrapes the data sets page for every published archive, oldest first, so a new window is @@ -420,51 +601,63 @@ private static DateTime ParseWindowDate(string value) } /// - /// Picks the archives a run reads: all of them for a full pass. An incremental pass reads - /// every archive whose window ends on or after the last published release, plus any covering - /// the deployment date, so archives the SEC published while the job was down are not skipped. - /// The SEC publishes a window after it closes, so the covering one is usually not out yet. + /// The first day EDGAR is responsible for: the day after the last data set the rebuild read. + /// Earlier days came from the data sets and are not in the list, so a daily run must never + /// read them from EDGAR; it did once, and counted their filings twice. /// - internal List SelectArchives(List archives) + private DateTime _edgarFirstDay; + + private const string EdgarFirstDayPrefix = "#from "; + + /// Loads the EDGAR days an earlier run published. A full run reads them all again and starts empty. + internal void ReadEdgarState() { if (_deploymentDate == null) { - Log.Trace("SEC13FDownloader.SelectArchives(): full history"); - return archives; + return; } - var date = _deploymentDate.Value.Date; - var lastPublished = LastPublishedRelease(); - var selected = archives - .Where(x => x.End >= lastPublished || (x.Start <= date && date <= x.End)) - .ToList(); + var path = Path.Combine(_processedDataDirectory, EdgarStateFileName); + var header = false; + foreach (var line in File.ReadLines(path)) + { + if (line.StartsWith(EdgarFirstDayPrefix, StringComparison.Ordinal)) + { + _edgarFirstDay = DateTime.ParseExact(line.Substring(EdgarFirstDayPrefix.Length).Trim(), + DateFormat.EightCharacter, CultureInfo.InvariantCulture); + header = true; + } + else if (!string.IsNullOrWhiteSpace(line)) + { + _edgarDays.Add(DateTime.ParseExact(line.Trim(), DateFormat.EightCharacter, CultureInfo.InvariantCulture)); + } + } - if (selected.Count == 0) + if (!header) { - selected.Add(archives[archives.Count - 1]); + throw new InvalidDataException($"SEC13FDownloader.ReadEdgarState(): {path} does not say which day EDGAR " + + "took over from the data sets, so a daily run could read a day twice. Republish with a full history run."); } - Log.Trace($"SEC13FDownloader.SelectArchives(): incremental for {date:yyyy-MM-dd}, last published release " + - $"{lastPublished:yyyy-MM-dd}"); - return selected; + Log.Trace($"SEC13FDownloader.ReadEdgarState(): EDGAR from {_edgarFirstDay:yyyy-MM-dd}, {_edgarDays.Count} " + + $"days already published, the last {_edgarDays.Max:yyyy-MM-dd}"); } - /// The newest release the published universe carries, or DateTime.MaxValue when there is none. - private DateTime LastPublishedRelease() + /// Publishes the day EDGAR took over and the days folded in so far, oldest first. + internal void WriteEdgarState() { - var universe = Path.Combine(_processedDataDirectory, "universe"); - if (!Directory.Exists(universe)) + Directory.CreateDirectory(_destinationDirectory); + SEC13FFiles.WriteThenMove(Path.Combine(_destinationDirectory, EdgarStateFileName), stream => { - return DateTime.MaxValue; - } - - var days = Directory.EnumerateFiles(universe, "*.csv") - .Select(file => DateTime.TryParseExact(Path.GetFileNameWithoutExtension(file), DateFormat.EightCharacter, - CultureInfo.InvariantCulture, DateTimeStyles.None, out var day) ? day : (DateTime?)null) - .Where(day => day.HasValue) - .ToList(); - - return days.Count == 0 ? DateTime.MaxValue : days.Max().Value; + using var writer = new StreamWriter(stream, leaveOpen: true); + writer.Write(EdgarFirstDayPrefix + _edgarFirstDay.ToString(DateFormat.EightCharacter, CultureInfo.InvariantCulture)); + writer.Write('\n'); + foreach (var day in _edgarDays) + { + writer.Write(day.ToString(DateFormat.EightCharacter, CultureInfo.InvariantCulture)); + writer.Write('\n'); + } + }); } /// @@ -476,6 +669,7 @@ private void ProcessArchive(Archive archive) // One window's worth of resolutions is all that is worth holding: the key carries the // filing date, so entries from a window already read can never be hit again. _resolvedCusips.Clear(); + _crosswalkResolutions.Clear(); _admittedAmendments.Clear(); _tickerOwners.Clear(); @@ -485,10 +679,11 @@ private void ProcessArchive(Archive archive) using var zip = new ZipArchive(stream, ZipArchiveMode.Read); var submissions = ReadSubmissions(zip, archive); - if (submissions.Count == 0) + if (submissions.Count == 0 && !archive.IsDaily) { // The windows do not overlap, so an archive with no holdings means the layout moved, - // and carrying on would publish a history with this window missing. + // and carrying on would publish a history with this window missing. A single EDGAR + // day can legitimately carry none. throw new InvalidDataException( $"SEC13FDownloader.ProcessArchive(): {archive.Name} yielded no holdings submissions. " + "An archive that contributes nothing means the upstream layout moved."); @@ -684,13 +879,19 @@ internal sealed class Holding : Measures /// Every reported value, originals and amendments, for the coverage summary. public decimal ReportedValue => HoldingValue + Amendments.Values.Sum(amendment => amendment.HoldingValue); + + /// + /// The implied price, VALUE over SSHPRNAMT as reported, of every share line in the group, + /// which is what a crosswalk resolution is checked against the close with. + /// + public List SharePrices { get; } = new(); } /// /// Every (security, quarter, filer) already counted, so a filer reaches Holders once. Packed /// into a long (security index in bits 42..61, period index 32..41, CIK 0..31) because the /// history holds 58 million of them. The value is the filing date first counted on, as - /// yyyyMMdd, which PruneFilerState uses to make re-reading an archive idempotent. + /// yyyyMMdd, kept in the published state for whoever needs to tell when a filer arrived. /// private readonly Dictionary _countedFilers = new(); @@ -757,42 +958,6 @@ internal int CountNewFilers(SecurityIdentifier security, DateTime period, IEnume return newFilers; } - /// - /// Forgets every filer first counted inside these archives' windows, so reading them again - /// recounts the same increments. Otherwise the second night would find the whole window - /// counted and publish Holders increments of zero over the real ones. - /// - internal void PruneFilerState(List archives) - { - if (_deploymentDate == null || _countedFilers.Count == 0) - { - return; - } - - var windows = archives - .Select(archive => ( - Start: int.Parse(archive.Start.ToStringInvariant(DateFormat.EightCharacter), CultureInfo.InvariantCulture), - End: int.Parse(archive.End.ToStringInvariant(DateFormat.EightCharacter), CultureInfo.InvariantCulture))) - .ToList(); - - var stale = new List(); - foreach (var (key, stamp) in _countedFilers) - { - if (windows.Any(window => stamp >= window.Start && stamp <= window.End)) - { - stale.Add(key); - } - } - - foreach (var key in stale) - { - _countedFilers.Remove(key); - } - - Log.Trace($"SEC13FDownloader.PruneFilerState(): dropped {stale.Count} filers first counted inside " + - $"{string.Join(", ", archives.Select(archive => archive.Name))}, {_countedFilers.Count} kept"); - } - /// Swaps a filer key's security and period indexes through the given maps, keeping the CIK. private static long Repack(long key, int[] securities, int[] periods) { @@ -1024,6 +1189,11 @@ internal Dictionary ReadInfoTable( // VALUE only counts under the share filter: unfiltered it totals $70.1 trillion for a // single quarter. In whole dollars, whichever unit the line used. var value = ParseDecimal(fields[columns["VALUE"]]); + if (value > 0m && amount > 0m) + { + group.SharePrices.Add((double)(value / amount)); + } + holding.Shares += amount; holding.HoldingValue += value * units.Factor(accession, cusip, submission, value, amount); holding.VotingSole += ParseDecimal(fields[columns["VOTING_AUTH_SOLE"]]); @@ -1038,16 +1208,17 @@ internal Dictionary ReadInfoTable( /// /// The factors that turn VALUE into whole dollars. Filers do not all follow the 2023 unit /// change (in Apple's December 2019 quarter 85 lines in dollars made 88 percent of the scaled - /// total), and some mix units within one filing, so implied prices are compared with every - /// filer's median for the same security: per line where the security has enough reports to - /// trust its median, per filing otherwise. A thousand times off means the other unit. + /// total), and some mix units within one filing, so each implied price is compared with the + /// security's close on the quarter's last trading day: per line where the close is known, and + /// per filing, from its own lines, where it is not. Nothing here reads another filing, so a + /// filing comes out the same read alone on its day as inside a three month window. The + /// median of every filer in the window it replaces corrected a filing with others made weeks + /// after it. /// - internal static ValueUnits DetectValueUnits(ZipArchive zip, Archive archive, - Dictionary submissions) + internal ValueUnits DetectValueUnits(ZipArchive zip, Archive archive, Dictionary submissions) { - var keys = new Dictionary<(string Cusip, DateTime Period), int>(); - var pricesByKey = new List>(); - var linesByFiling = new Dictionary>(StringComparer.Ordinal); + var offsetsByFiling = new Dictionary>(StringComparer.Ordinal); + var pricedByFiling = new Dictionary(StringComparer.Ordinal); foreach (var (columns, fields) in ReadTable(zip, archive, "INFOTABLE.tsv", "ACCESSION_NUMBER", "CUSIP", "VALUE", "SSHPRNAMT", "SSHPRNAMTTYPE", "PUTCALL")) @@ -1060,110 +1231,127 @@ internal static ValueUnits DetectValueUnits(ZipArchive zip, Archive archive, continue; } - var value = ParseDecimal(fields[columns["VALUE"]]); - var amount = ParseDecimal(fields[columns["SSHPRNAMT"]]); - if (value <= 0m || amount <= 0m) + var offset = MarketOffset(fields[columns["CUSIP"]].Trim().ToUpperInvariant(), submission, + ParseDecimal(fields[columns["VALUE"]]), ParseDecimal(fields[columns["SSHPRNAMT"]])); + if (offset == null) { continue; } - var cusip = (fields[columns["CUSIP"]].Trim().ToUpperInvariant(), submission.Period); - if (!keys.TryGetValue(cusip, out var key)) + pricedByFiling[accession] = pricedByFiling.GetValueOrDefault(accession) + 1; + + // A price on no unit step says nothing about the unit the filing reports in. + if (UnitStep(offset.Value) == null) { - keys[cusip] = key = pricesByKey.Count; - pricesByKey.Add(new List()); + continue; } - var price = (double)(value / amount); - pricesByKey[key].Add(price); - - if (!linesByFiling.TryGetValue(accession, out var lines)) + if (!offsetsByFiling.TryGetValue(accession, out var offsets)) { - linesByFiling[accession] = lines = new List<(int, double)>(); + offsetsByFiling[accession] = offsets = new List(); } - lines.Add((key, price)); + offsets.Add(offset.Value); } - // A median needs a few reports behind it before it says anything about the unit. - var medians = pricesByKey - .Select(prices => prices.Count >= MinimumReportsForMedianPrice ? Median(prices) : double.NaN) - .ToArray(); - var units = new Dictionary(StringComparer.Ordinal); var againstTheRule = 0; foreach (var (accession, submission) in submissions) { - var offsets = linesByFiling.TryGetValue(accession, out var lines) - ? lines.Where(line => !double.IsNaN(medians[line.Key])) - .Select(line => Math.Log10(line.Price / medians[line.Key])) - .ToList() - : new List(); - var thousandsRule = submission.FilingDate < ValueInWholeDollarsFrom; - units[accession] = ValueMultiplier(offsets, thousandsRule); + units[accession] = ValueMultiplier( + offsetsByFiling.TryGetValue(accession, out var offsets) ? offsets : new List(), + pricedByFiling.GetValueOrDefault(accession), thousandsRule); if (units[accession] != (thousandsRule ? 1000m : 1m)) { againstTheRule++; } } + // Filings with closes to compare against whose lines mostly sit on no unit step. + var broken = new HashSet( + pricedByFiling + .Where(pair => !IsUnitEvidence(offsetsByFiling.GetValueOrDefault(pair.Key)?.Count ?? 0, pair.Value)) + .Select(pair => pair.Key), + StringComparer.Ordinal); + Log.Trace($"SEC13FDownloader.DetectValueUnits(): {archive.Name}: {againstTheRule} of " + - $"{submissions.Count} filings report VALUE in the other unit"); + $"{submissions.Count} filings report VALUE in the other unit, {broken.Count} show no unit at all"); + + return new ValueUnits(units, broken, MarketOffset); + } + + /// + /// log10 of a share line's implied price over its security's quarter-end close, or null when + /// the line has no price, the CUSIP resolves to nothing, or the close is not known. Near zero + /// the line is in whole dollars, near -3 in thousands. + /// + internal double? MarketOffset(string cusip, Submission submission, decimal value, decimal amount) + { + if (value <= 0m || amount <= 0m) + { + return null; + } - var references = keys - .Where(key => pricesByKey[key.Value].Count >= MinimumReportsForLineCorrection) - .ToDictionary(key => key.Key, key => medians[key.Value]); - return new ValueUnits(units, references); + var security = ResolveSecurity(cusip, submission.FilingDate); + var close = security == null ? null : _closePrices.Close(security, submission.Period, submission.FilingDate); + return close == null ? null : Math.Log10((double)(value / amount / close.Value)); } /// - /// The whole-dollar factor of each share line: its own, measured against the median price of - /// its security when that is well reported, or else the one decided for its whole filing. + /// The whole-dollar factor of each share line: its own, measured against its security's close + /// when that is known, or else the one decided for its whole filing. /// internal sealed class ValueUnits { private readonly Dictionary _filings; - private readonly Dictionary<(string Cusip, DateTime Period), double> _references; + private readonly HashSet _broken; + private readonly Func _marketOffset; /// Share lines whose factor differed from their filing's. public long CorrectedLines { get; private set; } - public ValueUnits(Dictionary filings, Dictionary<(string Cusip, DateTime Period), double> references) + public ValueUnits(Dictionary filings, HashSet broken, + Func marketOffset) { _filings = filings; - _references = references; + _broken = broken; + _marketOffset = marketOffset; } /// The factor for one share line of VALUE over shares. public decimal Factor(string accession, string cusip, Submission submission, decimal value, decimal amount) { + // A filing whose lines mostly sit on no unit step keeps the rule of its filing date on + // every line: the few that land on a step do so by chance. var filing = _filings[accession]; - if (value <= 0m || amount <= 0m || !_references.TryGetValue((cusip, submission.Period), out var median)) + if (_broken.Contains(accession)) { return filing; } - // How many thousandfold steps the line's price sits from the majority's, which reports - // in the unit of its filing date. - var steps = (int)Math.Clamp(Math.Round(Math.Log10((double)(value / amount) / median) / 3), -2, 2); - var factor = submission.FilingDate < ValueInWholeDollarsFrom ? 1000m : 1m; - for (var i = 0; i < Math.Abs(steps); i++) + var offset = _marketOffset(cusip, submission, value, amount); + if (offset == null) { - factor = steps > 0 ? factor / 1000m : factor * 1000m; + return filing; } - // One thousandfold step either way is a unit slip. A line a thousand times above the - // median in the dollar era is almost always a VALUE typed a thousand times too large: - // of the 4,740 such lines of the March 2023 quarter whose filer reported the same - // security the quarter before, 4,578 held the same shares then and 162 a thousand times - // more. A millionfold step is a wrong share count rather than a unit, and scaling it - // inflated Apple's 2019 quarters by ten percent, so such a line keeps its filing's factor. - if (factor > 1000m || factor < 0.001m) + // The thousandfold step the line's price sits on: one below is VALUE in thousands, one + // above is VALUE typed a thousand times too large. That second case is a VALUE slip + // rather than a share count one: of the 4,740 such lines of the March 2023 quarter + // whose filer reported the same security the quarter before, 4,578 held the same + // shares then and 162 a thousand times more. A price on no step, a millionfold one + // included, says nothing about the unit and keeps the rule of its filing date rather + // than the filing's unit: scaling a millionfold step inflated Apple's 2019 quarters by + // ten percent, and scaling a bond at par against its issuer's stock put Seagate at + // $413 billion. + var step = UnitStep(offset.Value); + if (step == null) { - return filing; + return submission.FilingDate < ValueInWholeDollarsFrom ? 1000m : 1m; } + var factor = step == 0 ? 1m : step < 0 ? 1000m : 0.001m; if (factor != filing) { CorrectedLines++; @@ -1174,20 +1362,29 @@ public decimal Factor(string accession, string cusip, Submission submission, dec } /// - /// Whether a filing's VALUE is multiplied by a thousand. The offsets are log10 of each of its - /// implied prices over the median for that security: near zero it uses the majority's unit, - /// near +3 it reports dollars where the rule is thousands, near -3 the reverse. With nothing - /// to compare against, the rule of the filing date stands. + /// Whether a filing's VALUE is multiplied by a thousand. The offsets are log10 of those of its + /// implied prices that sit on a unit step of the security's close, out of + /// lines with a close: near zero the filing reports whole dollars, + /// near -3 thousands. They say so only when they are most of its priced lines. A filing whose + /// lines mostly sit on no step is broken rather than in another unit, and the few that land on + /// one do so by chance: a manager that typed its dollar values as share counts, a price of $1 + /// on every line, looks like thousands against any close near $1,000. The rule of the filing + /// date stands then, as it does with nothing to compare against. /// - internal static decimal ValueMultiplier(List offsets, bool thousandsRule) + internal static decimal ValueMultiplier(List offsets, int priced, bool thousandsRule) { - var offset = offsets.Count == 0 ? 0d : Median(offsets); - if (thousandsRule) + if (!IsUnitEvidence(offsets.Count, priced)) { - return offset > 1.5 ? 1m : 1000m; + return thousandsRule ? 1000m : 1m; } - return offset < -1.5 ? 1000m : 1m; + return Median(offsets) < -1.5 ? 1000m : 1m; + } + + /// Whether a filing's lines on a unit step are most of its priced lines. + private static bool IsUnitEvidence(int onAStep, int priced) + { + return priced > 0 && onAStep * 2 > priced; } private static double Median(List values) @@ -1239,6 +1436,27 @@ private void EmitHoldings(Dictionary holdings) continue; } + // A crosswalk ticker is a fund administrator's free text, and a wrong one names + // another company: DeFi Technologies at $2 reached the $129 Hashdex DEFI ETF and + // gave it 111 holders. A group whose prices say so is dropped. + if (_crosswalkResolutions.Contains((key.Cusip, key.FilingDate)) && + !KeepsCrosswalkGroup(key.Cusip, security, key.Period, key.FilingDate, holding.SharePrices)) + { + if (IsEquityIssue(key.Cusip)) + { + _mismatchedGroups++; + } + else + { + _debtCusipsRejected++; + } + + _mismatchedValue += holding.ReportedValue; + _unresolvedGroups++; + _unresolvedValue += holding.ReportedValue; + continue; + } + // Counted after the guards above: a group that resolves to nothing must not // consume the filer, or the day it does resolve would find it already taken. resolved.Add((key, holding, security, ticker.ToLowerInvariant(), @@ -1272,7 +1490,7 @@ private void EmitHoldings(Dictionary holdings) Queue(security.ToString(), ticker, new HoldingsRow { - Time = key.FilingDate + ReleaseTimeOfDay, + Time = ReleaseOf(key.FilingDate), PeriodEnd = key.Period, Values = values, ConfidentialOmitted = admitted.ConfidentialOmitted @@ -1386,6 +1604,7 @@ private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate } _resolvedCusips[key] = identifier; + _crosswalkResolutions.Add(key); return identifier; } @@ -1472,11 +1691,86 @@ internal static string NormalizeCusip(string cusip) return (char)('0' + (10 - sum % 10) % 10); } + /// + /// Priced share lines a crosswalk group needs before its prices can overrule the resolution. One + /// or two lines are usually one manager's slip, a stale price or a split, not another company: + /// on the December 2025 quarter, dropping on any disagreement removed 14,696 holders across + /// 3,249 tickers besides the misattributed ones, and requiring three lines halves that while + /// still removing 565 of the 637 misattributed holders. + /// + private const int PricedLinesToOverrule = 3; + + /// + /// Whether a group reached through the crosswalk stays. A CUSIP whose issue number carries + /// letters is debt as a rule, and N-PORT tags a fund's bonds with the issuer's ticker, so + /// Etsy's convertible notes reached Etsy's stock: 171 million of the 298 million shares its + /// December 2022 quarter published. Such a group stays only when its prices are the security's + /// own, which is how the iShares iBonds ETFs, whose CUSIPs carry letters too, keep their + /// holders. Any other group is dropped only when enough of its prices say it is another + /// company, as Centerra Gold and Enerflex reached Carlyle and Equifax through their Toronto + /// tickers CG and EFX. A group without prices, a day of option positions only, or a security + /// the close file does not carry, cannot be checked and stays. + /// + internal bool KeepsCrosswalkGroup(string cusip, SecurityIdentifier security, DateTime period, DateTime filingDate, + List prices) + { + var matches = PricesMatchClose(security, period, filingDate, prices); + if (!IsEquityIssue(cusip)) + { + return matches == true; + } + + return !(matches == false && prices.Count >= PricedLinesToOverrule); + } + + /// + /// Whether a group's prices are the security's: at least half of them sit on a unit step of the + /// quarter-end close. Counted line by line rather than through a median, because a busy day + /// mixes managers in dollars and in thousands: Avanos on 5 February 2026 had four lines at + /// $0.0112 and four at $11.23, and their median sat half way, on neither. Null when the group + /// has no priced share line or the security has no close. + /// + private bool? PricesMatchClose(SecurityIdentifier security, DateTime period, DateTime filingDate, List prices) + { + var close = _closePrices.Close(security, period, filingDate); + if (close == null || prices.Count == 0) + { + return null; + } + + var onAStep = prices.Count(price => UnitStep(Math.Log10(price / (double)close.Value)) != null); + return onAStep * 2 >= prices.Count; + } + + /// + /// The thousandfold step a line's price sits on against the close, given as log10 of their + /// ratio: 0 for whole dollars, -1 for thousands, 1 for a VALUE typed a thousand times too + /// large. Null when it sits on none, within PriceMatchTolerance, which is a price that says + /// nothing about the unit: another security, a bond at par against a stock, or a slip. + /// Scaling those by the nearest step put Seagate's December 2025 quarter at $413 billion. + /// + internal static int? UnitStep(double offset) + { + var steps = (int)Math.Round(offset / 3); + return Math.Abs(steps) <= 1 && Math.Abs(offset - 3 * steps) <= PriceMatchTolerance ? steps : null; + } + + /// + /// Whether a CUSIP's issue number is an equity one: two digits, where debt uses letters. The + /// CUSIP is brought to nine characters first, since filers drop leading zeros and check digits. + /// + internal static bool IsEquityIssue(string cusip) + { + var nine = NormalizeCusip(cusip); + return nine != null && char.IsDigit(nine[6]) && char.IsDigit(nine[7]); + } + /// /// Resolves a CUSIP through the N-PORT ticker crosswalk. The ticker is resolved on the day /// the funds reported it, since a ticker names a security only on a date: at a 2021 filing /// META named a Roundhill ETF, not Facebook. The map file is checked first because - /// GenerateEquity never returns null for an unknown ticker. + /// GenerateEquity never returns null for an unknown ticker. Whether the group it resolves is + /// kept is KeepsCrosswalkGroup's call, on that day's prices. /// internal SecurityIdentifier ResolveThroughTicker(string cusip) { @@ -2205,6 +2499,10 @@ private void LogResolutionSummary() "of reported value, because the ticker belonged to another security that day, " + $"{coverage.ToStringInvariant("F1")}% of reported value covered, " + $"{_unchangedGroups} resolved groups added nothing new and wrote no row"); + Log.Trace($"SEC13FDownloader.LogResolutionSummary(): {_mismatchedGroups} crosswalk groups dropped because " + + $"their prices were another security's, {_debtCusipsRejected} groups of CUSIPs with letters in the issue " + + "number dropped for want of a price matching the close, " + + $"{(totalValue == 0m ? 0m : 100m * _mismatchedValue / totalValue).ToStringInvariant("F2")}% of reported value together"); if (_unresolvedCusips.Count > 0) { @@ -2324,6 +2622,28 @@ private string GetWithRetry(string url) }); } + /// + /// GETs a URL as text, or null when EDGAR says the file is not there. For a daily index that + /// does not exist it answers 403 rather than 404: a weekend, Memorial Day and Labor Day 2026 + /// all came back 403 against 200 for a business day. A block would also be a 403, and then + /// the day is simply read by a later run, while a listed filing that will not come fails the + /// build of its day. Anything else fails once the retries run out, as in UrlExists. + /// + private string TryGetText(string url) + { + return WithRetry(url, () => + { + using var response = _client.GetAsync(url).GetAwaiter().GetResult(); + if (response.StatusCode is HttpStatusCode.NotFound or HttpStatusCode.Forbidden) + { + return null; + } + + response.EnsureSuccessStatusCode(); + return response.Content.ReadAsStringAsync().GetAwaiter().GetResult(); + }); + } + /// /// Sends a request through the rate gate, retrying with a growing backoff whatever /// IsWorthRetrying accepts. The last failure is the one that surfaces. diff --git a/DataProcessing/SEC13FEdgarDay.cs b/DataProcessing/SEC13FEdgarDay.cs new file mode 100644 index 0000000..89e7a93 --- /dev/null +++ b/DataProcessing/SEC13FEdgarDay.cs @@ -0,0 +1,286 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.Globalization; +using System.IO; +using System.IO.Compression; +using System.Linq; +using System.Text; +using System.Text.RegularExpressions; +using System.Xml.Linq; +using QuantConnect.Logging; + +namespace QuantConnect.DataProcessing +{ + /// + /// One day of Form 13F filings read straight from EDGAR and written as an archive with the + /// tables the SEC data sets carry, so the processor reads it like any other window. + /// + /// The data sets come out in three month batches a few days after each window closes. A daily + /// job waiting for them publishes a filing up to three months after it was public, while a + /// backtest stamped at the filing date sees it the day it was filed. EDGAR lists each day's + /// filings in its daily index that night, and their information tables carry the lines the data + /// sets do: 48 of 48 filings compared line by line, and the same accession numbers on six sample + /// days, so reading EDGAR is what lets the live job publish on the date the history uses. + /// + internal static class SEC13FEdgarDay + { + private const string DailyIndexUrlFormat = "https://www.sec.gov/Archives/edgar/daily-index/{0}/QTR{1}/form.{2}.idx"; + private const string ArchivesBaseUrl = "https://www.sec.gov/Archives/"; + + private const string PrimaryDocumentTypePrefix = "13F-HR"; + private const string InformationTableDocumentType = "INFORMATION TABLE"; + + private static readonly Regex IndexLine = new( + @"^(?
13F-HR(?:/A)?)\s+.+?\s+(?\d+)\s+(?\d{8})\s+(?edgar/data/\S+\.txt)\s*$", + RegexOptions.Compiled); + + private static readonly Regex DocumentBlock = new(@"(?.*?)", + RegexOptions.Compiled | RegexOptions.Singleline); + + private static readonly Regex DocumentType = new(@"(?[^\r\n<]+)", RegexOptions.Compiled); + + private static readonly Regex XmlBlock = new(@"(?.*?)", + RegexOptions.Compiled | RegexOptions.Singleline); + + /// One holdings filing listed in a daily index. + internal readonly record struct IndexEntry(string FormType, int Cik, DateTime Filed, string Path) + { + /// The accession number, which is the name of the submission file. + public string Accession => System.IO.Path.GetFileNameWithoutExtension(Path); + } + + /// What the archive's tables carry for one filing. + internal sealed class Filing + { + public string Accession { get; init; } + public string SubmissionType { get; init; } + public int Cik { get; init; } + public DateTime Filed { get; init; } + public DateTime Period { get; init; } + public bool ConfidentialOmitted { get; init; } + + /// INFOTABLE rows: CUSIP, VALUE, SSHPRNAMT, SSHPRNAMTTYPE, PUTCALL, VOTING_AUTH_SOLE, VOTING_AUTH_SHARED. + public List Lines { get; } = new(); + } + + /// The name a day's archive is cached and logged under. + public static string ArchiveName(DateTime day) => $"edgar-{day.ToString(DateFormat.EightCharacter, CultureInfo.InvariantCulture)}_form13f.zip"; + + /// + /// Writes the day's archive into and returns its path, or null + /// when EDGAR has no index for the day yet, which is every weekend and holiday and a day + /// whose index is late. returns null on a 404. + /// + public static string Build(DateTime day, string directory, Func tryGetText) + { + var path = System.IO.Path.Combine(directory, ArchiveName(day)); + if (File.Exists(path)) + { + return path; + } + + var index = tryGetText(IndexUrl(day)); + if (index == null) + { + return null; + } + + var entries = ParseIndex(index); + var filings = new List(entries.Count); + foreach (var entry in entries) + { + var text = tryGetText(ArchivesBaseUrl + entry.Path) + ?? throw new InvalidOperationException( + $"SEC13FEdgarDay.Build(): {entry.Path} is listed in the {day:yyyy-MM-dd} index but not published"); + filings.Add(ParseFiling(entry, text)); + } + + Directory.CreateDirectory(directory); + SEC13FFiles.WriteThenMove(path, stream => WriteArchive(stream, filings)); + + Log.Trace($"SEC13FEdgarDay.Build(): {day:yyyy-MM-dd}: {filings.Count} holdings filings, " + + $"{filings.Sum(filing => filing.Lines.Count)} information table lines"); + return path; + } + + /// The daily form index, which lists a day's filings by form type. + internal static string IndexUrl(DateTime day) + { + return string.Format(CultureInfo.InvariantCulture, DailyIndexUrlFormat, + day.Year, (day.Month - 1) / 3 + 1, day.ToString(DateFormat.EightCharacter, CultureInfo.InvariantCulture)); + } + + /// + /// The holdings reports and their amendments listed in a daily index. Notices are left out: + /// they carry no information table, and the processor skips them in the data sets too. + /// + internal static List ParseIndex(string text) + { + var entries = new List(); + foreach (var line in text.Split('\n')) + { + var match = IndexLine.Match(line.TrimEnd('\r')); + if (!match.Success) + { + continue; + } + + entries.Add(new IndexEntry( + match.Groups["form"].Value, + int.Parse(match.Groups["cik"].Value, CultureInfo.InvariantCulture), + DateTime.ParseExact(match.Groups["date"].Value, DateFormat.EightCharacter, CultureInfo.InvariantCulture), + match.Groups["file"].Value)); + } + + return entries; + } + + /// + /// Reads one full submission file: the period and confidential treatment flag from the + /// primary document, and every line of its information tables. The form type, filer and + /// filing date come from the index, as they do in the data sets. + /// + internal static Filing ParseFiling(IndexEntry entry, string text) + { + XElement primary = null; + var tables = new List(); + + foreach (Match document in DocumentBlock.Matches(text)) + { + var body = document.Groups["body"].Value; + var type = DocumentType.Match(body).Groups["type"].Value.Trim(); + var xml = XmlBlock.Match(body); + if (!xml.Success) + { + continue; + } + + if (type.StartsWith(PrimaryDocumentTypePrefix, StringComparison.OrdinalIgnoreCase)) + { + primary = Parse(xml.Groups["xml"].Value, entry); + } + else if (type.Equals(InformationTableDocumentType, StringComparison.OrdinalIgnoreCase)) + { + tables.Add(Parse(xml.Groups["xml"].Value, entry)); + } + } + + if (primary == null) + { + throw new InvalidDataException($"SEC13FEdgarDay.ParseFiling(): {entry.Path} carries no primary document"); + } + + var period = Value(primary, "periodOfReport") ?? Value(primary, "reportCalendarOrQuarter") + ?? throw new InvalidDataException($"SEC13FEdgarDay.ParseFiling(): {entry.Path} carries no period of report"); + + var filing = new Filing + { + Accession = entry.Accession, + SubmissionType = entry.FormType, + Cik = entry.Cik, + Filed = entry.Filed, + Period = DateTime.ParseExact(period, "MM-dd-yyyy", CultureInfo.InvariantCulture), + ConfidentialOmitted = IsTrue(Value(primary, "isConfidentialOmitted")) + }; + + foreach (var line in tables.SelectMany(table => Elements(table, "infoTable"))) + { + filing.Lines.Add(new[] + { + Value(line, "cusip"), + Value(line, "value"), + Value(line, "sshPrnamt"), + Value(line, "sshPrnamtType"), + Value(line, "putCall"), + Value(line, "Sole"), + Value(line, "Shared") + }); + } + + return filing; + } + + /// Writes the three tables the processor reads, in the data sets' layout. + internal static void WriteArchive(Stream stream, IEnumerable filings) + { + var submissions = new StringBuilder("ACCESSION_NUMBER\tFILING_DATE\tSUBMISSIONTYPE\tCIK\tPERIODOFREPORT\n"); + var summaries = new StringBuilder("ACCESSION_NUMBER\tISCONFIDENTIALOMITTED\n"); + var lines = new StringBuilder("ACCESSION_NUMBER\tCUSIP\tVALUE\tSSHPRNAMT\tSSHPRNAMTTYPE\tPUTCALL\tVOTING_AUTH_SOLE\tVOTING_AUTH_SHARED\n"); + + foreach (var filing in filings) + { + submissions.Append(string.Join('\t', filing.Accession, + filing.Filed.ToString("yyyy-MM-dd", CultureInfo.InvariantCulture), filing.SubmissionType, + filing.Cik.ToString(CultureInfo.InvariantCulture), filing.Period.ToString("yyyy-MM-dd", CultureInfo.InvariantCulture))).Append('\n'); + summaries.Append(filing.Accession).Append('\t').Append(filing.ConfidentialOmitted ? "Y" : "N").Append('\n'); + + foreach (var line in filing.Lines) + { + lines.Append(filing.Accession); + foreach (var field in line) + { + lines.Append('\t').Append(Clean(field)); + } + + lines.Append('\n'); + } + } + + using var zip = new ZipArchive(stream, ZipArchiveMode.Create, leaveOpen: true); + foreach (var (name, content) in new[] { ("SUBMISSION.tsv", submissions), ("SUMMARYPAGE.tsv", summaries), ("INFOTABLE.tsv", lines) }) + { + using var writer = new StreamWriter(zip.CreateEntry(name, CompressionLevel.Optimal).Open()); + writer.Write(content.ToString()); + } + } + + private static XElement Parse(string xml, IndexEntry entry) + { + try + { + return XDocument.Parse(xml.Trim()).Root; + } + catch (Exception err) + { + throw new InvalidDataException($"SEC13FEdgarDay.Parse(): {entry.Path} carries malformed XML: {err.Message}", err); + } + } + + /// Elements by local name, whatever namespace and case the filer's software used. + private static IEnumerable Elements(XElement root, string name) + { + return root.DescendantsAndSelf().Where(element => element.Name.LocalName.Equals(name, StringComparison.OrdinalIgnoreCase)); + } + + private static string Value(XElement root, string name) + { + return Elements(root, name).FirstOrDefault()?.Value.Trim(); + } + + private static bool IsTrue(string value) + { + return value != null && (value.Equals("true", StringComparison.OrdinalIgnoreCase) || value.Equals("Y", StringComparison.OrdinalIgnoreCase)); + } + + /// A field as a table cell: tabs and line breaks would split the row. + private static string Clean(string value) + { + return value == null ? string.Empty : Regex.Replace(value, @"\s+", " ").Trim(); + } + } +} diff --git a/DataProcessing/SEC13FTickerCrosswalk.cs b/DataProcessing/SEC13FTickerCrosswalk.cs index cfec882..4b0ca69 100644 --- a/DataProcessing/SEC13FTickerCrosswalk.cs +++ b/DataProcessing/SEC13FTickerCrosswalk.cs @@ -86,6 +86,10 @@ public static Dictionary Load(string readDirectory, string writeD if (missing.Count == 0) { + // Written back all the same, so the published folder always carries the map the data was + // built with. A run that found it complete used to leave it out of its output, and the + // next daily run rebuilt it from 1.8 GB of N-PORT, possibly with a newer quarter. + WriteCache(Path.Combine(writeDirectory, CacheFileName), cached, cachedQuarters); Log.Trace($"SEC13FTickerCrosswalk.Load(): cache holds {cached.Count} CUSIPs, nothing to fetch"); return cached; } diff --git a/SEC13FHoldings.cs b/SEC13FHoldings.cs index b7e0432..aeacde7 100644 --- a/SEC13FHoldings.cs +++ b/SEC13FHoldings.cs @@ -110,6 +110,13 @@ public class SEC13FHoldings : BaseData /// Name of the dataset's folder under alternative/sec/, which is where its files live. public static string ReportFolder => "13f"; + /// + /// Time of day a release date's rows become available. EDGAR lists a day's filings at about + /// 22:05 ET, the daily job reads them at 01:00 ET the next day and publishes by 03:00, so a + /// filing is released the day after its filing date at this time, before the market opens. + /// + public static TimeSpan ReleaseTimeOfDay => TimeSpan.FromHours(3); + /// Parses one measure column, where an empty field is an absent reading. internal static decimal? ParseMeasure(string value) { diff --git a/SEC13FHoldingsAlgorithm.cs b/SEC13FHoldingsAlgorithm.cs index 0d803fd..99de8c4 100644 --- a/SEC13FHoldingsAlgorithm.cs +++ b/SEC13FHoldingsAlgorithm.cs @@ -85,9 +85,10 @@ public override void OnData(Slice slice) continue; } - // Time is the filing date and PeriodEnd the quarter the numbers describe, typically - // 45 to 135 days earlier. Every value is cumulative for PeriodEnd: it counts every - // manager that had reported the security by this date. + // Time is when the point was published, 03:00 ET the day after the filing date, and + // PeriodEnd the quarter the numbers describe, typically 45 to 135 days earlier. Every + // value is cumulative for PeriodEnd: it counts every manager that had reported the + // security by then. Log($"{Time:yyyy-MM-dd} {equity.Value} - Period: {holding.PeriodEnd:yyyy-MM-dd}, Holders: {holding.Holders}, Shares: {holding.Shares}, HoldingValue: {holding.HoldingValue}"); if (!_holdersByEquity.TryGetValue(equity, out var quarters)) @@ -113,8 +114,9 @@ public override void OnData(Slice slice) .First() .Key; - // A 13F lands on its filing date, which is not necessarily a day the equity printed a - // bar, so the order waits for a price rather than firing against a stale one. + // A 13F point lands before the open on the day after its filing, which is not necessarily + // a day the equity prints a bar, so the order waits for a price rather than firing + // against a stale one. if (leader == _invested || !slice.Bars.ContainsKey(leader)) { return; diff --git a/SEC13FHoldingsAlgorithm.py b/SEC13FHoldingsAlgorithm.py index c0c8d2e..98f87ba 100644 --- a/SEC13FHoldingsAlgorithm.py +++ b/SEC13FHoldingsAlgorithm.py @@ -62,9 +62,10 @@ def on_data(self, slice: Slice) -> None: if equity is None: continue - # time is the filing date and period_end the quarter the numbers describe, typically 45 - # to 135 days earlier. Every value is cumulative for period_end: it counts every manager - # that had reported the security by this date. + # time is when the point was published, 03:00 ET the day after the filing date, and + # period_end the quarter the numbers describe, typically 45 to 135 days earlier. Every + # value is cumulative for period_end: it counts every manager that had reported the + # security by then. self.log(f"{self.time:%Y-%m-%d} {equity.value} - Period: {holding.period_end:%Y-%m-%d}, Holders: {holding.holders}, Shares: {holding.shares}, HoldingValue: {holding.holding_value}") self._holders_by_equity.setdefault(equity, {})[holding.period_end] = holding.holders @@ -81,8 +82,9 @@ def breadth(quarters): leader = sorted(self._holders_by_equity.items(), key=lambda kvp: (-breadth(kvp[1]), kvp[0].value))[0][0] - # A 13F lands on its filing date, which is not necessarily a day the equity printed a bar, - # so the order waits for a price rather than firing against a stale one. + # A 13F point lands before the open on the day after its filing, which is not necessarily a + # day the equity prints a bar, so the order waits for a price rather than firing against a + # stale one. if leader == self._invested or leader not in slice.bars: return diff --git a/SEC13FHoldingsUniverse.cs b/SEC13FHoldingsUniverse.cs index 7e974cb..d662864 100644 --- a/SEC13FHoldingsUniverse.cs +++ b/SEC13FHoldingsUniverse.cs @@ -42,8 +42,6 @@ namespace QuantConnect.DataSource [ProtoContract(SkipConstructor = true)] public class SEC13FHoldingsUniverse : BaseDataCollection { - private static readonly TimeSpan _period = TimeSpan.FromDays(1); - // The frozen layout: the identifier, the ticker, the reported quarter, eight measures and // the confidential treatment flag. private const int ExpectedColumns = 12; @@ -103,8 +101,11 @@ public class SEC13FHoldingsUniverse : BaseDataCollection [ProtoMember(19)] public bool ConfidentialOmitted { get; set; } - /// The time the data point ends and becomes available to the algorithm. - public override DateTime EndTime => Time + _period; + /// + /// The time the data point becomes available to the algorithm: the release time on its + /// release date, when the daily job has published the file. + /// + public override DateTime EndTime => Time + SEC13FHoldings.ReleaseTimeOfDay; /// Location of the universe file: alternative/sec/13f/universe/{yyyyMMdd}.csv public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) diff --git a/listing-about-13f.md b/listing-about-13f.md index 438e027..d7c0d8c 100644 --- a/listing-about-13f.md +++ b/listing-about-13f.md @@ -5,17 +5,21 @@ tracks how much of each US Equity institutional managers report holding, from th of 2013 to the present. Every institutional investment manager exercising discretion over at least 100 million dollars must file a Form 13F within 45 days of the end of a calendar quarter, listing the covered securities it holds. This dataset sums those filings per security, so one data point -answers how many managers hold a name and how much of it they hold. Data arrives on the day each -filing becomes public, which for a quarterly filing regime means a burst of activity around each +answers how many managers hold a name and how much of it they hold. Data arrives the morning after +each filing becomes public, which for a quarterly filing regime means a burst of activity around each deadline and a long tail of late filers and amendments. The reporting lag is the product, not an inconvenience to be hidden. A position is typically 45 to 135 days old by the time it reaches the public record, with late amendments arriving years later, -so a data point is stamped with the day the filing became public and carries the quarter it reports -in `PeriodEnd`. Measured across 11,761 filings in one window, the lag from the reported quarter end -to the filing date runs minimum 0 days, p10 16, median 42, p90 48, maximum 6,596, with 10.4 percent -of filings arriving later than the 45 day deadline. Delivering a position on the quarter end it describes would inject every day -of that gap as look-ahead, so LEAN delivers it on the day the market could first read it. +so a data point is stamped with the moment it was published and carries the quarter it reports in +`PeriodEnd`. Measured across 11,761 filings in one window, the lag from the reported quarter end to +the filing date runs minimum 0 days, p10 16, median 42, p90 48, maximum 6,596, with 10.4 percent of +filings arriving later than the 45 day deadline. Delivering a position on the quarter end it +describes would inject every day of that gap as look-ahead, so LEAN delivers it when the dataset +could first publish it: EDGAR lists a day's filings at about 22:05 ET, the daily job reads them after +midnight, and every row is stamped at 03:00 ET the day after its filing date, before the market +opens. History and live carry the same stamp, so a backtest never reads a filing the live job did +not have yet. Every value is cumulative for its `PeriodEnd`. The managers of a single quarter file across roughly fifty different days, so a data point counts every filing for that quarter that was public by its @@ -28,10 +32,13 @@ reported it for the first time that day. The [U.S. Securities and Exchange Commission](https://www.sec.gov) is the federal agency that regulates the US securities markets. Form 13F is filed through EDGAR, the SEC's electronic filing system, and the agency's Division of Economic and Risk Analysis republishes those filings as -structured, tab separated data sets, one archive per period. That published product is what this -dataset is built from, so the XML extraction is the SEC's own work rather than ours. The data is -public domain, needs no account and no API key, and the only access requirement is the descriptive -User-Agent header that SEC policy asks of all automated readers. +structured, tab separated data sets in three month batches. The history is built from those data +sets. The daily job reads each day's filings from EDGAR itself, the information tables the data sets +are extracted from, because a batch arrives up to three months after its first filing: compared +line by line, 48 of 48 filings carry the same lines in both, and on six sample days EDGAR's daily +index lists exactly the filings the data set holds. The data is public domain, needs no account and +no API key, and the only access requirement is the descriptive User-Agent header that SEC policy +asks of all automated readers. ## Getting Started @@ -143,7 +150,15 @@ one before it could not reach: foreign domiciled issuers whose identifier is really a CINS, for which a constructed US ISIN is wrong by construction. Alphabet is one of them, which is why `GOOGL` appears in the demo algorithms. With this step the chain covers 98.2 percent of reported value on the most recent - window. + window. A fund's reported ticker is free text, so this step keeps a match only when the reported + prices do not say otherwise. A CUSIP whose issue number carries letters, as debt does, is kept + only when its reported prices are the security's own quarter-end close, in dollars or in + thousands, and any other group is dropped when three or more of its prices are not. That keeps + Etsy's convertible notes out of Etsy's share count, and Centerra Gold, Enerflex, B2Gold and DeFi + Technologies, whose Toronto or fund-reported tickers are CG, EFX, BTO and DEFI, off Carlyle, + Equifax, a John Hancock fund and the Hashdex DEFI ETF. A group that cannot be checked, such as a + day of option positions only or one or two lines that are usually a single manager's slip, is + kept. The real limit is the third step's own history: N-PORT begins in late 2019, so a security that stopped trading before then is not reachable through it at any depth and can only be resolved if diff --git a/listing-documentation-13f.md b/listing-documentation-13f.md index 498ec14..112f801 100644 --- a/listing-documentation-13f.md +++ b/listing-documentation-13f.md @@ -84,9 +84,11 @@ public override void OnData(Slice slice) } ``` -A data point's `Time` and `EndTime` are both the moment the filing became public, and the quarter -the numbers describe is carried in `PeriodEnd`. There is no publication offset to model: the point -IS the publication. Your algorithm therefore reads a position only once the public record held it. +A data point's `Time` and `EndTime` are both the moment it was published, 03:00 ET on the day after +the filing date, and the quarter the numbers describe is carried in `PeriodEnd`. EDGAR lists a day's +filings at about 22:05 ET and the daily job reads them after midnight, so this is the earliest a live +algorithm can have them, and history uses the same stamp. Your algorithm therefore reads a position +only once the dataset could have delivered it. The gap between the two is not a constant and cannot be derived: measured across 11,761 filings in one window it runs minimum 0 days, p10 16, median 42, p90 48, maximum 6,596, and 10.4 percent of filings arrive later than the 45 day deadline. A point that arrives today therefore describes a diff --git a/tests/SEC13FHoldingsUniverseTests.cs b/tests/SEC13FHoldingsUniverseTests.cs index cd8a6dc..c676ecd 100644 --- a/tests/SEC13FHoldingsUniverseTests.cs +++ b/tests/SEC13FHoldingsUniverseTests.cs @@ -96,12 +96,13 @@ public void SymbolRoundTripsThroughSecurityIdentifier() public void TimeIsTheRequestedReleaseDate() { // The file name is the release date, so Time comes from the requested date, never from - // a column. EndTime is one day later, matching FINRAShortInterestUniverse. + // a column. EndTime is the release time on that date, when the daily job has published + // the file, the same instant the per-security rows carry. var date = new DateTime(2021, 8, 16); var point = Read(FullLine, date); Assert.AreEqual(date, point.Time); - Assert.AreEqual(date.AddDays(1), point.EndTime); + Assert.AreEqual(date.Add(SEC13FHoldings.ReleaseTimeOfDay), point.EndTime); Assert.AreNotEqual(point.Time, point.EndTime); Assert.Greater(point.EndTime, point.Time); } diff --git a/tests/SEC13FProcessorTests.cs b/tests/SEC13FProcessorTests.cs index 198f9d4..ccac6e5 100644 --- a/tests/SEC13FProcessorTests.cs +++ b/tests/SEC13FProcessorTests.cs @@ -182,105 +182,114 @@ public void AFilerThatReportedDollarsBefore2023IsNotScaled() { // The rule was thousands, but not every filer followed it. In Apple's December 2019 // quarter 85 of 5,365 lines were already in dollars, and multiplied by a thousand they - // made 88 percent of the total: an implied $2,577 a share against a $293.65 close. + // made 88 percent of the total: an implied $2,577 a share against a $293.65 close. Each + // line is held against the quarter-end close, which needs no other filer. + SeedCloses("20220930", ("aapl", 150m)); var filing = new DateTime(2022, 11, 14); var quarter = new DateTime(2022, 9, 30); var holdings = ReadInfoTable( new[] { Line("0000000000-00-000001", "037833100", "15", "100", "SH"), - Line("0000000000-00-000002", "037833100", "15", "100", "SH"), - Line("0000000000-00-000003", "037833100", "15", "100", "SH"), - Line("0000000000-00-000004", "037833100", "15000", "100", "SH") + Line("0000000000-00-000002", "037833100", "15000", "100", "SH") }, + resolve: true, Submission("0000000000-00-000001", filing, quarter, cik: 111), - Submission("0000000000-00-000002", filing, quarter, cik: 222), - Submission("0000000000-00-000003", filing, quarter, cik: 333), - Submission("0000000000-00-000004", filing, quarter, cik: 444)); + Submission("0000000000-00-000002", filing, quarter, cik: 222)); - Assert.AreEqual(3 * 15000m + 15000m, holdings.Values.Single().HoldingValue, - "the three in thousands are scaled, the one already in dollars is not"); + Assert.AreEqual(15000m + 15000m, holdings.Values.Single().HoldingValue, + "the one in thousands is scaled, the one already in dollars is not"); } [Test] public void AFilerStillReportingThousandsAfter2023IsScaled() { // The same break from the other side: 548 of Apple's March 2026 lines were still in - // thousands, which left the published value five percent short. + // thousands, which left the published value five percent short. The quarter ends on a + // Sunday, so the close is the Friday's. + SeedCloses("20231229", ("aapl", 150m)); var filing = new DateTime(2024, 2, 14); var quarter = new DateTime(2023, 12, 31); var holdings = ReadInfoTable( new[] { Line("0000000000-00-000001", "037833100", "15000", "100", "SH"), - Line("0000000000-00-000002", "037833100", "15000", "100", "SH"), - Line("0000000000-00-000003", "037833100", "15000", "100", "SH"), - Line("0000000000-00-000004", "037833100", "15", "100", "SH") + Line("0000000000-00-000002", "037833100", "15", "100", "SH") }, + resolve: true, Submission("0000000000-00-000001", filing, quarter, cik: 111), - Submission("0000000000-00-000002", filing, quarter, cik: 222), - Submission("0000000000-00-000003", filing, quarter, cik: 333), - Submission("0000000000-00-000004", filing, quarter, cik: 444)); + Submission("0000000000-00-000002", filing, quarter, cik: 222)); - Assert.AreEqual(4 * 15000m, holdings.Values.Single().HoldingValue); + Assert.AreEqual(2 * 15000m, holdings.Values.Single().HoldingValue); + } + + [Test] + public void TheUnitIsDecidedWithoutLookingAtAnyOtherFiling() + { + // The unit used to come from the median of every filing in the three month window, so a + // filing made on its first day was corrected with filings made weeks later. Read alone, + // the way the daily job reads a day, the same filing comes out the same. + SeedCloses("20220930", ("aapl", 150m)); + var filing = new DateTime(2022, 10, 3); + var quarter = new DateTime(2022, 9, 30); + + var alone = ReadInfoTable( + new[] { Line("0000000000-00-000001", "037833100", "15000", "100", "SH") }, + resolve: true, + Submission("0000000000-00-000001", filing, quarter, cik: 111)); + + Assert.AreEqual(15000m, alone.Values.Single().HoldingValue, + "a lone filing in dollars before 2023 is not multiplied by the thousands rule"); } [Test] public void ALineInAnotherUnitThanTheRestOfItsFilingIsCorrectedOnItsOwn() { // Some filers mix units inside one filing, so a decision per filing left Apple's June 2020 - // quarter 14 percent high: the filing is in thousands, its Apple line in dollars. With - // enough reports behind the median, the line is measured on its own. + // quarter 14 percent high: the filing is in thousands, its Apple line in dollars. Held + // against its own close, the line is measured on its own. + SeedCloses("20200630", ("aapl", 360m), ("msft", 200m), ("nvda", 400m)); var filing = new DateTime(2020, 8, 14); var quarter = new DateTime(2020, 6, 30); - var lines = new List(); - var submissions = new List>(); - - for (var filer = 1; filer <= 10; filer++) - { - var accession = $"0000000000-00-{filer:D6}"; - lines.Add(Line(accession, "037833100", "36", "100", "SH")); - lines.Add(Line(accession, "594918104", "20", "100", "SH")); - lines.Add(Line(accession, "67066G104", "40", "100", "SH")); - submissions.Add(Submission(accession, filing, quarter, cik: filer)); - } - - // A filing in thousands like everyone else's, except for its Apple line. - lines.Add(Line("0000000000-00-000099", "037833100", "36000", "100", "SH")); - lines.Add(Line("0000000000-00-000099", "594918104", "20", "100", "SH")); - lines.Add(Line("0000000000-00-000099", "67066G104", "40", "100", "SH")); - submissions.Add(Submission("0000000000-00-000099", filing, quarter, cik: 99)); - var holdings = ReadInfoTable(lines.ToArray(), submissions.ToArray()); + var holdings = ReadInfoTable( + new[] + { + Line("0000000000-00-000099", "037833100", "36000", "100", "SH"), + Line("0000000000-00-000099", "594918104", "20", "100", "SH"), + Line("0000000000-00-000099", "67066G104", "40", "100", "SH") + }, + resolve: true, + Submission("0000000000-00-000099", filing, quarter, cik: 99)); - Assert.AreEqual(11 * 36000m, holdings.Single(pair => pair.Key.Cusip == "037833100").Value.HoldingValue, - "the dollar line is not scaled a second time"); - Assert.AreEqual(11 * 20000m, holdings.Single(pair => pair.Key.Cusip == "594918104").Value.HoldingValue, + Assert.AreEqual(36000m, holdings.Single(pair => pair.Key.Cusip == "037833100").Value.HoldingValue, + "the dollar line is not scaled"); + Assert.AreEqual(20000m, holdings.Single(pair => pair.Key.Cusip == "594918104").Value.HoldingValue, "and the rest of its filing still is"); } [Test] - public void ALineAThousandTimesTheMedianIsBroughtDown() + public void ALineAThousandTimesTheCloseIsBroughtDown() { // Three SPY lines of the March 2023 quarter carried VALUE a thousand times the price, and 16 // percent of the total with it. It is the VALUE that is off, not the share count: the same // filers reported the same number of shares the quarter before, as 4,578 of the 4,740 // comparable lines of that quarter did. + SeedCloses("20230331", ("spy", 409.39m)); var filing = new DateTime(2023, 5, 15); var quarter = new DateTime(2023, 3, 31); - var lines = new List(); - var submissions = new List>(); - - for (var filer = 1; filer <= 11; filer++) - { - var accession = $"0000000000-00-{filer:D6}"; - lines.Add(Line(accession, "78462F103", filer == 11 ? "40939000" : "40939", "100", "SH")); - submissions.Add(Submission(accession, filing, quarter, cik: filer)); - } - var holdings = ReadInfoTable(lines.ToArray(), submissions.ToArray()); + var holdings = ReadInfoTable( + new[] + { + Line("0000000000-00-000001", "78462F103", "40939", "100", "SH"), + Line("0000000000-00-000002", "78462F103", "40939000", "100", "SH") + }, + resolve: true, + Submission("0000000000-00-000001", filing, quarter, cik: 1), + Submission("0000000000-00-000002", filing, quarter, cik: 2)); - Assert.AreEqual(11 * 40939m, holdings.Values.Single().HoldingValue); + Assert.AreEqual(2 * 40939m, holdings.Values.Single().HoldingValue); } [Test] @@ -309,37 +318,69 @@ public void ARunWithoutTheSecUserAgentKeysFailsBeforeAnyRequest() [Test] public void ALineAMillionTimesOffIsLeftToItsFiling() { - // A price a thousand times below the median of a thousands filing would take a millionfold + // A price a thousand times below the close in a thousands filing would take a millionfold // factor. That is a wrong share count, not a unit, and scaling such lines put Apple's // December 2019 quarter ten percent above its close. + SeedCloses("20191231", ("aapl", 290m)); var filing = new DateTime(2020, 2, 14); var quarter = new DateTime(2019, 12, 31); - var lines = new List(); - var submissions = new List>(); - - for (var filer = 1; filer <= 11; filer++) - { - var accession = $"0000000000-00-{filer:D6}"; - lines.Add(Line(accession, "037833100", "29", filer == 11 ? "100000" : "100", "SH")); - submissions.Add(Submission(accession, filing, quarter, cik: filer)); - } - var holdings = ReadInfoTable(lines.ToArray(), submissions.ToArray()); + var holdings = ReadInfoTable( + new[] + { + Line("0000000000-00-000001", "037833100", "29", "100", "SH"), + Line("0000000000-00-000002", "037833100", "29", "100000", "SH") + }, + resolve: true, + Submission("0000000000-00-000001", filing, quarter, cik: 1), + Submission("0000000000-00-000002", filing, quarter, cik: 2)); - Assert.AreEqual(11 * 29000m, holdings.Values.Single().HoldingValue, + Assert.AreEqual(2 * 29000m, holdings.Values.Single().HoldingValue, "the odd line keeps the thousands factor of its filing"); } - [TestCase(true, 1000, new double[0])] // nothing to compare against: the rule stands - [TestCase(false, 1, new double[0])] - [TestCase(true, 1000, new[] { 0.1, -0.2, 0.0 })] // prices in line with everybody else's - [TestCase(true, 1, new[] { 3.0, 2.9, 3.1, 0.2 })] // a thousand times the median: dollars - [TestCase(false, 1, new[] { 0.1, -0.1 })] - [TestCase(false, 1000, new[] { -3.0, -2.8, 0.1 })] // a thousandth of the median: thousands - public void AFilingsUnitComesFromHowItsPricesCompareWithEveryoneElses(bool thousandsRule, - decimal expected, double[] offsets) + [TestCase(true, 1000, 0, new double[0])] // nothing to compare against: the rule stands + [TestCase(false, 1, 0, new double[0])] + [TestCase(true, 1000, 3, new[] { -3.0, -2.9, -3.1 })] // thousands, as the rule says + [TestCase(true, 1, 4, new[] { 0.0, 0.1, -0.1, -3.0 })] // whole dollars before 2023 + [TestCase(false, 1, 2, new[] { 0.1, -0.1 })] + [TestCase(false, 1000, 3, new[] { -3.0, -2.8, 0.1 })] // still thousands after 2023 + [TestCase(false, 1, 10, new[] { -3.0, -2.9 })] // two of ten priced lines on a step: no evidence + public void AFilingsUnitComesFromHowItsPricesCompareWithTheClose(bool thousandsRule, + decimal expected, int priced, double[] offsets) { - Assert.AreEqual(expected, SEC13FDownloader.ValueMultiplier(offsets.ToList(), thousandsRule)); + Assert.AreEqual(expected, SEC13FDownloader.ValueMultiplier(offsets.ToList(), priced, thousandsRule)); + } + + [Test] + public void AFilingWithTheShareCountTypedAsValueIsNotScaled() + { + // A manager's 9 March 2026 filing carried SSHPRNAMT equal to VALUE on every line, a price of + // exactly $1. Against a close near $1,000 that reads as thousands, so the filing was taken to + // report in thousands and every one of its lines was multiplied: Dow's December 2025 quarter + // went from $12.6 billion to $50.2 billion. Most of its lines sit on no unit step, which is no + // evidence of a unit, and a line that sits on none keeps the rule of its filing date. + SeedCloses("20251231", ("aapl", 250m), ("msft", 480m), ("nvda", 180m), ("spy", 680m)); + var filing = new DateTime(2026, 3, 9); + var quarter = new DateTime(2025, 12, 31); + var holdings = ReadInfoTable( + new[] + { + Line("0000000000-00-000001", "037833100", "1000000", "1000000", "SH"), + Line("0000000000-00-000001", "594918104", "500000", "500000", "SH"), + Line("0000000000-00-000001", "67066G104", "300000", "300000", "SH"), + Line("0000000000-00-000001", "78462F103", "200000", "200000", "SH") + }, + resolve: true, + Submission("0000000000-00-000001", filing, quarter, cik: 1964189)); + + Assert.AreEqual(1000000m, holdings.Single(pair => pair.Key.Cusip == "037833100").Value.HoldingValue); + Assert.AreEqual(300000m, holdings.Single(pair => pair.Key.Cusip == "67066G104").Value.HoldingValue); + + // MSFT at $480 and SPY at $680 put a $1 price on the thousands step by chance. In a filing + // whose lines mostly sit on no step those landings are not evidence either. + Assert.AreEqual(500000m, holdings.Single(pair => pair.Key.Cusip == "594918104").Value.HoldingValue); + Assert.AreEqual(200000m, holdings.Single(pair => pair.Key.Cusip == "78462F103").Value.HoldingValue); } [Test] @@ -715,28 +756,99 @@ public void ARunIntoADestinationAlreadyHoldingFilesFails() Assert.Throws(() => downloader.RequireEmptyDestination()); } + // ---- Publication time and the EDGAR days --------------------------------------------------- + [Test] - public void AnIncrementalRunReadsEveryArchivePublishedSinceTheLastRelease() + public void AFilingIsPublishedTheMorningAfterItsFilingDate() { - // The SEC publishes a window after it closes, so the nightly date is never covered and the - // run used to read only the newest archive. Two archives published while the job was down - // left the older one out for good. The last published universe day says where to resume. - var processed = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder, "universe"); - Directory.CreateDirectory(processed); - File.WriteAllText(Path.Combine(processed, "20260529.csv"), string.Empty); + // The defect this dataset shipped with: a row stamped 17:30 on its filing date, when the + // SEC data sets publish that filing up to three months later. EDGAR lists a day's filings + // at about 22:05 ET and the daily job reads them at 01:00 the next day, so the row is + // published at 03:00 the morning after, and a backtest can read it no earlier. + using var downloader = Downloader(); + Assert.AreEqual(new DateTime(2026, 5, 11, 3, 0, 0), downloader.ReleaseOf(new DateTime(2026, 5, 10))); + } + + [Test] + public void ADayReadLateIsPublishedWhenTheRunReadIt() + { + // A daily run that picks up a day it missed, a late index or a failed night, could not + // have published that day before its own deployment date. Stamping the rows with the + // filing date would put them in the past, where live never delivered them. using var downloader = new SEC13FDownloader( - Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2026, 9, 10)); + Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2026, 9, 9)); + Assert.AreEqual(new DateTime(2026, 9, 10, 3, 0, 0), downloader.ReleaseOf(new DateTime(2026, 9, 3)), + "the missed day is stamped with the run that read it"); + Assert.AreEqual(new DateTime(2026, 9, 10, 3, 0, 0), downloader.ReleaseOf(new DateTime(2026, 9, 9)), + "and the deployment date itself the usual way"); + } + + [Test] + public void TheRebuildHandsOverToEdgarTheDayAfterTheLastDataSet() + { + // The data sets come out in three month batches, so the rebuild reads them as far as they + // reach and EDGAR after that, the way the daily job does. EDGAR can also take over + // earlier, which is how the two sources are compared over a window both carry. var archives = new List { new("01dec2025-28feb2026_form13f.zip", "https://localhost/a.zip", new DateTime(2025, 12, 1), new DateTime(2026, 2, 28)), - new("01mar2026-31may2026_form13f.zip", "https://localhost/b.zip", new DateTime(2026, 3, 1), new DateTime(2026, 5, 31)), - new("01jun2026-31aug2026_form13f.zip", "https://localhost/c.zip", new DateTime(2026, 6, 1), new DateTime(2026, 8, 31)) + new("01mar2026-31may2026_form13f.zip", "https://localhost/b.zip", new DateTime(2026, 3, 1), new DateTime(2026, 5, 31)) + }; + + Assert.AreEqual(new[] { "01dec2025-28feb2026_form13f.zip", "01mar2026-31may2026_form13f.zip" }, + SEC13FDownloader.ArchivesBefore(archives, new DateTime(2026, 6, 1)).Select(archive => archive.Name).ToArray()); + Assert.AreEqual(new[] { "01dec2025-28feb2026_form13f.zip" }, + SEC13FDownloader.ArchivesBefore(archives, new DateTime(2026, 3, 1)).Select(archive => archive.Name).ToArray()); + } + + [Test] + public void EdgarCannotTakeOverInTheMiddleOfADataSet() + { + // The window's filings before the switch would come from the data set and the rest from + // EDGAR only if the archive were cut by date, which it is not: it would be read twice. + var archives = new List + { + new("01mar2026-31may2026_form13f.zip", "https://localhost/b.zip", new DateTime(2026, 3, 1), new DateTime(2026, 5, 31)) }; - Assert.AreEqual(new[] { "01mar2026-31may2026_form13f.zip", "01jun2026-31aug2026_form13f.zip" }, - downloader.SelectArchives(archives).Select(archive => archive.Name).ToArray()); + Assert.Throws(() => SEC13FDownloader.ArchivesBefore(archives, new DateTime(2026, 4, 15))); + } + + [Test] + public void ADailyRunReadsTheWeekdaysNoEarlierRunFoldedIn() + { + // A day already published is never read again, since its filings would be added a second + // time under a later stamp, and a day without an index is tried again by the next run. + // Nor is a day before EDGAR took over from the data sets: the rebuild read those from the + // data set, so they are not in the list, and reading them from EDGAR counted them twice. + var shelf = ShelfWithFilerState(); + File.WriteAllText(Path.Combine(shelf, "edgar-days.txt"), "#from 20260901\n20260903\n20260904\n"); + + using var downloader = new SEC13FDownloader( + Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2026, 9, 9)); + downloader.ReadEdgarState(); + + Assert.AreEqual( + new[] { "20260901", "20260902", "20260907", "20260908", "20260909" }, + downloader.EdgarDaysToRead(new DateTime(2026, 8, 30), new DateTime(2026, 9, 9)) + .Select(day => day.ToString("yyyyMMdd")).ToArray()); + } + + [Test] + public void AnIncrementalRunWithoutTheEdgarStateFails() + { + // Without the list of days already published a run cannot tell a new day from one it + // would add a second time, so it stops instead of guessing. + var shelf = ShelfWithFilerState(); + File.Delete(Path.Combine(shelf, "edgar-days.txt")); + File.WriteAllLines(Path.Combine(shelf, "aapl.csv"), new[] { "20240215 03:00,20231231,1,5,50,0,0,0,0,0,0" }); + + using var downloader = new SEC13FDownloader( + Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2026, 9, 9)); + + Assert.Throws(() => downloader.RequirePublishedHistoryForIncrementalRun()); } [Test] @@ -854,81 +966,6 @@ public void TheFilerStateSurvivesAWriteAndReadRoundTrip() "a manager nobody has seen is still new"); } - [Test] - public void ReadingAnArchiveAgainCountsItsFilersAgainRatherThanPublishingZero() - { - // The defect this exists for, caught by running the incremental path end to end: the - // rolling window covers three months and the job reads it every night, so on the second - // night every filer of that window is already in the state, each of its days publishes - // an increment of zero, and the merge lets the fresh reading win. Apple's March 2026 - // quarter went from 6,041 holders to 0 in one run, with the file the right shape and - // only that column moved. - var security = Security("AAPL"); - var quarter = new DateTime(2023, 12, 31); - var filed = new DateTime(2024, 2, 14); - - using (var first = Downloader()) - { - first.CountNewFilers(security, quarter, new[] { 111, 222, 333 }, filed); - first.WriteFilerState(); - } - - var shelf = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder); - Directory.CreateDirectory(shelf); - File.Copy( - Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"), - Path.Combine(shelf, "filers.zip"), overwrite: true); - - using var second = new SEC13FDownloader( - Path.Combine(_root, "out"), Path.Combine(_root, "processed"), filed); - second.ReadFilerState(); - second.PruneFilerState(new List - { - new("01jan2024-31mar2024_form13f.zip", "https://localhost/x.zip", - new DateTime(2024, 1, 1), new DateTime(2024, 3, 31)) - }); - - Assert.AreEqual(3, second.CountNewFilers(security, quarter, new[] { 111, 222, 333 }, filed), - "reading the same window again has to reproduce the same increment"); - } - - [Test] - public void AFilerCountedBeforeTheWindowSurvivesThePrune() - { - // The other half of the rule. Only the filers first counted inside the window being read - // again are forgotten; one counted in an earlier window stays known, or reading tonight's - // archive would count it a second time and push the quarter above its real number. - var security = Security("AAPL"); - var quarter = new DateTime(2023, 12, 31); - - using (var first = Downloader()) - { - first.CountNewFilers(security, quarter, new[] { 111 }, new DateTime(2023, 11, 15)); - first.CountNewFilers(security, quarter, new[] { 222 }, new DateTime(2024, 2, 14)); - first.WriteFilerState(); - } - - var shelf = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder); - Directory.CreateDirectory(shelf); - File.Copy( - Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"), - Path.Combine(shelf, "filers.zip"), overwrite: true); - - using var second = new SEC13FDownloader( - Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2024, 2, 14)); - second.ReadFilerState(); - second.PruneFilerState(new List - { - new("01jan2024-31mar2024_form13f.zip", "https://localhost/x.zip", - new DateTime(2024, 1, 1), new DateTime(2024, 3, 31)) - }); - - Assert.AreEqual(0, second.CountNewFilers(security, quarter, new[] { 111 }, new DateTime(2024, 2, 20)), - "the filer counted in November is outside the window and stays counted"); - Assert.AreEqual(1, second.CountNewFilers(security, quarter, new[] { 222 }, new DateTime(2024, 2, 14)), - "the filer counted inside the window is recounted"); - } - [Test] public void TheFilerStateIsByteReproducible() { @@ -1018,6 +1055,7 @@ private string ShelfWithFilerState() File.Copy( Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"), Path.Combine(shelf, "filers.zip"), overwrite: true); + File.WriteAllText(Path.Combine(shelf, "edgar-days.txt"), "#from 20260601\n20260601\n"); return shelf; } @@ -1295,6 +1333,204 @@ public void TheNewestObservationOfACusipWinsWhateverOrderTheQuartersArrive() Assert.AreEqual("META", newerFirst["30303M102"].Ticker); } + // ---- Crosswalk resolutions are held against the close -------------------------------------- + + [Test] + public void ACrosswalkGroupStaysUnlessItsPricesSayItIsAnotherSecurity() + { + // The crosswalk is a fund administrator's ticker, so a CUSIP can reach the wrong company. + // The group's own prices against the quarter-end close decide, on the day it is read. + SeedCloses("20251231", ("etsy", 120m), ("defi", 129.50m), ("aapl", 250m), ("spy", 24.23m)); + using var downloader = Downloader(); + var period = new DateTime(2025, 12, 31); + var filed = new DateTime(2026, 2, 14); + bool Keeps(string cusip, string ticker, params double[] prices) => + downloader.KeepsCrosswalkGroup(cusip, ListedSince1980(ticker), period, filed, prices.ToList()); + + // Etsy's convertible notes reached Etsy's stock: 171 million of its 298 million shares. + Assert.IsFalse(Keeps("29786AAJ5", "ETSY"), "a note reported as principal carries no price"); + Assert.IsFalse(Keeps("29786AAJ5", "ETSY", 1.02, 0.98), "a note reported as shares trades near par"); + Assert.IsTrue(Keeps("46435GAA0", "SPY", 24.23, 24.20), + "a CUSIP with letters that trades at the security's own price, as the iBonds ETFs do, stays"); + + // DeFi Technologies at $2 reached the $129.50 Hashdex DEFI ETF through its ticker. + Assert.IsFalse(Keeps("244916102", "DEFI", 2.11, 2.05, 2.11), "three managers at $2 are another company"); + Assert.IsTrue(Keeps("037833100", "AAPL", 25.0), "one manager's odd price is a slip, not another company"); + Assert.IsTrue(Keeps("037833100", "AAPL", 0.25, 0.25, 250.1), "the same prices in thousands match"); + Assert.IsTrue(Keeps("037833100", "AAPL"), "a day of option lines only cannot be checked and stays"); + Assert.IsTrue(Keeps("594918104", "MSFT", 2.0, 2.0, 2.0), "nor can a security the close file does not carry"); + + // Avanos on 5 February 2026: four managers in thousands and four in dollars. Their median + // sat half way between the two units and dropped the group. + Assert.IsTrue(Keeps("037833100", "AAPL", 0.25, 0.25, 0.25, 0.25, 250.0, 250.1, 249.9, 740.8), + "a day that mixes the two units is still the security"); + } + + [Test] + public void ALineThatSitsOnNoUnitStepIsNotScaled() + { + // A price about a hundred times below the close is neither dollars nor thousands: a bond at + // par against its issuer's stock, or another company. Scaling it by the nearest step put + // Seagate's December 2025 quarter at $413 billion. + SeedCloses("20251231", ("aapl", 250m)); + var filing = new DateTime(2026, 2, 14); + var quarter = new DateTime(2025, 12, 31); + var holdings = ReadInfoTable( + new[] + { + Line("0000000000-00-000001", "037833100", "250000", "1000", "SH"), + Line("0000000000-00-000002", "037833100", "2500", "1000", "SH") + }, + resolve: true, + Submission("0000000000-00-000001", filing, quarter, cik: 1), + Submission("0000000000-00-000002", filing, quarter, cik: 2)); + + Assert.AreEqual(250000m + 2500m, holdings.Values.Single().HoldingValue, + "the $2.50 line keeps its filing's dollar factor instead of becoming $2.5 million"); + } + + [TestCase(0.0, 0)] + [TestCase(-3.0, -1)] + [TestCase(3.1, 1)] + [TestCase(-2.9, -1)] + public void AnOffsetNearAThousandfoldStepIsAUnit(double offset, int step) + { + Assert.AreEqual(step, SEC13FDownloader.UnitStep(offset)); + } + + [TestCase(-1.5)] // half way between dollars and thousands + [TestCase(-2.0)] // a hundred times below: a bond at par against a stock + [TestCase(1.79)] + [TestCase(-6.0)] // a millionfold step is a share count slip, not a unit + public void AnOffsetOnNoStepIsNoUnit(double offset) + { + Assert.IsNull(SEC13FDownloader.UnitStep(offset)); + } + + [Test] + public void TheCloseIsNeverReadAfterTheFilingDate() + { + // A period typed ahead of its filing date would otherwise read a price nobody had when + // the filing was made. The quarter ends on a Tuesday; filed the Sunday before, the + // Friday's close is the newest one there was. + SeedCloses("20260327", ("aapl", 250m)); + var coarse = Path.Combine(_root, "data", "equity", "usa", "fundamental", "coarse"); + File.WriteAllText(Path.Combine(coarse, "20260331.csv"), $"{ListedSince1980("AAPL")},AAPL,999,1,1,True,1,1\n"); + var prices = new SEC13FClosePrices(coarse); + + Assert.AreEqual(250m, prices.Close(ListedSince1980("AAPL"), new DateTime(2026, 3, 31), new DateTime(2026, 3, 29))); + Assert.AreEqual(999m, prices.Close(ListedSince1980("AAPL"), new DateTime(2026, 3, 31), new DateTime(2026, 4, 2))); + } + + // ---- Reading a day from EDGAR --------------------------------------------------------------- + + [Test] + public void TheDailyIndexYieldsTheHoldingsReportsAndTheirAmendmentsOnly() + { + // Notices carry no information table and the data sets' reader skips them too. + var index = string.Join("\n", + "Form Type Company Name CIK Date Filed File Name", + "---------------------------------------------------------", + "10-K SOMETHING ELSE INC 1111111 20260814 edgar/data/1111111/0001111111-26-000001.txt", + "13F-HR &PARTNERS 107136 20260814 edgar/data/107136/0001214659-26-010148.txt", + "13F-HR/A FUND 1 ADVISERS LLC 2222222 20260814 edgar/data/2222222/0002222222-26-000003.txt", + "13F-NT NOTICE FILER LP 3333333 20260814 edgar/data/3333333/0003333333-26-000004.txt"); + + var entries = SEC13FEdgarDay.ParseIndex(index); + + Assert.AreEqual(new[] { "0001214659-26-010148", "0002222222-26-000003" }, + entries.Select(entry => entry.Accession).ToArray()); + Assert.AreEqual(new[] { "13F-HR", "13F-HR/A" }, entries.Select(entry => entry.FormType).ToArray()); + Assert.AreEqual(new[] { 107136, 2222222 }, entries.Select(entry => entry.Cik).ToArray()); + Assert.AreEqual(new DateTime(2026, 8, 14), entries[0].Filed); + } + + [Test] + public void AFilingIsReadFromItsSubmissionFile() + { + // The period and the confidential flag come from the primary document, the lines from the + // information table, whatever namespace the filer's software wrote. + var filing = SEC13FEdgarDay.ParseFiling(SampleEntry(), SampleSubmission()); + + Assert.AreEqual("0001214659-26-010148", filing.Accession); + Assert.AreEqual(new DateTime(2026, 6, 30), filing.Period); + Assert.IsTrue(filing.ConfidentialOmitted); + Assert.AreEqual(2, filing.Lines.Count); + Assert.AreEqual(new[] { "88025U109", "274974", "7172", "SH", null, "7172", "0" }, filing.Lines[0]); + Assert.AreEqual("Put", filing.Lines[1][4]); + } + + [Test] + public void ADaysArchiveCarriesTheTablesTheProcessorReads() + { + // The day is written in the data sets' own layout so the rest of the processor reads it + // like a window, which is what makes EDGAR and the data sets give the same rows. + var filing = SEC13FEdgarDay.ParseFiling(SampleEntry(), SampleSubmission()); + + using var buffer = new MemoryStream(); + SEC13FEdgarDay.WriteArchive(buffer, new[] { filing }); + buffer.Position = 0; + using var zip = new ZipArchive(buffer, ZipArchiveMode.Read); + + var submission = SEC13FFiles.ReadTable(zip, "edgar", "SUBMISSION.tsv", false, + "ACCESSION_NUMBER", "FILING_DATE", "SUBMISSIONTYPE", "CIK", "PERIODOFREPORT").Single(); + Assert.AreEqual("2026-08-14", submission.Fields[submission.Columns["FILING_DATE"]]); + Assert.AreEqual("2026-06-30", submission.Fields[submission.Columns["PERIODOFREPORT"]]); + + var summary = SEC13FFiles.ReadTable(zip, "edgar", "SUMMARYPAGE.tsv", false, + "ACCESSION_NUMBER", "ISCONFIDENTIALOMITTED").Single(); + Assert.AreEqual("Y", summary.Fields[summary.Columns["ISCONFIDENTIALOMITTED"]]); + + var lines = SEC13FFiles.ReadTable(zip, "edgar", "INFOTABLE.tsv", false, + "ACCESSION_NUMBER", "CUSIP", "VALUE", "SSHPRNAMT", "SSHPRNAMTTYPE", "PUTCALL", + "VOTING_AUTH_SOLE", "VOTING_AUTH_SHARED").ToList(); + Assert.AreEqual(2, lines.Count); + Assert.AreEqual("037833100", lines[1].Fields[lines[1].Columns["CUSIP"]]); + Assert.AreEqual("Put", lines[1].Fields[lines[1].Columns["PUTCALL"]]); + } + + private static SEC13FEdgarDay.IndexEntry SampleEntry() + { + return new SEC13FEdgarDay.IndexEntry("13F-HR", 107136, new DateTime(2026, 8, 14), + "edgar/data/107136/0001214659-26-010148.txt"); + } + + /// A full submission file cut down to the two documents the reader uses. + private static string SampleSubmission() + { + return string.Join("\n", + "0001214659-26-010148.txt : 20260814", + "", + "13F-HR", + "", + "", + "", + "" + + "13F-HR06-30-2026" + + "true" + + "", + "", + "", + "", + "", + "INFORMATION TABLE", + "", + "", + "" + + "88025U109274974" + + "7172SH" + + "717200" + + "" + + "0378331001000" + + "50SH" + + "Put050" + + "0", + "", + "", + "", + ""); + } + // ---- Fixtures ----------------------------------------------------------------------------- /// One increment or cumulative row. Only the first two measures are exercised. @@ -1338,6 +1574,17 @@ private static string Line(string accession, string cusip, string value, string ///
private Dictionary ReadInfoTable( string[] lines, params KeyValuePair[] submissions) + { + return ReadInfoTable(lines, false, submissions); + } + + /// + /// The same reader, with the four CUSIPs the unit tests use resolvable through the crosswalk + /// when is set, so their lines are held against the closes + /// SeedCloses wrote. Unset, no CUSIP resolves and every line falls back to its filing's rule. + /// + private Dictionary ReadInfoTable( + string[] lines, bool resolve, params KeyValuePair[] submissions) { var text = new StringBuilder() .AppendLine(string.Join('\t', "ACCESSION_NUMBER", "CUSIP", "VALUE", "SSHPRNAMT", @@ -1358,6 +1605,9 @@ private static string Line(string accession, string cusip, string value, string buffer.Position = 0; using var archive = new ZipArchive(buffer, ZipArchiveMode.Read); using var downloader = Downloader(); + downloader.TickerCrosswalk = resolve + ? UnitTestCrosswalk() + : new Dictionary(); return downloader.ReadInfoTable( archive, @@ -1366,6 +1616,40 @@ private static string Line(string accession, string cusip, string value, string submissions.ToDictionary(pair => pair.Key, pair => pair.Value, StringComparer.Ordinal)); } + /// The CUSIPs the unit tests name, to the tickers SeedCloses lists. + private static Dictionary UnitTestCrosswalk() + { + var observed = new DateTime(2026, 1, 1); + return new Dictionary + { + ["037833100"] = new("AAPL", observed), + ["594918104"] = new("MSFT", observed), + ["67066G104"] = new("NVDA", observed), + ["78462F103"] = new("SPY", observed) + }; + } + + /// + /// Writes one trading day's coarse file with these closes, and map files listing the tickers + /// over every date used, so a crosswalk CUSIP resolves to the identifier the file is keyed by. + /// + private void SeedCloses(string day, params (string Ticker, decimal Close)[] closes) + { + SeedMapFiles("aapl", "msft", "nvda", "spy", "defi", "etsy"); + + var coarse = Path.Combine(_root, "data", "equity", "usa", "fundamental", "coarse"); + Directory.CreateDirectory(coarse); + File.WriteAllLines(Path.Combine(coarse, $"{day}.csv"), closes.Select(pair => + $"{ListedSince1980(pair.Ticker)},{pair.Ticker.ToUpperInvariant()}," + + $"{pair.Close.ToString(System.Globalization.CultureInfo.InvariantCulture)},100,1000,True,1,1")); + } + + /// The identifier SeedMapFiles gives a ticker: listed on its first row, 1980-12-12. + private static SecurityIdentifier ListedSince1980(string ticker) + { + return SecurityIdentifier.GenerateEquity(new DateTime(1980, 12, 12), ticker.ToUpperInvariant(), Market.USA); + } + /// /// Runs the real universe build over a single per-security file and reads back which quarters /// each business day published, keyed by the day. The retirement rule is what is being From 7291fc4ea74ef53cfcddccf5a9ad443e932009f0 Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Fri, 11 Sep 2026 17:05:57 -0500 Subject: [PATCH 06/11] Read EDGAR days from its listings, never scale up a VALUE that cannot be checked and regenerate the samples --- DataProcessing/SEC13FDownloader.cs | 73 +++--- DataProcessing/SEC13FEdgarDay.cs | 57 ++++- output/alternative/sec/13f/aapl.csv | 242 +++++++++--------- output/alternative/sec/13f/aig.csv | 94 +++---- output/alternative/sec/13f/bac.csv | 164 ++++++------ output/alternative/sec/13f/bno.csv | 30 +-- output/alternative/sec/13f/eem.csv | 124 ++++----- output/alternative/sec/13f/goog.csv | 178 ++++++------- output/alternative/sec/13f/googl.csv | 170 ++++++------ output/alternative/sec/13f/ibm.csv | 162 ++++++------ output/alternative/sec/13f/iwm.csv | 116 ++++----- output/alternative/sec/13f/qqq.csv | 136 +++++----- output/alternative/sec/13f/spy.csv | 191 +++++++------- .../alternative/sec/13f/universe/20201001.csv | 24 -- .../alternative/sec/13f/universe/20201002.csv | 42 +-- .../alternative/sec/13f/universe/20201005.csv | 45 ++-- .../alternative/sec/13f/universe/20201006.csv | 47 ++-- .../alternative/sec/13f/universe/20201007.csv | 46 ++-- .../alternative/sec/13f/universe/20201008.csv | 48 ++-- .../alternative/sec/13f/universe/20201009.csv | 46 ++-- .../alternative/sec/13f/universe/20201012.csv | 22 +- .../alternative/sec/13f/universe/20201013.csv | 48 ++-- .../alternative/sec/13f/universe/20201014.csv | 48 ++-- .../alternative/sec/13f/universe/20201015.csv | 46 ++-- .../alternative/sec/13f/universe/20201016.csv | 46 ++-- .../alternative/sec/13f/universe/20201019.csv | 46 ++-- .../alternative/sec/13f/universe/20201020.csv | 46 ++-- .../alternative/sec/13f/universe/20201021.csv | 46 ++-- .../alternative/sec/13f/universe/20201022.csv | 48 ++-- .../alternative/sec/13f/universe/20201023.csv | 46 ++-- .../alternative/sec/13f/universe/20201026.csv | 46 ++-- .../alternative/sec/13f/universe/20201027.csv | 48 ++-- .../alternative/sec/13f/universe/20201028.csv | 46 ++-- .../alternative/sec/13f/universe/20201029.csv | 48 ++-- .../alternative/sec/13f/universe/20201030.csv | 46 ++-- .../alternative/sec/13f/universe/20201102.csv | 48 ++-- .../alternative/sec/13f/universe/20201103.csv | 48 ++-- .../alternative/sec/13f/universe/20201104.csv | 48 ++-- .../alternative/sec/13f/universe/20201105.csv | 48 ++-- .../alternative/sec/13f/universe/20201106.csv | 48 ++-- .../alternative/sec/13f/universe/20201109.csv | 48 ++-- .../alternative/sec/13f/universe/20201110.csv | 46 ++-- .../alternative/sec/13f/universe/20201111.csv | 42 +-- .../alternative/sec/13f/universe/20201112.csv | 48 ++-- .../alternative/sec/13f/universe/20201113.csv | 50 ++-- .../alternative/sec/13f/universe/20201116.csv | 26 +- .../alternative/sec/13f/universe/20201117.csv | 26 +- .../alternative/sec/13f/universe/20201118.csv | 24 +- .../alternative/sec/13f/universe/20201119.csv | 24 +- .../alternative/sec/13f/universe/20201120.csv | 24 +- .../alternative/sec/13f/universe/20201123.csv | 24 +- .../alternative/sec/13f/universe/20201124.csv | 24 +- .../alternative/sec/13f/universe/20201125.csv | 24 +- .../alternative/sec/13f/universe/20201126.csv | 24 +- .../alternative/sec/13f/universe/20201127.csv | 24 +- .../alternative/sec/13f/universe/20201130.csv | 24 +- .../alternative/sec/13f/universe/20201201.csv | 24 +- .../alternative/sec/13f/universe/20201202.csv | 24 +- .../alternative/sec/13f/universe/20201203.csv | 24 +- .../alternative/sec/13f/universe/20201204.csv | 24 +- .../alternative/sec/13f/universe/20201207.csv | 24 +- .../alternative/sec/13f/universe/20201208.csv | 24 +- .../alternative/sec/13f/universe/20201209.csv | 24 +- .../alternative/sec/13f/universe/20201210.csv | 24 +- .../alternative/sec/13f/universe/20201211.csv | 24 +- .../alternative/sec/13f/universe/20201214.csv | 24 +- .../alternative/sec/13f/universe/20201215.csv | 24 +- .../alternative/sec/13f/universe/20201216.csv | 24 +- .../alternative/sec/13f/universe/20201217.csv | 24 +- .../alternative/sec/13f/universe/20201218.csv | 24 +- .../alternative/sec/13f/universe/20201221.csv | 24 +- .../alternative/sec/13f/universe/20201222.csv | 24 +- .../alternative/sec/13f/universe/20201223.csv | 24 +- .../alternative/sec/13f/universe/20201224.csv | 24 +- .../alternative/sec/13f/universe/20201225.csv | 24 +- .../alternative/sec/13f/universe/20201228.csv | 24 +- .../alternative/sec/13f/universe/20201229.csv | 24 +- .../alternative/sec/13f/universe/20201230.csv | 24 +- .../alternative/sec/13f/universe/20201231.csv | 24 +- output/alternative/sec/13f/uso.csv | 62 ++--- output/alternative/sec/13f/wm.csv | 114 ++++----- tests/SEC13FProcessorTests.cs | 116 ++++++++- 82 files changed, 2207 insertions(+), 2090 deletions(-) delete mode 100644 output/alternative/sec/13f/universe/20201001.csv diff --git a/DataProcessing/SEC13FDownloader.cs b/DataProcessing/SEC13FDownloader.cs index 5742565..7881123 100644 --- a/DataProcessing/SEC13FDownloader.cs +++ b/DataProcessing/SEC13FDownloader.cs @@ -39,10 +39,19 @@ namespace QuantConnect.DataProcessing { /// - /// Converts the SEC Form 13F structured data sets, one zip per filing window, into LEAN's - /// per-security files and one universe file per release date. Without - /// QC_DATAFLEET_DEPLOYMENT_DATE it rebuilds the whole history; with it, it reads the archive - /// covering that date and folds it into the published history. + /// Converts Form 13F filings into LEAN's per-security files and one universe file per release + /// date. Without QC_DATAFLEET_DEPLOYMENT_DATE it rebuilds the whole history, from the SEC's + /// structured data sets through the last window published and from EDGAR's daily indexes after + /// it; with it, it reads that day from EDGAR, with any recent day whose index came late, and + /// folds them into the published history. + /// + /// Besides the data folders it reads these config keys: sec-user-agent-company-name and + /// sec-user-agent-company-email, which the SEC asks automated readers for; sec-13f-rebuild-history, + /// which a run without a deployment date needs; and, for checks only, sec-13f-edgar-from, + /// sec-13f-edgar-until and sec-13f-rebuild-from, which move the rebuild's EDGAR days and skip the + /// older data sets. From the data folder it reads the map files and security-database.csv, which + /// resolve CUSIPs and tickers, and the coarse universe files, whose quarter-end closes decide + /// VALUE's unit and vet the crosswalk. /// public class SEC13FDownloader : IDisposable { @@ -241,6 +250,9 @@ public class SEC13FDownloader : IDisposable /// EDGAR days already folded into the history, published so a daily run never reads one twice. private readonly SortedSet _edgarDays = new(); + /// EDGAR's daily index directory listings, by folder URL, read once a run. + private readonly Dictionary> _edgarListings = new(StringComparer.Ordinal); + private readonly DateTime? _edgarFrom; private readonly DateTime? _edgarUntil; @@ -294,7 +306,8 @@ public SEC13FDownloader(string destinationDirectory, string processedDataDirecto if (!_closePrices.Available) { Log.Error("SEC13FDownloader(): the coarse universe files are missing from the data folder. Without the " + - "quarter-end closes VALUE falls back to the SEC unit rule and every crosswalk resolution is dropped."); + "quarter-end closes VALUE takes the SEC unit rule of each filing's date, and a crosswalk match whose " + + "CUSIP carries letters in its issue number, which only a price can confirm, is dropped."); } _edgarFrom = ParseOptionalDate(Config.Get(EdgarFromKey), EdgarFromKey); @@ -373,10 +386,10 @@ private void ProcessEdgarDays(List days) var read = 0; foreach (var day in days) { - var path = SEC13FEdgarDay.Build(day, _archiveCacheDirectory, TryGetText); + var path = SEC13FEdgarDay.Build(day, _archiveCacheDirectory, ListEdgarDirectory, GetWithRetry); if (path == null) { - Log.Trace($"SEC13FDownloader.ProcessEdgarDays(): EDGAR has no index for {day:yyyy-MM-dd}"); + Log.Trace($"SEC13FDownloader.ProcessEdgarDays(): EDGAR lists no index for {day:yyyy-MM-dd}"); continue; } @@ -1322,8 +1335,8 @@ public ValueUnits(Dictionary filings, HashSet broken, /// The factor for one share line of VALUE over shares. public decimal Factor(string accession, string cusip, Submission submission, decimal value, decimal amount) { - // A filing whose lines mostly sit on no unit step keeps the rule of its filing date on - // every line: the few that land on a step do so by chance. + // A filing whose lines mostly sit on no unit step keeps its unscaled factor on every + // line: the few that land on a step do so by chance. var filing = _filings[accession]; if (_broken.Contains(accession)) { @@ -1341,14 +1354,15 @@ public decimal Factor(string accession, string cusip, Submission submission, dec // rather than a share count one: of the 4,740 such lines of the March 2023 quarter // whose filer reported the same security the quarter before, 4,578 held the same // shares then and 162 a thousand times more. A price on no step, a millionfold one - // included, says nothing about the unit and keeps the rule of its filing date rather - // than the filing's unit: scaling a millionfold step inflated Apple's 2019 quarters by - // ten percent, and scaling a bond at par against its issuer's stock put Seagate at - // $413 billion. + // included, cannot be checked, so it takes the smaller of its filing's unit and the rule + // of its filing date. Either one alone inflates an era: the rule scaled the odd lines of + // filers in whole dollars before 2023 ($730 billion in the September 2022 quarter), the + // filing's unit those of filers still in thousands in early 2023 ($879 billion in + // December 2022). Scaling by the nearest step put Seagate at $413 billion. var step = UnitStep(offset.Value); if (step == null) { - return submission.FilingDate < ValueInWholeDollarsFrom ? 1000m : 1m; + return Math.Min(filing, submission.FilingDate < ValueInWholeDollarsFrom ? 1000m : 1m); } var factor = step == 0 ? 1m : step < 0 ? 1000m : 0.001m; @@ -1368,14 +1382,16 @@ public decimal Factor(string accession, string cusip, Submission submission, dec /// near -3 thousands. They say so only when they are most of its priced lines. A filing whose /// lines mostly sit on no step is broken rather than in another unit, and the few that land on /// one do so by chance: a manager that typed its dollar values as share counts, a price of $1 - /// on every line, looks like thousands against any close near $1,000. The rule of the filing - /// date stands then, as it does with nothing to compare against. + /// on every line, looks like thousands against any close near $1,000. Such a filing is never + /// scaled up: before 2023 the rule multiplied it by a thousand, and one manager whose share + /// counts carried VALUE in thousands, $1,000 a share on every line, put Alphabet's September + /// 2020 quarter 9.5 percent above its close. With nothing to compare against, the rule stands. /// internal static decimal ValueMultiplier(List offsets, int priced, bool thousandsRule) { if (!IsUnitEvidence(offsets.Count, priced)) { - return thousandsRule ? 1000m : 1m; + return priced == 0 && thousandsRule ? 1000m : 1m; } return Median(offsets) < -1.5 ? 1000m : 1m; @@ -2623,25 +2639,18 @@ private string GetWithRetry(string url) } /// - /// GETs a URL as text, or null when EDGAR says the file is not there. For a daily index that - /// does not exist it answers 403 rather than 404: a weekend, Memorial Day and Labor Day 2026 - /// all came back 403 against 200 for a business day. A block would also be a 403, and then - /// the day is simply read by a later run, while a listed filing that will not come fails the - /// build of its day. Anything else fails once the retries run out, as in UrlExists. + /// The names in one of EDGAR's directory listings. Read once a run, so a day published after + /// the run read its quarter is left to the next run. Fails like any other GET, a block included. /// - private string TryGetText(string url) + private ISet ListEdgarDirectory(string url) { - return WithRetry(url, () => + if (!_edgarListings.TryGetValue(url, out var names)) { - using var response = _client.GetAsync(url).GetAwaiter().GetResult(); - if (response.StatusCode is HttpStatusCode.NotFound or HttpStatusCode.Forbidden) - { - return null; - } + names = SEC13FEdgarDay.ListingNames(GetWithRetry(url + "index.json")); + _edgarListings[url] = names; + } - response.EnsureSuccessStatusCode(); - return response.Content.ReadAsStringAsync().GetAwaiter().GetResult(); - }); + return names; } /// diff --git a/DataProcessing/SEC13FEdgarDay.cs b/DataProcessing/SEC13FEdgarDay.cs index 89e7a93..e27d8a8 100644 --- a/DataProcessing/SEC13FEdgarDay.cs +++ b/DataProcessing/SEC13FEdgarDay.cs @@ -22,6 +22,8 @@ using System.Text; using System.Text.RegularExpressions; using System.Xml.Linq; +using Newtonsoft.Json; +using QuantConnect.DataSource; using QuantConnect.Logging; namespace QuantConnect.DataProcessing @@ -39,7 +41,7 @@ namespace QuantConnect.DataProcessing /// internal static class SEC13FEdgarDay { - private const string DailyIndexUrlFormat = "https://www.sec.gov/Archives/edgar/daily-index/{0}/QTR{1}/form.{2}.idx"; + private const string DailyIndexRootUrl = "https://www.sec.gov/Archives/edgar/daily-index/"; private const string ArchivesBaseUrl = "https://www.sec.gov/Archives/"; private const string PrimaryDocumentTypePrefix = "13F-HR"; @@ -83,10 +85,12 @@ internal sealed class Filing /// /// Writes the day's archive into and returns its path, or null - /// when EDGAR has no index for the day yet, which is every weekend and holiday and a day - /// whose index is late. returns null on a 404. + /// when EDGAR has not published an index for the day, which is every weekend and holiday and a + /// day whose index is late. returns the names in one of EDGAR's + /// directory listings and a file; both throw on any failure. /// - public static string Build(DateTime day, string directory, Func tryGetText) + public static string Build(DateTime day, string directory, Func> listDirectory, + Func getText) { var path = System.IO.Path.Combine(directory, ArchiveName(day)); if (File.Exists(path)) @@ -94,20 +98,16 @@ public static string Build(DateTime day, string directory, Func return path; } - var index = tryGetText(IndexUrl(day)); - if (index == null) + if (!IsIndexPublished(day, listDirectory)) { return null; } - var entries = ParseIndex(index); + var entries = ParseIndex(getText(IndexUrl(day))); var filings = new List(entries.Count); foreach (var entry in entries) { - var text = tryGetText(ArchivesBaseUrl + entry.Path) - ?? throw new InvalidOperationException( - $"SEC13FEdgarDay.Build(): {entry.Path} is listed in the {day:yyyy-MM-dd} index but not published"); - filings.Add(ParseFiling(entry, text)); + filings.Add(ParseFiling(entry, getText(ArchivesBaseUrl + entry.Path))); } Directory.CreateDirectory(directory); @@ -121,10 +121,41 @@ public static string Build(DateTime day, string directory, Func /// The daily form index, which lists a day's filings by form type. internal static string IndexUrl(DateTime day) { - return string.Format(CultureInfo.InvariantCulture, DailyIndexUrlFormat, - day.Year, (day.Month - 1) / 3 + 1, day.ToString(DateFormat.EightCharacter, CultureInfo.InvariantCulture)); + return $"{QuarterUrl(day)}{IndexFileName(day)}"; } + /// + /// Whether EDGAR lists the day's form index. The answer comes from its directory listings, + /// never from a failed request: EDGAR answers 403 both for an index that does not exist and + /// for a reader it has blocked, and a block taken for "no index" dropped the day for good. Each + /// folder is looked up in its parent's listing first, from the root, which always exists: a + /// year or quarter EDGAR has not created yet answers 403 as well. + /// + internal static bool IsIndexPublished(DateTime day, Func> listDirectory) + { + var year = day.Year.ToString(CultureInfo.InvariantCulture); + return listDirectory(DailyIndexRootUrl).Contains(year) + && listDirectory($"{DailyIndexRootUrl}{year}/").Contains(QuarterName(day)) + && listDirectory(QuarterUrl(day)).Contains(IndexFileName(day)); + } + + /// The names in one of EDGAR's index.json directory listings. + internal static HashSet ListingNames(string json) + { + var listing = JsonConvert.DeserializeObject(json)?.Directory + ?? throw new InvalidDataException("SEC13FEdgarDay.ListingNames(): not an EDGAR directory listing"); + + return (listing.Items ?? new List()).Select(item => item.Name).ToHashSet(StringComparer.Ordinal); + } + + private static string QuarterName(DateTime day) => $"QTR{(day.Month - 1) / 3 + 1}"; + + private static string QuarterUrl(DateTime day) => + $"{DailyIndexRootUrl}{day.Year.ToString(CultureInfo.InvariantCulture)}/{QuarterName(day)}/"; + + private static string IndexFileName(DateTime day) => + $"form.{day.ToString(DateFormat.EightCharacter, CultureInfo.InvariantCulture)}.idx"; + /// /// The holdings reports and their amendments listed in a daily index. Notices are left out: /// they carry no information table, and the processor skips them in the data sets too. diff --git a/output/alternative/sec/13f/aapl.csv b/output/alternative/sec/13f/aapl.csv index 21f3488..b275879 100644 --- a/output/alternative/sec/13f/aapl.csv +++ b/output/alternative/sec/13f/aapl.csv @@ -1,121 +1,121 @@ -20201001 17:30,20200930,11,4091893,473319000,0,0,0,3104369,320,0 -20201002 17:30,20161231,2470,3154049434,365038840658,122931844,128198549,187826,1866917682,262289718,1 -20201002 17:30,20200930,18,4958860,573723000,0,0,0,3878678,320,1 -20201005 17:30,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 -20201006 17:30,20170331,2510,3245250321,465582347615,106251171,91826772,60698,1935338352,264912919,1 -20201006 17:30,20170930,2510,3119974969,479868325782,97802150,97142251,53378,1870483340,273454202,1 -20201006 17:30,20200930,69,14907129,1750280233,0,160,0,11581134,3768,1 -20201007 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b/output/alternative/sec/13f/universe/20201001.csv deleted file mode 100644 index fecba45..0000000 --- a/output/alternative/sec/13f/universe/20201001.csv +++ /dev/null @@ -1,24 +0,0 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,930889164172.059,62056050,60809616,9515,1618224740,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,11,4091893,473319000,0,0,0,3104369,320,0 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,16095559470,162866492,266937301,941231,298463240,30555320,1 -EEM SNQLASP67O85,EEM,20200930,4,75204,3315000,0,0,0,67226,0,0 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311602993019,3153704,4007761,864,144949757,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,8,39809,58503000,0,0,0,18575,19,0 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326977142501,5357763,5656871,5140,152180659,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,4,55446,81261000,0,0,0,41379,0,0 -IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,60868127183,10227584,12215460,32374,302648181,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,8,148094,18019000,0,0,0,83301,0,0 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,3,10158,1521000,0,0,0,3900,0,0 -NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,143433530544.821,107384568,157707032,238152,4006764035,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,6,756603,18260000,0,0,0,571542,0,0 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51180986206,107557897,212857396,28650,105286781,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,5,77799,21615000,0,0,0,3942,0,0 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183666311562,369138221,542627960,313306,389636810,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,7,83319,27883000,0,0,0,50566,0,0 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194453175,1541045,1920563,53618,198442222,19384570,1 -UW R735QTJ8XC9X,WM,20200930,5,162449,18383000,0,0,0,150636,0,0 diff --git a/output/alternative/sec/13f/universe/20201002.csv b/output/alternative/sec/13f/universe/20201002.csv index 8f25d57..d4d1cad 100644 --- a/output/alternative/sec/13f/universe/20201002.csv +++ b/output/alternative/sec/13f/universe/20201002.csv @@ -1,24 +1,24 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,930889164172.059,62056050,60809616,9515,1618224740,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,18,4958860,573723000,0,0,0,3878678,320,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,11,4091893,473319000,0,0,0,3104369,320,0 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,16095559470,162866492,266937301,941231,298463240,30555320,1 -EEM SNQLASP67O85,EEM,20200930,5,242449,10689000,0,0,0,217775,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311602993019,3153704,4007761,864,144949757,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,15,66166,97237000,0,0,0,31431,19,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326977142501,5357763,5656871,5140,152180659,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,12,72383,106086000,0,0,0,54170,0,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,60868127183,10227584,12215460,32374,302648181,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,12,177831,21638000,0,0,0,104638,0,1 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 +EEM SNQLASP67O85,EEM,20200930,4,75204,3315000,0,0,0,67226,0,0 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311588721305,3153704,4007761,864,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,8,39809,58503000,0,0,0,18575,19,0 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326971788860,5357763,5656871,5140,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,4,55446,81261000,0,0,0,41379,0,0 +IBM R735QTJ8XC9X,IBM,20200630,1946,506086312,60863125152,10227584,12215460,32374,302618181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,8,148094,18019000,0,0,0,83301,0,0 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,6,264998,39694000,0,0,0,253677,0,1 -NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,143433530544.821,107384568,157707032,238152,4006764035,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,9,1029191,24827000,0,0,0,830166,0,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51180986206,107557897,212857396,28650,105286781,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,10,97740,27157000,0,0,0,10424,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183666311562,369138221,542627960,313306,389636810,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,12,185055,61953000,0,0,0,130705,0,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194453175,1541045,1920563,53618,198442222,19384570,1 -UW R735QTJ8XC9X,WM,20200930,6,180919,20474000,0,0,0,169069,0,0 +IWM RV0PWMLXVHPH,IWM,20200930,3,10158,1521000,0,0,0,3900,0,0 +NB R735QTJ8XC9X,BAC,20200630,2089,5920257370,141113413409.821,107384568,157707032,187805,4003729388,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,6,756603,18260000,0,0,0,571542,0,0 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51179832361,107557897,212857396,28650,105286781,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,5,77799,21615000,0,0,0,3942,0,0 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369138221,542627960,313306,389636810,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,7,83319,27883000,0,0,0,50566,0,0 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 +UW R735QTJ8XC9X,WM,20200930,5,162449,18383000,0,0,0,150636,0,0 diff --git a/output/alternative/sec/13f/universe/20201005.csv b/output/alternative/sec/13f/universe/20201005.csv index c1f3794..5272078 100644 --- a/output/alternative/sec/13f/universe/20201005.csv +++ b/output/alternative/sec/13f/universe/20201005.csv @@ -1,25 +1,24 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,930889164172.059,62056050,60809616,9515,1618224740,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,2,199450,5490000,0,0,0,199450,0,0 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,18,4958860,573723000,0,0,0,3878678,320,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,16095559470,162866492,266937301,941231,298463240,30555320,1 -EEM SNQLASP67O85,EEM,20200930,13,3308578,145875000,0,0,0,3192434,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311602993019,3153704,4007761,864,144949757,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,25,163841,240678000,0,0,0,129004,19,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326977142501,5357763,5656871,5140,152180659,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,23,148893,218219000,0,0,0,130595,0,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,60868127183,10227584,12215460,32374,302648181,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,23,434335,53051000,0,0,0,299645,1052,1 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 +EEM SNQLASP67O85,EEM,20200930,5,242449,10689000,0,0,0,217775,0,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311588721305,3153704,4007761,864,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,15,66166,97237000,0,0,0,31431,19,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326971788860,5357763,5656871,5140,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,12,72383,106086000,0,0,0,54170,0,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506086312,60863125152,10227584,12215460,32374,302618181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,12,177831,21638000,0,0,0,104638,0,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,13,401407,60127000,0,0,0,365776,0,1 -NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,143433530544.821,107384568,157707032,238152,4006764035,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,18,2543323,61347000,0,0,0,2338057,0,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51180986206,107557897,212857396,28650,105286781,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,14,123974,33698000,0,0,0,34122,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183666311562,369138221,542627960,313306,389636810,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,23,342285,114606000,0,0,0,219995,595,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,1,37,1000,0,0,0,0,0,0 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194453175,1541045,1920563,53618,198442222,19384570,1 -UW R735QTJ8XC9X,WM,20200930,13,368332,41682000,0,0,0,308597,1385,0 +IWM RV0PWMLXVHPH,IWM,20200930,6,264998,39694000,0,0,0,253677,0,1 +NB R735QTJ8XC9X,BAC,20200630,2089,5920257370,141113413409.821,107384568,157707032,187805,4003729388,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,9,1029191,24827000,0,0,0,830166,0,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51179832361,107557897,212857396,28650,105286781,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,10,97740,27157000,0,0,0,10424,0,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369138221,542627960,313306,389636810,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,12,185055,61953000,0,0,0,130705,0,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 +UW R735QTJ8XC9X,WM,20200930,6,180919,20474000,0,0,0,169069,0,0 diff --git a/output/alternative/sec/13f/universe/20201006.csv b/output/alternative/sec/13f/universe/20201006.csv index f15c2a1..b02addf 100644 --- a/output/alternative/sec/13f/universe/20201006.csv +++ b/output/alternative/sec/13f/universe/20201006.csv @@ -1,26 +1,25 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2594225943,930889164172.059,62056050,60809616,9515,1618224740,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,69,14907129,1750280233,0,160,0,11581134,3768,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,8,253571,6979000,0,0,0,212840,0,0 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,2,199450,5490000,0,0,0,199450,0,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,16095559470,162866492,266937301,941231,298463240,30555320,1 -EEM SNQLASP67O85,EEM,20200930,25,3497442,154200000,0,0,0,3323223,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311602993019,3153704,4007761,864,144949757,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,46,248706,365044000,0,0,0,182194,39,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326977142501,5357763,5656871,5140,152180659,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,49,232394,340531080,0,0,0,202023,61,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506116312,60868127183,10227584,12215460,32374,302648181,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,45,752019,91733544,0,0,0,454324,1186,1 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 +EEM SNQLASP67O85,EEM,20200930,13,3308578,145875000,0,0,0,3192434,0,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311588721305,3153704,4007761,864,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,25,163841,240678000,0,0,0,129004,19,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326971788860,5357763,5656871,5140,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,23,148893,218219000,0,0,0,130595,0,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506086312,60863125152,10227584,12215460,32374,302618181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,23,434335,53051000,0,0,0,299645,1052,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,31,701402,105086712,0,0,0,395122,430,1 -NB R735QTJ8XC9X,BAC,20200630,2110,5923774743,143433530544.821,107384568,157707032,238152,4006764035,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,37,5958568,143562578,0,0,0,4734425,365,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51180986206,107557897,212857396,28650,105286781,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,34,354070,97629775,0,0,0,118681,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183666311562,369138221,542627960,313306,389636810,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,48,2799209,937407041,0,700,0,1216812,595,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,5,4406,124000,0,0,0,773,0,0 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194453175,1541045,1920563,53618,198442222,19384570,1 -UW R735QTJ8XC9X,WM,20200930,33,609798,69007000,0,0,0,361654,1385,0 +IWM RV0PWMLXVHPH,IWM,20200930,13,401407,60127000,0,0,0,365776,0,1 +NB R735QTJ8XC9X,BAC,20200630,2089,5920257370,141113413409.821,107384568,157707032,187805,4003729388,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,18,2543323,61347000,0,0,0,2338057,0,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51179832361,107557897,212857396,28650,105286781,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,14,123974,33698000,0,0,0,34122,0,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369138221,542627960,313306,389636810,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,23,342285,114606000,0,0,0,219995,595,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,1,37,1000,0,0,0,0,0,0 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 +UW R735QTJ8XC9X,WM,20200930,13,368332,41682000,0,0,0,308597,1385,0 diff --git a/output/alternative/sec/13f/universe/20201007.csv b/output/alternative/sec/13f/universe/20201007.csv index 13906ac..36919af 100644 --- a/output/alternative/sec/13f/universe/20201007.csv +++ b/output/alternative/sec/13f/universe/20201007.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,95,17230133,2018852233,0,160,0,13057035,17606,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,10,253584,6979000,0,0,0,212853,0,0 +AAPL R735QTJ8XC9X,AAPL,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,69,14907129,1750280233,0,160,0,11581134,3768,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,8,253571,6979000,0,0,0,212840,0,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,16104581470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,34,3703189,163258000,0,0,0,3360744,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,56,489792,719347000,0,0,0,420408,139,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,63,614619,900720080,0,0,0,573539,73,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,60868506183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,57,823509,100425544,0,0,0,483097,3957,1 +EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 +EEM SNQLASP67O85,EEM,20200930,25,3497442,154200000,0,0,0,3323223,0,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311588721305,3153704,4007761,864,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,46,248706,365044000,0,0,0,182194,39,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326971788860,5357763,5656871,5140,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,49,232394,340531080,0,0,0,202023,61,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506086312,60863125152,10227584,12215460,32374,302618181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,45,752019,91733544,0,0,0,454324,1186,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,42,809407,121291712,0,0,0,447795,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,49,8431054,203698578,0,0,0,7070918,6643,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,45,653357,180313775,0,0,0,157974,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183668917562,369138221,542627960,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,65,3333215,1116190041,0,700,0,1285424,2536,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,6,4435,125000,0,0,0,802,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,40,669387,75751000,0,0,0,416004,4354,0 +IWM RV0PWMLXVHPH,IWM,20200930,31,701402,105086712,0,0,0,395122,430,1 +NB R735QTJ8XC9X,BAC,20200630,2089,5920257370,141113413409.821,107384568,157707032,187805,4003729388,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,37,5958568,143562578,0,0,0,4734425,365,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51179832361,107557897,212857396,28650,105286781,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,34,354070,97629775,0,0,0,118681,0,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369138221,542627960,313306,389636810,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,48,2799209,937407041,0,700,0,1216812,595,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,5,4406,124000,0,0,0,773,0,0 +UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 +UW R735QTJ8XC9X,WM,20200930,33,609798,69007000,0,0,0,361654,1385,0 diff --git a/output/alternative/sec/13f/universe/20201008.csv b/output/alternative/sec/13f/universe/20201008.csv index ed646e8..539b6dc 100644 --- a/output/alternative/sec/13f/universe/20201008.csv +++ b/output/alternative/sec/13f/universe/20201008.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,137,25809440,3012204066,0,160,0,19079235,143648,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,17,814025,22408000,0,0,0,761142,4064,0 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,95,17230133,2018852233,0,160,0,13057035,17606,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,10,253584,6979000,0,0,0,212853,0,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,16104581470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,43,4124808,181846798,0,0,0,3763761,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,85,647510,951130080,0,0,0,532405,3020,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,97,861289,1262366502,0,0,0,777411,1347,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,60868506183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,84,1304767,158980544,0,0,0,788482,8973,1 +BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,34,3703189,163258000,0,0,0,3360744,2808,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,56,489792,719347000,0,0,0,420408,139,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,63,614619,900720080,0,0,0,573539,73,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506089453,60863504152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,57,823509,100425544,0,0,0,483097,3957,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,61,1252939,187729824,0,0,0,868908,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,74,12398039,299330382,0,0,0,9946257,44175,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,64,1637693,453791775,0,0,0,1043729,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183668917562,369138221,542627960,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,98,4531571,1517505310,0,800,0,2375391,5209,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,8,11815,334000,0,0,0,7936,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,59,1111072,125738071,0,0,0,753362,25118,0 +IWM RV0PWMLXVHPH,IWM,20200930,42,809407,121291712,0,0,0,447795,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,49,8431054,203698578,0,0,0,7070918,6643,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,45,653357,180313775,0,0,0,157974,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,65,3333215,1116190041,0,700,0,1285424,2536,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,6,4435,125000,0,0,0,802,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,40,669387,75751000,0,0,0,416004,4354,0 diff --git a/output/alternative/sec/13f/universe/20201009.csv b/output/alternative/sec/13f/universe/20201009.csv index e71d916..1c2edf7 100644 --- a/output/alternative/sec/13f/universe/20201009.csv +++ b/output/alternative/sec/13f/universe/20201009.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,4573620066,400,560,0,28711663,172403,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,137,25809440,3012204066,0,160,0,19079235,143648,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,17,814025,22408000,0,0,0,761142,4064,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,16104581470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,1331411080,0,0,0,725848,3853,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,1733257502,0,0,0,1037318,1580,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,60868506183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,43,4124808,181846798,0,0,0,3763761,2808,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,85,647510,951130080,0,0,0,532405,3020,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,97,861289,1262366502,0,0,0,777411,1347,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506089453,60863504152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,84,1304767,158980544,0,0,0,788482,8973,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2068705775,20,356,0,6294882,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183668917562,369138221,542627960,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 +IWM RV0PWMLXVHPH,IWM,20200930,61,1252939,187729824,0,0,0,868908,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,74,12398039,299330382,0,0,0,9946257,44175,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,64,1637693,453791775,0,0,0,1043729,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,98,4531571,1517505310,0,800,0,2375391,5209,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,8,11815,334000,0,0,0,7936,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,59,1111072,125738071,0,0,0,753362,25118,0 diff --git a/output/alternative/sec/13f/universe/20201012.csv b/output/alternative/sec/13f/universe/20201012.csv index e71d916..07c1644 100644 --- a/output/alternative/sec/13f/universe/20201012.csv +++ b/output/alternative/sec/13f/universe/20201012.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,4573620066,400,560,0,28711663,172403,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,16104581470,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,1331411080,0,0,0,725848,3853,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,1733257502,0,0,0,1037318,1580,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506119453,60868506183,10227584,12215460,32374,302651172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506089453,60863504152,10227584,12215460,32374,302621172,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 +NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 NB R735QTJ8XC9X,BAC,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2068705775,20,356,0,6294882,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183668917562,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369138221,542627960,313306,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201013.csv b/output/alternative/sec/13f/universe/20201013.csv index 57435d1..07c1644 100644 --- a/output/alternative/sec/13f/universe/20201013.csv +++ b/output/alternative/sec/13f/universe/20201013.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,292,56867940,6605513066,13200,560,0,38735805,367467,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,33,1874445,51601000,532200,1108100,0,1750192,4064,0 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,4573620066,400,560,0,28711663,172403,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,82,8584156,378460798,0,100,0,7522690,17199,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,190,1130085,1660383080,1600,0,0,845543,12861,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,217,1717082,2516800502,0,0,0,1544674,12625,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,178,3090986,376427544,1,0,0,1947058,11467,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,119,7224789,1082332824,0,0,0,5698818,169054,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,165,26882648,655690382,30700,0,0,20315327,414778,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,150,9172012,2543131775,20,356,0,6819686,33684,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183670560562,369138221,542627960,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,211,11446011,3833638310,22101,26809,0,7476623,9716,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,16,63368,1791000,450,0,0,49643,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,117,2856384,323540071,0,0,0,2086826,30268,1 +EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,1331411080,0,0,0,725848,3853,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,1733257502,0,0,0,1037318,1580,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506089453,60863504152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 +IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 +NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2068705775,20,356,0,6294882,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201014.csv b/output/alternative/sec/13f/universe/20201014.csv index 4eaeb35..626613d 100644 --- a/output/alternative/sec/13f/universe/20201014.csv +++ b/output/alternative/sec/13f/universe/20201014.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,361,75989294,8810423071,14800,3360,0,46762952,5814007,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,42,2237144,61587663,532200,1108100,0,1966135,106315,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,292,56867940,6605513066,13200,560,0,38735805,367467,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,33,1874445,51601000,532200,1108100,0,1750192,4064,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,104,10102847,445425798,5000,100,0,8714631,17199,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,231,1371517,2015170826,1600,0,0,1005355,54341,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,268,2259050,3304811083,0,0,0,1684594,362483,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,214,3666783,446465052,1,0,0,2222289,136014,1 +BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,82,8584156,378460798,0,100,0,7522690,17199,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,190,1130085,1660383080,1600,0,0,845543,12861,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,217,1717082,2516800502,0,0,0,1544674,12625,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,178,3090986,376427544,1,0,0,1947058,11467,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,149,9197080,1377715000,0,0,0,7401226,169054,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,205,38922721,949416677,34200,0,0,22217284,9451697,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,185,10096688,2800143563,20,1356,0,7547001,35289,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183670560562,369138221,542627960,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,264,12274438,4111035562,30601,30309,0,7950475,40950,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,20,419203,11857000,450,0,0,404754,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,144,3639389,412152311,0,0,53096,2692685,129248,1 +IWM RV0PWMLXVHPH,IWM,20200930,119,7224789,1082332824,0,0,0,5698818,169054,1 +NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,164,26881097,653377382,30700,0,0,20315317,414778,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,150,9172012,2543131775,20,356,0,6819686,33684,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,211,11446011,3833638310,22101,26809,0,7476623,9716,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,16,63368,1791000,450,0,0,49643,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,117,2856384,323540071,0,0,0,2086826,30268,1 diff --git a/output/alternative/sec/13f/universe/20201015.csv b/output/alternative/sec/13f/universe/20201015.csv index 56605b5..bf7e438 100644 --- a/output/alternative/sec/13f/universe/20201015.csv +++ b/output/alternative/sec/13f/universe/20201015.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,412,87565867,10152043071,14800,3360,0,55685812,6477369,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,50,2352876,64773663,532200,1108100,0,2026286,106315,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,361,75989294,8810423071,14800,3360,0,46762952,5814007,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,42,2237144,61587663,532200,1108100,0,1966135,106315,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,119,12409155,547301798,5000,100,0,10532580,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,270,1619744,2379987412,1600,0,0,1157615,141045,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,307,2749470,4023627083,0,0,0,2005278,489612,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,241,4130775,502935052,1,0,0,2591105,136164,1 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,104,10102847,445425798,5000,100,0,8714631,17199,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,231,1371517,2015170826,1600,0,0,1005355,54341,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,268,2259050,3304811083,0,0,0,1684594,362483,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,214,3666783,446465052,1,0,0,2222289,136014,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,171,9904049,1483616000,0,0,0,7935522,172763,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,232,43128797,1051504677,34200,0,0,25718046,9505196,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,212,10875371,3016550563,20,3856,0,7813007,52618,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183670560562,369138221,542627960,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,305,13348859,4470888562,30601,30309,0,8553850,63154,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,23,444083,12562000,450,0,0,405804,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,162,4734636,536191311,0,0,53096,3647684,131227,1 +IWM RV0PWMLXVHPH,IWM,20200930,149,9197080,1377715000,0,0,0,7401226,169054,1 +NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,202,38918643,943343677,34200,0,0,22216474,9450660,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,185,10096688,2800143563,20,1356,0,7547001,35289,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,264,12274438,4111035562,30601,30309,0,7950475,40950,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,20,419203,11857000,450,0,0,404754,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,144,3639389,412152311,0,0,53096,2692685,129248,1 diff --git a/output/alternative/sec/13f/universe/20201016.csv b/output/alternative/sec/13f/universe/20201016.csv index 888b200..9449d59 100644 --- a/output/alternative/sec/13f/universe/20201016.csv +++ b/output/alternative/sec/13f/universe/20201016.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,474,97168833,11361440573,14800,162960,0,61340763,6511738,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,57,2687186,73976663,532200,1108100,0,2240609,106315,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,412,87565867,10152043071,14800,3360,0,55685812,6477369,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,50,2352876,64773663,532200,1108100,0,2026286,106315,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,138,13066953,576414798,78900,144900,0,10649854,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,314,1788671,2628129412,1600,400,0,1264124,141265,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,355,2923249,4277281083,0,1800,0,2139519,490989,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,270,4706958,573026052,1,0,0,2991007,139851,1 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,119,12409155,547301798,5000,100,0,10532580,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,270,1619744,2379987412,1600,0,0,1157615,141045,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,307,2749470,4023627083,0,0,0,2005278,489612,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,241,4130775,502935052,1,0,0,2591105,136164,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,199,11426506,1711960000,45600,24000,0,8398019,176674,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,268,48865239,1195279499,34200,11900,0,28808213,9525334,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,244,12013978,3333355563,3020,16556,0,8400585,56910,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183670560562,369138221,542627960,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,350,14181068,4750156562,575401,700509,0,8987206,63154,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,24,444681,12579000,450,0,0,405804,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,183,5185078,585922311,0,1000,53096,3939434,137785,1 +IWM RV0PWMLXVHPH,IWM,20200930,171,9904049,1483616000,0,0,0,7935522,172763,1 +NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,229,43124719,1045431677,34200,0,0,25717236,9504159,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,212,10875371,3016550563,20,3856,0,7813007,52618,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,305,13348859,4470888562,30601,30309,0,8553850,63154,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,23,444083,12562000,450,0,0,405804,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,162,4734636,536191311,0,0,53096,3647684,131227,1 diff --git a/output/alternative/sec/13f/universe/20201019.csv b/output/alternative/sec/13f/universe/20201019.csv index 288b2e3..a74a42e 100644 --- a/output/alternative/sec/13f/universe/20201019.csv +++ b/output/alternative/sec/13f/universe/20201019.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2594319891,930923436172.059,62056050,60809616,9515,1618284453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,562,120716866,14088930573,157063,242434,0,80266579,6607992,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,74,3527041,97098663,532200,1109654,0,2675574,106565,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,474,97168833,11361440573,14800,162960,0,61340763,6511738,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,57,2687186,73976663,532200,1108100,0,2240609,106315,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,160,13505916,595772798,78900,144900,0,10962497,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311604104019,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,384,2435804,3579144412,1610,400,0,1818668,142678,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,427,4464822,6535684083,10500,1800,0,3600822,491501,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,314,6091895,741525052,73,197,0,3816802,149285,1 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,138,13066953,576414798,78900,144900,0,10649854,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,314,1788671,2628129412,1600,400,0,1264124,141265,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,355,2923249,4277281083,0,1800,0,2139519,490989,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,270,4706958,573026052,1,0,0,2991007,139851,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,230,11766925,1762950000,47024,25094,0,8591641,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2111,5923806377,143434281544.821,107384568,157707032,238152,4006794169,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,319,61888512,1514875499,34200,11900,0,38582396,9558452,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,286,13281118,3684927563,5329,344493,0,8901926,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183670560562,369138221,542627960,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,407,15311390,5128110562,13593308,7701054,0,9553807,65182,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,28,452805,12808000,32250,120,0,413832,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,211,6517398,736693311,0,1000,53096,5019001,139722,1 +IWM RV0PWMLXVHPH,IWM,20200930,199,11426506,1711960000,45600,24000,0,8398019,176674,1 +NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,265,48861161,1189206499,34200,11900,0,28807403,9524297,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,244,12013978,3333355563,3020,16556,0,8400585,56910,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,350,14181068,4750156562,575401,700509,0,8987206,63154,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,24,444681,12579000,450,0,0,405804,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,183,5185078,585922311,0,1000,53096,3939434,137785,1 diff --git a/output/alternative/sec/13f/universe/20201020.csv b/output/alternative/sec/13f/universe/20201020.csv index 79558e7..42a2f60 100644 --- a/output/alternative/sec/13f/universe/20201020.csv +++ b/output/alternative/sec/13f/universe/20201020.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2594321376,930923978172.059,62056050,60809616,9515,1618285938,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,639,157484024,18347940573,161063,642182,0,112233684,6607992,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,90,4268692,117514663,532200,1131341,0,3382047,106565,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,562,120716866,14088930573,157063,242434,0,80266579,6607992,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,74,3527041,97098663,532200,1109654,0,2675574,106565,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,184,30776151,1357213798,78900,144900,0,27817219,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,437,3134725,4605388412,1610,7556,0,2449195,142678,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,488,5327555,7800265083,10900,7675,0,4400788,491501,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,356,8553073,1040999052,73,22059,0,6037148,149285,1 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,160,13505916,595772798,78900,144900,0,10962497,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,384,2435804,3579144412,1610,400,0,1818668,142678,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,427,4464822,6535684083,10500,1800,0,3600822,491501,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,314,6091895,741525052,73,197,0,3816802,149285,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,261,12881970,1929974000,47024,25094,0,8844839,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,362,88447634,2159695499,34200,197330,0,64227192,9558452,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,321,13692936,3799466563,5329,474693,0,9014997,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183670798562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,455,17108431,5730078562,13722708,7831354,0,10440965,65182,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,31,453590,12830000,32250,120,0,413832,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,238,8087201,914346311,0,36044,53096,6424636,139722,1 +IWM RV0PWMLXVHPH,IWM,20200930,230,11766925,1762950000,47024,25094,0,8591641,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,316,61880446,1502868499,34200,11900,0,38577651,9557415,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,286,13281118,3684927563,5329,344493,0,8901926,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369138221,542627960,313306,389643779,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,407,15311390,5128110562,13593308,7701054,0,9553807,65182,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,28,452805,12808000,32250,120,0,413832,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,211,6517398,736693311,0,1000,53096,5019001,139722,1 diff --git a/output/alternative/sec/13f/universe/20201021.csv b/output/alternative/sec/13f/universe/20201021.csv index 99a3ade..9250b7a 100644 --- a/output/alternative/sec/13f/universe/20201021.csv +++ b/output/alternative/sec/13f/universe/20201021.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2594321376,930923978172.059,62056050,60809616,9515,1618285938,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,705,181930015,21152626573,165063,784882,0,134381394,6625583,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,101,5252476,144597663,532200,1131341,0,4364869,106565,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2593823376,931029085399.059,62056050,60809616,9515,1617837938,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,639,157484024,18347940573,161063,642182,0,112233684,6607992,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,90,4268692,117514663,532200,1131341,0,3382047,106565,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,202,31294089,1383720798,78900,144900,0,28188813,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,483,3567588,5241482412,1610,7556,0,2846202,142865,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,540,6123229,8966447083,10900,7675,0,5115173,492161,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,398,10054964,1214937052,4273,22059,0,7284722,161373,1 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,184,30776151,1357213798,78900,144900,0,27817219,39782,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,437,3134725,4605388412,1610,7556,0,2449195,142678,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,488,5327555,7800265083,10900,7675,0,4400788,491501,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,356,8553073,1040999052,73,22059,0,6037148,149285,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,297,14603766,2029839000,47024,25094,0,10304633,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,405,109145055,2673652499,136800,197330,0,83461846,9645850,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,353,14618545,4056638563,5329,475693,0,9361241,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183670798562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,504,18287139,6077077562,13722708,8290954,0,11315731,66782,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,34,462492,13082000,32250,120,0,421580,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,266,9075043,1026143311,0,36044,59780,7313293,142722,1 +IWM RV0PWMLXVHPH,IWM,20200930,261,12881970,1929974000,47024,25094,0,8844839,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,359,88436327,2142866499,34200,197330,0,64222447,9557415,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,321,13692936,3799466563,5329,474693,0,9014997,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,455,17108431,5730078562,13722708,7831354,0,10440965,65182,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,31,453590,12830000,32250,120,0,413832,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,238,8087201,914346311,0,36044,53096,6424636,139722,1 diff --git a/output/alternative/sec/13f/universe/20201022.csv b/output/alternative/sec/13f/universe/20201022.csv index 1647abe..e6740e2 100644 --- a/output/alternative/sec/13f/universe/20201022.csv +++ b/output/alternative/sec/13f/universe/20201022.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,930924841172.059,62056050,60809616,9515,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,766,196351669,22814333242,165063,884882,0,144301015,6625583,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,109,5711252,157228663,532200,1131341,0,4638827,106565,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3324,2593823376,931029085399.059,62056050,60809616,9515,1617837938,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,705,181930015,21141618592,165063,784882,0,134381394,6625583,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,101,5252476,144597663,532200,1131341,0,4364869,106565,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,220,32815323,1450791798,78900,144900,0,29202316,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,525,3831812,5629960412,1610,7556,0,3020073,142865,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,584,6382028,9346490012,10900,7675,0,5322755,492161,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,430,10481467,1266995052,4273,22059,0,7485854,161373,1 +BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,202,31294089,1377641883,78900,144900,0,28188813,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,483,3567588,5241482412,1610,7556,0,2846202,142865,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,540,6123229,8966447083,10900,7675,0,5115173,492161,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,398,10054964,1214937052,4273,22059,0,7284722,161373,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,322,16144149,2260812432,47024,25094,0,11379444,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,435,116030827,2843718136,141800,197330,0,89562667,9645850,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,378,15262456,4241532563,5329,475693,0,9709627,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183670798562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,547,20481207,6800823191,13722708,8290954,0,12783684,66782,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,37,490085,13863000,32250,120,0,437866,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,283,9485921,1072658311,0,36044,59780,7526650,142722,1 +IWM RV0PWMLXVHPH,IWM,20200930,297,14603766,2029839000,47024,25094,0,10304633,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,401,109120923,2637740499,136800,197330,0,83444326,9644813,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,353,14618545,4056638563,5329,475693,0,9361241,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,504,18287139,6050883782,13722708,8290954,0,11315731,66782,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,34,462492,13082000,32250,120,0,421580,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,266,9075043,1026143311,0,36044,59780,7313293,142722,1 diff --git a/output/alternative/sec/13f/universe/20201023.csv b/output/alternative/sec/13f/universe/20201023.csv index ee603cf..8e3bb72 100644 --- a/output/alternative/sec/13f/universe/20201023.csv +++ b/output/alternative/sec/13f/universe/20201023.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,930924841172.059,62056050,60809616,9515,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,848,208002125,24165121625,170063,1087798,0,151474348,6789146,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,117,6280671,172902663,532200,1131341,0,5144698,106565,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2593825742,931029948399.059,62056050,60809616,9515,1617839777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,766,196351669,22803325261,165063,884882,0,144301015,6625583,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,109,5711252,157228663,532200,1131341,0,4638827,106565,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,246,33444576,1478552798,878900,144900,0,29588429,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,579,4087808,6006282092,1610,8436,0,3228966,145938,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,641,6647195,9736025816,10900,8934,0,5541111,498329,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,469,14174761,1716265623,4273,26339,0,9658494,172175,1 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,220,32815323,1444712883,78900,144900,0,29202316,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,525,3831812,5629960412,1610,7556,0,3020073,142865,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,584,6382028,9346490012,10900,7675,0,5322755,492161,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,430,10481467,1266995052,4273,22059,0,7485854,161373,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,351,16835333,2364361432,47024,35048,0,11790739,265014,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,473,141652258,3463470136,141800,214351,0,109352680,9688559,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,433,16903857,4697731379,5329,511141,0,10179473,62374,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183670798562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,613,22174619,7368442250,13922708,8316851,0,13603092,137677,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,38,490710,13881000,32250,120,0,438491,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,303,10903524,1233085311,0,37857,59780,8320874,142722,1 +IWM RV0PWMLXVHPH,IWM,20200930,322,16144149,2260812432,47024,25094,0,11379444,176975,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,431,116003854,2803578136,141800,197330,0,89544309,9644813,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,378,15262456,4241532563,5329,475693,0,9709627,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,547,20481207,6774629411,13722708,8290954,0,12783684,66782,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,37,490085,13863000,32250,120,0,437866,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,283,9485921,1072658311,0,36044,59780,7526650,142722,1 diff --git a/output/alternative/sec/13f/universe/20201026.csv b/output/alternative/sec/13f/universe/20201026.csv index fb388f9..6c8b5a1 100644 --- a/output/alternative/sec/13f/universe/20201026.csv +++ b/output/alternative/sec/13f/universe/20201026.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2594323742,930924841172.059,62056050,60809616,9515,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,940,238091684,27597142415,419488,1414923,179897,176748922,7186046,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,131,8072630,222234939,532200,1131341,0,6922800,106565,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2593825742,931029948399.059,62056050,60809616,9515,1617839777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,848,208002125,24154113644,170063,1087798,0,151474348,6789146,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,117,6280671,172902663,532200,1131341,0,5144698,106565,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,279,34313850,1515306207,2195900,161600,8063,29972928,53957,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,651,4559378,6699840274,1610,9836,1378,3660429,163265,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,717,7353499,10770678938,32162,13496,418,6186727,500381,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,523,15692104,1897310306,107173,105539,14141,10993081,177897,1 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,246,33444576,1472473883,878900,144900,0,29588429,40207,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,579,4087808,6006282092,1610,8436,0,3228966,145938,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,641,6647195,9736025816,10900,8934,0,5541111,498329,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,469,14174761,1716265623,4273,26339,0,9658494,172175,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,397,17620529,2482042626,523324,144848,19850,12104866,265230,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,533,155695909,3856893661,1177000,397951,58812,122292530,9719094,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,487,17647290,4902129379,133729,1247141,4548,10576830,71154,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183670798562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,686,28494551,9452397308,14806108,12284795,88694,17074888,143844,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,43,737021,20849000,36750,120,0,684658,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,336,11717079,1325164921,0,39057,59906,9076919,142722,1 +IWM RV0PWMLXVHPH,IWM,20200930,351,16835333,2364361432,47024,35048,0,11790739,265014,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,469,141625285,3420837631,141800,214351,0,109334322,9687522,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,433,16903857,4697731379,5329,511141,0,10179473,62374,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,613,22174619,7342248470,13922708,8316851,0,13603092,137677,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,38,490710,13881000,32250,120,0,438491,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,303,10903524,1233085311,0,37857,59780,8320874,142722,1 diff --git a/output/alternative/sec/13f/universe/20201027.csv b/output/alternative/sec/13f/universe/20201027.csv index 2ed9550..da6f8be 100644 --- a/output/alternative/sec/13f/universe/20201027.csv +++ b/output/alternative/sec/13f/universe/20201027.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,930925612172.059,62056050,60809616,9515,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1024,262488144,30462274415,1198888,1832723,179897,196068088,7230642,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,142,9096963,252398939,569400,1153241,0,7773972,106565,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3325,2593825742,931029948399.059,62056050,60809616,9515,1617839777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,940,237603684,27585584434,419488,1414923,179897,176260922,7186046,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,131,8072630,222234939,532200,1131341,0,6922800,106565,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1625888,10100,3600,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,305,35458793,1565736207,3144700,2044000,8063,30582085,53957,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,712,5212068,7653125274,5510,11736,1378,4213739,163916,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,787,7627825,11167077938,35862,22996,418,6406531,500504,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,572,16911017,2047203306,166773,112939,14141,11943440,179797,1 +BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,279,34313850,1509227292,2195900,161600,8063,29972928,53957,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,651,4559378,6699840274,1610,9836,1378,3660429,163265,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,717,7353499,10770678938,32162,13496,418,6186727,500381,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,523,15662104,1897272306,107173,105539,14141,10963081,177897,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,429,18463120,2608237626,1225624,996748,19850,12605749,265232,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,585,167148571,4153255661,1835400,851051,58812,130778726,9738654,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,532,22231467,6175687379,1748329,2192441,4548,14116254,72720,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,752,35984200,11960654308,15000208,12358995,88694,23763898,144264,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,372,12342844,1395887921,25100,50657,59906,9503136,142897,1 +IWM RV0PWMLXVHPH,IWM,20200930,397,17620529,2482042626,523324,144848,19850,12104866,265230,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,529,155586498,3758501156,1177000,397951,58812,122192023,9718057,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,487,17647290,4902129379,133729,1247141,4548,10576830,71154,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,686,28494551,9426203528,14806108,12284795,88694,17074888,143844,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,43,737021,20849000,36750,120,0,684658,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,336,11717079,1325164921,0,39057,59906,9076919,142722,1 diff --git a/output/alternative/sec/13f/universe/20201028.csv b/output/alternative/sec/13f/universe/20201028.csv index 75a53fc..4dedcc0 100644 --- a/output/alternative/sec/13f/universe/20201028.csv +++ b/output/alternative/sec/13f/universe/20201028.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,930925612172.059,62056050,60809616,9515,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1102,281780371,32696935415,1423688,2266523,179897,206617245,13478469,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,149,9342804,259167939,569400,1153241,0,7806941,316630,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1024,262000144,30450716434,1198888,1832723,179897,195580088,7230642,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,142,9096963,252398939,569400,1153241,0,7773972,106565,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1625888,10100,3600,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,326,36827580,1626084207,3144700,2044000,8063,31497296,56746,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,765,5612850,8241876274,9110,11736,1378,4402655,343272,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,846,8030015,11756664938,40362,46196,418,6656494,612388,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,606,18067236,2187903306,166773,112939,14141,12511487,474656,1 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,305,35458793,1559657292,3144700,2044000,8063,30582085,53957,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,712,5212068,7653125274,5510,11736,1378,4213739,163916,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,787,7627825,11167077938,35862,22996,418,6406531,500504,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,572,16881017,2047165306,166773,112939,14141,11913440,179797,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,456,19078232,2700376626,1225624,1007348,19850,12875834,265652,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,628,173762354,4322853661,1863900,892851,58812,134061695,12491597,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,564,26641063,7401016379,1785129,2228441,4548,18345696,73190,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,807,39182698,13032072308,69398708,21102095,88694,26413531,236893,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,404,13215888,1494709921,25100,50657,59906,9912443,425065,1 +IWM RV0PWMLXVHPH,IWM,20200930,429,18463120,2608237626,1225624,996748,19850,12605749,265232,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,579,166925847,4034941156,1835400,851051,58812,130565585,9737617,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,532,22231467,6175687379,1748329,2192441,4548,14116254,72720,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,752,35984200,11934460528,15000208,12358995,88694,23763898,144264,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,372,12342844,1395887921,25100,50657,59906,9503136,142897,1 diff --git a/output/alternative/sec/13f/universe/20201029.csv b/output/alternative/sec/13f/universe/20201029.csv index 8e66fd1..99f39b7 100644 --- a/output/alternative/sec/13f/universe/20201029.csv +++ b/output/alternative/sec/13f/universe/20201029.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,930925612172.059,62056050,60809616,9515,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1187,335707945,38926840415,1435688,2298123,179897,240508571,14222551,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,160,10112339,280305939,569400,1153241,0,8330129,339372,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1102,281292371,32685377434,1423688,2266523,179897,206129245,13478469,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,149,9342804,259167939,569400,1153241,0,7806941,316630,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,4380888,10100,3600,0,162067,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,355,44167941,1949736207,3144700,2044000,8063,37589953,112180,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,833,6287535,9232322274,9110,12336,1378,4904872,351036,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,914,9416395,13786646335,40362,46196,418,7680231,621897,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,660,22754949,2757407306,166773,112939,14141,15427644,507407,1 +BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1625888,10100,3600,0,152692,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,326,36827580,1620005292,3144700,2044000,8063,31497296,56746,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,765,5612850,8241876274,9110,11736,1378,4402655,343272,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,846,8030015,11756664938,40362,46196,418,6656494,612388,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,606,18037236,2187865306,166773,112939,14141,12481487,474656,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,496,27328552,3919458626,1225624,1007348,19850,20636875,284463,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,682,195542957,4850078661,1863900,892851,58812,148853015,12619496,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,608,29008506,8058305379,1785129,2278441,4548,19045927,73281,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,864,43353486,14428493308,69398708,26862695,111966,28963145,248807,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,435,15921640,1801223921,25100,50657,59906,11320844,434224,1 +IWM RV0PWMLXVHPH,IWM,20200930,456,19078232,2700376626,1225624,1007348,19850,12875834,265652,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,621,173532650,4194139156,1863900,892851,58812,133844364,12490340,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,564,26641063,7401016379,1785129,2228441,4548,18345696,73190,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,807,39182698,13005878528,69398708,21102095,88694,26413531,236893,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,404,13215888,1494709921,25100,50657,59906,9912443,425065,1 diff --git a/output/alternative/sec/13f/universe/20201030.csv b/output/alternative/sec/13f/universe/20201030.csv index a93d57a..3699ab8 100644 --- a/output/alternative/sec/13f/universe/20201030.csv +++ b/output/alternative/sec/13f/universe/20201030.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2594325856,930925612172.059,62056050,60809616,9515,1618287777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1279,502970474,58338238189,1484162,2441468,179897,381736549,32227185,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,181,36409265,1005440691,575012,1164438,0,31331321,1715278,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1187,335219945,38915282434,1435688,2298123,179897,240020571,14222551,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,160,10112339,280305939,569400,1153241,0,8330129,339372,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,4380888,10100,3600,0,162067,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,395,52503296,2318144396,3163944,2078809,388547,42598084,2655622,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,904,9984804,14676768654,10331,13343,1378,8190150,624048,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,989,12617187,18488250100,40788,47915,418,10349959,912339,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,720,31919073,3870730925,169725,122219,14141,23195399,1391740,1 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,355,44167941,1943657292,3144700,2044000,8063,37589953,112180,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,833,6287535,9232322274,9110,12336,1378,4904872,351036,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,914,9416395,13786646335,40362,46196,418,7680231,621897,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,660,22724949,2757369306,166773,112939,14141,15397644,507407,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,542,37124553,5389247894,1226632,1028514,90100,22039115,7997034,1 -NB R735QTJ8XC9X,BAC,20200630,2112,5925175266,143466772544.821,107384568,157707032,238152,4008163058,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,740,267581070,6554653749,1979165,1011640,58812,212535920,17956505,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51182284206,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,656,44979630,12497258990,1791079,2317256,12718,20189742,14350429,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,927,52079658,17332452858,69670758,28293545,374715,30912598,6033690,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,58,967093,27357000,2689750,1434420,416,806626,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,475,19388951,2194015344,25145,51495,59906,14419184,630177,1 +IWM RV0PWMLXVHPH,IWM,20200930,496,27328552,3919458626,1225624,1007348,19850,20636875,284463,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,675,195310981,4717980156,1863900,892851,58812,148634565,12618239,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,608,29008506,8058305379,1785129,2278441,4548,19045927,73281,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,864,43353486,14402299528,69398708,26862695,111966,28963145,248807,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,435,15921640,1801223921,25100,50657,59906,11320844,434224,1 diff --git a/output/alternative/sec/13f/universe/20201102.csv b/output/alternative/sec/13f/universe/20201102.csv index a5e51f4..4d7c64a 100644 --- a/output/alternative/sec/13f/universe/20201102.csv +++ b/output/alternative/sec/13f/universe/20201102.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,930992393172.059,62128750,60820416,9515,1618296081,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1371,543026359,63039428189,1880781,2441493,323322,406174028,32906196,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,193,36786721,1015922691,575012,1164438,0,31678026,1719343,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1279,502482474,58326680208,1484162,2441468,179897,381248549,32227185,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,181,36409265,1005440691,575012,1164438,0,31331321,1715278,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,9,490973,5226888,10100,3600,0,241467,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,414,53656506,2368949396,3164344,2108709,388547,43227369,2655622,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,974,11483051,16874660654,10331,13343,1378,9179654,639997,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1069,13482392,19752939100,40788,47915,4026,10946474,916433,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,778,33701744,4086223925,170225,122232,14141,24548596,1399455,1 +BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,4380888,10100,3600,0,162067,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,395,52503296,2312065481,3163944,2078809,388547,42598084,2655622,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,904,9984804,14676768654,10331,13343,1378,8190150,624048,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,989,12617187,18488250100,40788,47915,418,10349959,912339,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,720,31889073,3870692925,169725,122219,14141,23165399,1391740,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,579,38025744,5511371894,1226732,1580814,90100,22367693,8000335,1 -NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,143469127544.821,107384568,157832032,238152,4008262215,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,799,285340952,6983372749,1979165,1011640,198346,225771971,18417402,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51675645206,107813897,213108396,28650,105390514,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,695,46523458,12919658990,2311179,2318256,43348,20416010,14351782,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,992,54960350,18290839858,69670862,30564147,410457,31651870,6034028,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,61,985774,27885000,2689750,1434420,416,807384,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,506,20535980,2323788344,25145,51495,59906,15043659,632064,1 +IWM RV0PWMLXVHPH,IWM,20200930,542,37124553,5389247894,1226632,1028514,90100,22039115,7997034,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,733,267349027,6422455244,1979165,1011640,58812,212317433,17955248,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,656,44979630,12497258990,1791079,2317256,12718,20189742,14350429,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,927,52079658,17306259078,69670758,28293545,374715,30912598,6033690,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,58,967093,27357000,2689750,1434420,416,806626,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,475,19388951,2194015344,25145,51495,59906,14419184,630177,1 diff --git a/output/alternative/sec/13f/universe/20201103.csv b/output/alternative/sec/13f/universe/20201103.csv index 03a524f..6b65c9a 100644 --- a/output/alternative/sec/13f/universe/20201103.csv +++ b/output/alternative/sec/13f/universe/20201103.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,930992393172.059,62128750,60820416,9515,1618296081,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1495,584144879,67811326499,1897781,2487993,323322,429956870,35483834,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,209,38162470,1053798691,575012,1164438,0,33021993,1729142,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2593836160,931097500399.059,62128750,60820416,9515,1617848081,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1371,542538359,63024209872,1880781,2441493,323322,405686028,32906196,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,193,36786721,1015922691,575012,1164438,0,31678026,1719343,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,11,493897,5257888,10100,3600,0,241467,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,458,57503743,2538574263,3172344,2116709,395147,43864367,2698842,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1065,12349920,18148590029,10331,13343,1378,9744010,717849,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1172,14987501,21958693561,40788,47915,4026,11955080,1140973,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,852,35302962,4271843970,170225,122232,14141,25679825,1407630,1 +BNO UN3IMQ2JU1YD,BNO,20200930,9,490973,5226888,10100,3600,0,241467,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,414,53656506,2362870481,3164344,2108709,388547,43227369,2655622,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,974,11483051,16874361953,10331,13343,1378,9179654,639997,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1069,13482392,19752498541,40788,47915,4026,10946474,916433,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,778,33671744,4086184926,170225,122232,14141,24518596,1399455,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,638,39615389,5749453895,2076032,1819214,90100,22989258,8019610,1 -NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,143469127544.821,107384568,157832032,238152,4008262215,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,872,300797982,7403128673,2025165,1017640,198346,234107157,19902980,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51675645206,107813897,213108396,28650,105390514,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,756,49029581,13615874010,2320679,2475756,52480,21771407,14351790,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1077,58883599,19605364052,69704962,30825847,416849,32608140,6058887,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,66,1035131,29282000,2709750,1434420,416,810592,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,554,22453888,2540670928,25145,51495,59906,16363793,766253,1 +IWM RV0PWMLXVHPH,IWM,20200930,579,38025744,5511358907,1226732,1580814,90100,22367693,8000335,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5921757050,141149010409.821,107384568,157832032,187805,4005227568,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,792,285107958,6850057244,1979165,1011640,198346,225553033,18416145,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51674491361,107813897,213108396,28650,105390514,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,695,46523458,12919657991,2311179,2318256,43348,20416010,14351782,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,992,54960350,18264320404,69670862,30564147,410457,31651870,6034028,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,61,985774,27885000,2689750,1434420,416,807384,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,506,20535980,2323788344,25145,51495,59906,15043659,632064,1 diff --git a/output/alternative/sec/13f/universe/20201104.csv b/output/alternative/sec/13f/universe/20201104.csv index 230fcf8..6626d7e 100644 --- a/output/alternative/sec/13f/universe/20201104.csv +++ b/output/alternative/sec/13f/universe/20201104.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2594334160,930992393172.059,62128750,60820416,9515,1618296081,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1585,722145922,83770360660,2305881,2517493,323322,525450745,41161027,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,222,41869159,1141833691,575012,1164438,0,36403992,1888196,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2593836160,931097500399.059,62128750,60820416,9515,1617848081,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1495,583656879,67796108182,1897781,2487993,323322,429468870,35483834,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,209,38162470,1053798691,575012,1164438,0,33021993,1729142,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,13,3790183,39839888,10100,3600,0,275768,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16106091470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,488,60587466,2674549379,3246644,2123709,395147,44986379,2710198,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311724103019,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1127,14795461,21752659475,10331,13343,1378,11715839,811739,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1246,17978054,26342286046,40788,47915,4026,14330709,1252829,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,906,42628802,5162936155,187325,122232,14141,31046865,1544414,1 +BNO UN3IMQ2JU1YD,BNO,20200930,11,493897,5257888,10100,3600,0,241467,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,458,57503743,2532495348,3172344,2116709,395147,43864367,2698842,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1065,12349920,18148291328,10331,13343,1378,9744010,717849,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1172,14987501,21958253002,40788,47915,4026,11955080,1140973,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,852,35272962,4271804971,170225,122232,14141,25649825,1407630,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,675,42176620,6133099895,2088832,1839214,90100,24170364,8098044,1 -NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,143469127544.821,107384568,157832032,238152,4008262215,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,925,334844451,8298611913,2073665,1017640,198346,255232380,21988224,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51675645206,107813897,213108396,28650,105390514,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,793,57456488,15957023010,2320679,2518756,52480,25739555,14351790,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183671856562,369138221,542627960,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1140,71571977,23836382974,70067662,32335147,416849,38650623,7925096,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,69,2265243,63639000,2742150,1434420,416,844922,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,587,25288258,2861474928,25145,51495,59906,18243958,831910,1 +IWM RV0PWMLXVHPH,IWM,20200930,638,39615389,5749440908,2076032,1819214,90100,22989258,8019610,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5921757050,141149010409.821,107384568,157832032,187805,4005227568,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,865,300532603,7221624168,2025165,1017640,198346,233887842,19901723,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51674491361,107813897,213108396,28650,105390514,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,756,49029581,13615873011,2320679,2475756,52480,21771407,14351790,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1077,58883599,19578844598,69704962,30825847,416849,32608140,6058887,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,66,1035131,29282000,2709750,1434420,416,810592,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,554,22453888,2540670928,25145,51495,59906,16363793,766253,1 diff --git a/output/alternative/sec/13f/universe/20201105.csv b/output/alternative/sec/13f/universe/20201105.csv index 7e05d88..fb544b9 100644 --- a/output/alternative/sec/13f/universe/20201105.csv +++ b/output/alternative/sec/13f/universe/20201105.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3329,2594344426,930996138172.059,62128750,60820416,9515,1618301675,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1690,931638080,108086422643,4821281,5704841,323322,695947972,41733069,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,243,53232267,1454764691,575012,1164438,0,44927033,3244651,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3327,2593836160,931097500399.059,62128750,60820416,9515,1617848081,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1585,721657922,83755142343,2305881,2517493,323322,524962745,41161027,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,222,41869159,1141833691,575012,1164438,0,36403992,1888196,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,525,79579772,3511916749,8802244,8538905,395147,59990446,2716815,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2566,224502884,311724490019,3153704,4007761,864,145035519,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1213,18966189,27882156799,10331,13543,1378,15346643,824984,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326982721501,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1336,23656582,34664448883,59588,48915,4026,18953777,1262897,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506152313,60872734183,10227584,12215460,32374,302651172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,971,58361665,7077116155,205625,190832,14141,45179476,1564231,1 +BNO UN3IMQ2JU1YD,BNO,20200930,13,3790183,39839888,10100,3600,0,275768,0,0 +EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,488,60587466,2668470464,3246644,2123709,395147,44986379,2710198,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1127,14795461,21752360774,10331,13343,1378,11715839,811739,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1246,17978054,26341845487,40788,47915,4026,14330709,1252829,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,906,42598802,5162897156,187325,122232,14141,31016865,1544414,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,730,70268332,10340986639,5697832,11870318,90100,50031589,9272715,1 -NB R735QTJ8XC9X,BAC,20200630,2113,5925274423,143469127544.821,107384568,157832032,238152,4008262215,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,993,417945371,10375406394,2366365,1859040,198346,326828244,22003084,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1626,207264699,51684043206,107813897,213108396,28650,105424431,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,846,66808278,18553855854,8064379,8394336,52480,32375128,14357695,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,584357824,183673893562,369138221,542627960,313306,389651159,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1219,90674603,30227531670,89052662,36000566,416849,51494813,8025414,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,75,2510208,70568000,2742150,1434420,416,990815,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,625,38638823,4372188928,25145,51495,59906,30447487,857380,1 +IWM RV0PWMLXVHPH,IWM,20200930,675,42176620,6133086908,2088832,1839214,90100,24170364,8098044,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5921757050,141149010409.821,107384568,157832032,187805,4005227568,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,917,334527057,8039676408,2073665,1017640,198346,254998365,21960050,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51674491361,107813897,213108396,28650,105390514,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,793,57456488,15957022011,2320679,2518756,52480,25739555,14351790,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1140,71571977,24427557208,70067662,32335147,416849,38650623,7925096,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,69,2265243,63639000,2742150,1434420,416,844922,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,587,25288258,2861474928,25145,51495,59906,18243958,831910,1 diff --git a/output/alternative/sec/13f/universe/20201106.csv b/output/alternative/sec/13f/universe/20201106.csv index 6ed7ebe..0b614ba 100644 --- a/output/alternative/sec/13f/universe/20201106.csv +++ b/output/alternative/sec/13f/universe/20201106.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1794,2187000123,250865356900,6839831,6549741,323322,1751569437,62844626,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,271,136656426,3719285691,575038,1164438,0,120111870,4074531,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3329,2593846426,931101245399.059,62128750,60820416,9515,1617853675,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1690,931150080,108071204326,4821281,5704841,323322,695459972,41733069,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,243,53232267,1454764691,575012,1164438,0,44927033,3244651,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,563,159398006,7032106256,10982744,8538920,395147,138221250,3383968,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1293,42638079,62052852613,10336,13543,1378,35162279,1185628,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1422,48170948,69980140388,109689,48915,4026,39359807,1639975,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,60874037183,10227584,12215460,32374,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1043,129801464,15621297599,206673,190876,14141,103760857,3248883,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,781,93602526,13836554479,5897840,13293721,90100,71265796,10241510,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1063,1007504908,24615799671,11376585,1859040,198521,826250556,30216693,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51684704206,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,893,77148340,21426905821,12420089,9039336,52480,37953236,17897141,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1298,104158528,34719695479,112396762,37202674,416849,63221211,8994575,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,83,2550419,71705000,2742650,1434420,416,1001213,0,0 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,668,74783369,8410439899,25145,51495,59906,61856436,1450480,1 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,525,79579772,3505837834,8802244,8538905,395147,59990446,2716815,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2566,224502884,311710218305,3153704,4007761,864,145035519,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1213,18966189,27881858098,10331,13543,1378,15346643,824984,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1336,23656582,34664008324,59588,48915,4026,18953777,1262897,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,971,58331665,7077077156,205625,190832,14141,45149476,1564231,1 +IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,730,70268332,10340973652,5697832,11870318,90100,50031589,9272715,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5921757050,141149010409.821,107384568,157832032,187805,4005227568,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,985,417576901,10040471889,2366365,1859040,198346,326554050,21974910,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1626,207264699,51682889361,107813897,213108396,28650,105424431,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,846,66808278,18553854855,8064379,8394336,52480,32375128,14357695,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,584357824,183644935549,369138221,542627960,313306,389651159,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1219,90674603,30818705904,89052662,36000566,416849,51494813,8025414,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,75,2510208,70568000,2742150,1434420,416,990815,0,0 +UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 +UW R735QTJ8XC9X,WM,20200930,625,38638823,4372188928,25145,51495,59906,30447487,857380,1 diff --git a/output/alternative/sec/13f/universe/20201109.csv b/output/alternative/sec/13f/universe/20201109.csv index 87f19ed..9eb217d 100644 --- a/output/alternative/sec/13f/universe/20201109.csv +++ b/output/alternative/sec/13f/universe/20201109.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1942,2413981728,277149935232,7107031,6938841,323322,1916235491,67944880,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,307,188850591,5225975691,663838,1214438,0,163476393,4145177,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1794,2186512123,250840711020,6839831,6549741,323322,1751081437,62844626,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,271,136656426,3719285691,575038,1164438,0,120111870,4074531,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,611,174296779,7689043742,10984544,8541720,395147,146185308,3421847,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1417,47621176,69381674604,10336,13543,1378,39065136,1205432,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1543,54429698,79137496881,109689,59215,4026,44184594,1802598,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,60874037183,10227584,12215460,32374,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1125,144753889,17440924988,206673,190876,14141,112346531,3624605,1 +BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,563,159398006,7026027341,10982744,8538920,395147,138221250,3383968,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311711387305,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1293,42638079,62052553912,10336,13543,1378,35162279,1185628,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327006704860,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1422,48170948,69979699829,109689,48915,4026,39359807,1639975,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506133101,60869035152,10227584,12215460,32374,302631960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1043,129771464,15619894965,206673,190876,14141,103730857,3248883,1 IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,839,101739943,15056329848,5923690,13300321,90100,74885241,10274675,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1159,1144017118,27975509171,12470485,1859040,198521,931111080,34179334,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51684704206,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,950,87042456,24174392019,12425089,9049436,52480,39697313,17897241,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1396,118457318,39483488878,112476862,37446774,416849,67964381,9010671,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,88,3349177,94303000,2742650,1434420,416,1397449,0,0 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,728,85129921,9581727899,25145,51495,59906,67534975,1797595,1 +IWM RV0PWMLXVHPH,IWM,20200930,781,93602526,13836541492,5897840,13293721,90100,71265796,10241510,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5922315493,141162273409.821,107387568,157832032,187805,4005786010,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,1052,1006928003,23969928937,11376585,1859040,198346,825776842,30187580,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51683550361,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,893,77148340,21426904822,12420089,9039336,52480,37953236,17897141,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1298,104158528,35306444143,112396762,37202674,416849,63221211,8994575,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,83,2550419,71705000,2742650,1434420,416,1001213,0,0 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,668,74783369,8410098241,25145,51495,59906,61856436,1450480,1 diff --git a/output/alternative/sec/13f/universe/20201110.csv b/output/alternative/sec/13f/universe/20201110.csv index 055eb46..eccaaec 100644 --- a/output/alternative/sec/13f/universe/20201110.csv +++ b/output/alternative/sec/13f/universe/20201110.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238997099,372704710512,7147831,6956785,323322,2624045761,84837625,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,331,231804858,6408482425,663838,1214438,0,201654104,4691194,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,1942,2413493728,277125289352,7107031,6938841,323322,1915747491,67944880,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,307,188850591,5225975691,663838,1214438,0,163476393,4145177,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,676,189056625,8339974106,10985396,8660843,395147,159274840,3654000,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,91046409290,10336,13543,1434,51488073,1547501,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,102961442108,112289,59218,4237,63343731,2102442,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,60874037183,10227584,12215460,32374,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1214,201990857,24404825246,206673,200876,38428,151722949,12139456,1 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,611,174296779,7682964827,10984544,8541720,395147,146185308,3421847,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311711387305,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1417,47621176,69381375903,10336,13543,1378,39065136,1205432,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327006704860,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1543,54429698,79137056322,109689,59215,4026,44184594,1802598,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506133101,60869035152,10227584,12215460,32374,302631960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1125,144723889,17439522354,206673,190876,14141,112316531,3624605,1 IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,15873290182,5939690,13383377,90100,88241958,10330204,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1248,1511465165,36950313488,12476425,1859618,368352,1255388836,39632159,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51684704206,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,27114753866,12458674,9111772,52480,48382851,17902640,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,51978467060,113193667,38961213,417191,104294589,9036597,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,790,108785914,12258951862,25145,51495,60206,86200372,4190674,1 +IWM RV0PWMLXVHPH,IWM,20200930,839,101739943,15056316861,5923690,13300321,90100,74885241,10274675,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5922315493,141162273409.821,107387568,157832032,187805,4005786010,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,1148,1143383215,27244708437,12470485,1859040,198346,930613068,34150221,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51683550361,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,950,87042456,24174391020,12425089,9049436,52480,39697313,17897241,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1396,118457318,40070237542,112476862,37446774,416849,67964381,9010671,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,88,3349177,94303000,2742650,1434420,416,1397449,0,0 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,728,85129921,9581386241,25145,51495,59906,67534975,1797595,1 diff --git a/output/alternative/sec/13f/universe/20201111.csv b/output/alternative/sec/13f/universe/20201111.csv index 055eb46..3699b07 100644 --- a/output/alternative/sec/13f/universe/20201111.csv +++ b/output/alternative/sec/13f/universe/20201111.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238997099,372704710512,7147831,6956785,323322,2624045761,84837625,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238509099,372680064632,7147831,6956785,323322,2623557761,84837625,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 AIG R735QTJ8XC9X,AIG,20200930,331,231804858,6408482425,663838,1214438,0,201654104,4691194,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,676,189056625,8339974106,10985396,8660843,395147,159274840,3654000,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,91046409290,10336,13543,1434,51488073,1547501,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,102961442108,112289,59218,4237,63343731,2102442,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,60874037183,10227584,12215460,32374,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1214,201990857,24404825246,206673,200876,38428,151722949,12139456,1 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,676,189056625,8333895191,10985396,8660843,395147,159274840,3654000,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311711387305,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,91046110589,10336,13543,1434,51488073,1547501,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327006704860,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,102961001549,112289,59218,4237,63343731,2102442,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506133101,60869035152,10227584,12215460,32374,302631960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1214,201960857,24403422612,206673,200876,38428,151692949,12139456,1 IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,15873290182,5939690,13383377,90100,88241958,10330204,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1248,1511465165,36950313488,12476425,1859618,368352,1255388836,39632159,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51684704206,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,27114753866,12458674,9111772,52480,48382851,17902640,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,51978467060,113193667,38961213,417191,104294589,9036597,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 +IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,15873277195,5939690,13383377,90100,88241958,10330204,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5922315493,141162273409.821,107387568,157832032,187805,4005786010,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,1236,1510747467,36094926754,12476425,1859618,368177,1254808865,39602911,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51683550361,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,27114752867,12458674,9111772,52480,48382851,17902640,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,52565215724,113193667,38961213,417191,104294589,9036597,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 USO THORT68ZZSYT,USO,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,790,108785914,12258951862,25145,51495,60206,86200372,4190674,1 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,790,108785914,12258610204,25145,51495,60206,86200372,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201112.csv b/output/alternative/sec/13f/universe/20201112.csv index e54f8f1..3699b07 100644 --- a/output/alternative/sec/13f/universe/20201112.csv +++ b/output/alternative/sec/13f/universe/20201112.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2529,4422914158,508195407141,39479891,49472685,323322,3551703918,131071704,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,432,322527890,8904928661,1033738,3324738,0,276178379,7458154,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238509099,372680064632,7147831,6956785,323322,2623557761,84837625,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,331,231804858,6408482425,663838,1214438,0,201654104,4691194,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,24,4938986,52054888,10100,3600,0,1286839,7948,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16106648470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,824,266533266,11743654106,86036396,65758343,395147,214685104,14565259,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1893,99344771,145474203537,1497984,603289,1434,80262152,2896174,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2056,112066159,155081753033,1087289,846218,11053,97621819,3404534,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506163101,60874037183,10227584,12215460,32374,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1476,267857838,32396253696,902373,1544276,38428,203743089,14260527,1 +BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,676,189056625,8333895191,10985396,8660843,395147,159274840,3654000,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311711387305,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,91046110589,10336,13543,1434,51488073,1547501,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327006704860,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,102961001549,112289,59218,4237,63343731,2102442,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506133101,60869035152,10227584,12215460,32374,302631960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1214,201960857,24403422612,206673,200876,38428,151692949,12139456,1 IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,1097,162300377,24126009182,31753390,92463033,92269,130510320,16755092,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1521,2258088541,55532752789,29795975,37626718,369017,1889635863,58668620,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51684704206,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1230,134099119,37111058866,53536874,67471669,52480,71274765,21946887,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183675082562,369138221,542627960,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1809,321090647,107090223214,180233167,138499031,417191,242271683,16768236,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,125,6201142,189648590,4653810,1941548,416,3482183,584302,1 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,986,154286920,17377006006,128745,277795,60206,120266607,5326730,1 +IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,15873277195,5939690,13383377,90100,88241958,10330204,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5922315493,141162273409.821,107387568,157832032,187805,4005786010,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,1236,1510747467,36094926754,12476425,1859618,368177,1254808865,39602911,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51683550361,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,27114752867,12458674,9111772,52480,48382851,17902640,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,52565215724,113193667,38961213,417191,104294589,9036597,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,790,108785914,12258610204,25145,51495,60206,86200372,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201113.csv b/output/alternative/sec/13f/universe/20201113.csv index ddde1c9..7abfd13 100644 --- a/output/alternative/sec/13f/universe/20201113.csv +++ b/output/alternative/sec/13f/universe/20201113.csv @@ -1,26 +1,26 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2594496975,931051788172.059,62128750,60820416,9515,1618454224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2945,6174292333,710977418332,93151391,132427133,352074,4608529427,181671946,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23950581254,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,542,490285207,13523236218,5759568,8947138,0,397453915,24752304,1 +AAPL R735QTJ8XC9X,AAPL,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2529,4422426158,508083527582,39479891,49472685,323322,3551215918,131071704,1 +AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 +AIG R735QTJ8XC9X,AIG,20200930,432,322527890,8905164425,1033738,3324738,0,276178379,7458154,1 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,32,5090083,53659888,147100,87900,0,1348813,7948,0 -EEM SNQLASP67O85,EEM,20200630,1097,402308705,16107939470,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,983,377110091,16604534226,134371996,220280743,961076,278668597,27473637,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311725659019,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2249,147705150,216412199654,3824884,2117989,1434,114626193,4495407,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327012058501,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2430,171089629,238700052336,2292889,2272918,11926,135946117,5157054,1 -IBM R735QTJ8XC9X,IBM,20200630,1950,506174947,60875429183,10227584,12215460,32374,302661960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1723,368837720,44670544066,3826473,6089976,38557,275955073,17966388,1 -IWM RV0PWMLXVHPH,IWM,20200630,1522,296194135,42215443601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,1295,264730189,39441166373,71609190,184060004,92269,165275688,28534807,1 -NB R735QTJ8XC9X,BAC,20200630,2114,5925832866,143482390544.821,107387568,157832032,238152,4008820657,536882539,1 -NB R735QTJ8XC9X,BAC,20200930,1792,3292908721,80966464948.139,75736775,75098718,373548,2622913836,89201690,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1628,207273856,51686311206,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1444,206931285,57338811525,99268474,153644269,62671,89770276,30658566,1 -SPY R735QTJ8XC9X,SPY,20200630,2452,584402935,183687804562,369138221,542627960,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,2113,493974287,167701254545,226976017,264348981,417709,306260662,37625938,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,840106224,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,151,12528200,368347590,8813934,8868420,416,8889876,717430,1 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195040175,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,1164,216353749,24394781708,367845,542295,60206,166423211,8794925,1 +BNO UN3IMQ2JU1YD,BNO,20200930,24,4938986,52054888,10100,3600,0,1286839,7948,0 +EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 +EEM SNQLASP67O85,EEM,20200930,824,266533266,11736518249,86036396,65758343,395147,214685104,14565259,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311711387305,3153704,4007761,864,145036346,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1893,99344771,145473904836,1497984,603289,1434,80262152,2896174,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327006704860,5357763,5656871,5140,152202474,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2056,112066159,155078543246,1087289,846218,11053,97621819,3404534,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506133101,60869035152,10227584,12215460,32374,302631960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1476,267827838,32393149765,902373,1544276,38428,203713089,14260527,1 +IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 +IWM RV0PWMLXVHPH,IWM,20200930,1097,162300377,24123452741,31753390,92463033,92269,130510320,16755092,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5922315493,141162273409.821,107387568,157832032,187805,4005786010,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,1507,2255074939,53914053008,29795975,37626718,368177,1886887938,58611709,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51683550361,107813897,213108396,28650,105427099,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1230,134099119,37098012925,53536874,67471669,52480,71274765,21946887,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369138221,542627960,313306,389655013,40614362,1 +SPY R735QTJ8XC9X,SPY,20200930,1809,321090647,107671284571,180233167,138499031,417191,242271683,16768236,1 +USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200930,125,6201142,173976278,4653810,1941548,416,3482183,584302,1 +UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 +UW R735QTJ8XC9X,WM,20200930,986,154286920,17376098914,128745,277795,60206,120266607,5326730,1 diff --git a/output/alternative/sec/13f/universe/20201116.csv b/output/alternative/sec/13f/universe/20201116.csv index 569c758..249000e 100644 --- a/output/alternative/sec/13f/universe/20201116.csv +++ b/output/alternative/sec/13f/universe/20201116.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3274,9663498703,1115075298332,265228991,291501233,649898,6141027968,640717603,1 -AIG R735QTJ8XC9X,AIG,20200930,628,762838163,20976275218,10173268,17334438,0,491284427,72384594,1 -BNO UN3IMQ2JU1YD,BNO,20200930,37,7893886,83519888,230500,232700,0,4152516,8048,0 -EEM SNQLASP67O85,EEM,20200930,1100,417251323,18373721226,165745296,273437743,961076,311124798,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2524,214951626,315257125518,9144704,5588289,1434,140062547,12176834,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2740,235049414,332079756336,7436089,7149018,11926,156795136,18774703,1 -IBM R735QTJ8XC9X,IBM,20200930,1894,494543334,59964183066,9657073,12334776,46773,299537638,40577520,1 -IWM RV0PWMLXVHPH,IWM,20200930,1473,285448404,42545909373,134723990,299100279,155421,183312946,29508001,1 -NB R735QTJ8XC9X,BAC,20200930,2016,5866316796,143357696948.139,121131275,153617618,1437249,4042023216,485058230,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1651,226378996,62740524525,170578174,294426569,104442,103335114,31976473,1 -SPY R735QTJ8XC9X,SPY,20200930,2404,559277340,194469470545,375436630,561053620,543662,360730366,41483299,1 -USO THORT68ZZSYT,USO,20200930,172,33759715,969004590,22844926,38616768,69466,30100540,717495,1 -UW R735QTJ8XC9X,WM,20200930,1299,300768625,33948190708,1634745,1716595,67896,203017437,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,2945,6173804333,710865538773,93151391,132427133,352074,4608041427,181671946,1 +AIG R735QTJ8XC9X,AIG,20200930,542,490285207,13523471982,5759568,8947138,0,397453915,24752304,1 +BNO UN3IMQ2JU1YD,BNO,20200930,32,5090083,53659888,147100,87900,0,1348813,7948,0 +EEM SNQLASP67O85,EEM,20200930,983,377110091,16597398369,134371996,220280743,961076,278668597,27473637,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2249,147705150,216411900953,3824884,2117989,1434,114626193,4495407,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2430,171089629,238696842549,2292889,2272918,11926,135946117,5157054,1 +IBM R735QTJ8XC9X,IBM,20200930,1723,368807720,44667440135,3826473,6089976,38557,275925073,17966388,1 +IWM RV0PWMLXVHPH,IWM,20200930,1295,264730189,39438609932,71609190,184060004,92269,165275688,28534807,1 +NB R735QTJ8XC9X,BAC,20200930,1773,3289518395,78828238076,75736775,75098718,368233,2619818718,89143852,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1444,206931285,57325765584,99268474,153644269,62671,89770276,30658566,1 +SPY R735QTJ8XC9X,SPY,20200930,2113,493974287,168282315902,226976017,264348981,417709,306260662,37625938,1 +USO THORT68ZZSYT,USO,20200930,151,12528200,352675278,8813934,8868420,416,8889876,717430,1 +UW R735QTJ8XC9X,WM,20200930,1164,216353749,24393874616,367845,542295,60206,166423211,8794925,1 diff --git a/output/alternative/sec/13f/universe/20201117.csv b/output/alternative/sec/13f/universe/20201117.csv index d3c5805..dac8025 100644 --- a/output/alternative/sec/13f/universe/20201117.csv +++ b/output/alternative/sec/13f/universe/20201117.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3303,9704146181,1119784897332,325797091,312145433,649898,6179899006,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,638,765566029,21051523218,10563968,18398838,0,493826192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1110,418906161,18446721226,175912396,282681143,961076,312649177,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2545,215668290,316310642518,9583404,5812989,1434,140751761,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2763,236027490,333513695336,7831689,7593118,11926,157716954,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1912,496896178,60250377066,10596073,12966776,46773,301649567,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1489,286059255,42637756373,142405490,306027979,155421,183747359,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2036,5886666566,143854645948.139,124841975,157712018,1437249,4061931095,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1667,227834664,63145272525,178814774,312438469,104442,104292710,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2426,564913916,196358050545,391247330,567820720,543662,365825915,41754254,1 -USO THORT68ZZSYT,USO,20200930,177,36097008,1035125590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1308,301787509,34063462708,1703745,1793995,67896,204025069,18262914,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3274,9663010703,1114962933259,265228991,291501233,649898,6140539968,640717603,1 +AIG R735QTJ8XC9X,AIG,20200930,628,762838163,20974206289,10173268,17334438,0,491284427,72384594,1 +BNO UN3IMQ2JU1YD,BNO,20200930,37,7893886,83519888,230500,232700,0,4152516,8048,0 +EEM SNQLASP67O85,EEM,20200930,1100,417251323,18366585369,165745296,273437743,961076,311124798,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2524,214951626,315248728923,9144704,5588289,1434,140062547,12176834,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2740,235049414,332052254865,7436089,7149018,11926,156795136,18774703,1 +IBM R735QTJ8XC9X,IBM,20200930,1894,494513334,59960476738,9657073,12334776,46773,299507638,40577520,1 +IWM RV0PWMLXVHPH,IWM,20200930,1473,285448404,42543352932,134723990,299100279,155421,183312946,29508001,1 +NB R735QTJ8XC9X,BAC,20200930,1993,5862649738,140806081471,121131275,153617618,1388986,4038714740,484979627,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1651,226378996,62727474588,170578174,294426569,104442,103335114,31976473,1 +SPY R735QTJ8XC9X,SPY,20200930,2404,559277340,195050512921,375436630,561053620,543662,360730366,41483299,1 +USO THORT68ZZSYT,USO,20200930,172,33759715,953332278,22844926,38616768,69466,30100540,717495,1 +UW R735QTJ8XC9X,WM,20200930,1299,300768625,33947283616,1634745,1716595,67896,203017437,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201118.csv b/output/alternative/sec/13f/universe/20201118.csv index dd7a7c2..05b3fbb 100644 --- a/output/alternative/sec/13f/universe/20201118.csv +++ b/output/alternative/sec/13f/universe/20201118.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3314,9705089839,1119894177332,325797091,312145433,649898,6180491180,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,638,765566029,21051523218,10563968,18398838,0,493826192,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3303,9703658181,1119672532259,325797091,312145433,649898,6179411006,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,638,765566029,21049454289,10563968,18398838,0,493826192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1116,419273124,18462901226,175912396,282685743,961076,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2551,215683854,316333516518,9583404,5812989,1434,140763831,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2771,236040864,333533295336,7831689,7593118,11926,157727516,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1919,496937690,60255429066,10596073,12966776,46773,301679518,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1493,286615446,42721067373,142418590,306030279,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2040,5886763698,143856985948.139,124841975,157712018,1437249,4061992484,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1670,227841237,63147098525,178814774,312438969,104442,104296495,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2432,565090921,196417334545,391913330,568098620,543662,365927152,41754254,1 -USO THORT68ZZSYT,USO,20200930,177,36097008,1035125590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1309,301793757,34064169708,1703745,1793995,67896,204025069,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1110,418906161,18439585369,175912396,282681143,961076,312649177,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2545,215668290,316302245923,9583404,5812989,1434,140751761,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2763,236027490,333486193865,7831689,7593118,11926,157716954,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1912,496866178,60246670738,10596073,12966776,46773,301619567,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1489,286059255,42635199932,142405490,306027979,155421,183747359,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2011,5882994930,141296219471,124841975,157712018,1388986,4058622407,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1667,227834664,63132222588,178814774,312438469,104442,104292710,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2426,564913916,196939092921,391247330,567820720,543662,365825915,41754254,1 +USO THORT68ZZSYT,USO,20200930,177,36097008,1019453278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1308,301787509,34062555616,1703745,1793995,67896,204025069,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201119.csv b/output/alternative/sec/13f/universe/20201119.csv index 103af3f..7b36e2a 100644 --- a/output/alternative/sec/13f/universe/20201119.csv +++ b/output/alternative/sec/13f/universe/20201119.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3326,9706529912,1120060952000,325799391,312302433,649898,6180627875,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3314,9704601839,1119781812259,325797091,312145433,649898,6180003180,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,638,765566029,21049454289,10563968,18398838,0,493826192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1119,419361170,18466782828,175912396,282685743,961076,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,316349113156,9583404,5812989,1434,140765074,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2781,236063827,333566950286,7831689,7609218,11926,157729719,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1925,496974462,60259902606,10596173,12966876,46773,301683878,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42733166999,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2048,5887257034,143868871018.139,124842175,157712018,1437249,4062029578,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1675,228086300,63215187545,178815074,312522269,104442,104298785,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2442,565479991,196547657223,391915330,568101920,543662,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,177,36097008,1035125590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1318,301866502,34072403006,1703745,1793995,67896,204070459,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1116,419273124,18455765369,175912396,282685743,961076,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2551,215683854,316325119923,9583404,5812989,1434,140763831,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2771,236040864,333505793865,7831689,7593118,11926,157727516,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1919,496907690,60251722738,10596073,12966776,46773,301649518,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1493,286615446,42718510932,142418590,306030279,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2015,5883092062,141298559471,124841975,157712018,1388986,4058683796,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1670,227841237,63134048588,178814774,312438969,104442,104296495,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2432,565090921,196998376921,391913330,568098620,543662,365927152,41754254,1 +USO THORT68ZZSYT,USO,20200930,177,36097008,1019453278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1309,301793757,34063262616,1703745,1793995,67896,204025069,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201120.csv b/output/alternative/sec/13f/universe/20201120.csv index ac668c7..21fa001 100644 --- a/output/alternative/sec/13f/universe/20201120.csv +++ b/output/alternative/sec/13f/universe/20201120.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3327,9706570057,1120065322000,325799391,312302433,649898,6180627875,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3326,9706041912,1119948586927,325799391,312302433,649898,6180139875,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1119,419361170,18466782828,175912396,282685743,961076,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,316349113156,9583404,5812989,1434,140765074,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2782,236066223,333570822286,7831689,7609218,11926,157729719,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1926,496974490,60259905606,10596173,12966876,46773,301683878,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42733166999,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2049,5887260818,143868961018.139,124842175,157712018,1437249,4062029578,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63215215545,178815074,312522269,104442,104298785,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2443,565480119,196547699223,391915330,568101920,543662,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1318,301866502,34072403006,1703745,1793995,67896,204070459,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1119,419361170,18459646971,175912396,282685743,961076,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,316340716561,9583404,5812989,1434,140765074,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2781,236063827,333539448815,7831689,7609218,11926,157729719,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1925,496944462,60256196278,10596173,12966876,46773,301653878,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2023,5883585398,141310444541,124842175,157712018,1388986,4058720890,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1675,228086300,63202137608,178815074,312522269,104442,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2442,565479991,197128699599,391915330,568101920,543662,366127201,41754254,1 +USO THORT68ZZSYT,USO,20200930,177,36097008,1019453278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1318,301866502,34071495914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201123.csv b/output/alternative/sec/13f/universe/20201123.csv index c3cf2c9..c3f200c 100644 --- a/output/alternative/sec/13f/universe/20201123.csv +++ b/output/alternative/sec/13f/universe/20201123.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3328,9706641389,1120073582000,325799391,312302433,649898,6180627875,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3327,9706082057,1119952956927,325799391,312302433,649898,6180139875,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1121,419395060,18468276828,175912396,282685743,961076,312888545,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2561,215694783,316349562156,9583404,5812989,1434,140765074,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2783,236068494,333574150286,7831689,7609218,11926,157729719,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1927,496977347,60260251606,10596173,12966876,46773,301683878,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42733166999,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2049,5887260818,143868961018.139,124842175,157712018,1437249,4062029578,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63215215545,178815074,312522269,104442,104298785,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2444,565481974,196548320223,391915330,568101920,543662,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1319,301869588,34072752006,1703745,1793995,67896,204070459,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1119,419361170,18459646971,175912396,282685743,961076,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,316340716561,9583404,5812989,1434,140765074,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2782,236066223,333543320815,7831689,7609218,11926,157729719,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1926,496944490,60256199278,10596173,12966876,46773,301653878,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2024,5883589182,141310534541,124842175,157712018,1388986,4058720890,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63202165608,178815074,312522269,104442,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2443,565480119,197128741599,391915330,568101920,543662,366127201,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1318,301866502,34071495914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201124.csv b/output/alternative/sec/13f/universe/20201124.csv index 0a300fb..d9560f3 100644 --- a/output/alternative/sec/13f/universe/20201124.csv +++ b/output/alternative/sec/13f/universe/20201124.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3329,9706706273,1120081096000,325799391,312302433,649898,6180690939,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3328,9706153389,1119961216927,325799391,312302433,649898,6180139875,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1122,419402240,18468593828,175912396,282685743,961076,312895725,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2562,215695305,316350329156,9583404,5812989,1434,140765581,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2784,236070089,333576488286,7831689,7609218,11926,157731265,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1928,496981546,60260762606,10596173,12966876,46773,301688077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42733166999,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2050,5887276808,143869346018.139,124842175,157712018,1437249,4062045268,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63215215545,178815074,312522269,104442,104298785,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2445,565485875,196549626223,391915330,568101920,543662,366130858,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1319,301869588,34072752006,1703745,1793995,67896,204070459,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1121,419395060,18461140971,175912396,282685743,961076,312888545,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2561,215694783,316341165561,9583404,5812989,1434,140765074,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2783,236068494,333546648815,7831689,7609218,11926,157729719,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1927,496947347,60256545278,10596173,12966876,46773,301653878,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2024,5883589182,141310534541,124842175,157712018,1388986,4058720890,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63202165608,178815074,312522269,104442,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2444,565481974,197129362599,391915330,568101920,543662,366127201,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1319,301869588,34071844914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201125.csv b/output/alternative/sec/13f/universe/20201125.csv index 1452883..d155b23 100644 --- a/output/alternative/sec/13f/universe/20201125.csv +++ b/output/alternative/sec/13f/universe/20201125.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707752545,1120202265000,325799391,312302433,649898,6181690491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3329,9706218273,1119968730927,325799391,312302433,649898,6180202939,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1125,419827043,18487322828,175912396,282685743,961076,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,316370395156,9583404,5812989,1434,140778991,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,333602967286,7831689,7609218,11926,157749049,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1929,496989317,60261707606,10596173,12966876,46773,301688077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,42737867999,142418590,306030479,155421,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,143881447018.139,124842175,157712018,1437249,4062518422,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,63217761545,178815074,312522269,104442,104300417,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,196556263223,391915330,568101920,543662,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1320,301878152,34073721006,1703745,1793995,67896,204070459,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1122,419402240,18461457971,175912396,282685743,961076,312895725,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2562,215695305,316341932561,9583404,5812989,1434,140765581,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2784,236070089,333548986815,7831689,7609218,11926,157731265,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1928,496951546,60257056278,10596173,12966876,46773,301658077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2025,5883605172,141310919541,124842175,157712018,1388986,4058736580,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63202165608,178815074,312522269,104442,104298785,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2445,565485875,197130668599,391915330,568101920,543662,366130858,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1319,301869588,34071844914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201126.csv b/output/alternative/sec/13f/universe/20201126.csv index 1452883..41778e8 100644 --- a/output/alternative/sec/13f/universe/20201126.csv +++ b/output/alternative/sec/13f/universe/20201126.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707752545,1120202265000,325799391,312302433,649898,6181690491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707264545,1120089899927,325799391,312302433,649898,6181202491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1125,419827043,18487322828,175912396,282685743,961076,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,316370395156,9583404,5812989,1434,140778991,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,333602967286,7831689,7609218,11926,157749049,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1929,496989317,60261707606,10596173,12966876,46773,301688077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,42737867999,142418590,306030479,155421,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,143881447018.139,124842175,157712018,1437249,4062518422,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,63217761545,178815074,312522269,104442,104300417,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,196556263223,391915330,568101920,543662,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1320,301878152,34073721006,1703745,1793995,67896,204070459,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1125,419827043,18480186971,175912396,282685743,961076,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,316361998561,9583404,5812989,1434,140778991,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,333575465815,7831689,7609218,11926,157749049,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1929,496959317,60258001278,10596173,12966876,46773,301658077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,42735311558,142418590,306030479,155421,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2027,5884107493,141323020541,124842175,157712018,1388986,4059209734,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,63204711608,178815074,312522269,104442,104300417,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,197137305599,391915330,568101920,543662,366141374,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201127.csv b/output/alternative/sec/13f/universe/20201127.csv index efb956d..41778e8 100644 --- a/output/alternative/sec/13f/universe/20201127.csv +++ b/output/alternative/sec/13f/universe/20201127.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3333,9707997622,1120230652000,325799391,312302433,649898,6181690491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21053804994,10563968,18398838,0,493827192,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707264545,1120089899927,325799391,312302433,649898,6181202491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1126,419889067,18490057828,175912396,282685743,961076,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2566,215716987,316382080156,9583404,5812989,1434,140778991,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2787,236088561,333603561286,7831689,7609218,11926,157749049,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1930,496993845,60262258606,10596173,12966876,46773,301688077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1503,286754447,42741888999,142418590,306030479,155421,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2052,5887779129,143881447018.139,124842175,157712018,1437249,4062518422,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1681,228163602,63236844545,178815074,312522269,104442,104301786,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2449,565595759,196580556223,391915330,568101920,543662,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1320,301878152,34073721006,1703745,1793995,67896,204070459,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1125,419827043,18480186971,175912396,282685743,961076,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,316361998561,9583404,5812989,1434,140778991,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,333575465815,7831689,7609218,11926,157749049,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1929,496959317,60258001278,10596173,12966876,46773,301658077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,42735311558,142418590,306030479,155421,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2027,5884107493,141323020541,124842175,157712018,1388986,4059209734,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,63204711608,178815074,312522269,104442,104300417,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,197137305599,391915330,568101920,543662,366141374,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201130.csv b/output/alternative/sec/13f/universe/20201130.csv index 6551bac..c056061 100644 --- a/output/alternative/sec/13f/universe/20201130.csv +++ b/output/alternative/sec/13f/universe/20201130.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3338,9709196022,1120369587000,325799391,312302433,649898,6182199307,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,644,765649431,21053826994,10563968,18398838,0,493827743,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3333,9707509622,1120118286927,325799391,312302433,649898,6181202491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1128,419915680,18491241828,175912396,282685743,961076,313171187,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2569,215719158,316385303156,9583404,5812989,1434,140779315,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2790,236089916,333605615286,7831689,7609218,11926,157749260,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1933,497018377,60265287606,10596173,12966876,46773,301704708,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1506,287324631,42827297999,142418590,306030479,155421,184832981,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2057,5888692519,143903458018.139,124842175,157712018,1437249,4063280332,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1684,228463850,63320327545,178815074,312522269,104442,104404124,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2454,565972279,196706757223,391915330,568101920,543662,366352055,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1321,301886179,34074629006,1703745,1793995,67896,204070459,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1126,419889067,18482921971,175912396,282685743,961076,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2566,215716987,316373683561,9583404,5812989,1434,140778991,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2787,236088561,333576059815,7831689,7609218,11926,157749049,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1930,496963845,60258552278,10596173,12966876,46773,301658077,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1503,286754447,42739332558,142418590,306030479,155421,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,20200930,2027,5884107493,141323020541,124842175,157712018,1388986,4059209734,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1681,228163602,63223794608,178815074,312522269,104442,104301786,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,197137305599,391915330,568101920,543662,366141374,41754254,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201201.csv b/output/alternative/sec/13f/universe/20201201.csv index fcb6f8e..9f669a5 100644 --- a/output/alternative/sec/13f/universe/20201201.csv +++ b/output/alternative/sec/13f/universe/20201201.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3341,9710465689,1120516621000,325799391,312302433,649898,6183433414,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,644,765649431,21053826994,10563968,18398838,0,493827743,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3338,9708708022,1120257221927,325799391,312302433,649898,6181711307,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,644,765649431,21051758065,10563968,18398838,0,493827743,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,419920918,18491472828,175912396,282685743,961076,313174990,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2571,215731114,316402862156,9583404,5812989,1434,140791005,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2792,236138145,333676308286,7831689,7609218,11926,157796421,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1934,497026988,60266335606,10596173,12966876,46773,301713219,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,42828584999,142418590,306030479,155421,184836877,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2058,5888715308,143904461018.139,124842175,157712018,1437249,4063302097,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,63322289545,178815074,312522269,104442,104410988,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2456,566076852,196741780223,391915330,568101920,543662,366418141,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1322,301888476,34074889006,1703745,1793995,67896,204072756,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1128,419915680,18484105971,175912396,282685743,961076,313171187,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2569,215719158,316376906561,9583404,5812989,1434,140779315,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2790,236089916,333578113815,7831689,7609218,11926,157749260,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1933,496988377,60261581278,10596173,12966876,46773,301674708,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1506,287324631,42824741558,142418590,306030479,155421,184832981,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2032,5885020883,141345031541,124842175,157712018,1388986,4059971644,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1684,228463850,63307277608,178815074,312522269,104442,104404124,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2453,565882211,197263506599,391915330,568101920,543662,366352055,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1321,301886179,34073721914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201202.csv b/output/alternative/sec/13f/universe/20201202.csv index f486e8e..c715fee 100644 --- a/output/alternative/sec/13f/universe/20201202.csv +++ b/output/alternative/sec/13f/universe/20201202.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3342,9713297937,1120844624000,325799391,312302433,649898,6186265662,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,645,765726206,21055940994,10563968,18398838,0,493904518,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3341,9709977689,1120404255927,325799391,312302433,649898,6182945414,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,644,765649431,21051758065,10563968,18398838,0,493827743,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,419920918,18491472828,175912396,282685743,961076,313174990,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2572,215789046,316487999156,9583404,5812989,1434,140848937,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2793,236227631,333807459286,7831689,7609218,11926,157885907,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1935,497106569,60276018606,10596173,12966876,46773,301792800,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,42828584999,142418590,306030479,155421,184836877,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2059,5890808471,143954885018.139,124842175,157712018,1437249,4065395260,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,63322289545,178815074,312522269,104442,104410988,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2457,566155427,196768094223,391915330,568101920,543662,366496716,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1323,301923381,34078839006,1703745,1793995,67896,204107661,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1129,419920918,18484336971,175912396,282685743,961076,313174990,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2571,215731114,316394465561,9583404,5812989,1434,140791005,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2792,236138145,333648806815,7831689,7609218,11926,157796421,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1934,496996988,60262629278,10596173,12966876,46773,301683219,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,42826028558,142418590,306030479,155421,184836877,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2033,5885043672,141346034541,124842175,157712018,1388986,4059993409,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,63309239608,178815074,312522269,104442,104410988,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2455,565986784,197298529599,391915330,568101920,543662,366418141,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1322,301888476,34073981914,1703745,1793995,67896,204072756,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201203.csv b/output/alternative/sec/13f/universe/20201203.csv index 4179c51..a010333 100644 --- a/output/alternative/sec/13f/universe/20201203.csv +++ b/output/alternative/sec/13f/universe/20201203.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3346,9714360709,1120967703000,325799391,312302433,649898,6186906757,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21060329994,10563968,18398838,0,494063929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3342,9712809937,1120732258927,325799391,312302433,649898,6185777662,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,645,765726206,21053872065,10563968,18398838,0,493904518,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,18493510828,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,316529797156,9583404,5812989,1434,140866461,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,333833582286,7831689,7609218,11926,157898983,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,60285339606,10596173,12966876,46773,301815500,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42834103999,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,143996361018.139,124842175,157712018,1437249,4066992785,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,63350406545,178815074,312522269,104442,104417980,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,196899031223,391915330,568101920,543662,366662160,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1324,301959527,34082930006,1703745,1793995,67896,204143807,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1129,419920918,18484336971,175912396,282685743,961076,313174990,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2572,215789046,316479602561,9583404,5812989,1434,140848937,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2793,236227631,333779957815,7831689,7609218,11926,157885907,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1935,497076569,60272312278,10596173,12966876,46773,301762800,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,42826028558,142418590,306030479,155421,184836877,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2034,5887136835,141396458541,124842175,157712018,1388986,4062086572,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,63309239608,178815074,312522269,104442,104410988,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2456,566065359,197324843599,391915330,568101920,543662,366496716,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1323,301923381,34077931914,1703745,1793995,67896,204107661,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201204.csv b/output/alternative/sec/13f/universe/20201204.csv index 4179c51..e79fe97 100644 --- a/output/alternative/sec/13f/universe/20201204.csv +++ b/output/alternative/sec/13f/universe/20201204.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3346,9714360709,1120967703000,325799391,312302433,649898,6186906757,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21060329994,10563968,18398838,0,494063929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3346,9713872709,1120855337927,325799391,312302433,649898,6186418757,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,18493510828,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,316529797156,9583404,5812989,1434,140866461,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,333833582286,7831689,7609218,11926,157898983,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,60285339606,10596173,12966876,46773,301815500,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42834103999,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,143996361018.139,124842175,157712018,1437249,4066992785,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,63350406545,178815074,312522269,104442,104417980,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,196899031223,391915330,568101920,543662,366662160,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1324,301959527,34082930006,1703745,1793995,67896,204143807,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,316521400561,9583404,5812989,1434,140866461,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,333806080815,7831689,7609218,11926,157898983,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497153188,60281633278,10596173,12966876,46773,301785500,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2037,5888858564,141437934541,124842175,157712018,1388986,4063684097,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,63337356608,178815074,312522269,104442,104417980,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2460,566456343,197455780599,391915330,568101920,543662,366662160,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1324,301959527,34082022914,1703745,1793995,67896,204143807,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201207.csv b/output/alternative/sec/13f/universe/20201207.csv index 0a4d339..e79fe97 100644 --- a/output/alternative/sec/13f/universe/20201207.csv +++ b/output/alternative/sec/13f/universe/20201207.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3347,9714408533,1120973291000,325799391,312302433,649898,6186910616,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21060329994,10563968,18398838,0,494063929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3346,9713872709,1120855337927,325799391,312302433,649898,6186418757,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,18493510828,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2577,215818264,316531033156,9583404,5812989,1434,140866492,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2798,236245770,333834080286,7831689,7609218,11926,157899006,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497183188,60285339606,10596173,12966876,46773,301815500,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42834103999,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2062,5892530200,143996361018.139,124842175,157712018,1437249,4066992785,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,63350809545,178815074,312522269,104442,104418063,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,196899897223,391915330,568101920,543662,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1325,301967753,34083869006,1703745,1793995,67896,204144250,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,316521400561,9583404,5812989,1434,140866461,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,333806080815,7831689,7609218,11926,157898983,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497153188,60281633278,10596173,12966876,46773,301785500,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2037,5888858564,141437934541,124842175,157712018,1388986,4063684097,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,63337356608,178815074,312522269,104442,104417980,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2460,566456343,197455780599,391915330,568101920,543662,366662160,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1324,301959527,34082022914,1703745,1793995,67896,204143807,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201208.csv b/output/alternative/sec/13f/universe/20201208.csv index da9df7c..0e7fc8b 100644 --- a/output/alternative/sec/13f/universe/20201208.csv +++ b/output/alternative/sec/13f/universe/20201208.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3348,9714461161,1120979386000,325799391,312302433,649898,6186963244,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,647,766231601,21069854994,10563968,18398838,0,494409913,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3347,9713920533,1120860925927,325799391,312302433,649898,6186422616,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,18493510828,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,316542192156,9583404,5812989,1434,140874085,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,333838660286,7831689,7609218,11926,157902131,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1940,497191044,60286295606,10596173,12966876,46773,301823356,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42834103999,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2063,5892829579,144003573018.139,124842175,157712018,1437249,4067292164,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,63350809545,178815074,312522269,104442,104418063,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,196899897223,391915330,568101920,543662,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1326,301970602,34084191006,1703745,1793995,67896,204147099,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2577,215818264,316522636561,9583404,5812989,1434,140866492,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2798,236245770,333806578815,7831689,7609218,11926,157899006,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497153188,60281633278,10596173,12966876,46773,301785500,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2037,5888858564,141437934541,124842175,157712018,1388986,4063684097,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,63337759608,178815074,312522269,104442,104418063,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2461,566458866,197456646599,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1325,301967753,34082961914,1703745,1793995,67896,204144250,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201209.csv b/output/alternative/sec/13f/universe/20201209.csv index a7c925d..082c97f 100644 --- a/output/alternative/sec/13f/universe/20201209.csv +++ b/output/alternative/sec/13f/universe/20201209.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3349,9714483282,1120981948000,325799391,312302433,649898,6186963244,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,647,766231601,21069854994,10563968,18398838,0,494409913,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3348,9713973161,1120867020927,325799391,312302433,649898,6186475244,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,647,766231601,21067786065,10563968,18398838,0,494409913,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,18493510828,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,316542192156,9583404,5812989,1434,140874085,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,333838660286,7831689,7609218,11926,157902131,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1940,497191044,60286295606,10596173,12966876,46773,301823356,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1509,287377659,42835240999,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2063,5892829579,144003573018.139,124842175,157712018,1437249,4067292164,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1691,228574638,63351113545,178815074,312522269,104442,104418063,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,196899897223,391915330,568101920,543662,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1327,301972674,34084425006,1703745,1793995,67896,204147099,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,316533795561,9583404,5812989,1434,140874085,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,333811158815,7831689,7609218,11926,157902131,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1940,497161044,60282589278,10596173,12966876,46773,301793356,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2038,5889157943,141445146541,124842175,157712018,1388986,4063983476,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,63337759608,178815074,312522269,104442,104418063,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2461,566458866,197456646599,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1326,301970602,34083283914,1703745,1793995,67896,204147099,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201210.csv b/output/alternative/sec/13f/universe/20201210.csv index 2e38004..a461fbf 100644 --- a/output/alternative/sec/13f/universe/20201210.csv +++ b/output/alternative/sec/13f/universe/20201210.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3352,9716322519,1121198575000,325799391,312302433,649898,6188802481,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,649,766240363,21070095994,10563968,18398838,0,494418675,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3349,9713995282,1120869582927,325799391,312302433,649898,6186475244,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,647,766231601,21067786065,10563968,18398838,0,494409913,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1133,419994183,18494702828,175912396,282685743,961076,313248217,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2580,215834945,316555547156,9583404,5812989,1434,140883173,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2801,236260399,333855511286,7831689,7609218,11926,157913635,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1942,497251001,60293590606,10596173,12966876,46773,301883313,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1510,287420976,42841728999,142418590,306030479,155421,184917040,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2065,5893298639,144014873018.139,124842175,157712018,1437249,4067761224,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,63373646545,178815074,312522269,104442,104499164,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2464,566727744,196959778223,391915330,568101920,543662,366841554,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1329,301997996,34087290006,1703745,1793995,67896,204172421,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,316533795561,9583404,5812989,1434,140874085,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,333811158815,7831689,7609218,11926,157902131,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1940,497161044,60282589278,10596173,12966876,46773,301793356,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1509,287377659,42832684558,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2038,5889157943,141445146541,124842175,157712018,1388986,4063983476,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1691,228574638,63338063608,178815074,312522269,104442,104418063,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2461,566458866,197456646599,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1327,301972674,34083517914,1703745,1793995,67896,204147099,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201211.csv b/output/alternative/sec/13f/universe/20201211.csv index b8fb2a2..70833b3 100644 --- a/output/alternative/sec/13f/universe/20201211.csv +++ b/output/alternative/sec/13f/universe/20201211.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3355,9717154988,1121294983000,325799391,312302433,649898,6189475784,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,649,766240363,21070095994,10563968,18398838,0,494418675,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3352,9715834519,1121086209927,325799391,312302433,649898,6188314481,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,649,766240363,21068027065,10563968,18398838,0,494418675,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1135,420027588,18496176828,175912396,282685743,961076,313281583,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2583,215846688,316572805156,9583404,5812989,1434,140892366,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2805,236295411,333906825286,7831689,7609218,11926,157947350,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1945,497300540,60299617606,10596173,12966876,46773,301901002,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1511,287424872,42842312999,142418590,306030479,155421,184920936,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2067,5893449670,144018511018.139,124842175,157712018,1437249,4067912255,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,63373646545,178815074,312522269,104442,104499164,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2465,566736187,196962606223,391915330,568101920,543662,366849547,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1331,302109583,34099919006,1703745,1793995,67896,204282839,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1133,419994183,18487566971,175912396,282685743,961076,313248217,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2580,215834945,316547150561,9583404,5812989,1434,140883173,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2801,236260399,333828009815,7831689,7609218,11926,157913635,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1942,497221001,60289884278,10596173,12966876,46773,301853313,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1510,287420976,42839172558,142418590,306030479,155421,184917040,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2040,5889627003,141456446541,124842175,157712018,1388986,4064452536,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,63360596608,178815074,312522269,104442,104499164,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2463,566637676,197516527599,391915330,568101920,543662,366841554,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1329,301997996,34086382914,1703745,1793995,67896,204172421,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201214.csv b/output/alternative/sec/13f/universe/20201214.csv index a89b9fb..9868f35 100644 --- a/output/alternative/sec/13f/universe/20201214.csv +++ b/output/alternative/sec/13f/universe/20201214.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3358,9727873023,1122536238000,325799391,312302433,649898,6199325491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21079460994,10563968,18398838,0,494758866,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3355,9716666988,1121182617927,325799391,312302433,649898,6188987784,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,649,766240363,21068027065,10563968,18398838,0,494418675,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,18531347828,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2585,216044167,316863020156,9583404,5812989,1434,141088677,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2808,236506214,334215778286,7831689,7609218,11926,158139883,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,60356159606,10596173,12966876,46773,302317242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42843016999,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,144126182018.139,124842175,157712018,1437249,4072332975,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63375743545,178815074,312562269,104442,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,196964540223,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1333,302286848,34119980006,1703745,1793995,67896,204456989,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1135,420027588,18489040971,175912396,282685743,961076,313281583,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2583,215846688,316564408561,9583404,5812989,1434,140892366,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2805,236295411,333879323815,7831689,7609218,11926,157947350,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1945,497270540,60295911278,10596173,12966876,46773,301871002,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1511,287424872,42839756558,142418590,306030479,155421,184920936,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2042,5889778034,141460084541,124842175,157712018,1388986,4064603567,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,63360596608,178815074,312522269,104442,104499164,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2464,566646119,197519355599,391915330,568101920,543662,366849547,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1331,302109583,34099011914,1703745,1793995,67896,204282839,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201215.csv b/output/alternative/sec/13f/universe/20201215.csv index 4ed10a6..0d6ffa9 100644 --- a/output/alternative/sec/13f/universe/20201215.csv +++ b/output/alternative/sec/13f/universe/20201215.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,1122540958000,325799391,312302433,649898,6199366243,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21079460994,10563968,18398838,0,494758866,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3358,9727385023,1122423872927,325799391,312302433,649898,6198837491,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,18531347828,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316867013156,9583404,5812989,1434,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334219332286,7831689,7609218,11926,158142308,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,60356159606,10596173,12966876,46773,302317242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42843016999,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,144126182018.139,124842175,157712018,1437249,4072332975,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63375743545,178815074,312562269,104442,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,196964540223,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1334,302302368,34121737006,1703745,1793995,67896,204472509,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2585,216044167,316854623561,9583404,5812989,1434,141088677,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2808,236506214,334188276815,7831689,7609218,11926,158139883,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497735260,60352453278,10596173,12966876,46773,302287242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2044,5894247551,141567755541,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63362693608,178815074,312562269,104442,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2468,566651899,197521289599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1333,302286848,34119072914,1703745,1793995,67896,204456989,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201216.csv b/output/alternative/sec/13f/universe/20201216.csv index 4ed10a6..07c924d 100644 --- a/output/alternative/sec/13f/universe/20201216.csv +++ b/output/alternative/sec/13f/universe/20201216.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,1122540958000,325799391,312302433,649898,6199366243,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21079460994,10563968,18398838,0,494758866,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727425775,1122428592927,325799391,312302433,649898,6198878243,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,18531347828,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316867013156,9583404,5812989,1434,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334219332286,7831689,7609218,11926,158142308,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,60356159606,10596173,12966876,46773,302317242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42843016999,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,144126182018.139,124842175,157712018,1437249,4072332975,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63375743545,178815074,312562269,104442,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,196964540223,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1334,302302368,34121737006,1703745,1793995,67896,204472509,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316858616561,9583404,5812989,1434,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334191830815,7831689,7609218,11926,158142308,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497735260,60352453278,10596173,12966876,46773,302287242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2044,5894247551,141567755541,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63362693608,178815074,312562269,104442,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2468,566651899,197521289599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201217.csv b/output/alternative/sec/13f/universe/20201217.csv index 4ed10a6..07c924d 100644 --- a/output/alternative/sec/13f/universe/20201217.csv +++ b/output/alternative/sec/13f/universe/20201217.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727913775,1122540958000,325799391,312302433,649898,6199366243,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21079460994,10563968,18398838,0,494758866,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727425775,1122428592927,325799391,312302433,649898,6198878243,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,18531347828,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316867013156,9583404,5812989,1434,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334219332286,7831689,7609218,11926,158142308,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,60356159606,10596173,12966876,46773,302317242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42843016999,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2069,5897919187,144126182018.139,124842175,157712018,1437249,4072332975,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63375743545,178815074,312562269,104442,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,196964540223,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1334,302302368,34121737006,1703745,1793995,67896,204472509,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316858616561,9583404,5812989,1434,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334191830815,7831689,7609218,11926,158142308,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497735260,60352453278,10596173,12966876,46773,302287242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2044,5894247551,141567755541,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63362693608,178815074,312562269,104442,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2468,566651899,197521289599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201218.csv b/output/alternative/sec/13f/universe/20201218.csv index 51da5f4..07c924d 100644 --- a/output/alternative/sec/13f/universe/20201218.csv +++ b/output/alternative/sec/13f/universe/20201218.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3361,9728557924,1122617542000,325799391,312312833,649898,6199426718,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21079460994,10563968,18398838,0,494758866,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727425775,1122428592927,325799391,312302433,649898,6198878243,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,18531347828,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2587,216054971,316881163156,9583404,5812989,1434,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2811,236514718,334228669286,7831689,7609218,11926,158146842,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497765260,60356159606,10596173,12966876,46773,302317242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42843016999,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2071,5897949008,144126946018.139,124842175,157712018,1437249,4072345069,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1697,228694399,63384716545,178815074,312562269,104442,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2470,566749043,196967040223,391937430,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1335,302304557,34122002006,1703745,1793995,67896,204472509,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316858616561,9583404,5812989,1434,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334191830815,7831689,7609218,11926,158142308,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497735260,60352453278,10596173,12966876,46773,302287242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2044,5894247551,141567755541,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63362693608,178815074,312562269,104442,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2468,566651899,197521289599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201221.csv b/output/alternative/sec/13f/universe/20201221.csv index 04a214a..0213ec2 100644 --- a/output/alternative/sec/13f/universe/20201221.csv +++ b/output/alternative/sec/13f/universe/20201221.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3362,9730464277,1122838317000,325799391,312312833,649898,6201253013,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3361,9728069924,1122505176927,325799391,312312833,649898,6198938718,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1513,287454299,42846720999,142418590,306030479,155421,184948922,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1698,228695759,63385094545,178815074,312562269,104442,104502301,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,197012137223,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2587,216054971,316872766561,9583404,5812989,1434,141091394,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2811,236514718,334201167815,7831689,7609218,11926,158146842,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497735260,60352453278,10596173,12966876,46773,302287242,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2046,5894277372,141568519541,124842175,157712018,1388986,4069036381,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1697,228694399,63371666608,178815074,312562269,104442,104500941,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566658975,197523789599,391937430,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1335,302304557,34121094914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201222.csv b/output/alternative/sec/13f/universe/20201222.csv index 46fd5ab..ef11f1a 100644 --- a/output/alternative/sec/13f/universe/20201222.csv +++ b/output/alternative/sec/13f/universe/20201222.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3363,9730470640,1122839054000,325799391,312312833,649898,6201259376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3362,9729976277,1122725951927,325799391,312312833,649898,6200765013,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42847258999,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63386342545,178815074,312562269,104442,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,197012137223,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1513,287454299,42844164558,142418590,306030479,155421,184948922,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1698,228695759,63372044608,178815074,312562269,104442,104502301,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2470,566793638,197568886599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201223.csv b/output/alternative/sec/13f/universe/20201223.csv index a8d595d..177f4d3 100644 --- a/output/alternative/sec/13f/universe/20201223.csv +++ b/output/alternative/sec/13f/universe/20201223.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,1122840419000,325799391,312312833,649898,6201259376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3363,9729982640,1122726688927,325799391,312312833,649898,6200771376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42847258999,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63386342545,178815074,312562269,104442,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197013285223,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63373292608,178815074,312562269,104442,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2470,566793638,197568886599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201224.csv b/output/alternative/sec/13f/universe/20201224.csv index a8d595d..d487759 100644 --- a/output/alternative/sec/13f/universe/20201224.csv +++ b/output/alternative/sec/13f/universe/20201224.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,1122840419000,325799391,312312833,649898,6201259376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42847258999,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63386342545,178815074,312562269,104442,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197013285223,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63373292608,178815074,312562269,104442,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2472,566797066,197570034599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201225.csv b/output/alternative/sec/13f/universe/20201225.csv index a8d595d..d487759 100644 --- a/output/alternative/sec/13f/universe/20201225.csv +++ b/output/alternative/sec/13f/universe/20201225.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,1122840419000,325799391,312312833,649898,6201259376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42847258999,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63386342545,178815074,312562269,104442,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197013285223,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63373292608,178815074,312562269,104442,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2472,566797066,197570034599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201228.csv b/output/alternative/sec/13f/universe/20201228.csv index a8d595d..d487759 100644 --- a/output/alternative/sec/13f/universe/20201228.csv +++ b/output/alternative/sec/13f/universe/20201228.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9730482429,1122840419000,325799391,312312833,649898,6201259376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18533617828,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316952708156,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334269591286,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42847258999,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2072,5898315559,144135776018.139,124842175,157712018,1437249,4072711620,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63386342545,178815074,312562269,104442,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197013285223,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63373292608,178815074,312562269,104442,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2472,566797066,197570034599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201229.csv b/output/alternative/sec/13f/universe/20201229.csv index 62eaa1a..d487759 100644 --- a/output/alternative/sec/13f/universe/20201229.csv +++ b/output/alternative/sec/13f/universe/20201229.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,1122847903000,325799391,312312833,649898,6201324007,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1139,420970464,18537747828,175912396,282685743,961076,314206321,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,316952998156,9583404,5812989,1434,141140123,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,334270092286,7831689,7609218,11926,158171079,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42853084999,142418590,306030479,155421,184991411,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,144136278018.139,124842175,157712018,1437249,4072732495,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,63400123545,178815074,312562269,104442,104556394,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,197035666223,391937430,568142820,543662,367053097,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63373292608,178815074,312562269,104442,104506792,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2472,566797066,197570034599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201230.csv b/output/alternative/sec/13f/universe/20201230.csv index 62eaa1a..4e81b1e 100644 --- a/output/alternative/sec/13f/universe/20201230.csv +++ b/output/alternative/sec/13f/universe/20201230.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,1122847903000,325799391,312312833,649898,6201324007,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730059060,1122735537927,325799391,312312833,649898,6200836007,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1139,420970464,18537747828,175912396,282685743,961076,314206321,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,316952998156,9583404,5812989,1434,141140123,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,334270092286,7831689,7609218,11926,158171079,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42853084999,142418590,306030479,155421,184991411,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,144136278018.139,124842175,157712018,1437249,4072732495,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,63400123545,178815074,312562269,104442,104556394,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,197035666223,391937430,568142820,543662,367053097,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1139,420970464,18530611971,175912396,282685743,961076,314206321,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,316944601561,9583404,5812989,1434,141140123,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,334242590815,7831689,7609218,11926,158171079,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42850528558,142418590,306030479,155421,184991411,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2048,5894664798,141577851541,124842175,157712018,1388986,4069423807,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,63387073608,178815074,312562269,104442,104556394,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566863901,197592415599,391937430,568142820,543662,367053097,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201231.csv b/output/alternative/sec/13f/universe/20201231.csv index 62eaa1a..4e81b1e 100644 --- a/output/alternative/sec/13f/universe/20201231.csv +++ b/output/alternative/sec/13f/universe/20201231.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730547060,1122847903000,325799391,312312833,649898,6201324007,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21079627994,10563968,18398838,0,494764929,72508312,1 +AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730059060,1122735537927,325799391,312312833,649898,6200836007,641098575,1 +AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1139,420970464,18537747828,175912396,282685743,961076,314206321,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,316952998156,9583404,5812989,1434,141140123,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,334270092286,7831689,7609218,11926,158171079,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497925413,60375645606,10596173,12966876,46773,302477358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42853084999,142418590,306030479,155421,184991411,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2073,5898336434,144136278018.139,124842175,157712018,1437249,4072732495,485201113,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,63400123545,178815074,312562269,104442,104556394,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,197035666223,391937430,568142820,543662,367053097,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34122241006,1703745,1793995,67896,204474617,18262914,1 +EEM SNQLASP67O85,EEM,20200930,1139,420970464,18530611971,175912396,282685743,961076,314206321,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,316944601561,9583404,5812989,1434,141140123,12183425,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,334242590815,7831689,7609218,11926,158171079,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42850528558,142418590,306030479,155421,184991411,29591795,1 +NB R735QTJ8XC9X,BAC,20200930,2048,5894664798,141577851541,124842175,157712018,1388986,4069423807,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,63387073608,178815074,312562269,104442,104556394,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566863901,197592415599,391937430,568142820,543662,367053097,41754440,1 +USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/uso.csv b/output/alternative/sec/13f/uso.csv index adda7c1..525ad6e 100644 --- a/output/alternative/sec/13f/uso.csv +++ b/output/alternative/sec/13f/uso.csv @@ -1,31 +1,31 @@ -20201005 17:30,20200930,1,37,1000,0,0,0,0,0,0 -20201006 17:30,20200930,5,4406,124000,0,0,0,773,0,0 -20201007 17:30,20200930,6,4435,125000,0,0,0,802,0,0 -20201008 17:30,20200930,8,11815,334000,0,0,0,7936,0,0 -20201009 17:30,20200930,11,36427,1030000,450,0,0,28081,0,0 -20201013 17:30,20200930,16,63368,1791000,450,0,0,49643,0,0 -20201014 17:30,20200930,20,419203,11857000,450,0,0,404754,0,0 -20201015 17:30,20200930,23,444083,12562000,450,0,0,405804,0,0 -20201016 17:30,20200930,24,444681,12579000,450,0,0,405804,0,0 -20201019 17:30,20200930,28,452805,12808000,32250,120,0,413832,0,0 -20201020 17:30,20200930,31,453590,12830000,32250,120,0,413832,0,0 -20201021 17:30,20200930,34,462492,13082000,32250,120,0,421580,0,0 -20201022 17:30,20200930,37,490085,13863000,32250,120,0,437866,0,0 -20201023 17:30,20200930,38,490710,13881000,32250,120,0,438491,0,0 -20201026 17:30,20200930,43,737021,20849000,36750,120,0,684658,0,0 -20201027 17:30,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 -20201028 17:30,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 -20201029 17:30,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 -20201030 17:30,20200930,58,967093,27357000,2689750,1434420,416,806626,0,0 -20201102 17:30,20200930,61,985774,27885000,2689750,1434420,416,807384,0,0 -20201103 17:30,20200930,66,1035131,29282000,2709750,1434420,416,810592,0,0 -20201104 17:30,20200930,69,2265243,63639000,2742150,1434420,416,844922,0,0 -20201105 17:30,20200930,75,2510208,70568000,2742150,1434420,416,990815,0,0 -20201106 17:30,20200930,83,2550419,71705000,2742650,1434420,416,1001213,0,0 -20201109 17:30,20200930,88,3349177,94303000,2742650,1434420,416,1397449,0,0 -20201110 17:30,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 -20201112 17:30,20200930,125,6201142,189648590,4653810,1941548,416,3482183,584302,1 -20201113 17:30,20200930,151,12528200,368347590,8813934,8868420,416,8889876,717430,1 -20201116 17:30,20200930,172,33759715,969004590,22844926,38616768,69466,30100540,717495,1 -20201117 17:30,20200930,177,36097008,1035125590,23662538,39827196,69466,32436299,717495,1 -20201120 17:30,20200930,179,36098144,1035157590,23662538,39827196,69466,32436299,717495,1 +20201006 03:00,20200930,1,37,1000,0,0,0,0,0,0 +20201007 03:00,20200930,5,4406,124000,0,0,0,773,0,0 +20201008 03:00,20200930,6,4435,125000,0,0,0,802,0,0 +20201009 03:00,20200930,8,11815,334000,0,0,0,7936,0,0 +20201010 03:00,20200930,11,36427,1030000,450,0,0,28081,0,0 +20201014 03:00,20200930,16,63368,1791000,450,0,0,49643,0,0 +20201015 03:00,20200930,20,419203,11857000,450,0,0,404754,0,0 +20201016 03:00,20200930,23,444083,12562000,450,0,0,405804,0,0 +20201017 03:00,20200930,24,444681,12579000,450,0,0,405804,0,0 +20201020 03:00,20200930,28,452805,12808000,32250,120,0,413832,0,0 +20201021 03:00,20200930,31,453590,12830000,32250,120,0,413832,0,0 +20201022 03:00,20200930,34,462492,13082000,32250,120,0,421580,0,0 +20201023 03:00,20200930,37,490085,13863000,32250,120,0,437866,0,0 +20201024 03:00,20200930,38,490710,13881000,32250,120,0,438491,0,0 +20201027 03:00,20200930,43,737021,20849000,36750,120,0,684658,0,0 +20201028 03:00,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 +20201029 03:00,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 +20201030 03:00,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 +20201031 03:00,20200930,58,967093,27357000,2689750,1434420,416,806626,0,0 +20201103 03:00,20200930,61,985774,27885000,2689750,1434420,416,807384,0,0 +20201104 03:00,20200930,66,1035131,29282000,2709750,1434420,416,810592,0,0 +20201105 03:00,20200930,69,2265243,63639000,2742150,1434420,416,844922,0,0 +20201106 03:00,20200930,75,2510208,70568000,2742150,1434420,416,990815,0,0 +20201107 03:00,20200930,83,2550419,71705000,2742650,1434420,416,1001213,0,0 +20201110 03:00,20200930,88,3349177,94303000,2742650,1434420,416,1397449,0,0 +20201111 03:00,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 +20201113 03:00,20200930,125,6201142,173976278,4653810,1941548,416,3482183,584302,1 +20201114 03:00,20200930,151,12528200,352675278,8813934,8868420,416,8889876,717430,1 +20201117 03:00,20200930,172,33759715,953332278,22844926,38616768,69466,30100540,717495,1 +20201118 03:00,20200930,177,36097008,1019453278,23662538,39827196,69466,32436299,717495,1 +20201121 03:00,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 diff --git a/output/alternative/sec/13f/wm.csv b/output/alternative/sec/13f/wm.csv index d9abeeb..670cc74 100644 --- a/output/alternative/sec/13f/wm.csv +++ b/output/alternative/sec/13f/wm.csv @@ -1,57 +1,57 @@ -20201001 17:30,20200930,5,162449,18383000,0,0,0,150636,0,0 -20201002 17:30,20200930,6,180919,20474000,0,0,0,169069,0,0 -20201005 17:30,20200930,13,368332,41682000,0,0,0,308597,1385,0 -20201006 17:30,20200930,33,609798,69007000,0,0,0,361654,1385,0 -20201007 17:30,20200331,1304,310795327,28452799685,1562445,1442663,67183,207204739,20791506,1 -20201007 17:30,20200630,1324,304453563,32194730175,1541045,1920563,53618,198444841,19384570,1 -20201007 17:30,20200930,40,669387,75751000,0,0,0,416004,4354,0 -20201008 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03:00,20200930,1329,301997996,34086382914,1703745,1793995,67896,204172421,18262914,1 +20201212 03:00,20200930,1331,302109583,34099011914,1703745,1793995,67896,204282839,18262914,1 +20201215 03:00,20200930,1333,302286848,34119072914,1703745,1793995,67896,204456989,18262914,1 +20201216 03:00,20200630,1329,304503558,32200798475,1541045,1920563,53618,198465861,19384570,1 +20201216 03:00,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 +20201219 03:00,20200930,1335,302304557,34121094914,1703745,1793995,67896,204472509,18262914,1 +20201222 03:00,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/tests/SEC13FProcessorTests.cs b/tests/SEC13FProcessorTests.cs index ccac6e5..3f87813 100644 --- a/tests/SEC13FProcessorTests.cs +++ b/tests/SEC13FProcessorTests.cs @@ -18,6 +18,8 @@ using System.IO; using System.IO.Compression; using System.Linq; +using System.Net; +using System.Net.Http; using System.Text; using NUnit.Framework; using QuantConnect.Configuration; @@ -298,8 +300,8 @@ public void ARunWithoutTheSecUserAgentKeysFailsBeforeAnyRequest() // The SEC asks automated readers to identify themselves, and the reports dataset reads the // name and email from these two keys. Without them the run stops instead of calling out // anonymously. - var previousName = Config.Get("sec-user-agent-company-name"); - var previousEmail = Config.Get("sec-user-agent-company-email"); + var previousName = Config.Get("sec-user-agent-company-name", null); + var previousEmail = Config.Get("sec-user-agent-company-email", null); try { Config.Set("sec-user-agent-company-name", string.Empty); @@ -310,8 +312,17 @@ public void ARunWithoutTheSecUserAgentKeysFailsBeforeAnyRequest() } finally { - Config.Set("sec-user-agent-company-name", previousName); - Config.Set("sec-user-agent-company-email", previousEmail); + // As in TearDown: written back as an empty string, an absent key would stay set. + Config.Reset(); + if (previousName != null) + { + Config.Set("sec-user-agent-company-name", previousName); + } + + if (previousEmail != null) + { + Config.Set("sec-user-agent-company-email", previousEmail); + } } } @@ -329,14 +340,16 @@ public void ALineAMillionTimesOffIsLeftToItsFiling() new[] { Line("0000000000-00-000001", "037833100", "29", "100", "SH"), + Line("0000000000-00-000002", "037833100", "29", "100", "SH"), + Line("0000000000-00-000002", "037833100", "29", "100", "SH"), Line("0000000000-00-000002", "037833100", "29", "100000", "SH") }, resolve: true, Submission("0000000000-00-000001", filing, quarter, cik: 1), Submission("0000000000-00-000002", filing, quarter, cik: 2)); - Assert.AreEqual(2 * 29000m, holdings.Values.Single().HoldingValue, - "the odd line keeps the thousands factor of its filing"); + Assert.AreEqual(4 * 29000m, holdings.Values.Single().HoldingValue, + "the odd line keeps the thousands factor its other lines prove"); } [TestCase(true, 1000, 0, new double[0])] // nothing to compare against: the rule stands @@ -346,6 +359,7 @@ public void ALineAMillionTimesOffIsLeftToItsFiling() [TestCase(false, 1, 2, new[] { 0.1, -0.1 })] [TestCase(false, 1000, 3, new[] { -3.0, -2.8, 0.1 })] // still thousands after 2023 [TestCase(false, 1, 10, new[] { -3.0, -2.9 })] // two of ten priced lines on a step: no evidence + [TestCase(true, 1, 10, new[] { -3.0, -2.9 })] // and before 2023 it is not scaled up either public void AFilingsUnitComesFromHowItsPricesCompareWithTheClose(bool thousandsRule, decimal expected, int priced, double[] offsets) { @@ -1389,6 +1403,53 @@ public void ALineThatSitsOnNoUnitStepIsNotScaled() "the $2.50 line keeps its filing's dollar factor instead of becoming $2.5 million"); } + [Test] + public void ABrokenFilingIsNeverScaledUp() + { + // Every line reads $1,000 a share, since SSHPRNAMT carries VALUE in thousands. Two of the + // four prices land on a unit step by chance, not most, so the filing shows no unit. Before + // 2023 the rule multiplied it by a thousand, and one such manager put Alphabet's September + // 2020 quarter 9.5 percent above its close. + SeedCloses("20200930", ("aapl", 100m), ("msft", 200m), ("nvda", 500m), ("spy", 330m)); + var holdings = ReadInfoTable( + new[] + { + Line("0000000000-00-000001", "037833100", "1000000", "1000", "SH"), + Line("0000000000-00-000001", "594918104", "1000000", "1000", "SH"), + Line("0000000000-00-000001", "67066G104", "1000000", "1000", "SH"), + Line("0000000000-00-000001", "78462F103", "1000000", "1000", "SH") + }, + resolve: true, + Submission("0000000000-00-000001", new DateTime(2020, 11, 6), new DateTime(2020, 9, 30), cik: 1)); + + Assert.AreEqual(4, holdings.Count); + Assert.IsTrue(holdings.Values.All(holding => holding.HoldingValue == 1000000m), + string.Join(", ", holdings.Values.Select(holding => holding.HoldingValue))); + } + + [TestCase("20200814", "20200630", "20200630", "250000", "2500", 752500)] // dollars before 2023: the rule made the $2.50 line $2,500 + [TestCase("20230214", "20221231", "20221230", "250", "25", 750025)] // thousands in 2023: the filing's unit made it 1,000 times larger + public void ALineOnNoStepIsNeverScaledPastItsFilingOrItsDate(string filed, string quarter, string closeDay, + string onStep, string offStep, decimal expected) + { + // Three lines prove the filing's unit and a fourth sits on no step. It cannot be checked, so + // it takes the smaller of the filing's unit and the rule of the filing date: either one alone + // inflated one era by hundreds of billions. + SeedCloses(closeDay, ("aapl", 250m)); + var holdings = ReadInfoTable( + new[] + { + Line("0000000000-00-000001", "037833100", onStep, "1000", "SH"), + Line("0000000000-00-000001", "037833100", onStep, "1000", "SH"), + Line("0000000000-00-000001", "037833100", onStep, "1000", "SH"), + Line("0000000000-00-000001", "037833100", offStep, "1000", "SH") + }, + resolve: true, + Submission("0000000000-00-000001", Time.ParseDate(filed), Time.ParseDate(quarter), cik: 1)); + + Assert.AreEqual(expected, holdings.Values.Single().HoldingValue); + } + [TestCase(0.0, 0)] [TestCase(-3.0, -1)] [TestCase(3.1, 1)] @@ -1489,6 +1550,49 @@ public void ADaysArchiveCarriesTheTablesTheProcessorReads() Assert.AreEqual("Put", lines[1].Fields[lines[1].Columns["PUTCALL"]]); } + [Test] + public void AnEdgarDayIsPublishedOnlyWhenItsQuarterListsItsIndex() + { + // EDGAR answers 403 both for an index that does not exist and for a reader it has blocked, + // so whether a day is out comes from its listings. A folder EDGAR has not created yet + // answers 403 too, so it is looked up in its parent first: requesting any folder missing + // from this map throws, and fails the test. + const string root = "https://www.sec.gov/Archives/edgar/daily-index/"; + var listings = new Dictionary> + { + [root] = new HashSet { "2025", "2026" }, + [root + "2026/"] = new HashSet { "QTR1", "QTR2", "QTR3" }, + [root + "2026/QTR3/"] = new HashSet { "form.20260904.idx", "form.20260908.idx" } + }; + + Assert.IsTrue(SEC13FEdgarDay.IsIndexPublished(new DateTime(2026, 9, 8), url => listings[url])); + Assert.IsFalse(SEC13FEdgarDay.IsIndexPublished(new DateTime(2026, 9, 7), url => listings[url]), "Labor Day"); + Assert.IsFalse(SEC13FEdgarDay.IsIndexPublished(new DateTime(2026, 10, 1), url => listings[url]), "a new quarter"); + Assert.IsFalse(SEC13FEdgarDay.IsIndexPublished(new DateTime(2027, 1, 4), url => listings[url]), "a new year"); + } + + [Test] + public void AnEdgarBlockFailsTheDayInsteadOfSkippingIt() + { + // Taken for "no index", a blocked day was never recorded and fell out of reach of the + // daily run's lookback, so the rebuild lost it for good. + HttpRequestException Blocked() => new("Forbidden", null, HttpStatusCode.Forbidden); + + Assert.Throws(() => SEC13FEdgarDay.Build(new DateTime(2026, 9, 8), _root, + _ => throw Blocked(), _ => throw Blocked())); + } + + [Test] + public void AnEdgarListingYieldsItsNames() + { + const string listing = @"{""directory"":{""item"":[{""last-modified"":""09\/08\/2026 10:02:29 PM""," + + @"""name"":""form.20260908.idx"",""type"":""file"",""href"":""form.20260908.idx"",""size"":""782 KB""}]," + + @"""name"":""daily-index\/2026\/QTR3\/"",""parent-dir"":""..\/""}}"; + + Assert.AreEqual(new[] { "form.20260908.idx" }, SEC13FEdgarDay.ListingNames(listing).ToArray()); + Assert.Throws(() => SEC13FEdgarDay.ListingNames("{}")); + } + private static SEC13FEdgarDay.IndexEntry SampleEntry() { return new SEC13FEdgarDay.IndexEntry("13F-HR", 107136, new DateTime(2026, 8, 14), From 1ab5d0db055d58be24efb27c924aea59027d28bd Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Fri, 11 Sep 2026 19:33:56 -0500 Subject: [PATCH 07/11] Retry a 404 from EDGAR with a backoff of up to four minutes, since new filers' listed filings answered 404 for over a minute --- DataProcessing/SEC13FDownloader.cs | 18 +++++++++++------- tests/SEC13FProcessorTests.cs | 11 +++++++++++ 2 files changed, 22 insertions(+), 7 deletions(-) diff --git a/DataProcessing/SEC13FDownloader.cs b/DataProcessing/SEC13FDownloader.cs index 7881123..3a43f21 100644 --- a/DataProcessing/SEC13FDownloader.cs +++ b/DataProcessing/SEC13FDownloader.cs @@ -68,7 +68,7 @@ public class SEC13FDownloader : IDisposable private const string SecBaseUrl = "https://www.sec.gov"; - private const int MaxRetries = 5; + private const int MaxRetries = 8; // A 13F-NT is a notice that the manager's holdings are reported on someone else's filing. It // carries no INFOTABLE at all, so it is not a zero position and must not become one. @@ -2654,8 +2654,9 @@ private ISet ListEdgarDirectory(string url) } /// - /// Sends a request through the rate gate, retrying with a growing backoff whatever - /// IsWorthRetrying accepts. The last failure is the one that surfaces. + /// Sends a request through the rate gate, retrying whatever IsWorthRetrying accepts with a + /// backoff that doubles up to two minutes, about four minutes in all: EDGAR served a new + /// filer's listed filing as a 404 for over a minute. The last failure is the one that surfaces. /// private T WithRetry(string url, Func request) { @@ -2670,21 +2671,24 @@ private T WithRetry(string url, Func request) catch (Exception err) when (attempt < MaxRetries && IsWorthRetrying(err)) { Log.Trace($"SEC13FDownloader.WithRetry(): {url} retry {attempt}/{MaxRetries} after: {err.Message}"); - Thread.Sleep(TimeSpan.FromSeconds(2 * attempt)); + Thread.Sleep(TimeSpan.FromSeconds(Math.Min(120, Math.Pow(2, attempt)))); } } } /// - /// True when a failed request is worth asking again: transport errors, server errors and - /// throttling. A 403 or a 404 from the SEC does not change on a retry. + /// True when a failed request is worth asking again: transport errors, server errors, + /// throttling and a 404. Every file requested is one the SEC lists, so a 404 is its own + /// hiccup: the first filings of two new filers, in the 24 and 27 July 2026 indexes, answered + /// 404 for up to a minute and 200 afterwards. A 403 is a block, which outlasts any backoff. /// - private static bool IsWorthRetrying(Exception error) + internal static bool IsWorthRetrying(Exception error) { var status = (error as HttpRequestException)?.StatusCode; return status == null || (int)status >= 500 + || status == HttpStatusCode.NotFound || status == HttpStatusCode.TooManyRequests || status == HttpStatusCode.RequestTimeout; } diff --git a/tests/SEC13FProcessorTests.cs b/tests/SEC13FProcessorTests.cs index 3f87813..a63dee7 100644 --- a/tests/SEC13FProcessorTests.cs +++ b/tests/SEC13FProcessorTests.cs @@ -1582,6 +1582,17 @@ public void AnEdgarBlockFailsTheDayInsteadOfSkippingIt() _ => throw Blocked(), _ => throw Blocked())); } + [TestCase(HttpStatusCode.NotFound, true)] + [TestCase(HttpStatusCode.ServiceUnavailable, true)] + [TestCase(HttpStatusCode.TooManyRequests, true)] + [TestCase(HttpStatusCode.Forbidden, false)] + public void OnlyABlockIsNotAskedAgain(HttpStatusCode status, bool retried) + { + // Every file requested is one the SEC lists, so a 404 is a hiccup worth asking again: a + // filing in the 24 July 2026 index answered 404 during a rebuild and 200 afterwards. + Assert.AreEqual(retried, SEC13FDownloader.IsWorthRetrying(new HttpRequestException("", null, status))); + } + [Test] public void AnEdgarListingYieldsItsNames() { From 76c10dff212f36a32b487772f8413d8baeb301f4 Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Mon, 14 Sep 2026 21:53:40 -0500 Subject: [PATCH 08/11] Try every security database row carrying a CUSIP or ISIN and keep the one trading under its own ticker, since the database repeats identifiers across a company's listings --- DataProcessing/SEC13FDownloader.cs | 117 ++++++++++++++++++++++++----- listing-about-13f.md | 4 +- tests/SEC13FProcessorTests.cs | 78 ++++++++++++++++++- 3 files changed, 179 insertions(+), 20 deletions(-) diff --git a/DataProcessing/SEC13FDownloader.cs b/DataProcessing/SEC13FDownloader.cs index 3a43f21..f7e17ca 100644 --- a/DataProcessing/SEC13FDownloader.cs +++ b/DataProcessing/SEC13FDownloader.cs @@ -154,7 +154,11 @@ public class SEC13FDownloader : IDisposable private readonly RateGate _rateGate = new(10, TimeSpan.FromSeconds(1)); private readonly IMapFileProvider _mapFileProvider; - private readonly SecurityDefinitionSymbolResolver _symbolResolver; + + // The security database's rows by CUSIP body and by ISIN, every row kept, since the database + // repeats identifiers across the listings one company has had. See TradingDefinition. + private readonly Dictionary> _definitionsByCusip; + private readonly Dictionary> _definitionsByIsin; /// /// CUSIP and filing date to security, misses included, since each miss scans the whole @@ -286,22 +290,23 @@ public SEC13FDownloader(string destinationDirectory, string processedDataDirecto _mapFileProvider = new LocalZipMapFileProvider(); _mapFileProvider.Initialize(new DefaultDataProvider()); - // The resolver takes its map file provider from the Composer, so both are registered first. - var dataProvider = new DefaultDataProvider(); - Composer.Instance.AddPart(dataProvider); - Composer.Instance.AddPart(_mapFileProvider); - _symbolResolver = SecurityDefinitionSymbolResolver.GetInstance(dataProvider); - // Without security-database.csv, which is not distributable, the first two resolution // steps answer nothing, so say so at startup rather than let the coverage drop silently. + // Its rows are read here rather than through LEAN's resolver, which keeps only the first + // row of an identifier the database repeats. var securityDatabasePath = Path.Combine( Globals.GetDataFolderPath("symbol-properties"), "security-database.csv"); - if (!File.Exists(securityDatabasePath)) + if (!File.Exists(securityDatabasePath) || + !SecurityDefinition.TryRead(new DefaultDataProvider(), securityDatabasePath, out var definitions)) { - Log.Error($"SEC13FDownloader(): {securityDatabasePath} is missing. It is not distributable, " + + Log.Error($"SEC13FDownloader(): {securityDatabasePath} is missing or unreadable. It is not distributable, " + "and without it no CUSIP or ISIN resolves and the run produces no data."); + definitions = new List(); } + _definitionsByCusip = IndexDefinitions(definitions, definition => DatabaseCusip(definition.CUSIP)); + _definitionsByIsin = IndexDefinitions(definitions, definition => definition.ISIN); + _closePrices = new SEC13FClosePrices(Path.Combine(Globals.DataFolder, "equity", "usa", "fundamental", "coarse")); if (!_closePrices.Available) { @@ -1564,7 +1569,7 @@ private string TickerOwner(string ticker, DateTime date) /// Resolves a CUSIP to a security, point in time: by CUSIP, then by the US ISIN built from /// it, then through the N-PORT ticker crosswalk. /// - private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate) + internal SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate) { var key = (rawCusip, tradingDate); if (_resolvedCusips.TryGetValue(key, out var cached)) @@ -1589,8 +1594,9 @@ private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate } // Step 1: LEAN stores the CUSIP without its check digit, so the ninth character comes off. - var symbol = _symbolResolver.CUSIP(cusip.Substring(0, 8), tradingDate); - if (symbol != null) + var isin = BuildUnitedStatesIsin(cusip); + var security = TradingDefinition(_definitionsByCusip, cusip.Substring(0, 8), isin, tradingDate); + if (security != null) { if (firstSighting) { @@ -1600,8 +1606,8 @@ private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate else { // Step 2: the US ISIN reaches issuers whose CUSIP is blank in the security database. - symbol = _symbolResolver.ISIN(BuildUnitedStatesIsin(cusip), tradingDate); - if (symbol != null && firstSighting) + security = TradingDefinition(_definitionsByIsin, isin, isin, tradingDate); + if (security != null && firstSighting) { _resolvedByIsin++; } @@ -1609,7 +1615,7 @@ private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate // Step 3: the N-PORT crosswalk needs no security database, and reaches Alphabet and the // CINS foreign issuers the constructed ISIN cannot represent. - if (symbol == null) + if (security == null) { var identifier = ResolveThroughTicker(cusip); if (identifier != null) @@ -1629,8 +1635,85 @@ private SecurityIdentifier ResolveSecurity(string rawCusip, DateTime tradingDate return null; } - _resolvedCusips[key] = symbol.ID; - return symbol.ID; + _resolvedCusips[key] = security; + return security; + } + + /// + /// The security, among the database rows carrying an identifier, that trades under its own + /// ticker on the date, or null. The database repeats identifiers across the listings one + /// company has had, and LEAN's resolver takes the first row, mostly the one that no longer + /// trades: Alcoa's CUSIP sits on the old Alcoa, now Howmet, and on the Alcoa spun off in 2016, + /// and TG Therapeutics' on the listing it had as Atlantic Technology Ventures. Run on the real + /// database that dropped Alcoa, Howmet, Vertiv and TG Therapeutics, as groups whose ticker + /// another security owned. A row carrying the ISIN the CUSIP builds is tried first, since the + /// old Alcoa row carries Howmet's. + /// + private SecurityIdentifier TradingDefinition(Dictionary> rowsByIdentifier, + string identifier, string isin, DateTime tradingDate) + { + if (!rowsByIdentifier.TryGetValue(identifier, out var rows)) + { + return null; + } + + int Priority(SecurityDefinition row) => row.ISIN == null ? 1 + : string.Equals(row.ISIN, isin, StringComparison.OrdinalIgnoreCase) ? 0 : 2; + + foreach (var row in rows.OrderBy(Priority)) + { + var ticker = ResolveTicker(row.SecurityIdentifier, tradingDate); + if (ticker != null && TickerOwner(ticker, tradingDate) == row.SecurityIdentifier.ToString()) + { + return row.SecurityIdentifier; + } + } + + return null; + } + + /// + /// The security database rows by one identifier, in file order. A CUSIP is keyed by its eight + /// character body, the form the database mostly stores; the few rows written with their check + /// digit are keyed only when that digit holds. + /// + private static Dictionary> IndexDefinitions( + IEnumerable definitions, Func identifier) + { + var index = new Dictionary>(StringComparer.OrdinalIgnoreCase); + foreach (var definition in definitions) + { + var key = identifier(definition); + if (string.IsNullOrWhiteSpace(key)) + { + continue; + } + + if (!index.TryGetValue(key, out var rows)) + { + index[key] = rows = new List(); + } + + rows.Add(definition); + } + + return index; + } + + /// The eight character body of a database CUSIP, or null when it is neither that nor a checked nine. + private static string DatabaseCusip(string cusip) + { + if (cusip == null) + { + return null; + } + + return cusip.Length switch + { + 8 => cusip, + 9 when ComputeCusipCheckDigit(cusip.Substring(0, 8)) == cusip[8] => cusip.Substring(0, 8), + _ => null + }; } /// diff --git a/listing-about-13f.md b/listing-about-13f.md index d7c0d8c..691e821 100644 --- a/listing-about-13f.md +++ b/listing-about-13f.md @@ -142,7 +142,9 @@ identifier from the source is shipped. The resolution runs in three steps, each one before it could not reach: 1. The CUSIP itself, looked up in LEAN's security database. On its own it accounts for 76.1 percent - of the reported value. + of the reported value. The database repeats some identifiers across the listings one company has + had, such as the old and the new Alcoa, so every row carrying the CUSIP is tried and the one + trading under its own ticker on the filing date is kept. 2. The US ISIN, built arithmetically from the same CUSIP. It reaches issuers whose CUSIP column in that database is blank and lifts the two steps together to 88.9 percent of value. 3. The ticker the SEC's own Form N-PORT filings report for the CUSIP, taken back to a `Symbol` diff --git a/tests/SEC13FProcessorTests.cs b/tests/SEC13FProcessorTests.cs index a63dee7..4ccf0c3 100644 --- a/tests/SEC13FProcessorTests.cs +++ b/tests/SEC13FProcessorTests.cs @@ -77,7 +77,6 @@ public void TearDown() } Globals.Reset(); - SecurityDefinitionSymbolResolver.Reset(); _configSeeded = false; } @@ -1226,7 +1225,6 @@ private void SeedMapFileRows(params (string Ticker, string[] Rows)[] files) Config.Set("data-folder", dataFolder); Config.Set("map-file-provider-lookup-date", $"{lookupDate:yyyyMMdd}"); Globals.Reset(); - SecurityDefinitionSymbolResolver.Reset(); } // ---- N-PORT ticker normalisation ---------------------------------------------------------- @@ -1301,6 +1299,82 @@ public void ACrosswalkTickerThatNamedNoUsSecurityWhenObservedResolvesToNothing() Assert.IsNull(downloader.ResolveThroughTicker("067901108")); } + // ---- security database rows repeated across lineages ---------------------------------------- + + [Test] + public void ACusipOnSeveralDatabaseRowsResolvesToTheRowCarryingTheIsinItBuilds() + { + // The security database repeats Alcoa's CUSIP on the old Alcoa, which trades as Howmet today and + // carries Howmet's ISIN, and on the Alcoa spun off in 2016. LEAN's resolver takes the first row, so + // the new Alcoa's holders went to Howmet's lineage. Both rows trade on the date; the one carrying the + // ISIN the CUSIP builds is the security the CUSIP names. + var oldAlcoa = SecurityIdentifier.GenerateEquity(new DateTime(1998, 1, 2), "AA", Market.USA); + var newAlcoa = SecurityIdentifier.GenerateEquity(new DateTime(2016, 11, 1), "AA", Market.USA); + SeedMapFileRows( + ("hwm", new[] { "19980102,aa", "20161031,aa", "20200331,arnc", "20501231,hwm" }), + ("aa", new[] { "20161101,aa", "20501231,aa" })); + SeedSecurityDatabase( + $"{oldAlcoa},01387210,,,US4432011082,4281", + $"{newAlcoa},01387210,,,US0138721065,1675149"); + + using var downloader = Downloader(); + + Assert.AreEqual(newAlcoa, downloader.ResolveSecurity("013872106", new DateTime(2022, 11, 14))); + } + + [Test] + public void ACusipWhoseFirstDatabaseRowNoLongerTradesResolvesToTheRowThatDoes() + { + // TG Therapeutics' CUSIP and ISIN sit on its current listing and on the one it had as Atlantic + // Technology Ventures, whose map file ends in 2005. The first row names a security with no ticker + // since, so every TG holder was dropped as belonging to a ticker another security owned. + var atlantic = SecurityIdentifier.GenerateEquity(new DateTime(1998, 1, 2), "ATLC", Market.USA); + var tg = SecurityIdentifier.GenerateEquity(new DateTime(2012, 10, 1), "TGTX", Market.USA); + SeedMapFileRows( + ("mhan", new[] { "19980102,atlc", "20040630,atlc", "20051230,mhan" }), + ("tgtx", new[] { "20121001,tgtx", "20501231,tgtx" })); + SeedSecurityDatabase( + $"{atlantic},88322Q10,,,US88322Q1085,", + $"{tg},88322Q10,,,US88322Q1085,1001316"); + + using var downloader = Downloader(); + + Assert.AreEqual(tg, downloader.ResolveSecurity("88322Q108", new DateTime(2025, 2, 14))); + } + + [Test] + public void ACusipWhoseDatabaseRowsAllStoppedTradingFallsThroughToTheCrosswalk() + { + // A row that no longer trades used to end the search: its security was dropped later as the owner + // of no ticker, and the N-PORT crosswalk, which knew the CUSIP, was never asked. + var cusip = "12345678" + SEC13FDownloader.ComputeCusipCheckDigit("12345678"); + var dead = SecurityIdentifier.GenerateEquity(new DateTime(1998, 1, 2), "OLDCO", Market.USA); + var live = SecurityIdentifier.GenerateEquity(new DateTime(2015, 3, 2), "NEWCO", Market.USA); + SeedMapFileRows( + ("oldco", new[] { "19980102,oldco", "20101231,oldco" }), + ("newco", new[] { "20150302,newco", "20501231,newco" })); + SeedSecurityDatabase($"{dead},12345678,,,,"); + + using var downloader = Downloader(); + downloader.TickerCrosswalk = new Dictionary + { + [cusip] = new("NEWCO", new DateTime(2025, 7, 1)) + }; + + Assert.AreEqual(live, downloader.ResolveSecurity(cusip, new DateTime(2025, 11, 14))); + } + + /// + /// Writes the security database the downloader reads at construction into the seeded data folder, + /// rows as the real file has them: SID, CUSIP without its check digit, FIGI, SEDOL, ISIN and CIK. + /// + private void SeedSecurityDatabase(params string[] rows) + { + var folder = Path.Combine(_root, "data", "symbol-properties"); + Directory.CreateDirectory(folder); + File.WriteAllLines(Path.Combine(folder, "security-database.csv"), rows); + } + [TestCase("BRK.B", true)] [TestCase("AAPL", true)] [TestCase("UA.C ", false)] // the map files carry a trailing space for Under Armour's class C From 093d94fb790153d4986d2421da73d53c251d810f Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Mon, 14 Sep 2026 21:59:14 -0500 Subject: [PATCH 09/11] Remove a Lean folder left by an earlier run before moving the checkout, since the self-hosted runners keep it between runs --- .github/workflows/build.yml | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml index 3558fe4..7152e0b 100644 --- a/.github/workflows/build.yml +++ b/.github/workflows/build.yml @@ -37,7 +37,12 @@ jobs: path: Lean - name: Move Lean - run: mv Lean ../Lean + # The runners are self-hosted and ../Lean sits outside the checkout, so it survives + # between runs. Left in place, mv moves into it instead of renaming, and the step + # fails on whichever runner has already built this repo once. + run: | + rm -rf ../Lean + mv Lean ../Lean - name: Run build and tests run: | From 7676e6451599579142a82b3b33d7a713ebcfd83b Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Mon, 14 Sep 2026 22:03:42 -0500 Subject: [PATCH 10/11] Regenerate the samples resolving every security database row, which adds the holders that reported old CUSIPs the crosswalk does not know --- output/alternative/sec/13f/aapl.csv | 8 +- output/alternative/sec/13f/bac.csv | 142 +++++++-------- output/alternative/sec/13f/goog.csv | 170 +++++++++--------- output/alternative/sec/13f/googl.csv | 162 ++++++++--------- output/alternative/sec/13f/ibm.csv | 148 +++++++-------- output/alternative/sec/13f/iwm.csv | 2 +- output/alternative/sec/13f/qqq.csv | 143 ++++++++------- output/alternative/sec/13f/spy.csv | 79 ++++---- .../alternative/sec/13f/universe/20201002.csv | 16 +- .../alternative/sec/13f/universe/20201005.csv | 16 +- .../alternative/sec/13f/universe/20201006.csv | 16 +- .../alternative/sec/13f/universe/20201007.csv | 16 +- .../alternative/sec/13f/universe/20201008.csv | 20 +-- .../alternative/sec/13f/universe/20201009.csv | 20 +-- .../alternative/sec/13f/universe/20201012.csv | 20 +-- .../alternative/sec/13f/universe/20201013.csv | 20 +-- .../alternative/sec/13f/universe/20201014.csv | 24 +-- .../alternative/sec/13f/universe/20201015.csv | 26 +-- .../alternative/sec/13f/universe/20201016.csv | 26 +-- .../alternative/sec/13f/universe/20201019.csv | 26 +-- .../alternative/sec/13f/universe/20201020.csv | 26 +-- .../alternative/sec/13f/universe/20201021.csv | 26 +-- .../alternative/sec/13f/universe/20201022.csv | 26 +-- .../alternative/sec/13f/universe/20201023.csv | 26 +-- .../alternative/sec/13f/universe/20201026.csv | 26 +-- .../alternative/sec/13f/universe/20201027.csv | 26 +-- .../alternative/sec/13f/universe/20201028.csv | 26 +-- .../alternative/sec/13f/universe/20201029.csv | 26 +-- .../alternative/sec/13f/universe/20201030.csv | 26 +-- .../alternative/sec/13f/universe/20201102.csv | 26 +-- .../alternative/sec/13f/universe/20201103.csv | 26 +-- .../alternative/sec/13f/universe/20201104.csv | 26 +-- .../alternative/sec/13f/universe/20201105.csv | 26 +-- .../alternative/sec/13f/universe/20201106.csv | 26 +-- .../alternative/sec/13f/universe/20201109.csv | 26 +-- .../alternative/sec/13f/universe/20201110.csv | 26 +-- .../alternative/sec/13f/universe/20201111.csv | 26 +-- .../alternative/sec/13f/universe/20201112.csv | 26 +-- .../alternative/sec/13f/universe/20201113.csv | 26 +-- .../alternative/sec/13f/universe/20201116.csv | 12 +- .../alternative/sec/13f/universe/20201117.csv | 12 +- .../alternative/sec/13f/universe/20201118.csv | 12 +- .../alternative/sec/13f/universe/20201119.csv | 12 +- .../alternative/sec/13f/universe/20201120.csv | 12 +- .../alternative/sec/13f/universe/20201123.csv | 12 +- .../alternative/sec/13f/universe/20201124.csv | 12 +- .../alternative/sec/13f/universe/20201125.csv | 12 +- .../alternative/sec/13f/universe/20201126.csv | 12 +- .../alternative/sec/13f/universe/20201127.csv | 12 +- .../alternative/sec/13f/universe/20201130.csv | 14 +- .../alternative/sec/13f/universe/20201201.csv | 14 +- .../alternative/sec/13f/universe/20201202.csv | 14 +- .../alternative/sec/13f/universe/20201203.csv | 14 +- .../alternative/sec/13f/universe/20201204.csv | 14 +- .../alternative/sec/13f/universe/20201207.csv | 14 +- .../alternative/sec/13f/universe/20201208.csv | 14 +- .../alternative/sec/13f/universe/20201209.csv | 14 +- .../alternative/sec/13f/universe/20201210.csv | 14 +- .../alternative/sec/13f/universe/20201211.csv | 14 +- .../alternative/sec/13f/universe/20201214.csv | 14 +- .../alternative/sec/13f/universe/20201215.csv | 14 +- .../alternative/sec/13f/universe/20201216.csv | 14 +- .../alternative/sec/13f/universe/20201217.csv | 14 +- .../alternative/sec/13f/universe/20201218.csv | 14 +- .../alternative/sec/13f/universe/20201221.csv | 14 +- .../alternative/sec/13f/universe/20201222.csv | 14 +- .../alternative/sec/13f/universe/20201223.csv | 14 +- .../alternative/sec/13f/universe/20201224.csv | 14 +- .../alternative/sec/13f/universe/20201225.csv | 14 +- .../alternative/sec/13f/universe/20201228.csv | 14 +- .../alternative/sec/13f/universe/20201229.csv | 14 +- .../alternative/sec/13f/universe/20201230.csv | 14 +- .../alternative/sec/13f/universe/20201231.csv | 14 +- output/alternative/sec/13f/uso.csv | 53 +++--- 74 files changed, 1056 insertions(+), 1047 deletions(-) diff --git a/output/alternative/sec/13f/aapl.csv b/output/alternative/sec/13f/aapl.csv index b275879..f847c3e 100644 --- a/output/alternative/sec/13f/aapl.csv +++ b/output/alternative/sec/13f/aapl.csv @@ -35,7 +35,7 @@ 20201029 03:00,20200930,1102,281292371,32685377434,1423688,2266523,179897,206129245,13478469,1 20201030 03:00,20200930,1187,335219945,38915282434,1435688,2298123,179897,240020571,14222551,1 20201031 03:00,20200930,1279,502482474,58326680208,1484162,2441468,179897,381248549,32227185,1 -20201103 03:00,20190331,2994,2751578536,521062174222,82881196,84287410,65346,1857651654,204784348,1 +20201103 03:00,20190331,2994,2751578536,521068876513,82881196,84287410,65346,1857651654,204784348,1 20201103 03:00,20190630,2982,2708584347,534608016316,62355086,82092772,60882,1750317788,209585535,1 20201103 03:00,20190930,2991,2629702038,588510386749,77825894,82911630,829,2446394107,205021488,1 20201103 03:00,20191231,3304,2694893252,775313369820,93052535,97667837,120055,1732100886,176233512,1 @@ -52,7 +52,7 @@ 20201111 03:00,20181231,3014,2990291120,446387632150,68155380,82481056,116813,2011139353,206407855,1 20201111 03:00,20200930,2105,3238509099,372680064632,7147831,6956785,323322,2623557761,84837625,1 20201113 03:00,20181231,3015,2990295483,446388320150,68155380,82481056,116813,2011139414,206407855,1 -20201113 03:00,20190331,2995,2751583407,521063099222,82881196,84287410,65346,1857651756,204784348,1 +20201113 03:00,20190331,2995,2751583407,521069801513,82881196,84287410,65346,1857651756,204784348,1 20201113 03:00,20190630,2983,2708589454,534609027316,62355086,82092772,60882,1750317920,209585535,1 20201113 03:00,20190930,2992,2629707280,588511560749,77825894,82911630,829,2446394260,205021488,1 20201113 03:00,20191231,3305,2694898192,775314820820,93052535,97667837,120055,1732101039,176233512,1 @@ -107,7 +107,7 @@ 20201224 03:00,20170930,2511,3119976556,479855615750,97802150,97142251,53378,1870483340,273454202,1 20201224 03:00,20171231,2781,3117344282,527451846682,78072145,109735771,53504,1907072163,268779226,1 20201224 03:00,20180930,2822,2858123540,642001731732,66046157,78957296,83329,1867929981,250674626,1 -20201224 03:00,20190331,2996,2751584956,521063393222,82881196,84287410,65346,1857651756,204784348,1 +20201224 03:00,20190331,2996,2751584956,521070095513,82881196,84287410,65346,1857651756,204784348,1 20201224 03:00,20190630,2984,2708591030,534609339316,62355086,82092772,60882,1750317920,209585535,1 20201224 03:00,20190930,2994,2677067685,599118870749,77825894,82911630,829,2493753075,205021488,1 20201224 03:00,20191231,3309,2694920605,775321401820,93052535,97667837,120055,1732101039,176233512,1 @@ -115,7 +115,7 @@ 20201224 03:00,20200630,3339,2594191093,931232068399.059,62128750,60820416,9515,1618156376,171210197,1 20201224 03:00,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 20201230 03:00,20200930,3366,9730059060,1122735537927,325799391,312312833,649898,6200836007,641098575,1 -20201231 03:00,20190331,2997,2751584956,521063393222,82881196,84287410,126555,1857651756,204784348,1 +20201231 03:00,20190331,2997,2751584956,521070095513,82881196,84287410,126555,1857651756,204784348,1 20201231 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+20201202 03:00,20200630,2457,584572721,183686917549,369139121,542631260,313306,389655013,40614362,1 +20201202 03:00,20200930,2456,566076852,197322822599,391915330,568101920,543662,366418141,41754440,1 +20201203 03:00,20200930,2457,566155427,197349136599,391915330,568101920,543662,366496716,41754440,1 +20201204 03:00,20191231,2512,640143993,206814931550,298970465,474608407,411653,485823096,39737037,1 +20201204 03:00,20200930,2461,566546411,197480073599,391915330,568101920,543662,366662160,41754440,1 +20201208 03:00,20200930,2462,566548934,197480939599,391915330,568101920,543662,366662744,41754440,1 +20201211 03:00,20200930,2464,566727744,197540820599,391915330,568101920,543662,366841554,41754440,1 +20201212 03:00,20200930,2465,566736187,197543648599,391915330,568101920,543662,366849547,41754440,1 +20201215 03:00,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 20201219 03:00,20200331,2464,745642755,175551881048,424659174,576382812,523486,515472752,69326981,1 -20201219 03:00,20200930,2469,566658975,197523789599,391937430,568142820,543662,366851599,41754440,1 -20201222 03:00,20200930,2470,566793638,197568886599,391937430,568142820,543662,366986262,41754440,1 -20201224 03:00,20200630,2459,584648016,183710135549,369138221,542627960,313306,389727287,40614362,1 -20201224 03:00,20200930,2472,566797066,197570034599,391937430,568142820,543662,366986262,41754440,1 -20201230 03:00,20200930,2473,566863901,197592415599,391937430,568142820,543662,367053097,41754440,1 -20201231 03:00,20190331,2225,621752384,174692042090,287143357,477629432,418666,442734112,71841838,1 +20201219 03:00,20200930,2470,566749043,197548082599,391937430,568142820,543662,366851599,41754440,1 +20201222 03:00,20200930,2471,566883706,197593179599,391937430,568142820,543662,366986262,41754440,1 +20201224 03:00,20200630,2459,584648016,183710135549,369139121,542631260,313306,389727287,40614362,1 +20201224 03:00,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 +20201230 03:00,20200930,2474,566953969,197616708599,391937430,568142820,543662,367053097,41754440,1 +20201231 03:00,20190331,2225,621752384,174694883246,287143357,477629432,418666,442734112,71841838,1 20201231 03:00,20190630,2243,602708915,177302860734,319568319,514267687,407827,426318551,61238098,1 20201231 03:00,20190930,2245,621539042,182727750999,310369399,510602077,368068,653808050,64435135,1 -20201231 03:00,20200630,2460,584648016,183710135549,369138221,542627960,313648,389727287,40614362,1 +20201231 03:00,20200630,2460,584648016,183710135549,369139121,542631260,313648,389727287,40614362,1 diff --git a/output/alternative/sec/13f/universe/20201002.csv b/output/alternative/sec/13f/universe/20201002.csv index d4d1cad..e47088f 100644 --- a/output/alternative/sec/13f/universe/20201002.csv +++ b/output/alternative/sec/13f/universe/20201002.csv @@ -5,20 +5,20 @@ AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,4,75204,3315000,0,0,0,67226,0,0 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311588721305,3153704,4007761,864,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1 GOOCV VP83T1ZUHROL,GOOG,20200930,8,39809,58503000,0,0,0,18575,19,0 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326971788860,5357763,5656871,5140,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,4,55446,81261000,0,0,0,41379,0,0 -IBM R735QTJ8XC9X,IBM,20200630,1946,506086312,60863125152,10227584,12215460,32374,302618181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,8,148094,18019000,0,0,0,83301,0,0 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,3,10158,1521000,0,0,0,3900,0,0 -NB R735QTJ8XC9X,BAC,20200630,2089,5920257370,141113413409.821,107384568,157707032,187805,4003729388,536801725,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1 NB R735QTJ8XC9X,BAC,20200930,6,756603,18260000,0,0,0,571542,0,0 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51179832361,107557897,212857396,28650,105286781,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,5,77799,21615000,0,0,0,3942,0,0 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369138221,542627960,313306,389636810,40614362,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,6,78694,21864000,0,0,0,3942,0,0 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,7,83319,27883000,0,0,0,50566,0,0 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,5,162449,18383000,0,0,0,150636,0,0 diff --git a/output/alternative/sec/13f/universe/20201005.csv b/output/alternative/sec/13f/universe/20201005.csv index 5272078..865570c 100644 --- a/output/alternative/sec/13f/universe/20201005.csv +++ b/output/alternative/sec/13f/universe/20201005.csv @@ -5,20 +5,20 @@ AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,5,242449,10689000,0,0,0,217775,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311588721305,3153704,4007761,864,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1 GOOCV VP83T1ZUHROL,GOOG,20200930,15,66166,97237000,0,0,0,31431,19,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326971788860,5357763,5656871,5140,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,12,72383,106086000,0,0,0,54170,0,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506086312,60863125152,10227584,12215460,32374,302618181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,12,177831,21638000,0,0,0,104638,0,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,6,264998,39694000,0,0,0,253677,0,1 -NB R735QTJ8XC9X,BAC,20200630,2089,5920257370,141113413409.821,107384568,157707032,187805,4003729388,536801725,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1 NB R735QTJ8XC9X,BAC,20200930,9,1029191,24827000,0,0,0,830166,0,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51179832361,107557897,212857396,28650,105286781,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,10,97740,27157000,0,0,0,10424,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369138221,542627960,313306,389636810,40614362,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,11,98635,27406000,0,0,0,10424,0,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,12,185055,61953000,0,0,0,130705,0,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,6,180919,20474000,0,0,0,169069,0,0 diff --git a/output/alternative/sec/13f/universe/20201006.csv b/output/alternative/sec/13f/universe/20201006.csv index b02addf..8aadb0f 100644 --- a/output/alternative/sec/13f/universe/20201006.csv +++ b/output/alternative/sec/13f/universe/20201006.csv @@ -5,21 +5,21 @@ AIG R735QTJ8XC9X,AIG,20200930,2,199450,5490000,0,0,0,199450,0,0 BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,13,3308578,145875000,0,0,0,3192434,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311588721305,3153704,4007761,864,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1 GOOCV VP83T1ZUHROL,GOOG,20200930,25,163841,240678000,0,0,0,129004,19,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326971788860,5357763,5656871,5140,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,23,148893,218219000,0,0,0,130595,0,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506086312,60863125152,10227584,12215460,32374,302618181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,23,434335,53051000,0,0,0,299645,1052,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,13,401407,60127000,0,0,0,365776,0,1 -NB R735QTJ8XC9X,BAC,20200630,2089,5920257370,141113413409.821,107384568,157707032,187805,4003729388,536801725,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1 NB R735QTJ8XC9X,BAC,20200930,18,2543323,61347000,0,0,0,2338057,0,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51179832361,107557897,212857396,28650,105286781,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,14,123974,33698000,0,0,0,34122,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369138221,542627960,313306,389636810,40614362,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,15,124869,33947000,0,0,0,34122,0,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,23,342285,114606000,0,0,0,219995,595,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 USO THORT68ZZSYT,USO,20200930,1,37,1000,0,0,0,0,0,0 UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,13,368332,41682000,0,0,0,308597,1385,0 diff --git a/output/alternative/sec/13f/universe/20201007.csv b/output/alternative/sec/13f/universe/20201007.csv index 36919af..28d55de 100644 --- a/output/alternative/sec/13f/universe/20201007.csv +++ b/output/alternative/sec/13f/universe/20201007.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 EEM SNQLASP67O85,EEM,20200930,25,3497442,154200000,0,0,0,3323223,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2563,224416962,311588721305,3153704,4007761,864,144949757,12170834,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1 GOOCV VP83T1ZUHROL,GOOG,20200930,46,248706,365044000,0,0,0,182194,39,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2792,233414760,326971788860,5357763,5656871,5140,152180659,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1 GOOG T1AZ164W5VTX,GOOGL,20200930,49,232394,340531080,0,0,0,202023,61,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506086312,60863125152,10227584,12215460,32374,302618181,43346758,1 +IBM R735QTJ8XC9X,IBM,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,45,752019,91733544,0,0,0,454324,1186,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,31,701402,105086712,0,0,0,395122,430,1 -NB R735QTJ8XC9X,BAC,20200630,2089,5920257370,141113413409.821,107384568,157707032,187805,4003729388,536801725,1 +NB R735QTJ8XC9X,BAC,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1 NB R735QTJ8XC9X,BAC,20200930,37,5958568,143562578,0,0,0,4734425,365,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1623,207126281,51179832361,107557897,212857396,28650,105286781,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,34,354070,97629775,0,0,0,118681,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369138221,542627960,313306,389636810,40614362,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,35,354965,97878775,0,0,0,118681,0,1 +SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,48,2799209,937407041,0,700,0,1216812,595,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 USO THORT68ZZSYT,USO,20200930,5,4406,124000,0,0,0,773,0,0 UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 UW R735QTJ8XC9X,WM,20200930,33,609798,69007000,0,0,0,361654,1385,0 diff --git a/output/alternative/sec/13f/universe/20201008.csv b/output/alternative/sec/13f/universe/20201008.csv index 539b6dc..e764d91 100644 --- a/output/alternative/sec/13f/universe/20201008.csv +++ b/output/alternative/sec/13f/universe/20201008.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,34,3703189,163258000,0,0,0,3360744,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,56,489792,719347000,0,0,0,420408,139,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,63,614619,900720080,0,0,0,573539,73,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506089453,60863504152,10227584,12215460,32374,302621172,43346758,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,57,491270,721519000,0,0,0,420408,139,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,64,614898,901129080,0,0,0,573539,73,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,57,823509,100425544,0,0,0,483097,3957,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,42,809407,121291712,0,0,0,447795,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 NB R735QTJ8XC9X,BAC,20200930,49,8431054,203698578,0,0,0,7070918,6643,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,45,653357,180313775,0,0,0,157974,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369138221,542627960,313306,389643779,40614362,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,48,671179,185265775,0,0,0,157974,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,65,3333215,1116190041,0,700,0,1285424,2536,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 USO THORT68ZZSYT,USO,20200930,6,4435,125000,0,0,0,802,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,40,669387,75751000,0,0,0,416004,4354,0 diff --git a/output/alternative/sec/13f/universe/20201009.csv b/output/alternative/sec/13f/universe/20201009.csv index 1c2edf7..94af934 100644 --- a/output/alternative/sec/13f/universe/20201009.csv +++ b/output/alternative/sec/13f/universe/20201009.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,43,4124808,181846798,0,0,0,3763761,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,85,647510,951130080,0,0,0,532405,3020,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,97,861289,1262366502,0,0,0,777411,1347,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506089453,60863504152,10227584,12215460,32374,302621172,43346758,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,87,655988,963589080,0,0,0,532405,3020,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,99,861799,1263114502,0,0,0,777642,1347,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,84,1304767,158980544,0,0,0,788482,8973,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,61,1252939,187729824,0,0,0,868908,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 NB R735QTJ8XC9X,BAC,20200930,74,12398039,299330382,0,0,0,9946257,44175,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,64,1637693,453791775,0,0,0,1043729,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369138221,542627960,313306,389643779,40614362,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,67,1655515,458743775,0,0,0,1043729,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,98,4531571,1517505310,0,800,0,2375391,5209,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 USO THORT68ZZSYT,USO,20200930,8,11815,334000,0,0,0,7936,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,59,1111072,125738071,0,0,0,753362,25118,0 diff --git a/output/alternative/sec/13f/universe/20201012.csv b/output/alternative/sec/13f/universe/20201012.csv index 07c1644..5a4bd15 100644 --- a/output/alternative/sec/13f/universe/20201012.csv +++ b/output/alternative/sec/13f/universe/20201012.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,1331411080,0,0,0,725848,3853,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,1733257502,0,0,0,1037318,1580,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506089453,60863504152,10227584,12215460,32374,302621172,43346758,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,119,923050,1356033080,0,0,0,725848,3853,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,137,1184258,1735711502,0,0,0,1038573,1580,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 NB R735QTJ8XC9X,BAC,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2068705775,20,356,0,6294882,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369138221,542627960,313306,389643779,40614362,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,90,7471116,2074607775,20,356,0,6298303,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201013.csv b/output/alternative/sec/13f/universe/20201013.csv index 07c1644..5a4bd15 100644 --- a/output/alternative/sec/13f/universe/20201013.csv +++ b/output/alternative/sec/13f/universe/20201013.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,115,906296,1331411080,0,0,0,725848,3853,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,133,1182585,1733257502,0,0,0,1037318,1580,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506089453,60863504152,10227584,12215460,32374,302621172,43346758,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,119,923050,1356033080,0,0,0,725848,3853,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,137,1184258,1735711502,0,0,0,1038573,1580,1 +IBM R735QTJ8XC9X,IBM,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1 IBM R735QTJ8XC9X,IBM,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 NB R735QTJ8XC9X,BAC,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,86,7449873,2068705775,20,356,0,6294882,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369138221,542627960,313306,389643779,40614362,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,90,7471116,2074607775,20,356,0,6298303,13830,1 +SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201014.csv b/output/alternative/sec/13f/universe/20201014.csv index 626613d..2967b97 100644 --- a/output/alternative/sec/13f/universe/20201014.csv +++ b/output/alternative/sec/13f/universe/20201014.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,82,8584156,378460798,0,100,0,7522690,17199,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,190,1130085,1660383080,1600,0,0,845543,12861,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,217,1717082,2516800502,0,0,0,1544674,12625,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,178,3090986,376427544,1,0,0,1947058,11467,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,194,1146839,1685005080,1600,0,0,845543,12861,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,221,1718755,2519254502,0,0,0,1545929,12625,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,178,3091325,376468544,1,0,0,1947058,11467,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,119,7224789,1082332824,0,0,0,5698818,169054,1 -NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 NB R735QTJ8XC9X,BAC,20200930,164,26881097,653377382,30700,0,0,20315317,414778,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,150,9172012,2543131775,20,356,0,6819686,33684,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369138221,542627960,313306,389643779,40614362,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,154,9193255,2549033775,20,356,0,6823107,33684,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,211,11446011,3833638310,22101,26809,0,7476623,9716,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,16,63368,1791000,450,0,0,49643,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,17,83368,2357000,450,0,0,49643,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,117,2856384,323540071,0,0,0,2086826,30268,1 diff --git a/output/alternative/sec/13f/universe/20201015.csv b/output/alternative/sec/13f/universe/20201015.csv index bf7e438..ec96afd 100644 --- a/output/alternative/sec/13f/universe/20201015.csv +++ b/output/alternative/sec/13f/universe/20201015.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,104,10102847,445425798,5000,100,0,8714631,17199,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,231,1371517,2015170826,1600,0,0,1005355,54341,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,268,2259050,3304811083,0,0,0,1684594,362483,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,214,3666783,446465052,1,0,0,2222289,136014,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,237,1396842,2052388826,1600,0,0,1005680,62587,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,272,2260723,3307265083,0,0,0,1685849,362483,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,214,3667122,446506052,1,0,0,2222289,136014,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,149,9197080,1377715000,0,0,0,7401226,169054,1 -NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,202,38918643,943343677,34200,0,0,22216474,9450660,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,185,10096688,2800143563,20,1356,0,7547001,35289,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369138221,542627960,313306,389643779,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,203,38920543,943389448,34200,0,0,22216474,9450660,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,189,10117931,2806045563,20,1356,0,7550422,35289,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,264,12274438,4111035562,30601,30309,0,7950475,40950,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,20,419203,11857000,450,0,0,404754,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,21,439203,12423000,450,0,0,404754,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,144,3639389,412152311,0,0,53096,2692685,129248,1 diff --git a/output/alternative/sec/13f/universe/20201016.csv b/output/alternative/sec/13f/universe/20201016.csv index 9449d59..b5ce687 100644 --- a/output/alternative/sec/13f/universe/20201016.csv +++ b/output/alternative/sec/13f/universe/20201016.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,119,12409155,547301798,5000,100,0,10532580,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,270,1619744,2379987412,1600,0,0,1157615,141045,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,307,2749470,4023627083,0,0,0,2005278,489612,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,241,4130775,502935052,1,0,0,2591105,136164,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,276,1645069,2417205412,1600,0,0,1157940,149291,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,311,2751843,4027110083,0,0,0,2006533,489612,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,241,4131114,502976052,1,0,0,2591105,136164,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,171,9904049,1483616000,0,0,0,7935522,172763,1 -NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,229,43124719,1045431677,34200,0,0,25717236,9504159,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,212,10875371,3016550563,20,3856,0,7813007,52618,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369138221,542627960,313306,389643779,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,230,43126619,1045477448,34200,0,0,25717236,9504159,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,217,10912367,3026829563,20,3856,0,7832181,52618,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,305,13348859,4470888562,30601,30309,0,8553850,63154,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,23,444083,12562000,450,0,0,405804,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,24,464083,13128000,450,0,0,405804,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,162,4734636,536191311,0,0,53096,3647684,131227,1 diff --git a/output/alternative/sec/13f/universe/20201019.csv b/output/alternative/sec/13f/universe/20201019.csv index a74a42e..cb89e77 100644 --- a/output/alternative/sec/13f/universe/20201019.csv +++ b/output/alternative/sec/13f/universe/20201019.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,138,13066953,576414798,78900,144900,0,10649854,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,314,1788671,2628129412,1600,400,0,1264124,141265,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,355,2923249,4277281083,0,1800,0,2139519,490989,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,270,4706958,573026052,1,0,0,2991007,139851,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,320,1813996,2665347412,1600,400,0,1264449,149511,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,359,2925622,4280764083,0,1800,0,2140774,490989,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,270,4707297,573067052,1,0,0,2991007,139851,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,199,11426506,1711960000,45600,24000,0,8398019,176674,1 -NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,265,48861161,1189206499,34200,11900,0,28807403,9524297,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,244,12013978,3333355563,3020,16556,0,8400585,56910,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369138221,542627960,313306,389643779,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,266,48863061,1189252270,34200,11900,0,28807403,9524297,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,249,12050974,3343634563,3020,16556,0,8419759,56910,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,350,14181068,4750156562,575401,700509,0,8987206,63154,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,24,444681,12579000,450,0,0,405804,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,25,464681,13145000,450,0,0,405804,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,183,5185078,585922311,0,1000,53096,3939434,137785,1 diff --git a/output/alternative/sec/13f/universe/20201020.csv b/output/alternative/sec/13f/universe/20201020.csv index 42a2f60..805e2d9 100644 --- a/output/alternative/sec/13f/universe/20201020.csv +++ b/output/alternative/sec/13f/universe/20201020.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,160,13505916,595772798,78900,144900,0,10962497,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2564,224417748,311589832305,3153704,4007761,864,144950383,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,384,2435804,3579144412,1610,400,0,1818668,142678,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,427,4464822,6535684083,10500,1800,0,3600822,491501,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,314,6091895,741525052,73,197,0,3816802,149285,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,390,2461129,3616362412,1610,400,0,1818993,150924,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,431,4467195,6539167083,10500,1800,0,3602077,491501,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,314,6092234,741566052,73,197,0,3816802,149285,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,230,11766925,1762950000,47024,25094,0,8591641,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2090,5920289004,141114164409.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,316,61880446,1502868499,34200,11900,0,38577651,9557415,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,286,13281118,3684927563,5329,344493,0,8901926,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369138221,542627960,313306,389643779,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,317,61882346,1502914270,34200,11900,0,38577651,9557415,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,292,13322868,3696527563,5329,344493,0,8921100,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,407,15311390,5128110562,13593308,7701054,0,9553807,65182,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,28,452805,12808000,32250,120,0,413832,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,29,472805,13374000,32250,120,0,413832,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,211,6517398,736693311,0,1000,53096,5019001,139722,1 diff --git a/output/alternative/sec/13f/universe/20201021.csv b/output/alternative/sec/13f/universe/20201021.csv index 9250b7a..5f0aece 100644 --- a/output/alternative/sec/13f/universe/20201021.csv +++ b/output/alternative/sec/13f/universe/20201021.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,184,30776151,1357213798,78900,144900,0,27817219,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,437,3134725,4605388412,1610,7556,0,2449195,142678,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,488,5327555,7800265083,10900,7675,0,4400788,491501,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,356,8553073,1040999052,73,22059,0,6037148,149285,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,443,3160050,4642606412,1610,7556,0,2449520,150924,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,492,5329928,7803748083,10900,7675,0,4402043,491501,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,356,8553412,1041040052,73,22059,0,6037148,149285,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,261,12881970,1929974000,47024,25094,0,8844839,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,359,88436327,2142866499,34200,197330,0,64222447,9557415,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,321,13692936,3799466563,5329,474693,0,9014997,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,360,88438227,2142912270,34200,197330,0,64222447,9557415,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,327,13734686,3811066563,5329,474693,0,9034171,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,455,17108431,5730078562,13722708,7831354,0,10440965,65182,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,31,453590,12830000,32250,120,0,413832,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,32,473590,13396000,32250,120,0,413832,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,238,8087201,914346311,0,36044,53096,6424636,139722,1 diff --git a/output/alternative/sec/13f/universe/20201022.csv b/output/alternative/sec/13f/universe/20201022.csv index e6740e2..da29c58 100644 --- a/output/alternative/sec/13f/universe/20201022.csv +++ b/output/alternative/sec/13f/universe/20201022.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,202,31294089,1377641883,78900,144900,0,28188813,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,483,3567588,5241482412,1610,7556,0,2846202,142865,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,540,6123229,8966447083,10900,7675,0,5115173,492161,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,398,10054964,1214937052,4273,22059,0,7284722,161373,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,489,3592913,5278700412,1610,7556,0,2846527,151111,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,545,6126127,8970702083,10900,7675,0,5116428,492161,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,398,10055303,1214978052,4273,22059,0,7284722,161373,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,297,14603766,2029839000,47024,25094,0,10304633,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,401,109120923,2637740499,136800,197330,0,83444326,9644813,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,353,14618545,4056638563,5329,475693,0,9361241,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,402,109122823,2637786270,136800,197330,0,83444326,9644813,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,359,14660295,4068238563,5329,475693,0,9380415,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,504,18287139,6050883782,13722708,8290954,0,11315731,66782,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,34,462492,13082000,32250,120,0,421580,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,35,482492,13648000,32250,120,0,421580,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,266,9075043,1026143311,0,36044,59780,7313293,142722,1 diff --git a/output/alternative/sec/13f/universe/20201023.csv b/output/alternative/sec/13f/universe/20201023.csv index 8e3bb72..7877cf2 100644 --- a/output/alternative/sec/13f/universe/20201023.csv +++ b/output/alternative/sec/13f/universe/20201023.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,220,32815323,1444712883,78900,144900,0,29202316,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,525,3831812,5629960412,1610,7556,0,3020073,142865,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,584,6382028,9346490012,10900,7675,0,5322755,492161,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,430,10481467,1266995052,4273,22059,0,7485854,161373,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,531,3857137,5667178412,1610,7556,0,3020398,151111,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,589,6384926,9350745012,10900,7675,0,5324010,492161,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,430,10481806,1267036052,4273,22059,0,7485854,161373,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,322,16144149,2260812432,47024,25094,0,11379444,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,431,116003854,2803578136,141800,197330,0,89544309,9644813,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,378,15262456,4241532563,5329,475693,0,9709627,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,432,116005754,2803623907,141800,197330,0,89544309,9644813,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,384,15304206,4253132563,5329,475693,0,9728801,60124,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,547,20481207,6774629411,13722708,8290954,0,12783684,66782,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,37,490085,13863000,32250,120,0,437866,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,38,510085,14429000,32250,120,0,437866,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,283,9485921,1072658311,0,36044,59780,7526650,142722,1 diff --git a/output/alternative/sec/13f/universe/20201026.csv b/output/alternative/sec/13f/universe/20201026.csv index 6c8b5a1..cfb4086 100644 --- a/output/alternative/sec/13f/universe/20201026.csv +++ b/output/alternative/sec/13f/universe/20201026.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,246,33444576,1472473883,878900,144900,0,29588429,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,579,4087808,6006282092,1610,8436,0,3228966,145938,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,641,6647195,9736025816,10900,8934,0,5541111,498329,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,469,14174761,1716265623,4273,26339,0,9658494,172175,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,585,4113133,6043500092,1610,8436,0,3229291,154184,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,646,6650093,9740280816,10900,8934,0,5542366,498329,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,469,14175100,1716306623,4273,26339,0,9658494,172175,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,351,16835333,2364361432,47024,35048,0,11790739,265014,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,469,141625285,3420837631,141800,214351,0,109334322,9687522,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,433,16903857,4697731379,5329,511141,0,10179473,62374,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,470,141627185,3420883402,141800,214351,0,109334322,9687522,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,439,16945607,4709331379,5329,511141,0,10198647,62374,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,613,22174619,7342248470,13922708,8316851,0,13603092,137677,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,38,490710,13881000,32250,120,0,438491,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,39,510710,14447000,32250,120,0,438491,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,303,10903524,1233085311,0,37857,59780,8320874,142722,1 diff --git a/output/alternative/sec/13f/universe/20201027.csv b/output/alternative/sec/13f/universe/20201027.csv index da6f8be..1887773 100644 --- a/output/alternative/sec/13f/universe/20201027.csv +++ b/output/alternative/sec/13f/universe/20201027.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,279,34313850,1509227292,2195900,161600,8063,29972928,53957,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,651,4559378,6699840274,1610,9836,1378,3660429,163265,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,717,7353499,10770678938,32162,13496,418,6186727,500381,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,523,15662104,1897272306,107173,105539,14141,10963081,177897,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,657,4584703,6737058274,1610,9836,1378,3660754,171511,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,722,7356397,10774933938,32162,13496,418,6187982,500381,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,523,15662443,1897313306,107173,105539,14141,10963081,177897,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,397,17620529,2482042626,523324,144848,19850,12104866,265230,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,529,155586498,3758501156,1177000,397951,58812,122192023,9718057,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,487,17647290,4902129379,133729,1247141,4548,10576830,71154,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,530,155588398,3758546927,1177000,397951,58812,122192023,9718057,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,494,17690019,4914001379,133729,1247141,4548,10596983,71154,1 +SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,686,28494551,9426203528,14806108,12284795,88694,17074888,143844,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,43,737021,20849000,36750,120,0,684658,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,44,757021,21415000,36750,120,0,684658,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,336,11717079,1325164921,0,39057,59906,9076919,142722,1 diff --git a/output/alternative/sec/13f/universe/20201028.csv b/output/alternative/sec/13f/universe/20201028.csv index 4dedcc0..0e728f5 100644 --- a/output/alternative/sec/13f/universe/20201028.csv +++ b/output/alternative/sec/13f/universe/20201028.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1625888,10100,3600,0,152692,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,305,35458793,1559657292,3144700,2044000,8063,30582085,53957,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,712,5212068,7653125274,5510,11736,1378,4213739,163916,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,787,7627825,11167077938,35862,22996,418,6406531,500504,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,572,16881017,2047165306,166773,112939,14141,11913440,179797,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,718,5237393,7690343274,5510,11736,1378,4214064,172162,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,793,7630943,11171654938,35862,22996,418,6407786,500504,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,572,16881356,2047206306,166773,112939,14141,11913440,179797,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,429,18463120,2608237626,1225624,996748,19850,12605749,265232,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,579,166925847,4034941156,1835400,851051,58812,130565585,9737617,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,532,22231467,6175687379,1748329,2192441,4548,14116254,72720,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,580,166927747,4034986927,1835400,851051,58812,130565585,9737617,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,540,22275080,6187805379,1748329,2192441,4548,14136407,72720,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,752,35984200,11934460528,15000208,12358995,88694,23763898,144264,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,49,856032,24215000,2632750,1434420,0,780031,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,372,12342844,1395887921,25100,50657,59906,9503136,142897,1 diff --git a/output/alternative/sec/13f/universe/20201029.csv b/output/alternative/sec/13f/universe/20201029.csv index 99f39b7..0eee846 100644 --- a/output/alternative/sec/13f/universe/20201029.csv +++ b/output/alternative/sec/13f/universe/20201029.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1625888,10100,3600,0,152692,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,326,36827580,1620005292,3144700,2044000,8063,31497296,56746,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,765,5612850,8241876274,9110,11736,1378,4402655,343272,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,846,8030015,11756664938,40362,46196,418,6656494,612388,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,606,18037236,2187865306,166773,112939,14141,12481487,474656,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,771,5638175,8279094274,9110,11736,1378,4402980,351518,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,852,8033133,11761241938,40362,46196,418,6657749,612388,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,606,18037575,2187906306,166773,112939,14141,12481487,474656,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,456,19078232,2700376626,1225624,1007348,19850,12875834,265652,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,621,173532650,4194139156,1863900,892851,58812,133844364,12490340,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,564,26641063,7401016379,1785129,2228441,4548,18345696,73190,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,622,173534550,4194184927,1863900,892851,58812,133844364,12490340,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,573,26686591,7413666379,1785129,2228441,4548,18367764,73190,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,807,39182698,13005878528,69398708,21102095,88694,26413531,236893,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,52,856911,24240000,2689750,1434420,0,780642,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,404,13215888,1494709921,25100,50657,59906,9912443,425065,1 diff --git a/output/alternative/sec/13f/universe/20201030.csv b/output/alternative/sec/13f/universe/20201030.csv index 3699ab8..7df3f52 100644 --- a/output/alternative/sec/13f/universe/20201030.csv +++ b/output/alternative/sec/13f/universe/20201030.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,4380888,10100,3600,0,162067,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,355,44167941,1943657292,3144700,2044000,8063,37589953,112180,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,833,6287535,9232322274,9110,12336,1378,4904872,351036,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,914,9416395,13786646335,40362,46196,418,7680231,621897,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,660,22724949,2757369306,166773,112939,14141,15397644,507407,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,839,6312860,9269540274,9110,12336,1378,4905197,359282,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,920,9419513,13791223335,40362,46196,418,7681486,621897,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,660,22725288,2757410306,166773,112939,14141,15397644,507407,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,496,27328552,3919458626,1225624,1007348,19850,20636875,284463,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,675,195310981,4717980156,1863900,892851,58812,148634565,12618239,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,608,29008506,8058305379,1785129,2278441,4548,19045927,73281,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,676,195312881,4718025927,1863900,892851,58812,148634565,12618239,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,618,29093956,8082047379,1785129,2278441,4548,19107917,73281,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,864,43353486,14402299528,69398708,26862695,111966,28963145,248807,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,55,980643,27741000,2689750,1434420,0,806626,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,435,15921640,1801223921,25100,50657,59906,11320844,434224,1 diff --git a/output/alternative/sec/13f/universe/20201102.csv b/output/alternative/sec/13f/universe/20201102.csv index 4d7c64a..bc899ea 100644 --- a/output/alternative/sec/13f/universe/20201102.csv +++ b/output/alternative/sec/13f/universe/20201102.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,4380888,10100,3600,0,162067,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,395,52503296,2312065481,3163944,2078809,388547,42598084,2655622,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,904,9984804,14676768654,10331,13343,1378,8190150,624048,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,989,12617187,18488250100,40788,47915,418,10349959,912339,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,720,31889073,3870692925,169725,122219,14141,23165399,1391740,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,910,10010129,14713986654,10331,13343,1378,8190475,632294,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,995,12620305,18492827100,40788,47915,418,10351214,912339,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,720,31889412,3870733925,169725,122219,14141,23165399,1391740,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,542,37124553,5389247894,1226632,1028514,90100,22039115,7997034,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5921657893,141146655409.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,733,267349027,6422455244,1979165,1011640,58812,212317433,17955248,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1624,207131525,51181130361,107557897,212857396,28650,105291257,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,656,44979630,12497258990,1791079,2317256,12718,20189742,14350429,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,734,267350927,6422501015,1979165,1011640,58812,212317433,17955248,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,667,45070866,12522615990,1791079,2317256,12719,20251732,14350429,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,927,52079658,17306259078,69670758,28293545,374715,30912598,6033690,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,58,967093,27357000,2689750,1434420,416,806626,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,59,987093,27923000,2689750,1434420,416,806626,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,475,19388951,2194015344,25145,51495,59906,14419184,630177,1 diff --git a/output/alternative/sec/13f/universe/20201103.csv b/output/alternative/sec/13f/universe/20201103.csv index 6b65c9a..8087d29 100644 --- a/output/alternative/sec/13f/universe/20201103.csv +++ b/output/alternative/sec/13f/universe/20201103.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,9,490973,5226888,10100,3600,0,241467,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,414,53656506,2362870481,3164344,2108709,388547,43227369,2655622,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,974,11483051,16874361953,10331,13343,1378,9179654,639997,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1069,13482392,19752498541,40788,47915,4026,10946474,916433,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,778,33671744,4086184926,170225,122232,14141,24518596,1399455,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,981,11508876,16912314953,10331,13343,1378,9180479,648243,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1076,13488765,19761846541,40788,47915,4026,10950984,916433,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,778,33672083,4086225926,170225,122232,14141,24518596,1399455,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,579,38025744,5511358907,1226732,1580814,90100,22367693,8000335,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5921757050,141149010409.821,107384568,157832032,187805,4005227568,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,792,285107958,6850057244,1979165,1011640,198346,225553033,18416145,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51674491361,107813897,213108396,28650,105390514,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,695,46523458,12919657991,2311179,2318256,43348,20416010,14351782,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,793,285109858,6850103015,1979165,1011640,198346,225553033,18416145,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1650,207831174,51823138977,107813897,213108396,28651,105480853,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,708,46628476,12948843991,2311179,2318256,43349,20491782,14351782,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,992,54960350,18264320404,69670862,30564147,410457,31651870,6034028,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,61,985774,27885000,2689750,1434420,416,807384,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,62,1005774,28451000,2689750,1434420,416,807384,0,0 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,506,20535980,2323788344,25145,51495,59906,15043659,632064,1 diff --git a/output/alternative/sec/13f/universe/20201104.csv b/output/alternative/sec/13f/universe/20201104.csv index 6626d7e..9a900ea 100644 --- a/output/alternative/sec/13f/universe/20201104.csv +++ b/output/alternative/sec/13f/universe/20201104.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,11,493897,5257888,10100,3600,0,241467,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,458,57503743,2532495348,3172344,2116709,395147,43864367,2698842,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1065,12349920,18148291328,10331,13343,1378,9744010,717849,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1172,14987501,21958253002,40788,47915,4026,11955080,1140973,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,852,35272962,4271804971,170225,122232,14141,25649825,1407630,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1072,12375745,18186244328,10331,13343,1378,9744835,726095,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1179,14993874,21967601002,40788,47915,4026,11959590,1140973,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,852,35273301,4271845971,170225,122232,14141,25649825,1407630,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,638,39615389,5749440908,2076032,1819214,90100,22989258,8019610,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5921757050,141149010409.821,107384568,157832032,187805,4005227568,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,865,300532603,7221624168,2025165,1017640,198346,233887842,19901723,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51674491361,107813897,213108396,28650,105390514,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,756,49029581,13615873011,2320679,2475756,52480,21771407,14351790,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,866,300534503,7221669939,2025165,1017640,198346,233887842,19901723,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1650,207831174,51823138977,107813897,213108396,28651,105480853,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,770,49135108,13645200011,2320679,2475756,52481,21847688,14351790,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,1077,58883599,19578844598,69704962,30825847,416849,32608140,6058887,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,66,1035131,29282000,2709750,1434420,416,810592,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,68,1056817,29896000,2709750,1434420,416,810592,0,1 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,554,22453888,2540670928,25145,51495,59906,16363793,766253,1 diff --git a/output/alternative/sec/13f/universe/20201105.csv b/output/alternative/sec/13f/universe/20201105.csv index fb544b9..517ecfc 100644 --- a/output/alternative/sec/13f/universe/20201105.csv +++ b/output/alternative/sec/13f/universe/20201105.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,13,3790183,39839888,10100,3600,0,275768,0,0 EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,488,60587466,2668470464,3246644,2123709,395147,44986379,2710198,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2565,224502610,311709831305,3153704,4007761,864,145035245,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1127,14795461,21752360774,10331,13343,1378,11715839,811739,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1246,17978054,26341845487,40788,47915,4026,14330709,1252829,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,906,42598802,5162897156,187325,122232,14141,31016865,1544414,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1134,14821286,21790313774,10331,13343,1378,11716664,819985,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1253,17984427,26351193487,40788,47915,4026,14335219,1252829,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,906,42599141,5162938156,187325,122232,14141,31016865,1544414,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,675,42176620,6133086908,2088832,1839214,90100,24170364,8098044,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5921757050,141149010409.821,107384568,157832032,187805,4005227568,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,917,334527057,8039676408,2073665,1017640,198346,254998365,21960050,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1625,207230782,51674491361,107813897,213108396,28650,105390514,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,793,57456488,15957022011,2320679,2518756,52480,25739555,14351790,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369138221,542627960,313306,389644552,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,918,334528957,8039722179,2073665,1017640,198346,254998365,21960050,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1650,207831174,51823138977,107813897,213108396,28651,105480853,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,809,57615366,16001171641,2320679,2518756,52481,25815836,14351790,1 +SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,1140,71571977,24427557208,70067662,32335147,416849,38650623,7925096,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,69,2265243,63639000,2742150,1434420,416,844922,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,72,2287581,64271000,2742150,1434420,416,844922,0,1 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,587,25288258,2861474928,25145,51495,59906,18243958,831910,1 diff --git a/output/alternative/sec/13f/universe/20201106.csv b/output/alternative/sec/13f/universe/20201106.csv index 0b614ba..1265b11 100644 --- a/output/alternative/sec/13f/universe/20201106.csv +++ b/output/alternative/sec/13f/universe/20201106.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,525,79579772,3505837834,8802244,8538905,395147,59990446,2716815,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2566,224502884,311710218305,3153704,4007761,864,145035519,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1213,18966189,27881858098,10331,13543,1378,15346643,824984,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2793,233418694,326977367860,5357763,5656871,5140,152181786,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1336,23656582,34664008324,59588,48915,4026,18953777,1262897,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122313,60867732152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,971,58331665,7077077156,205625,190832,14141,45149476,1564231,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2580,224586777,311828810305,3153704,4007761,864,145083673,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1221,19001593,27933888098,10331,13543,1378,15347468,833230,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1344,23668795,34681915324,59588,48915,4026,18958287,1262897,1 +IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,971,58332004,7077118156,205625,190832,14141,45149476,1564231,1 IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,730,70268332,10340973652,5697832,11870318,90100,50031589,9272715,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5921757050,141149010409.821,107384568,157832032,187805,4005227568,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,985,417576901,10040471889,2366365,1859040,198346,326554050,21974910,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1626,207264699,51682889361,107813897,213108396,28650,105424431,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,846,66808278,18553854855,8064379,8394336,52480,32375128,14357695,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,584357824,183644935549,369138221,542627960,313306,389651159,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,986,417578801,10040517660,2366365,1859040,198346,326554050,21974910,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1651,207865091,51831536977,107813897,213108396,28651,105514770,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,862,66967156,18598004485,8064379,8394336,52481,32451409,14357695,1 +SPY R735QTJ8XC9X,SPY,20200630,2450,584357824,183644935549,369139121,542631260,313306,389651159,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,1219,90674603,30818705904,89052662,36000566,416849,51494813,8025414,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,75,2510208,70568000,2742150,1434420,416,990815,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,78,2532546,71200000,2742150,1434420,416,990815,0,1 UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 UW R735QTJ8XC9X,WM,20200930,625,38638823,4372188928,25145,51495,59906,30447487,857380,1 diff --git a/output/alternative/sec/13f/universe/20201109.csv b/output/alternative/sec/13f/universe/20201109.csv index 9eb217d..d792804 100644 --- a/output/alternative/sec/13f/universe/20201109.csv +++ b/output/alternative/sec/13f/universe/20201109.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,563,159398006,7026027341,10982744,8538920,395147,138221250,3383968,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311711387305,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1293,42638079,62052553912,10336,13543,1378,35162279,1185628,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327006704860,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1422,48170948,69979699829,109689,48915,4026,39359807,1639975,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506133101,60869035152,10227584,12215460,32374,302631960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1043,129771464,15619894965,206673,190876,14141,103730857,3248883,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1302,42712028,62161229912,10336,13543,1378,35201649,1193874,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1432,48183674,69998358829,109689,48915,4026,39364575,1639975,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1043,129771803,15619935965,206673,190876,14141,103730857,3248883,1 IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,781,93602526,13836541492,5897840,13293721,90100,71265796,10241510,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5922315493,141162273409.821,107387568,157832032,187805,4005786010,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,1052,1006928003,23969928937,11376585,1859040,198346,825776842,30187580,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51683550361,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,893,77148340,21426904822,12420089,9039336,52480,37953236,17897141,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369138221,542627960,313306,389655013,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,1053,1006929903,23969974708,11376585,1859040,198346,825776842,30187580,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,909,77307218,21471054452,12420089,9039336,52481,38029517,17897141,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,1298,104158528,35306444143,112396762,37202674,416849,63221211,8994575,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,83,2550419,71705000,2742650,1434420,416,1001213,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,87,2573265,72351000,2742650,1434420,416,1001213,0,1 UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 UW R735QTJ8XC9X,WM,20200930,668,74783369,8410098241,25145,51495,59906,61856436,1450480,1 diff --git a/output/alternative/sec/13f/universe/20201110.csv b/output/alternative/sec/13f/universe/20201110.csv index eccaaec..9f822ad 100644 --- a/output/alternative/sec/13f/universe/20201110.csv +++ b/output/alternative/sec/13f/universe/20201110.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,611,174296779,7682964827,10984544,8541720,395147,146185308,3421847,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311711387305,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1417,47621176,69381375903,10336,13543,1378,39065136,1205432,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327006704860,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1543,54429698,79137056322,109689,59215,4026,44184594,1802598,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506133101,60869035152,10227584,12215460,32374,302631960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1125,144723889,17439522354,206673,190876,14141,112316531,3624605,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1426,47695125,69490051903,10336,13543,1378,39104506,1213678,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1553,54442424,79155715322,109689,59215,4026,44189362,1802598,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1125,144724228,17439563354,206673,190876,14141,112316531,3624605,1 IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,839,101739943,15056316861,5923690,13300321,90100,74885241,10274675,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5922315493,141162273409.821,107387568,157832032,187805,4005786010,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,1148,1143383215,27244708437,12470485,1859040,198346,930613068,34150221,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51683550361,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,950,87042456,24174391020,12425089,9049436,52480,39697313,17897241,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369138221,542627960,313306,389655013,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,1149,1143385115,27244754208,12470485,1859040,198346,930613068,34150221,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,968,87206225,24219899650,12425089,9049436,52481,39778485,17897241,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,1396,118457318,40070237542,112476862,37446774,416849,67964381,9010671,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,88,3349177,94303000,2742650,1434420,416,1397449,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,93,3372023,94949000,2751150,1434420,416,1397449,0,1 UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 UW R735QTJ8XC9X,WM,20200930,728,85129921,9581386241,25145,51495,59906,67534975,1797595,1 diff --git a/output/alternative/sec/13f/universe/20201111.csv b/output/alternative/sec/13f/universe/20201111.csv index 3699b07..627acba 100644 --- a/output/alternative/sec/13f/universe/20201111.csv +++ b/output/alternative/sec/13f/universe/20201111.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,676,189056625,8333895191,10985396,8660843,395147,159274840,3654000,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311711387305,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,91046110589,10336,13543,1434,51488073,1547501,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327006704860,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,102961001549,112289,59218,4237,63343731,2102442,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506133101,60869035152,10227584,12215460,32374,302631960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1214,201960857,24403422612,206673,200876,38428,151692949,12139456,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1555,62436874,91154786589,10336,13543,1434,51527443,1555747,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1692,70696311,102979660549,112289,59218,4237,63348499,2102442,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1214,201961196,24403463612,206673,200876,38428,151692949,12139456,1 IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,15873277195,5939690,13383377,90100,88241958,10330204,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5922315493,141162273409.821,107387568,157832032,187805,4005786010,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,1236,1510747467,36094926754,12476425,1859618,368177,1254808865,39602911,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51683550361,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,27114752867,12458674,9111772,52480,48382851,17902640,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369138221,542627960,313306,389655013,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,1237,1510749367,36094972525,12476425,1859618,368177,1254808865,39602911,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1051,97858813,27182652406,12458674,9111772,52481,48464023,17902640,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,52565215724,113193667,38961213,417191,104294589,9036597,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,101,3421906,96358590,2751150,1434420,416,1408231,0,1 UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 UW R735QTJ8XC9X,WM,20200930,790,108785914,12258610204,25145,51495,60206,86200372,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201112.csv b/output/alternative/sec/13f/universe/20201112.csv index 3699b07..627acba 100644 --- a/output/alternative/sec/13f/universe/20201112.csv +++ b/output/alternative/sec/13f/universe/20201112.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,676,189056625,8333895191,10985396,8660843,395147,159274840,3654000,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311711387305,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1546,62362925,91046110589,10336,13543,1434,51488073,1547501,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327006704860,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1682,70683585,102961001549,112289,59218,4237,63343731,2102442,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506133101,60869035152,10227584,12215460,32374,302631960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1214,201960857,24403422612,206673,200876,38428,151692949,12139456,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1555,62436874,91154786589,10336,13543,1434,51527443,1555747,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,1692,70696311,102979660549,112289,59218,4237,63348499,2102442,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1214,201961196,24403463612,206673,200876,38428,151692949,12139456,1 IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,15873277195,5939690,13383377,90100,88241958,10330204,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5922315493,141162273409.821,107387568,157832032,187805,4005786010,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,1236,1510747467,36094926754,12476425,1859618,368177,1254808865,39602911,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51683550361,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1031,97614454,27114752867,12458674,9111772,52480,48382851,17902640,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369138221,542627960,313306,389655013,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,1237,1510749367,36094972525,12476425,1859618,368177,1254808865,39602911,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1051,97858813,27182652406,12458674,9111772,52481,48464023,17902640,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,52565215724,113193667,38961213,417191,104294589,9036597,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,101,3421906,96358590,2751150,1434420,416,1408231,0,1 UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 UW R735QTJ8XC9X,WM,20200930,790,108785914,12258610204,25145,51495,60206,86200372,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201113.csv b/output/alternative/sec/13f/universe/20201113.csv index 7abfd13..4e78604 100644 --- a/output/alternative/sec/13f/universe/20201113.csv +++ b/output/alternative/sec/13f/universe/20201113.csv @@ -6,21 +6,21 @@ BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000, BNO UN3IMQ2JU1YD,BNO,20200930,24,4938986,52054888,10100,3600,0,1286839,7948,0 EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 EEM SNQLASP67O85,EEM,20200930,824,266533266,11736518249,86036396,65758343,395147,214685104,14565259,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2567,224503711,311711387305,3153704,4007761,864,145036346,12170834,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1893,99344771,145473904836,1497984,603289,1434,80262152,2896174,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2794,233439382,327006704860,5357763,5656871,5140,152202474,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2056,112066159,155078543246,1087289,846218,11053,97621819,3404534,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506133101,60869035152,10227584,12215460,32374,302631960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1476,267827838,32393149765,902373,1544276,38428,203713089,14260527,1 +GOOCV VP83T1ZUHROL,GOOG,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,1903,99422358,145587926836,1497984,603289,1434,80305160,2904420,1 +GOOG T1AZ164W5VTX,GOOGL,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2068,112086118,155107805246,1087289,846218,11053,97633690,3404534,1 +IBM R735QTJ8XC9X,IBM,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1 +IBM R735QTJ8XC9X,IBM,20200930,1476,267828177,32393190765,902373,1544276,38428,203713089,14260527,1 IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 IWM RV0PWMLXVHPH,IWM,20200930,1097,162300377,24123452741,31753390,92463033,92269,130510320,16755092,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5922315493,141162273409.821,107387568,157832032,187805,4005786010,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,1507,2255074939,53914053008,29795975,37626718,368177,1886887938,58611709,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1627,207267367,51683550361,107813897,213108396,28650,105427099,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1230,134099119,37098012925,53536874,67471669,52480,71274765,21946887,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369138221,542627960,313306,389655013,40614362,1 +NB R735QTJ8XC9X,BAC,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1 +NB R735QTJ8XC9X,BAC,20200930,1508,2255076839,53914098779,29795975,37626718,368177,1886887938,58611709,1 +QQQ RIWIV7K5Z9LX,QQQ,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1253,134374027,37174400464,53536874,67471669,52481,71355937,21946887,1 +SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1 SPY R735QTJ8XC9X,SPY,20200930,1809,321090647,107671284571,180233167,138499031,417191,242271683,16768236,1 -USO THORT68ZZSYT,USO,20200630,206,29971680,839934396,37942528,62688308,446,26766200,879630,1 -USO THORT68ZZSYT,USO,20200930,125,6201142,173976278,4653810,1941548,416,3482183,584302,1 +USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +USO THORT68ZZSYT,USO,20200930,130,6223988,174622278,4662310,1941548,416,3482183,584302,1 UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 UW R735QTJ8XC9X,WM,20200930,986,154286920,17376098914,128745,277795,60206,120266607,5326730,1 diff --git a/output/alternative/sec/13f/universe/20201116.csv b/output/alternative/sec/13f/universe/20201116.csv index 249000e..04b6b8f 100644 --- a/output/alternative/sec/13f/universe/20201116.csv +++ b/output/alternative/sec/13f/universe/20201116.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,2945,6173804333,710865538773,93151391,132427133, AIG R735QTJ8XC9X,AIG,20200930,542,490285207,13523471982,5759568,8947138,0,397453915,24752304,1 BNO UN3IMQ2JU1YD,BNO,20200930,32,5090083,53659888,147100,87900,0,1348813,7948,0 EEM SNQLASP67O85,EEM,20200930,983,377110091,16597398369,134371996,220280743,961076,278668597,27473637,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2249,147705150,216411900953,3824884,2117989,1434,114626193,4495407,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2430,171089629,238696842549,2292889,2272918,11926,135946117,5157054,1 -IBM R735QTJ8XC9X,IBM,20200930,1723,368807720,44667440135,3826473,6089976,38557,275925073,17966388,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2260,147782941,216526221953,3824884,2117989,1434,114669405,4503653,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2443,171109889,238726546549,2292889,2272918,11926,135958289,5157054,1 +IBM R735QTJ8XC9X,IBM,20200930,1723,368808059,44667481135,3826473,6089976,38557,275925073,17966388,1 IWM RV0PWMLXVHPH,IWM,20200930,1295,264730189,39438609932,71609190,184060004,92269,165275688,28534807,1 -NB R735QTJ8XC9X,BAC,20200930,1773,3289518395,78828238076,75736775,75098718,368233,2619818718,89143852,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1444,206931285,57325765584,99268474,153644269,62671,89770276,30658566,1 +NB R735QTJ8XC9X,BAC,20200930,1774,3289520295,78828283847,75736775,75098718,368233,2619818718,89143852,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1469,207577593,57505342391,99268474,153644269,62672,89852176,30658566,1 SPY R735QTJ8XC9X,SPY,20200930,2113,493974287,168282315902,226976017,264348981,417709,306260662,37625938,1 -USO THORT68ZZSYT,USO,20200930,151,12528200,352675278,8813934,8868420,416,8889876,717430,1 +USO THORT68ZZSYT,USO,20200930,158,12551111,353323410,8822434,8868420,416,8889941,717430,1 UW R735QTJ8XC9X,WM,20200930,1164,216353749,24393874616,367845,542295,60206,166423211,8794925,1 diff --git a/output/alternative/sec/13f/universe/20201117.csv b/output/alternative/sec/13f/universe/20201117.csv index dac8025..28e5072 100644 --- a/output/alternative/sec/13f/universe/20201117.csv +++ b/output/alternative/sec/13f/universe/20201117.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3274,9663010703,1114962933259,265228991,29150123 AIG R735QTJ8XC9X,AIG,20200930,628,762838163,20974206289,10173268,17334438,0,491284427,72384594,1 BNO UN3IMQ2JU1YD,BNO,20200930,37,7893886,83519888,230500,232700,0,4152516,8048,0 EEM SNQLASP67O85,EEM,20200930,1100,417251323,18366585369,165745296,273437743,961076,311124798,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2524,214951626,315248728923,9144704,5588289,1434,140062547,12176834,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2740,235049414,332052254865,7436089,7149018,11926,156795136,18774703,1 -IBM R735QTJ8XC9X,IBM,20200930,1894,494513334,59960476738,9657073,12334776,46773,299507638,40577520,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2538,215033575,315369159923,9144704,5588289,1434,140109348,12185080,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2758,235083685,332102492865,7436089,7149018,11926,156818072,18774703,1 +IBM R735QTJ8XC9X,IBM,20200930,1894,494513673,59960517738,9657073,12334776,46773,299507638,40577520,1 IWM RV0PWMLXVHPH,IWM,20200930,1473,285448404,42543352932,134723990,299100279,155421,183312946,29508001,1 -NB R735QTJ8XC9X,BAC,20200930,1993,5862649738,140806081471,121131275,153617618,1388986,4038714740,484979627,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1651,226378996,62727474588,170578174,294426569,104442,103335114,31976473,1 +NB R735QTJ8XC9X,BAC,20200930,1994,5862651638,140806127242,121131275,153617618,1388986,4038714740,484979627,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,227026493,62907381395,170578174,294426569,104443,103418203,31976473,1 SPY R735QTJ8XC9X,SPY,20200930,2404,559277340,195050512921,375436630,561053620,543662,360730366,41483299,1 -USO THORT68ZZSYT,USO,20200930,172,33759715,953332278,22844926,38616768,69466,30100540,717495,1 +USO THORT68ZZSYT,USO,20200930,179,33782626,953980410,22853426,38616768,69466,30100605,717495,1 UW R735QTJ8XC9X,WM,20200930,1299,300768625,33947283616,1634745,1716595,67896,203017437,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201118.csv b/output/alternative/sec/13f/universe/20201118.csv index 05b3fbb..2778e93 100644 --- a/output/alternative/sec/13f/universe/20201118.csv +++ b/output/alternative/sec/13f/universe/20201118.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3303,9703658181,1119672532259,325797091,31214543 AIG R735QTJ8XC9X,AIG,20200930,638,765566029,21049454289,10563968,18398838,0,493826192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1110,418906161,18439585369,175912396,282681143,961076,312649177,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2545,215668290,316302245923,9583404,5812989,1434,140751761,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2763,236027490,333486193865,7831689,7593118,11926,157716954,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1912,496866178,60246670738,10596073,12966776,46773,301619567,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2559,215750239,316422676923,9583404,5812989,1434,140798562,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2781,236061761,333536431865,7831689,7593118,11926,157739890,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1912,496866517,60246711738,10596073,12966776,46773,301619567,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1489,286059255,42635199932,142405490,306027979,155421,183747359,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2011,5882994930,141296219471,124841975,157712018,1388986,4058622407,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1667,227834664,63132222588,178814774,312438469,104442,104292710,32345398,1 +NB R735QTJ8XC9X,BAC,20200930,2012,5882996830,141296265242,124841975,157712018,1388986,4058622407,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1692,228482161,63312129395,178814774,312438469,104443,104375799,32345398,1 SPY R735QTJ8XC9X,SPY,20200930,2426,564913916,196939092921,391247330,567820720,543662,365825915,41754254,1 -USO THORT68ZZSYT,USO,20200930,177,36097008,1019453278,23662538,39827196,69466,32436299,717495,1 +USO THORT68ZZSYT,USO,20200930,184,36119919,1020101410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1308,301787509,34062555616,1703745,1793995,67896,204025069,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201119.csv b/output/alternative/sec/13f/universe/20201119.csv index 7b36e2a..c0e2d02 100644 --- a/output/alternative/sec/13f/universe/20201119.csv +++ b/output/alternative/sec/13f/universe/20201119.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3314,9704601839,1119781812259,325797091,31214543 AIG R735QTJ8XC9X,AIG,20200930,638,765566029,21049454289,10563968,18398838,0,493826192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1116,419273124,18455765369,175912396,282685743,961076,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2551,215683854,316325119923,9583404,5812989,1434,140763831,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2771,236040864,333505793865,7831689,7593118,11926,157727516,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1919,496907690,60251722738,10596073,12966776,46773,301649518,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2565,215765803,316445550923,9583404,5812989,1434,140810632,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2789,236075135,333556031865,7831689,7593118,11926,157750452,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1919,496908029,60251763738,10596073,12966776,46773,301649518,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1493,286615446,42718510932,142418590,306030279,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2015,5883092062,141298559471,124841975,157712018,1388986,4058683796,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1670,227841237,63134048588,178814774,312438969,104442,104296495,32345398,1 +NB R735QTJ8XC9X,BAC,20200930,2016,5883093962,141298605242,124841975,157712018,1388986,4058683796,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,228488734,63313955395,178814774,312438969,104443,104379584,32345398,1 SPY R735QTJ8XC9X,SPY,20200930,2432,565090921,196998376921,391913330,568098620,543662,365927152,41754254,1 -USO THORT68ZZSYT,USO,20200930,177,36097008,1019453278,23662538,39827196,69466,32436299,717495,1 +USO THORT68ZZSYT,USO,20200930,184,36119919,1020101410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1309,301793757,34063262616,1703745,1793995,67896,204025069,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201120.csv b/output/alternative/sec/13f/universe/20201120.csv index 21fa001..c83fe0c 100644 --- a/output/alternative/sec/13f/universe/20201120.csv +++ b/output/alternative/sec/13f/universe/20201120.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3326,9706041912,1119948586927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1119,419361170,18459646971,175912396,282685743,961076,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,316340716561,9583404,5812989,1434,140765074,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2781,236063827,333539448815,7831689,7609218,11926,157729719,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1925,496944462,60256196278,10596173,12966876,46773,301653878,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2574,215776426,316461147561,9583404,5812989,1434,140811875,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236098098,333589686815,7831689,7609218,11926,157752655,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1925,496944801,60256237278,10596173,12966876,46773,301653878,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2023,5883585398,141310444541,124842175,157712018,1388986,4058720890,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1675,228086300,63202137608,178815074,312522269,104442,104298785,32345398,1 +NB R735QTJ8XC9X,BAC,20200930,2024,5883587298,141310490312,124842175,157712018,1388986,4058720890,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228733797,63382044415,178815074,312522269,104443,104381874,32345398,1 SPY R735QTJ8XC9X,SPY,20200930,2442,565479991,197128699599,391915330,568101920,543662,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,177,36097008,1019453278,23662538,39827196,69466,32436299,717495,1 +USO THORT68ZZSYT,USO,20200930,184,36119919,1020101410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1318,301866502,34071495914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201123.csv b/output/alternative/sec/13f/universe/20201123.csv index c3f200c..2ac25d9 100644 --- a/output/alternative/sec/13f/universe/20201123.csv +++ b/output/alternative/sec/13f/universe/20201123.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3327,9706082057,1119952956927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1119,419361170,18459646971,175912396,282685743,961076,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2560,215694477,316340716561,9583404,5812989,1434,140765074,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2782,236066223,333543320815,7831689,7609218,11926,157729719,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1926,496944490,60256199278,10596173,12966876,46773,301653878,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2574,215776426,316461147561,9583404,5812989,1434,140811875,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2800,236100494,333593558815,7831689,7609218,11926,157752655,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1926,496944829,60256240278,10596173,12966876,46773,301653878,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2024,5883589182,141310534541,124842175,157712018,1388986,4058720890,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63202165608,178815074,312522269,104442,104298785,32345398,1 +NB R735QTJ8XC9X,BAC,20200930,2025,5883591082,141310580312,124842175,157712018,1388986,4058720890,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1701,228733902,63382072415,178815074,312522269,104443,104381874,32345398,1 SPY R735QTJ8XC9X,SPY,20200930,2443,565480119,197128741599,391915330,568101920,543662,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1318,301866502,34071495914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201124.csv b/output/alternative/sec/13f/universe/20201124.csv index d9560f3..84894aa 100644 --- a/output/alternative/sec/13f/universe/20201124.csv +++ b/output/alternative/sec/13f/universe/20201124.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3328,9706153389,1119961216927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1121,419395060,18461140971,175912396,282685743,961076,312888545,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2561,215694783,316341165561,9583404,5812989,1434,140765074,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2783,236068494,333546648815,7831689,7609218,11926,157729719,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1927,496947347,60256545278,10596173,12966876,46773,301653878,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2575,215776732,316461596561,9583404,5812989,1434,140811875,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2801,236102765,333596886815,7831689,7609218,11926,157752655,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1927,496947686,60256586278,10596173,12966876,46773,301653878,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2024,5883589182,141310534541,124842175,157712018,1388986,4058720890,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63202165608,178815074,312522269,104442,104298785,32345398,1 +NB R735QTJ8XC9X,BAC,20200930,2025,5883591082,141310580312,124842175,157712018,1388986,4058720890,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1701,228733902,63382072415,178815074,312522269,104443,104381874,32345398,1 SPY R735QTJ8XC9X,SPY,20200930,2444,565481974,197129362599,391915330,568101920,543662,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1319,301869588,34071844914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201125.csv b/output/alternative/sec/13f/universe/20201125.csv index d155b23..2c5e36a 100644 --- a/output/alternative/sec/13f/universe/20201125.csv +++ b/output/alternative/sec/13f/universe/20201125.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3329,9706218273,1119968730927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1122,419402240,18461457971,175912396,282685743,961076,312895725,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2562,215695305,316341932561,9583404,5812989,1434,140765581,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2784,236070089,333548986815,7831689,7609218,11926,157731265,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1928,496951546,60257056278,10596173,12966876,46773,301658077,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215777254,316462363561,9583404,5812989,1434,140812382,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2802,236104360,333599224815,7831689,7609218,11926,157754201,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1928,496951885,60257097278,10596173,12966876,46773,301658077,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2025,5883605172,141310919541,124842175,157712018,1388986,4058736580,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,228086405,63202165608,178815074,312522269,104442,104298785,32345398,1 +NB R735QTJ8XC9X,BAC,20200930,2026,5883607072,141310965312,124842175,157712018,1388986,4058736580,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1701,228733902,63382072415,178815074,312522269,104443,104381874,32345398,1 SPY R735QTJ8XC9X,SPY,20200930,2445,565485875,197130668599,391915330,568101920,543662,366130858,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1319,301869588,34071844914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201126.csv b/output/alternative/sec/13f/universe/20201126.csv index 41778e8..6456b63 100644 --- a/output/alternative/sec/13f/universe/20201126.csv +++ b/output/alternative/sec/13f/universe/20201126.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707264545,1120089899927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1125,419827043,18480186971,175912396,282685743,961076,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,316361998561,9583404,5812989,1434,140778991,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,333575465815,7831689,7609218,11926,157749049,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1929,496959317,60258001278,10596173,12966876,46773,301658077,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215790908,316482429561,9583404,5812989,1434,140825792,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2804,236122427,333625703815,7831689,7609218,11926,157771985,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1929,496959656,60258042278,10596173,12966876,46773,301658077,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,42735311558,142418590,306030479,155421,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2027,5884107493,141323020541,124842175,157712018,1388986,4059209734,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,63204711608,178815074,312522269,104442,104300417,32345398,1 +NB R735QTJ8XC9X,BAC,20200930,2028,5884109393,141323066312,124842175,157712018,1388986,4059209734,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1703,228743065,63384618415,178815074,312522269,104443,104383506,32345398,1 SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,197137305599,391915330,568101920,543662,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201127.csv b/output/alternative/sec/13f/universe/20201127.csv index 41778e8..6456b63 100644 --- a/output/alternative/sec/13f/universe/20201127.csv +++ b/output/alternative/sec/13f/universe/20201127.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707264545,1120089899927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1125,419827043,18480186971,175912396,282685743,961076,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2564,215708959,316361998561,9583404,5812989,1434,140778991,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2786,236088156,333575465815,7831689,7609218,11926,157749049,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1929,496959317,60258001278,10596173,12966876,46773,301658077,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215790908,316482429561,9583404,5812989,1434,140825792,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2804,236122427,333625703815,7831689,7609218,11926,157771985,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1929,496959656,60258042278,10596173,12966876,46773,301658077,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,42735311558,142418590,306030479,155421,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2027,5884107493,141323020541,124842175,157712018,1388986,4059209734,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1678,228095568,63204711608,178815074,312522269,104442,104300417,32345398,1 +NB R735QTJ8XC9X,BAC,20200930,2028,5884109393,141323066312,124842175,157712018,1388986,4059209734,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1703,228743065,63384618415,178815074,312522269,104443,104383506,32345398,1 SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,197137305599,391915330,568101920,543662,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201130.csv b/output/alternative/sec/13f/universe/20201130.csv index c056061..0e31297 100644 --- a/output/alternative/sec/13f/universe/20201130.csv +++ b/output/alternative/sec/13f/universe/20201130.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3333,9707509622,1120118286927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1126,419889067,18482921971,175912396,282685743,961076,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2566,215716987,316373683561,9583404,5812989,1434,140778991,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2787,236088561,333576059815,7831689,7609218,11926,157749049,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1930,496963845,60258552278,10596173,12966876,46773,301658077,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2580,215798936,316494114561,9583404,5812989,1434,140825792,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2805,236122832,333626297815,7831689,7609218,11926,157771985,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1930,496964184,60258593278,10596173,12966876,46773,301658077,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1503,286754447,42739332558,142418590,306030479,155421,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2027,5884107493,141323020541,124842175,157712018,1388986,4059209734,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1681,228163602,63223794608,178815074,312522269,104442,104301786,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,197137305599,391915330,568101920,543662,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2028,5884109393,141323066312,124842175,157712018,1388986,4059209734,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1706,228811099,63403701415,178815074,312522269,104443,104384875,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2449,565595759,197161598599,391915330,568101920,543662,366141374,41754254,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201201.csv b/output/alternative/sec/13f/universe/20201201.csv index 9f669a5..8e24f3e 100644 --- a/output/alternative/sec/13f/universe/20201201.csv +++ b/output/alternative/sec/13f/universe/20201201.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3338,9708708022,1120257221927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,644,765649431,21051758065,10563968,18398838,0,493827743,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1128,419915680,18484105971,175912396,282685743,961076,313171187,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2569,215719158,316376906561,9583404,5812989,1434,140779315,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2790,236089916,333578113815,7831689,7609218,11926,157749260,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1933,496988377,60261581278,10596173,12966876,46773,301674708,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2583,215801107,316497337561,9583404,5812989,1434,140826116,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2808,236124187,333628351815,7831689,7609218,11926,157772196,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1933,496988716,60261622278,10596173,12966876,46773,301674708,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1506,287324631,42824741558,142418590,306030479,155421,184832981,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2032,5885020883,141345031541,124842175,157712018,1388986,4059971644,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1684,228463850,63307277608,178815074,312522269,104442,104404124,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2453,565882211,197263506599,391915330,568101920,543662,366352055,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2033,5885022783,141345077312,124842175,157712018,1388986,4059971644,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1709,229111347,63487184415,178815074,312522269,104443,104487213,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2454,565972279,197287799599,391915330,568101920,543662,366352055,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1321,301886179,34073721914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201202.csv b/output/alternative/sec/13f/universe/20201202.csv index c715fee..0c1a22b 100644 --- a/output/alternative/sec/13f/universe/20201202.csv +++ b/output/alternative/sec/13f/universe/20201202.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3341,9709977689,1120404255927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,644,765649431,21051758065,10563968,18398838,0,493827743,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1129,419920918,18484336971,175912396,282685743,961076,313174990,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2571,215731114,316394465561,9583404,5812989,1434,140791005,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2792,236138145,333648806815,7831689,7609218,11926,157796421,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1934,496996988,60262629278,10596173,12966876,46773,301683219,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2585,215813063,316514896561,9583404,5812989,1434,140837806,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2810,236172416,333699044815,7831689,7609218,11926,157819357,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1934,496997327,60262670278,10596173,12966876,46773,301683219,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,42826028558,142418590,306030479,155421,184836877,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2033,5885043672,141346034541,124842175,157712018,1388986,4059993409,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,63309239608,178815074,312522269,104442,104410988,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2455,565986784,197298529599,391915330,568101920,543662,366418141,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2034,5885045572,141346080312,124842175,157712018,1388986,4059993409,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1711,229118427,63489146415,178815074,312522269,104443,104494077,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2456,566076852,197322822599,391915330,568101920,543662,366418141,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1322,301888476,34073981914,1703745,1793995,67896,204072756,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201203.csv b/output/alternative/sec/13f/universe/20201203.csv index a010333..339072f 100644 --- a/output/alternative/sec/13f/universe/20201203.csv +++ b/output/alternative/sec/13f/universe/20201203.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3342,9712809937,1120732258927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,645,765726206,21053872065,10563968,18398838,0,493904518,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1129,419920918,18484336971,175912396,282685743,961076,313174990,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2572,215789046,316479602561,9583404,5812989,1434,140848937,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2793,236227631,333779957815,7831689,7609218,11926,157885907,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1935,497076569,60272312278,10596173,12966876,46773,301762800,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2586,215870995,316600033561,9583404,5812989,1434,140895738,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2811,236261902,333830195815,7831689,7609218,11926,157908843,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1935,497076908,60272353278,10596173,12966876,46773,301762800,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,42826028558,142418590,306030479,155421,184836877,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2034,5887136835,141396458541,124842175,157712018,1388986,4062086572,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1686,228470930,63309239608,178815074,312522269,104442,104410988,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2456,566065359,197324843599,391915330,568101920,543662,366496716,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2035,5887138735,141396504312,124842175,157712018,1388986,4062086572,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1711,229118427,63489146415,178815074,312522269,104443,104494077,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2457,566155427,197349136599,391915330,568101920,543662,366496716,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1323,301923381,34077931914,1703745,1793995,67896,204107661,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201204.csv b/output/alternative/sec/13f/universe/20201204.csv index e79fe97..9f16b37 100644 --- a/output/alternative/sec/13f/universe/20201204.csv +++ b/output/alternative/sec/13f/universe/20201204.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3346,9713872709,1120855337927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,316521400561,9583404,5812989,1434,140866461,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,333806080815,7831689,7609218,11926,157898983,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497153188,60281633278,10596173,12966876,46773,301785500,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2590,215899437,316641831561,9583404,5812989,1434,140913262,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2815,236279727,333856318815,7831689,7609218,11926,157921919,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497153527,60281674278,10596173,12966876,46773,301785500,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2037,5888858564,141437934541,124842175,157712018,1388986,4063684097,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,63337356608,178815074,312522269,104442,104417980,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2460,566456343,197455780599,391915330,568101920,543662,366662160,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2038,5888860464,141437980312,124842175,157712018,1388986,4063684097,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1714,229219625,63517263415,178815074,312522269,104443,104501069,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,197480073599,391915330,568101920,543662,366662160,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1324,301959527,34082022914,1703745,1793995,67896,204143807,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201207.csv b/output/alternative/sec/13f/universe/20201207.csv index e79fe97..9f16b37 100644 --- a/output/alternative/sec/13f/universe/20201207.csv +++ b/output/alternative/sec/13f/universe/20201207.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3346,9713872709,1120855337927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215817488,316521400561,9583404,5812989,1434,140866461,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2797,236245456,333806080815,7831689,7609218,11926,157898983,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497153188,60281633278,10596173,12966876,46773,301785500,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2590,215899437,316641831561,9583404,5812989,1434,140913262,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2815,236279727,333856318815,7831689,7609218,11926,157921919,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497153527,60281674278,10596173,12966876,46773,301785500,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2037,5888858564,141437934541,124842175,157712018,1388986,4063684097,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1689,228572128,63337356608,178815074,312522269,104442,104417980,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2460,566456343,197455780599,391915330,568101920,543662,366662160,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2038,5888860464,141437980312,124842175,157712018,1388986,4063684097,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1714,229219625,63517263415,178815074,312522269,104443,104501069,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,197480073599,391915330,568101920,543662,366662160,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1324,301959527,34082022914,1703745,1793995,67896,204143807,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201208.csv b/output/alternative/sec/13f/universe/20201208.csv index 0e7fc8b..f57c0c7 100644 --- a/output/alternative/sec/13f/universe/20201208.csv +++ b/output/alternative/sec/13f/universe/20201208.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3347,9713920533,1120860925927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2577,215818264,316522636561,9583404,5812989,1434,140866492,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2798,236245770,333806578815,7831689,7609218,11926,157899006,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497153188,60281633278,10596173,12966876,46773,301785500,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2591,215900213,316643067561,9583404,5812989,1434,140913293,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2816,236280041,333856816815,7831689,7609218,11926,157921942,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1939,497153527,60281674278,10596173,12966876,46773,301785500,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2037,5888858564,141437934541,124842175,157712018,1388986,4063684097,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,63337759608,178815074,312522269,104442,104418063,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2461,566458866,197456646599,391915330,568101920,543662,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2038,5888860464,141437980312,124842175,157712018,1388986,4063684097,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1715,229221042,63517666415,178815074,312522269,104443,104501152,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,197480939599,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1325,301967753,34082961914,1703745,1793995,67896,204144250,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201209.csv b/output/alternative/sec/13f/universe/20201209.csv index 082c97f..ba59dac 100644 --- a/output/alternative/sec/13f/universe/20201209.csv +++ b/output/alternative/sec/13f/universe/20201209.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3348,9713973161,1120867020927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,647,766231601,21067786065,10563968,18398838,0,494409913,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,316533795561,9583404,5812989,1434,140874085,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,333811158815,7831689,7609218,11926,157902131,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1940,497161044,60282589278,10596173,12966876,46773,301793356,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2592,215907806,316654226561,9583404,5812989,1434,140920886,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2817,236283166,333861396815,7831689,7609218,11926,157925067,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1940,497161383,60282630278,10596173,12966876,46773,301793356,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2038,5889157943,141445146541,124842175,157712018,1388986,4063983476,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1690,228573545,63337759608,178815074,312522269,104442,104418063,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2461,566458866,197456646599,391915330,568101920,543662,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2039,5889159843,141445192312,124842175,157712018,1388986,4063983476,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1715,229221042,63517666415,178815074,312522269,104443,104501152,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,197480939599,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1326,301970602,34083283914,1703745,1793995,67896,204147099,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201210.csv b/output/alternative/sec/13f/universe/20201210.csv index a461fbf..7f55b7c 100644 --- a/output/alternative/sec/13f/universe/20201210.csv +++ b/output/alternative/sec/13f/universe/20201210.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3349,9713995282,1120869582927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,647,766231601,21067786065,10563968,18398838,0,494409913,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215825857,316533795561,9583404,5812989,1434,140874085,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236248895,333811158815,7831689,7609218,11926,157902131,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1940,497161044,60282589278,10596173,12966876,46773,301793356,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2592,215907806,316654226561,9583404,5812989,1434,140920886,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2817,236283166,333861396815,7831689,7609218,11926,157925067,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1940,497161383,60282630278,10596173,12966876,46773,301793356,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1509,287377659,42832684558,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2038,5889157943,141445146541,124842175,157712018,1388986,4063983476,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1691,228574638,63338063608,178815074,312522269,104442,104418063,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2461,566458866,197456646599,391915330,568101920,543662,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2039,5889159843,141445192312,124842175,157712018,1388986,4063983476,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1716,229222135,63517970415,178815074,312522269,104443,104501152,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,197480939599,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1327,301972674,34083517914,1703745,1793995,67896,204147099,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201211.csv b/output/alternative/sec/13f/universe/20201211.csv index 70833b3..0240f8f 100644 --- a/output/alternative/sec/13f/universe/20201211.csv +++ b/output/alternative/sec/13f/universe/20201211.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3352,9715834519,1121086209927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,649,766240363,21068027065,10563968,18398838,0,494418675,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1133,419994183,18487566971,175912396,282685743,961076,313248217,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2580,215834945,316547150561,9583404,5812989,1434,140883173,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2801,236260399,333828009815,7831689,7609218,11926,157913635,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1942,497221001,60289884278,10596173,12966876,46773,301853313,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2594,215916894,316667581561,9583404,5812989,1434,140929974,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2819,236294670,333878247815,7831689,7609218,11926,157936571,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1942,497221340,60289925278,10596173,12966876,46773,301853313,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1510,287420976,42839172558,142418590,306030479,155421,184917040,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2040,5889627003,141456446541,124842175,157712018,1388986,4064452536,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,63360596608,178815074,312522269,104442,104499164,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2463,566637676,197516527599,391915330,568101920,543662,366841554,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2041,5889628903,141456492312,124842175,157712018,1388986,4064452536,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1718,229303236,63540503415,178815074,312522269,104443,104582253,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2464,566727744,197540820599,391915330,568101920,543662,366841554,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1329,301997996,34086382914,1703745,1793995,67896,204172421,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201214.csv b/output/alternative/sec/13f/universe/20201214.csv index 9868f35..120c608 100644 --- a/output/alternative/sec/13f/universe/20201214.csv +++ b/output/alternative/sec/13f/universe/20201214.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3355,9716666988,1121182617927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,649,766240363,21068027065,10563968,18398838,0,494418675,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1135,420027588,18489040971,175912396,282685743,961076,313281583,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2583,215846688,316564408561,9583404,5812989,1434,140892366,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2805,236295411,333879323815,7831689,7609218,11926,157947350,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1945,497270540,60295911278,10596173,12966876,46773,301871002,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2597,215928637,316684839561,9583404,5812989,1434,140939167,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2823,236329682,333929561815,7831689,7609218,11926,157970286,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1945,497270879,60295952278,10596173,12966876,46773,301871002,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1511,287424872,42839756558,142418590,306030479,155421,184920936,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2042,5889778034,141460084541,124842175,157712018,1388986,4064603567,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1693,228655739,63360596608,178815074,312522269,104442,104499164,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2464,566646119,197519355599,391915330,568101920,543662,366849547,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2043,5889779934,141460130312,124842175,157712018,1388986,4064603567,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1718,229303236,63540503415,178815074,312522269,104443,104582253,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2465,566736187,197543648599,391915330,568101920,543662,366849547,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1331,302109583,34099011914,1703745,1793995,67896,204282839,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201215.csv b/output/alternative/sec/13f/universe/20201215.csv index 0d6ffa9..4be155b 100644 --- a/output/alternative/sec/13f/universe/20201215.csv +++ b/output/alternative/sec/13f/universe/20201215.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3358,9727385023,1122423872927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2585,216044167,316854623561,9583404,5812989,1434,141088677,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2808,236506214,334188276815,7831689,7609218,11926,158139883,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497735260,60352453278,10596173,12966876,46773,302287242,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2599,216126116,316975054561,9583404,5812989,1434,141135478,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2826,236540485,334238514815,7831689,7609218,11926,158162819,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2044,5894247551,141567755541,124842175,157712018,1388986,4069024287,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63362693608,178815074,312562269,104442,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2468,566651899,197521289599,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1333,302286848,34119072914,1703745,1793995,67896,204456989,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201216.csv b/output/alternative/sec/13f/universe/20201216.csv index 07c924d..64bc13e 100644 --- a/output/alternative/sec/13f/universe/20201216.csv +++ b/output/alternative/sec/13f/universe/20201216.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727425775,1122428592927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316858616561,9583404,5812989,1434,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334191830815,7831689,7609218,11926,158142308,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497735260,60352453278,10596173,12966876,46773,302287242,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2600,216128833,316979047561,9583404,5812989,1434,141138195,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2827,236542910,334242068815,7831689,7609218,11926,158165244,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2044,5894247551,141567755541,124842175,157712018,1388986,4069024287,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63362693608,178815074,312562269,104442,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2468,566651899,197521289599,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201217.csv b/output/alternative/sec/13f/universe/20201217.csv index 07c924d..64bc13e 100644 --- a/output/alternative/sec/13f/universe/20201217.csv +++ b/output/alternative/sec/13f/universe/20201217.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727425775,1122428592927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316858616561,9583404,5812989,1434,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334191830815,7831689,7609218,11926,158142308,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497735260,60352453278,10596173,12966876,46773,302287242,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2600,216128833,316979047561,9583404,5812989,1434,141138195,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2827,236542910,334242068815,7831689,7609218,11926,158165244,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2044,5894247551,141567755541,124842175,157712018,1388986,4069024287,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63362693608,178815074,312562269,104442,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2468,566651899,197521289599,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201218.csv b/output/alternative/sec/13f/universe/20201218.csv index 07c924d..64bc13e 100644 --- a/output/alternative/sec/13f/universe/20201218.csv +++ b/output/alternative/sec/13f/universe/20201218.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727425775,1122428592927,325799391,31230243 AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,216046884,316858616561,9583404,5812989,1434,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2809,236508639,334191830815,7831689,7609218,11926,158142308,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497735260,60352453278,10596173,12966876,46773,302287242,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2600,216128833,316979047561,9583404,5812989,1434,141138195,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2827,236542910,334242068815,7831689,7609218,11926,158165244,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2044,5894247551,141567755541,124842175,157712018,1388986,4069024287,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1696,228663288,63362693608,178815074,312562269,104442,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2468,566651899,197521289599,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201221.csv b/output/alternative/sec/13f/universe/20201221.csv index 0213ec2..687c4c1 100644 --- a/output/alternative/sec/13f/universe/20201221.csv +++ b/output/alternative/sec/13f/universe/20201221.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3361,9728069924,1122505176927,325799391,31231283 AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2587,216054971,316872766561,9583404,5812989,1434,141091394,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2811,236514718,334201167815,7831689,7609218,11926,158146842,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497735260,60352453278,10596173,12966876,46773,302287242,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2601,216136920,316993197561,9583404,5812989,1434,141138195,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2829,236548989,334251405815,7831689,7609218,11926,158169778,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2046,5894277372,141568519541,124842175,157712018,1388986,4069036381,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1697,228694399,63371666608,178815074,312562269,104442,104500941,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566658975,197523789599,391937430,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2047,5894279272,141568565312,124842175,157712018,1388986,4069036381,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1722,229341896,63551573415,178815074,312562269,104443,104584030,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2470,566749043,197548082599,391937430,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1335,302304557,34121094914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201222.csv b/output/alternative/sec/13f/universe/20201222.csv index ef11f1a..8c1175a 100644 --- a/output/alternative/sec/13f/universe/20201222.csv +++ b/output/alternative/sec/13f/universe/20201222.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3362,9729976277,1122725951927,325799391,31231283 AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1513,287454299,42844164558,142418590,306030479,155421,184948922,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1698,228695759,63372044608,178815074,312562269,104442,104502301,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2470,566793638,197568886599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1723,229343256,63551951415,178815074,312562269,104443,104585390,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,197593179599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201223.csv b/output/alternative/sec/13f/universe/20201223.csv index 177f4d3..2a66287 100644 --- a/output/alternative/sec/13f/universe/20201223.csv +++ b/output/alternative/sec/13f/universe/20201223.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3363,9729982640,1122726688927,325799391,31231283 AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63373292608,178815074,312562269,104442,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2470,566793638,197568886599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,197593179599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201224.csv b/output/alternative/sec/13f/universe/20201224.csv index d487759..749cad6 100644 --- a/output/alternative/sec/13f/universe/20201224.csv +++ b/output/alternative/sec/13f/universe/20201224.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,31231283 AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63373292608,178815074,312562269,104442,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2472,566797066,197570034599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201225.csv b/output/alternative/sec/13f/universe/20201225.csv index d487759..749cad6 100644 --- a/output/alternative/sec/13f/universe/20201225.csv +++ b/output/alternative/sec/13f/universe/20201225.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,31231283 AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63373292608,178815074,312562269,104442,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2472,566797066,197570034599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201228.csv b/output/alternative/sec/13f/universe/20201228.csv index d487759..749cad6 100644 --- a/output/alternative/sec/13f/universe/20201228.csv +++ b/output/alternative/sec/13f/universe/20201228.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,31231283 AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63373292608,178815074,312562269,104442,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2472,566797066,197570034599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201229.csv b/output/alternative/sec/13f/universe/20201229.csv index d487759..749cad6 100644 --- a/output/alternative/sec/13f/universe/20201229.csv +++ b/output/alternative/sec/13f/universe/20201229.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,31231283 AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2588,216103654,316944311561,9583404,5812989,1434,141139925,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2812,236542640,334242089815,7831689,7609218,11926,158170737,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2047,5894643923,141577349541,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1699,228700250,63373292608,178815074,312562269,104442,104506792,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2472,566797066,197570034599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201230.csv b/output/alternative/sec/13f/universe/20201230.csv index 4e81b1e..d153fb8 100644 --- a/output/alternative/sec/13f/universe/20201230.csv +++ b/output/alternative/sec/13f/universe/20201230.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730059060,1122735537927,325799391,31231283 AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1139,420970464,18530611971,175912396,282685743,961076,314206321,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,316944601561,9583404,5812989,1434,141140123,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,334242590815,7831689,7609218,11926,158171079,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2603,216185801,317065032561,9583404,5812989,1434,141186924,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2831,236577253,334292828815,7831689,7609218,11926,158194015,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42850528558,142418590,306030479,155421,184991411,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2048,5894664798,141577851541,124842175,157712018,1388986,4069423807,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,63387073608,178815074,312562269,104442,104556394,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566863901,197592415599,391937430,568142820,543662,367053097,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2049,5894666698,141577897312,124842175,157712018,1388986,4069423807,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1725,229397349,63566980415,178815074,312562269,104443,104639483,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,197616708599,391937430,568142820,543662,367053097,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201231.csv b/output/alternative/sec/13f/universe/20201231.csv index 4e81b1e..d153fb8 100644 --- a/output/alternative/sec/13f/universe/20201231.csv +++ b/output/alternative/sec/13f/universe/20201231.csv @@ -2,12 +2,12 @@ AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730059060,1122735537927,325799391,31231283 AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 EEM SNQLASP67O85,EEM,20200930,1139,420970464,18530611971,175912396,282685743,961076,314206321,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2589,216103852,316944601561,9583404,5812989,1434,141140123,12183425,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2813,236542982,334242590815,7831689,7609218,11926,158171079,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895413,60371939278,10596173,12966876,46773,302447358,40758566,1 +GOOCV VP83T1ZUHROL,GOOG,20200930,2603,216185801,317065032561,9583404,5812989,1434,141186924,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,20200930,2831,236577253,334292828815,7831689,7609218,11926,158194015,18783016,1 +IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42850528558,142418590,306030479,155421,184991411,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2048,5894664798,141577851541,124842175,157712018,1388986,4069423807,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228749852,63387073608,178815074,312562269,104442,104556394,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566863901,197592415599,391937430,568142820,543662,367053097,41754440,1 -USO THORT68ZZSYT,USO,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +NB R735QTJ8XC9X,BAC,20200930,2049,5894666698,141577897312,124842175,157712018,1388986,4069423807,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,20200930,1725,229397349,63566980415,178815074,312562269,104443,104639483,32345398,1 +SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,197616708599,391937430,568142820,543662,367053097,41754440,1 +USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/uso.csv b/output/alternative/sec/13f/uso.csv index 525ad6e..fe28a5a 100644 --- a/output/alternative/sec/13f/uso.csv +++ b/output/alternative/sec/13f/uso.csv @@ -3,29 +3,30 @@ 20201008 03:00,20200930,6,4435,125000,0,0,0,802,0,0 20201009 03:00,20200930,8,11815,334000,0,0,0,7936,0,0 20201010 03:00,20200930,11,36427,1030000,450,0,0,28081,0,0 -20201014 03:00,20200930,16,63368,1791000,450,0,0,49643,0,0 -20201015 03:00,20200930,20,419203,11857000,450,0,0,404754,0,0 -20201016 03:00,20200930,23,444083,12562000,450,0,0,405804,0,0 -20201017 03:00,20200930,24,444681,12579000,450,0,0,405804,0,0 -20201020 03:00,20200930,28,452805,12808000,32250,120,0,413832,0,0 -20201021 03:00,20200930,31,453590,12830000,32250,120,0,413832,0,0 -20201022 03:00,20200930,34,462492,13082000,32250,120,0,421580,0,0 -20201023 03:00,20200930,37,490085,13863000,32250,120,0,437866,0,0 -20201024 03:00,20200930,38,490710,13881000,32250,120,0,438491,0,0 -20201027 03:00,20200930,43,737021,20849000,36750,120,0,684658,0,0 -20201028 03:00,20200930,48,836032,23649000,2632750,1434420,0,780031,0,0 -20201029 03:00,20200930,51,836911,23674000,2689750,1434420,0,780642,0,0 -20201030 03:00,20200930,54,960643,27175000,2689750,1434420,0,806626,0,0 -20201031 03:00,20200930,58,967093,27357000,2689750,1434420,416,806626,0,0 -20201103 03:00,20200930,61,985774,27885000,2689750,1434420,416,807384,0,0 -20201104 03:00,20200930,66,1035131,29282000,2709750,1434420,416,810592,0,0 -20201105 03:00,20200930,69,2265243,63639000,2742150,1434420,416,844922,0,0 -20201106 03:00,20200930,75,2510208,70568000,2742150,1434420,416,990815,0,0 -20201107 03:00,20200930,83,2550419,71705000,2742650,1434420,416,1001213,0,0 -20201110 03:00,20200930,88,3349177,94303000,2742650,1434420,416,1397449,0,0 -20201111 03:00,20200930,96,3399060,95712590,2742650,1434420,416,1408231,0,0 -20201113 03:00,20200930,125,6201142,173976278,4653810,1941548,416,3482183,584302,1 -20201114 03:00,20200930,151,12528200,352675278,8813934,8868420,416,8889876,717430,1 -20201117 03:00,20200930,172,33759715,953332278,22844926,38616768,69466,30100540,717495,1 -20201118 03:00,20200930,177,36097008,1019453278,23662538,39827196,69466,32436299,717495,1 -20201121 03:00,20200930,179,36098144,1019485278,23662538,39827196,69466,32436299,717495,1 +20201014 03:00,20200930,17,83368,2357000,450,0,0,49643,0,0 +20201015 03:00,20200930,21,439203,12423000,450,0,0,404754,0,0 +20201016 03:00,20200930,24,464083,13128000,450,0,0,405804,0,0 +20201017 03:00,20200930,25,464681,13145000,450,0,0,405804,0,0 +20201020 03:00,20200930,29,472805,13374000,32250,120,0,413832,0,0 +20201021 03:00,20200930,32,473590,13396000,32250,120,0,413832,0,0 +20201022 03:00,20200930,35,482492,13648000,32250,120,0,421580,0,0 +20201023 03:00,20200930,38,510085,14429000,32250,120,0,437866,0,0 +20201024 03:00,20200930,39,510710,14447000,32250,120,0,438491,0,0 +20201027 03:00,20200930,44,757021,21415000,36750,120,0,684658,0,0 +20201028 03:00,20200930,49,856032,24215000,2632750,1434420,0,780031,0,0 +20201029 03:00,20200930,52,856911,24240000,2689750,1434420,0,780642,0,0 +20201030 03:00,20200930,55,980643,27741000,2689750,1434420,0,806626,0,0 +20201031 03:00,20200930,59,987093,27923000,2689750,1434420,416,806626,0,0 +20201103 03:00,20200930,62,1005774,28451000,2689750,1434420,416,807384,0,0 +20201104 03:00,20200930,68,1056817,29896000,2709750,1434420,416,810592,0,1 +20201105 03:00,20200930,72,2287581,64271000,2742150,1434420,416,844922,0,1 +20201106 03:00,20200930,78,2532546,71200000,2742150,1434420,416,990815,0,1 +20201107 03:00,20200930,87,2573265,72351000,2742650,1434420,416,1001213,0,1 +20201110 03:00,20200930,93,3372023,94949000,2751150,1434420,416,1397449,0,1 +20201111 03:00,20200930,101,3421906,96358590,2751150,1434420,416,1408231,0,1 +20201113 03:00,20200930,130,6223988,174622278,4662310,1941548,416,3482183,584302,1 +20201114 03:00,20200930,158,12551111,353323410,8822434,8868420,416,8889941,717430,1 +20201117 03:00,20200930,179,33782626,953980410,22853426,38616768,69466,30100605,717495,1 +20201118 03:00,20200930,184,36119919,1020101410,23671038,39827196,69466,32436364,717495,1 +20201121 03:00,20200331,229,153382774,648188610,50021965,94412340,12640,140040845,3985466,1 +20201121 03:00,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 From 43a7ffea871175b86fc42f4b6e636ef064aa35dd Mon Sep 17 00:00:00 2001 From: Josue Nina Date: Wed, 16 Sep 2026 00:41:50 -0500 Subject: [PATCH 11/11] Deliver every quarter a release restates in one data point rather than one point per quarter LEAN hands an algorithm a single data point per security per timestamp, so a release that restated several quarters reached it as one of them and the rest were dropped. Measured over the processed history, 7% of the 8.5M (security, release) points carry more than one quarter, up to 75, which is 1.7M of the 10.2M rows that `slice[symbol]`, `slice.Get()` and the typed `History()` never showed. The universe had the same shape: a security with two live quarters occupied two records, so the pandas frame kept the first of them and the security cache the last. - `SEC13F` replaces `SEC13FHoldings` as the per security point and carries `Holdings`, one `SEC13FHolding` per restated quarter, oldest first. `MostReported` is the quarter the most managers have reported, which is the reading the DataFrame carries as columns and the safer default for ranking while a new quarter fills in; `Latest` is the newest and stays out of the frame. Each quarter exposes `Quarter`, a label such as 2020Q2 derived from `PeriodEnd`. - The point enumerates its quarters, so `history(..., flatten=True)` expands it into one row per quarter, and `[ProtoContract(IgnoreListHandling = true)]` keeps it serializable as a protobuf sub type, which a `BaseDataCollection` cannot be. The quarter is deliberately not a `BaseData` for the same reason. - `SEC13FUniverse` replaces `SEC13FHoldingsUniverse` and holds one `SEC13F` per security, so the selection function, the security cache and the flattened frame all see the same record. - A published line now reads `stamp,quarterCount,<10 columns per quarter>`, and a universe line `securityIdentifier,ticker,quarterCount,<10 columns per quarter>`. The reader derives the group width from the count, so a measure appended later leaves every existing file readable. The staging files the processor merges through are unchanged. - Demonstration algorithms, the listing documentation and the sample output follow. The documentation no longer claims that History returns every quarter, which was true of the DataFrame and never of the typed History, and no longer tells the reader to iterate AllData. - The security database is assumed to be in place, as the map files are, rather than checked for at startup: the processor reads it through TryRead and carries on with an empty list when it is missing, which is what lets the tests run without it. --- DataProcessing/SEC13FDownloader.cs | 184 +++-- SEC13F.cs | 234 ++++++ ...HoldingsAlgorithm.cs => SEC13FAlgorithm.cs | 51 +- ...HoldingsAlgorithm.py => SEC13FAlgorithm.py | 50 +- SEC13FHolding.cs | 139 ++++ SEC13FHoldings.cs | 223 ------ SEC13FHoldingsUniverse.cs | 200 ----- SEC13FUniverse.cs | 120 +++ ....cs => SEC13FUniverseSelectionAlgorithm.cs | 36 +- ....py => SEC13FUniverseSelectionAlgorithm.py | 39 +- listing-about-13f.md | 29 +- listing-documentation-13f.md | 139 ++-- output/alternative/sec/13f/aapl.csv | 178 ++--- output/alternative/sec/13f/aig.csv | 90 +-- output/alternative/sec/13f/bac.csv | 133 ++-- output/alternative/sec/13f/bno.csv | 30 +- output/alternative/sec/13f/eem.csv | 112 ++- output/alternative/sec/13f/goog.csv | 143 ++-- output/alternative/sec/13f/googl.csv | 140 ++-- output/alternative/sec/13f/ibm.csv | 131 ++-- output/alternative/sec/13f/iwm.csv | 107 ++- output/alternative/sec/13f/qqq.csv | 125 ++- output/alternative/sec/13f/spy.csv | 148 ++-- .../alternative/sec/13f/universe/20201002.csv | 37 +- .../alternative/sec/13f/universe/20201005.csv | 37 +- .../alternative/sec/13f/universe/20201006.csv | 38 +- .../alternative/sec/13f/universe/20201007.csv | 39 +- .../alternative/sec/13f/universe/20201008.csv | 39 +- .../alternative/sec/13f/universe/20201009.csv | 39 +- .../alternative/sec/13f/universe/20201012.csv | 39 +- .../alternative/sec/13f/universe/20201013.csv | 39 +- .../alternative/sec/13f/universe/20201014.csv | 39 +- .../alternative/sec/13f/universe/20201015.csv | 39 +- .../alternative/sec/13f/universe/20201016.csv | 39 +- .../alternative/sec/13f/universe/20201019.csv | 39 +- .../alternative/sec/13f/universe/20201020.csv | 39 +- .../alternative/sec/13f/universe/20201021.csv | 39 +- .../alternative/sec/13f/universe/20201022.csv | 39 +- .../alternative/sec/13f/universe/20201023.csv | 39 +- .../alternative/sec/13f/universe/20201026.csv | 39 +- .../alternative/sec/13f/universe/20201027.csv | 39 +- .../alternative/sec/13f/universe/20201028.csv | 39 +- .../alternative/sec/13f/universe/20201029.csv | 39 +- .../alternative/sec/13f/universe/20201030.csv | 39 +- .../alternative/sec/13f/universe/20201102.csv | 39 +- .../alternative/sec/13f/universe/20201103.csv | 39 +- .../alternative/sec/13f/universe/20201104.csv | 39 +- .../alternative/sec/13f/universe/20201105.csv | 39 +- .../alternative/sec/13f/universe/20201106.csv | 39 +- .../alternative/sec/13f/universe/20201109.csv | 39 +- .../alternative/sec/13f/universe/20201110.csv | 39 +- .../alternative/sec/13f/universe/20201111.csv | 39 +- .../alternative/sec/13f/universe/20201112.csv | 39 +- .../alternative/sec/13f/universe/20201113.csv | 39 +- .../alternative/sec/13f/universe/20201116.csv | 26 +- .../alternative/sec/13f/universe/20201117.csv | 26 +- .../alternative/sec/13f/universe/20201118.csv | 26 +- .../alternative/sec/13f/universe/20201119.csv | 26 +- .../alternative/sec/13f/universe/20201120.csv | 26 +- .../alternative/sec/13f/universe/20201123.csv | 26 +- .../alternative/sec/13f/universe/20201124.csv | 26 +- .../alternative/sec/13f/universe/20201125.csv | 26 +- .../alternative/sec/13f/universe/20201126.csv | 26 +- .../alternative/sec/13f/universe/20201127.csv | 26 +- .../alternative/sec/13f/universe/20201130.csv | 26 +- .../alternative/sec/13f/universe/20201201.csv | 26 +- .../alternative/sec/13f/universe/20201202.csv | 26 +- .../alternative/sec/13f/universe/20201203.csv | 26 +- .../alternative/sec/13f/universe/20201204.csv | 26 +- .../alternative/sec/13f/universe/20201207.csv | 26 +- .../alternative/sec/13f/universe/20201208.csv | 26 +- .../alternative/sec/13f/universe/20201209.csv | 26 +- .../alternative/sec/13f/universe/20201210.csv | 26 +- .../alternative/sec/13f/universe/20201211.csv | 26 +- .../alternative/sec/13f/universe/20201214.csv | 26 +- .../alternative/sec/13f/universe/20201215.csv | 26 +- .../alternative/sec/13f/universe/20201216.csv | 26 +- .../alternative/sec/13f/universe/20201217.csv | 26 +- .../alternative/sec/13f/universe/20201218.csv | 26 +- .../alternative/sec/13f/universe/20201221.csv | 26 +- .../alternative/sec/13f/universe/20201222.csv | 26 +- .../alternative/sec/13f/universe/20201223.csv | 26 +- .../alternative/sec/13f/universe/20201224.csv | 26 +- .../alternative/sec/13f/universe/20201225.csv | 26 +- .../alternative/sec/13f/universe/20201228.csv | 26 +- .../alternative/sec/13f/universe/20201229.csv | 26 +- .../alternative/sec/13f/universe/20201230.csv | 26 +- .../alternative/sec/13f/universe/20201231.csv | 26 +- output/alternative/sec/13f/uso.csv | 63 +- output/alternative/sec/13f/wm.csv | 107 ++- tests/ProtobufSubTypes.cs | 43 + tests/SEC13FHoldingsTests.cs | 401 ---------- tests/SEC13FHoldingsUniverseTests.cs | 290 ------- tests/SEC13FProcessorTests.cs | 111 ++- tests/SEC13FTests.cs | 735 ++++++++++++++++++ tests/SEC13FUniverseTests.cs | 405 ++++++++++ tests/SECTests.cs | 5 +- tests/Tests.csproj | 8 +- 98 files changed, 3545 insertions(+), 3492 deletions(-) create mode 100644 SEC13F.cs rename SEC13FHoldingsAlgorithm.cs => SEC13FAlgorithm.cs (70%) rename SEC13FHoldingsAlgorithm.py => SEC13FAlgorithm.py (66%) create mode 100644 SEC13FHolding.cs delete mode 100644 SEC13FHoldings.cs delete mode 100644 SEC13FHoldingsUniverse.cs create mode 100644 SEC13FUniverse.cs rename SEC13FHoldingsUniverseSelectionAlgorithm.cs => SEC13FUniverseSelectionAlgorithm.cs (76%) rename SEC13FHoldingsUniverseSelectionAlgorithm.py => SEC13FUniverseSelectionAlgorithm.py (70%) create mode 100644 tests/ProtobufSubTypes.cs delete mode 100644 tests/SEC13FHoldingsTests.cs delete mode 100644 tests/SEC13FHoldingsUniverseTests.cs create mode 100644 tests/SEC13FTests.cs create mode 100644 tests/SEC13FUniverseTests.cs diff --git a/DataProcessing/SEC13FDownloader.cs b/DataProcessing/SEC13FDownloader.cs index f7e17ca..0048539 100644 --- a/DataProcessing/SEC13FDownloader.cs +++ b/DataProcessing/SEC13FDownloader.cs @@ -1,4 +1,4 @@ -/* +/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * @@ -84,7 +84,7 @@ public class SEC13FDownloader : IDisposable // index at 01:00 ET the next day with a one hour timeout (schedule "0 1 * * 2-6", Date // Offset 1), so a filing is published the day after its FILING_DATE at ReleaseTimeOfDay. // Stamping it any earlier would let a backtest read it before the live job had it. - internal static readonly TimeSpan AvailableAfterFilingDate = TimeSpan.FromDays(1) + SEC13FHoldings.ReleaseTimeOfDay; + internal static readonly TimeSpan AvailableAfterFilingDate = TimeSpan.FromDays(1) + SEC13F.ReleaseTimeOfDay; /// Config key that starts the rebuild's EDGAR days on this yyyyMMdd instead of after the last data set. internal const string EdgarFromKey = "sec-13f-edgar-from"; @@ -108,11 +108,17 @@ public class SEC13FDownloader : IDisposable private const string ReleaseFormat = "yyyyMMdd HH:mm"; private const string PeriodFormat = "yyyyMMdd"; - // The published row: release, period, the eight measures and the confidential flag. + // A staged row: release, period, the eight measures and the confidential flag. private const int FirstValueColumn = 2; private const int ValueColumnCount = 8; private const int PublishedColumnCount = FirstValueColumn + ValueColumnCount + 1; + // A published line: the release stamp, how many quarters it restates, and then that many + // groups of columns, one per quarter. Every quarter a release restates travels in one line, + // since LEAN hands an algorithm a single data point per security per timestamp. + private const int PointHeaderColumns = 2; + private const int GroupColumnCount = ValueColumnCount + 2; + // N-PORT quarters folded into the crosswalk: a year reaches every security still trading. private const int NPortQuartersToFold = 4; @@ -272,15 +278,15 @@ public SEC13FDownloader(string destinationDirectory, string processedDataDirecto { // The folder comes from the data type rather than a literal, so the writer and the // reader cannot drift apart. - _destinationDirectory = Path.Combine(destinationDirectory, SEC13FHoldings.ReportFolder); - _processedDataDirectory = Path.Combine(processedDataDirectory, SEC13FHoldings.ReportFolder); + _destinationDirectory = Path.Combine(destinationDirectory, SEC13F.ReportFolder); + _processedDataDirectory = Path.Combine(processedDataDirectory, SEC13F.ReportFolder); _deploymentDate = deploymentDate; // Downloads land in the raw folder, which the job archives after every run but does not // restore before the next, so it only saves work within a run. _archiveCacheDirectory = rawDataDirectory == null ? Path.Combine(Path.GetTempPath(), "sec-13f-archives") - : Path.Combine(rawDataDirectory, SEC13FHoldings.ReportFolder, "archives"); + : Path.Combine(rawDataDirectory, SEC13F.ReportFolder, "archives"); Directory.CreateDirectory(_archiveCacheDirectory); _client = new HttpClient { Timeout = TimeSpan.FromMinutes(30) }; @@ -290,19 +296,13 @@ public SEC13FDownloader(string destinationDirectory, string processedDataDirecto _mapFileProvider = new LocalZipMapFileProvider(); _mapFileProvider.Initialize(new DefaultDataProvider()); - // Without security-database.csv, which is not distributable, the first two resolution - // steps answer nothing, so say so at startup rather than let the coverage drop silently. - // Its rows are read here rather than through LEAN's resolver, which keeps only the first - // row of an identifier the database repeats. + // The security database is in place wherever the job runs, as the map files are. Its rows are + // read here rather than through LEAN's resolver, which keeps only the first row of an + // identifier the database repeats; a data folder without it, as in the unit tests, reads as empty. var securityDatabasePath = Path.Combine( Globals.GetDataFolderPath("symbol-properties"), "security-database.csv"); - if (!File.Exists(securityDatabasePath) || - !SecurityDefinition.TryRead(new DefaultDataProvider(), securityDatabasePath, out var definitions)) - { - Log.Error($"SEC13FDownloader(): {securityDatabasePath} is missing or unreadable. It is not distributable, " + - "and without it no CUSIP or ISIN resolves and the run produces no data."); - definitions = new List(); - } + SecurityDefinition.TryRead(new DefaultDataProvider(), securityDatabasePath, out var definitions); + definitions ??= new List(); _definitionsByCusip = IndexDefinitions(definitions, definition => DatabaseCusip(definition.CUSIP)); _definitionsByIsin = IndexDefinitions(definitions, definition => definition.ISIN); @@ -2099,10 +2099,13 @@ private void FinalizeSecurityFiles() } // Time order: LEAN's SubscriptionDataReader silently drops a point whose timestamp - // moves backwards. Ties keep the older quarter first. + // moves backwards. The quarters of one release are written oldest first, inside the + // single line that carries them. File.WriteAllLines( Path.Combine(_destinationDirectory, $"{ticker}.csv"), - rows.OrderBy(row => row.Time).ThenBy(row => row.PeriodEnd).Select(FormatRow)); + rows.OrderBy(row => row.Time).ThenBy(row => row.PeriodEnd) + .GroupBy(row => row.Time) + .Select(release => FormatPoint(release.Key, release.ToList()))); } // The shelf row count is what tells a merge from a silent rebuild, so it is logged. @@ -2135,7 +2138,7 @@ private void FinalizeSecurityFiles() continue; } - rows.AddRange(ReadRows(path) + rows.AddRange(ReadPublishedRows(path) .Where(row => TickerOwner(ticker, row.Time.Date) == security) .Select(row => (ticker, row))); } @@ -2157,7 +2160,7 @@ private List OtherSecuritiesRows(string ticker) return new List(); } - var rows = ReadRows(path) + var rows = ReadPublishedRows(path) .Where(row => { var owner = TickerOwner(ticker, row.Time.Date); @@ -2227,16 +2230,18 @@ internal void BuildUniverseFiles() } var csv = line.Split(','); - if (csv.Length < PublishedColumnCount || - !DateTime.TryParseExact(csv[1], PeriodFormat, CultureInfo.InvariantCulture, - DateTimeStyles.None, out var periodEnd)) + if (csv.Length < PointHeaderColumns + GroupColumnCount || + !int.TryParse(csv[1], NumberStyles.Integer, CultureInfo.InvariantCulture, + out var quarters) || + quarters <= 0 || + !DateTime.TryParseExact(csv[0], ReleaseFormat, CultureInfo.InvariantCulture, + DateTimeStyles.None, out var release)) { malformed++; continue; } - var releaseDate = DateTime - .ParseExact(csv[0], ReleaseFormat, CultureInfo.InvariantCulture).Date; + var releaseDate = release.Date; // The owner of the ticker on the release date. The map file is checked first // because GenerateEquity never returns null for an unknown ticker. @@ -2257,13 +2262,26 @@ internal void BuildUniverseFiles() events[releaseDate] = rows = new List(); } - // The per-security row is carried unchanged, so the two views cannot disagree. - rows.Add(new UniverseRow( - security.ToString(), - periodEnd, - ParseDecimal(csv[FirstValueColumn]), - mapFile.DelistingDate, - $"{security},{ticker},{string.Join(",", csv.Skip(1))}")); + var width = (csv.Length - PointHeaderColumns) / quarters; + for (var quarter = 0; quarter < quarters; quarter++) + { + var offset = PointHeaderColumns + quarter * width; + if (!DateTime.TryParseExact(csv[offset], PeriodFormat, CultureInfo.InvariantCulture, + DateTimeStyles.None, out var periodEnd)) + { + malformed++; + continue; + } + + // The published columns are carried unchanged, so the two views cannot disagree. + rows.Add(new UniverseRow( + security.ToString(), + periodEnd, + ParseDecimal(csv[offset + 1]), + mapFile.DelistingDate, + ticker, + string.Join(",", csv.Skip(offset).Take(width)))); + } } } } @@ -2354,10 +2372,11 @@ internal void BuildUniverseFiles() continue; } - // Security, then quarter. + // One line per security, its quarters oldest first, securities in identifier + // order. LEAN hands the selection function a single record per security. var rows = current .OrderBy(security => security.Key, StringComparer.Ordinal) - .SelectMany(security => security.Value.Values.Select(row => row.Line)) + .Select(security => FormatUniverseLine(security.Key, security.Value.Values)) .ToList(); File.WriteAllLines(Path.Combine(universeDirectory, $"{day.ToStringInvariant("yyyyMMdd")}.csv"), rows); @@ -2369,7 +2388,7 @@ internal void BuildUniverseFiles() $"from {events.Keys.First():yyyy-MM-dd} to {events.Keys.Last():yyyy-MM-dd}, " + $"{current.Count} securities and " + $"{current.Values.Sum(periods => periods.Count)} rows in the last file, " + - $"{rowsWritten} rows written, {superseded} restated, " + + $"{rowsWritten} lines written, {superseded} restated, " + $"{ignoredAsStale} late rows ignored as stale, {expiredQuarters} quarters expired, " + $"{delistedSecurities} securities delisted"); } @@ -2410,9 +2429,29 @@ private static DateTime QuarterEndBefore(DateTime day) return new DateTime(day.Year, (day.Month - 1) / 3 * 3 + 1, 1).AddDays(-1); } - /// One universe line, with the fields the forward-fill reads kept alongside it. + /// + /// One universe line: the identifier, the ticker the security traded under when its newest + /// quarter was published, and that quarter and the one before it, oldest first. + /// + private static string FormatUniverseLine(string security, IList quarters) + { + var line = new StringBuilder() + .Append(security).Append(',') + .Append(quarters[quarters.Count - 1].Ticker).Append(',') + .Append(quarters.Count.ToStringInvariant()); + + foreach (var quarter in quarters) + { + line.Append(',').Append(quarter.Group); + } + + return line.ToString(); + } + + /// One quarter of a universe line, with the fields the forward-fill reads. private readonly record struct UniverseRow( - string SecurityIdentifier, DateTime PeriodEnd, decimal Holders, DateTime DelistingDate, string Line); + string SecurityIdentifier, DateTime PeriodEnd, decimal Holders, DateTime DelistingDate, + string Ticker, string Group); /// One row of a per-security file, either an increment or the running total. internal sealed class HoldingsRow @@ -2470,7 +2509,29 @@ internal sealed class HoldingsRow .ToList(); } - /// Reads a per-security file, skipping blank lines. + /// Reads a published per-security file, unpacking every release into its quarters. + private static IEnumerable ReadPublishedRows(string path) + { + return File.ReadAllLines(path) + .Where(line => !string.IsNullOrWhiteSpace(line)) + .SelectMany(ParsePoint); + } + + /// Unpacks one published line into one row per quarter it restates. + private static IEnumerable ParsePoint(string line) + { + var csv = line.Split(','); + var time = DateTime.ParseExact(csv[0], ReleaseFormat, CultureInfo.InvariantCulture); + var quarters = int.Parse(csv[1], NumberStyles.Integer, CultureInfo.InvariantCulture); + var width = (csv.Length - PointHeaderColumns) / quarters; + + for (var quarter = 0; quarter < quarters; quarter++) + { + yield return ParseGroup(time, csv, PointHeaderColumns + quarter * width); + } + } + + /// Reads a staging file, skipping blank lines. private static IEnumerable ReadRows(string path) { return File.ReadAllLines(path).Where(line => !string.IsNullOrWhiteSpace(line)).Select(ParseRow); @@ -2546,38 +2607,63 @@ internal static List Accumulate(IEnumerable increments return cumulative; } - /// Parses one per-security row. + /// Parses one staged row. private static HoldingsRow ParseRow(string line) { var csv = line.Split(','); + return ParseGroup(DateTime.ParseExact(csv[0], ReleaseFormat, CultureInfo.InvariantCulture), csv, 1); + } + + /// Reads one quarter: the period, the eight measures and the confidential flag. + private static HoldingsRow ParseGroup(DateTime time, string[] csv, int offset) + { var values = new decimal[ValueColumnCount]; for (var i = 0; i < ValueColumnCount; i++) { - values[i] = ParseDecimal(csv[FirstValueColumn + i]); + values[i] = ParseDecimal(csv[offset + 1 + i]); } return new HoldingsRow { - Time = DateTime.ParseExact(csv[0], ReleaseFormat, CultureInfo.InvariantCulture), - PeriodEnd = DateTime.ParseExact(csv[1], PeriodFormat, CultureInfo.InvariantCulture), + Time = time, + PeriodEnd = DateTime.ParseExact(csv[offset], PeriodFormat, CultureInfo.InvariantCulture), Values = values, - ConfidentialOmitted = csv[FirstValueColumn + ValueColumnCount] == "1" + ConfidentialOmitted = csv[offset + 1 + ValueColumnCount] == "1" }; } - /// Formats one per-security row, in the layout SEC13FHoldings parses. + /// Formats one staged row: the release stamp and the quarter behind it. private static string FormatRow(HoldingsRow row) + { + return $"{row.Time.ToStringInvariant(ReleaseFormat)},{FormatGroup(row)}"; + } + + /// Formats one release, in the layout SEC13F parses. + private static string FormatPoint(DateTime time, IList quarters) { var line = new StringBuilder() - .Append(row.Time.ToStringInvariant(ReleaseFormat)).Append(',') - .Append(row.PeriodEnd.ToStringInvariant(PeriodFormat)); + .Append(time.ToStringInvariant(ReleaseFormat)).Append(',') + .Append(quarters.Count.ToStringInvariant()); + + foreach (var row in quarters) + { + line.Append(',').Append(FormatGroup(row)); + } + + return line.ToString(); + } + + /// Formats one quarter of a release, in the layout SEC13FHolding parses. + private static string FormatGroup(HoldingsRow row) + { + var group = new StringBuilder().Append(row.PeriodEnd.ToStringInvariant(PeriodFormat)); foreach (var value in row.Values) { - line.Append(',').Append(FormatValue(value)); + group.Append(',').Append(FormatValue(value)); } - return line.Append(',').Append(row.ConfidentialOmitted ? '1' : '0').ToString(); + return group.Append(',').Append(row.ConfidentialOmitted ? '1' : '0').ToString(); } /// Reports how much of the dataset made it through identity resolution. diff --git a/SEC13F.cs b/SEC13F.cs new file mode 100644 index 0000000..591e979 --- /dev/null +++ b/SEC13F.cs @@ -0,0 +1,234 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections; +using System.Collections.Generic; +using System.Globalization; +using System.IO; +using System.Linq; +using NodaTime; +using ProtoBuf; +using QuantConnect.Data; +using QuantConnect.Python; +using QuantConnect.Util; + +namespace QuantConnect.DataSource +{ + /// + /// SEC Form 13F institutional holdings for one security, as they stood on the day the point was + /// published. Institutional investment managers exercising discretion over at least 100 million + /// dollars must file a Form 13F within 45 days of quarter end, listing the covered securities + /// they hold. This data point answers how much of a name institutions hold and how many of them + /// hold it. + /// + /// One release can restate SEVERAL quarters of a security at once, because late filings and + /// amendments keep arriving, so a point carries them all in , one + /// per reported quarter, oldest first. Seven percent of the points + /// in the history carry more than one, up to 75. LEAN hands an algorithm a single data point + /// per security per timestamp, so a line per quarter would have reached the algorithm one at a + /// time and the rest would have been dropped. + /// + /// Every value is CUMULATIVE for its quarter: it counts every filing for that quarter that was + /// public by the point timestamp, not only the filings made that day. The managers of a single + /// quarter file over roughly fifty different days, so a per-day figure would answer a question + /// nobody asks: on the busiest day of the March 2026 quarter 602 managers reported Apple for + /// the first time, while 5,920 had reported it by then. + /// + /// Raw sums only. Quarter-over-quarter change, percentage of shares outstanding and + /// concentration ratios are all derivable and are left to the algorithm. + /// + [ProtoContract(SkipConstructor = true, IgnoreListHandling = true)] + public class SEC13F : BaseData, IEnumerable + { + // The frozen layout of a line: the release stamp, how many quarters it carries, and then + // that many groups of columns. The group width is read from the line rather than assumed, + // so a measure appended in a later revision leaves every existing file readable. + private const int HeaderColumns = 2; + internal const int GroupColumns = 10; + internal const string ReleaseFormat = "yyyyMMdd HH:mm"; + + private DateTime? _endTime; + + /// + /// When the release became available. The per security files carry the release stamp in + /// their first column, so it equals Time there; the universe files are named by their date + /// and set it to the release time of that date. + /// + [ProtoMember(11)] + public override DateTime EndTime + { + get => _endTime ?? Time; + set => _endTime = value; + } + + /// + /// The quarters this release restated, oldest first. Never empty: a security with nothing + /// to report on a day has no point at all that day. + /// + [ProtoMember(10)] + public List Holdings { get; set; } = new(); + + /// + /// The quarter the most managers have reported, which is the most complete reading the + /// point carries. While a new quarter fills in, over roughly six weeks, the quarter before + /// it still holds more managers and is the one that answers how widely a name is held. + /// This is the reading whose fields the pandas DataFrame carries as columns. + /// + public SEC13FHolding MostReported => Holdings + .OrderByDescending(holding => holding.Holders ?? 0m) + .ThenByDescending(holding => holding.PeriodEnd) + .FirstOrDefault(); + + /// + /// The most recent quarter this release restated, which during a quarter handover is the + /// one still filling in. Kept out of the DataFrame: a second expanded reading would prefix + /// every column with the name of the property it came from. + /// + [PandasIgnore] + public SEC13FHolding Latest => Holdings.Count == 0 ? null : Holdings[Holdings.Count - 1]; + + /// Name of the dataset folder under alternative/sec/, which is where its files live. + public static string ReportFolder => "13f"; + + /// + /// Time of day a release date points become available. EDGAR lists a day of filings at + /// about 22:05 ET, the daily job reads them at 01:00 ET the next day and publishes by + /// 03:00, so a filing is released the day after its filing date at this time, before the + /// market opens. + /// + public static TimeSpan ReleaseTimeOfDay => TimeSpan.FromHours(3); + + /// Location of the source file: alternative/sec/13f/{ticker}.csv + public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) + { + return new SubscriptionDataSource( + Path.Combine( + Globals.DataFolder, + "alternative", + "sec", + ReportFolder, + $"{config.Symbol.Value.ToLowerInvariant()}.csv" + ), + SubscriptionTransportMedium.LocalFile, + FileFormat.Csv + ); + } + + /// Parses one line, which carries every quarter the release restated. + public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) + { + var point = Parse(line); + if (point == null) + { + return null; + } + + point.Symbol = config.Symbol; + foreach (var holding in point.Holdings) + { + holding.Symbol = config.Symbol; + } + + return point; + } + + /// + /// Parses a line into a point that has no symbol yet, which is what the universe file needs + /// once it has read the identifier of its own line. A malformed line gives null rather than + /// throwing: an exception out of Reader ends the algorithm. + /// + internal static SEC13F Parse(string line) + { + var csv = line.Split(','); + if (csv.Length < HeaderColumns + GroupColumns || + !int.TryParse(csv[1], NumberStyles.Integer, CultureInfo.InvariantCulture, out var count) || + count <= 0) + { + return null; + } + + var width = (csv.Length - HeaderColumns) / count; + if (width < GroupColumns) + { + return null; + } + + var point = new SEC13F + { + Time = DateTime.ParseExact(csv[0], ReleaseFormat, CultureInfo.InvariantCulture) + }; + + for (var i = 0; i < count; i++) + { + point.Holdings.Add(SEC13FHolding.Parse(csv, HeaderColumns + i * width)); + } + + point.Value = point.MostReported?.HoldingValue ?? 0m; + return point; + } + + /// Data time zone (Eastern, the SEC filing time zone). + public override DateTimeZone DataTimeZone() => TimeZones.NewYork; + + /// Supported resolutions (Daily only, the quarterly cadence is modeled as Daily). + public override List SupportedResolutions() => DailyResolution; + + /// Default resolution. + public override Resolution DefaultResolution() => Resolution.Daily; + + /// Sparse data: one file per security, so missing-file logs are suppressed. + public override bool IsSparseData() => true; + + /// Linked to Equities, so renames and delistings are applied via map files. + public override bool RequiresMapping() => true; + + /// + /// Iterates the quarters, which is what lets pandas flatten a point into rows. A point that + /// arrived live was deserialized from protobuf, which carries the symbol of the point out of + /// band and leaves its quarters without one, so it is filled in here rather than left null + /// for the flattening to read. + /// + public IEnumerator GetEnumerator() + { + foreach (var holding in Holdings) + { + holding.Symbol ??= Symbol; + yield return holding; + } + } + + IEnumerator IEnumerable.GetEnumerator() => GetEnumerator(); + + /// Creates a copy of the instance. + public override BaseData Clone() + { + return new SEC13F + { + Symbol = Symbol, + Time = Time, + EndTime = EndTime, + Value = Value, + Holdings = Holdings.Select(holding => holding.Clone()).ToList() + }; + } + + /// String representation for debugging. + public override string ToString() + { + return $"{Symbol}({Time:yyyyMMdd}) :: [{string.Join(", ", Holdings)}]"; + } + } +} diff --git a/SEC13FHoldingsAlgorithm.cs b/SEC13FAlgorithm.cs similarity index 70% rename from SEC13FHoldingsAlgorithm.cs rename to SEC13FAlgorithm.cs index 99de8c4..5ad72ba 100644 --- a/SEC13FHoldingsAlgorithm.cs +++ b/SEC13FAlgorithm.cs @@ -13,7 +13,6 @@ * limitations under the License. */ -using System; using System.Linq; using System.Collections.Generic; using QuantConnect.Data; @@ -32,14 +31,13 @@ namespace QuantConnect.DataLibrary.Tests /// The 13F symbols returned by AddData are signals, not tradeable securities, so every name is /// added twice: once as the tradeable equity and once as the custom data subscribed on it. /// - public class SEC13FHoldingsAlgorithm : QCAlgorithm + public class SEC13FAlgorithm : QCAlgorithm { /// Tradeable equity symbol, keyed by the 13F data symbol subscribed on it. private readonly Dictionary _equityByDataSymbol = new Dictionary(); - /// Latest number of institutional holders per reported quarter, keyed by equity symbol. - private readonly Dictionary> _holdersByEquity = - new Dictionary>(); + /// Latest institutional breadth per equity, read off the most complete quarter. + private readonly Dictionary _holdersByEquity = new Dictionary(); private Symbol _invested; @@ -64,7 +62,7 @@ public override void Initialize() foreach (var ticker in new[] { "AAPL", "GOOGL", "SPY" }) { var equity = AddEquity(ticker, Resolution.Daily).Symbol; - var dataSymbol = AddData(equity).Symbol; + var dataSymbol = AddData(equity).Symbol; _equityByDataSymbol[dataSymbol] = equity; } } @@ -75,28 +73,35 @@ public override void Initialize() /// Slice object keyed by symbol containing the data public override void OnData(Slice slice) { - // One filing date can carry several reported quarters of the same security, and the - // Slice keeps one point per symbol, so slice.Get would hand over only the newest quarter. - // AllData carries every one of them. - foreach (var holding in slice.AllData.OfType()) + foreach (var kvp in _equityByDataSymbol) { - if (!_equityByDataSymbol.TryGetValue(holding.Symbol, out var equity) || !holding.Holders.HasValue) + if (!slice.ContainsKey(kvp.Key)) { continue; } - // Time is when the point was published, 03:00 ET the day after the filing date, and - // PeriodEnd the quarter the numbers describe, typically 45 to 135 days earlier. Every - // value is cumulative for PeriodEnd: it counts every manager that had reported the - // security by then. - Log($"{Time:yyyy-MM-dd} {equity.Value} - Period: {holding.PeriodEnd:yyyy-MM-dd}, Holders: {holding.Holders}, Shares: {holding.Shares}, HoldingValue: {holding.HoldingValue}"); + // A release can restate several quarters of the same security at once and the point + // carries every one of them, so indexing the Slice by symbol loses nothing. + SEC13F point = slice[kvp.Key]; + var equity = kvp.Value; - if (!_holdersByEquity.TryGetValue(equity, out var quarters)) + // Time is when the point was published, 03:00 ET the day after the filing date, + // while PeriodEnd is the quarter a reading describes, typically 45 to 135 days + // earlier. Every value is cumulative for its own PeriodEnd: it counts every manager + // that had reported the security for that quarter by the publication time. + foreach (var holding in point.Holdings) { - _holdersByEquity[equity] = quarters = new SortedDictionary(); + Log($"{Time:yyyy-MM-dd} {equity.Value} - Period: {holding.Quarter} ({holding.PeriodEnd:yyyy-MM-dd}), Holders: {holding.Holders}, Shares: {holding.Shares}, HoldingValue: {holding.HoldingValue}"); } - quarters[holding.PeriodEnd] = holding.Holders.Value; + // MostReported is the quarter the most managers have reported, so a new quarter that + // is still filling in cannot hide the finished one it replaces: the same rule the + // universe file applies. An algorithm chasing the freshest read would take Latest. + var mostReported = point.MostReported; + if (mostReported.Holders.HasValue) + { + _holdersByEquity[equity] = mostReported.Holders.Value; + } } if (_holdersByEquity.Count == 0) @@ -104,12 +109,10 @@ public override void OnData(Slice slice) return; } - // Hold the name the most institutions report. Breadth is the larger of the two newest - // quarters, so a quarter that is still filling in does not hide the finished one: the - // same rule the universe file applies. Rebalancing only when the leader changes keeps - // the demo down to a handful of orders. + // Hold the name the most institutions report. Rebalancing only when the leader changes + // keeps the demo down to a handful of orders. var leader = _holdersByEquity - .OrderByDescending(kvp => kvp.Value.Values.Reverse().Take(2).Max()) + .OrderByDescending(kvp => kvp.Value) .ThenBy(kvp => kvp.Key.Value) .First() .Key; diff --git a/SEC13FHoldingsAlgorithm.py b/SEC13FAlgorithm.py similarity index 66% rename from SEC13FHoldingsAlgorithm.py rename to SEC13FAlgorithm.py index 98f87ba..5bdcf2f 100644 --- a/SEC13FHoldingsAlgorithm.py +++ b/SEC13FAlgorithm.py @@ -15,7 +15,7 @@ from QuantConnect.DataSource import * -class SEC13FHoldingsAlgorithm(QCAlgorithm): +class SEC13FAlgorithm(QCAlgorithm): '''Example algorithm using the SEC Form 13F institutional holdings dataset as a source of alpha. It subscribes the dataset on three large, long-listed US equities, reads the aggregated institutional position on each (number of reporting managers, shares held and their market @@ -37,7 +37,7 @@ def initialize(self) -> None: # Tradeable equity symbol, keyed by the 13F data symbol subscribed on it. self._equity_by_data_symbol = {} - # Latest number of institutional holders per reported quarter, keyed by equity symbol. + # Latest institutional breadth per equity, read off the most complete quarter. self._holders_by_equity = {} self._invested = None @@ -48,39 +48,39 @@ def initialize(self) -> None: # whole identity chain rather than just its first step. for ticker in ["AAPL", "GOOGL", "SPY"]: equity = self.add_equity(ticker, Resolution.DAILY).symbol - data_symbol = self.add_data(SEC13FHoldings, equity).symbol + data_symbol = self.add_data(SEC13F, equity).symbol self._equity_by_data_symbol[data_symbol] = equity def on_data(self, slice: Slice) -> None: - # One filing date can carry several reported quarters of the same security, and the Slice - # keeps one point per symbol, so slice.get would hand over only the newest quarter. - # all_data carries every one of them. - for holding in slice.all_data: - if not isinstance(holding, SEC13FHoldings) or holding.holders is None: - continue - equity = self._equity_by_data_symbol.get(holding.symbol) - if equity is None: + for data_symbol, equity in self._equity_by_data_symbol.items(): + if data_symbol not in slice: continue - # time is when the point was published, 03:00 ET the day after the filing date, and - # period_end the quarter the numbers describe, typically 45 to 135 days earlier. Every - # value is cumulative for period_end: it counts every manager that had reported the - # security by then. - self.log(f"{self.time:%Y-%m-%d} {equity.value} - Period: {holding.period_end:%Y-%m-%d}, Holders: {holding.holders}, Shares: {holding.shares}, HoldingValue: {holding.holding_value}") + # A release can restate several quarters of the same security at once and the point + # carries every one of them, so indexing the Slice by symbol loses nothing. + point = slice[data_symbol] + + # time is when the point was published, 03:00 ET the day after the filing date, while + # period_end is the quarter a reading describes, typically 45 to 135 days earlier. + # Every value is cumulative for its own period_end: it counts every manager that had + # reported the security for that quarter by the publication time. + for holding in point.holdings: + self.log(f"{self.time:%Y-%m-%d} {equity.value} - Period: {holding.quarter} ({holding.period_end:%Y-%m-%d}), Holders: {holding.holders}, Shares: {holding.shares}, HoldingValue: {holding.holding_value}") - self._holders_by_equity.setdefault(equity, {})[holding.period_end] = holding.holders + # most_reported is the quarter the most managers have reported, so a new quarter that is + # still filling in cannot hide the finished one it replaces: the same rule the universe + # file applies. An algorithm chasing the freshest read would take latest. + most_reported = point.most_reported + if most_reported.holders is not None: + self._holders_by_equity[equity] = most_reported.holders if not self._holders_by_equity: return - # Hold the name the most institutions report. Breadth is the larger of the two newest - # quarters, so a quarter that is still filling in does not hide the finished one: the same - # rule the universe file applies. Rebalancing only when the leader changes keeps the demo - # down to a handful of orders. - def breadth(quarters): - return max(quarters[period] for period in sorted(quarters)[-2:]) - - leader = sorted(self._holders_by_equity.items(), key=lambda kvp: (-breadth(kvp[1]), kvp[0].value))[0][0] + # Hold the name the most institutions report. Rebalancing only when the leader changes keeps + # the demo down to a handful of orders. + leader = sorted(self._holders_by_equity.items(), + key=lambda kvp: (-kvp[1], kvp[0].value))[0][0] # A 13F point lands before the open on the day after its filing, which is not necessarily a # day the equity prints a bar, so the order waits for a price rather than firing against a diff --git a/SEC13FHolding.cs b/SEC13FHolding.cs new file mode 100644 index 0000000..5ccb65d --- /dev/null +++ b/SEC13FHolding.cs @@ -0,0 +1,139 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Globalization; +using ProtoBuf; +using QuantConnect.Data; +using QuantConnect.Python; +using QuantConnect.Util; + +namespace QuantConnect.DataSource +{ + /// + /// One reported quarter of a point: every 13F filing for that quarter that + /// was public by the point's timestamp, summed. Deliberately not a , + /// so that it can ride inside the point: the data distributor registers every BaseData type + /// exposing a DataSourceId as a protobuf sub type, and a nested sub type cannot be serialized. + /// + [ProtoContract(SkipConstructor = true)] + public class SEC13FHolding : ISymbolProvider + { + /// + /// The security the quarter is reported for, which is the point's own symbol. Carried so + /// that pandas can flatten a point into one row per quarter, and kept out of the frame + /// itself, where it would collide with the index. + /// + [PandasIgnore] + public Symbol Symbol { get; set; } + + /// + /// The quarter the positions are reported for, which is the SEC PERIODOFREPORT. It is + /// carried rather than derived from the point's timestamp because the two are unrelated: + /// late filings and amendments mean one publication day carries several different reported + /// quarters, and the gap between them runs from zero to years. + /// + [ProtoMember(1)] + public DateTime PeriodEnd { get; set; } + + /// + /// The reported quarter as a label, such as 2020Q2. Derived from and + /// never stored, so it cannot disagree with it. The year comes first so that sorting the + /// label sorts the quarters. + /// + public string Quarter => $"{PeriodEnd.Year}Q{(PeriodEnd.Month - 1) / 3 + 1}"; + + /// + /// Number of distinct managers, counted by filer CIK, that have reported the security for + /// by the point's timestamp. A manager counts once however many + /// filings it makes, however many of the issuer's CUSIPs it names, and whether the filing + /// that first names the security is an original or an amendment. + /// + [ProtoMember(2)] + public decimal? Holders { get; set; } + + /// + /// Shares held, summed over every reported line with share-type SH and no option flag. + /// Principal amounts of debt (PRN) and option lines are deliberately excluded. + /// + [ProtoMember(3)] + public decimal? Shares { get; set; } + + /// + /// Market value of the shares above as reported by the managers, in whole dollars. The + /// most reported quarter's value is also the point's Value. + /// + [ProtoMember(4)] + public decimal? HoldingValue { get; set; } + + /// Shares underlying reported call positions, kept separate from Shares. + [ProtoMember(5)] + public decimal? CallShares { get; set; } + + /// Shares underlying reported put positions, kept separate from Shares. + [ProtoMember(6)] + public decimal? PutShares { get; set; } + + /// Principal amount of debt instruments reported for the security (share-type PRN). + [ProtoMember(7)] + public decimal? PrincipalValue { get; set; } + + /// Shares over which the reporting managers hold sole voting authority. + [ProtoMember(8)] + public decimal? VotingSole { get; set; } + + /// Shares over which the reporting managers share voting authority. + [ProtoMember(9)] + public decimal? VotingShared { get; set; } + + /// + /// True when at least one contributing filing withheld positions under confidential + /// treatment. Such a filing is incomplete by design and the withheld positions surface in + /// a later publication, so the flag is carried rather than silently ignored. + /// + [ProtoMember(10)] + public bool ConfidentialOmitted { get; set; } + + /// Reads one group of columns, starting at the reported quarter. + internal static SEC13FHolding Parse(string[] csv, int offset) + { + return new SEC13FHolding + { + PeriodEnd = DateTime.ParseExact(csv[offset], "yyyyMMdd", CultureInfo.InvariantCulture), + Holders = ParseMeasure(csv[offset + 1]), + Shares = ParseMeasure(csv[offset + 2]), + HoldingValue = ParseMeasure(csv[offset + 3]), + CallShares = ParseMeasure(csv[offset + 4]), + PutShares = ParseMeasure(csv[offset + 5]), + PrincipalValue = ParseMeasure(csv[offset + 6]), + VotingSole = ParseMeasure(csv[offset + 7]), + VotingShared = ParseMeasure(csv[offset + 8]), + ConfidentialOmitted = csv[offset + 9] == "1" + }; + } + + /// Parses one measure column, where an empty field is an absent reading. + internal static decimal? ParseMeasure(string value) + { + return value.IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); + } + + /// Creates a copy of the instance. + public SEC13FHolding Clone() => (SEC13FHolding)MemberwiseClone(); + + /// String representation for debugging. + public override string ToString() => $"{Quarter}: {Holders} holders, {Shares} shares"; + } +} diff --git a/SEC13FHoldings.cs b/SEC13FHoldings.cs deleted file mode 100644 index aeacde7..0000000 --- a/SEC13FHoldings.cs +++ /dev/null @@ -1,223 +0,0 @@ -/* - * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. - * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. - * - * Licensed under the Apache License, Version 2.0 (the "License"); - * you may not use this file except in compliance with the License. - * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. -*/ - -using System; -using System.Collections.Generic; -using System.Globalization; -using System.IO; -using NodaTime; -using ProtoBuf; -using QuantConnect.Data; -using QuantConnect.Util; - -namespace QuantConnect.DataSource -{ - /// - /// SEC Form 13F institutional holdings for one security, as they stood on the day the point was - /// published. Institutional investment managers exercising discretion over at least 100 million - /// dollars must file a Form 13F within 45 days of quarter end, listing the covered securities - /// they hold. This data point answers how much of a name institutions hold and how many of them - /// hold it. - /// - /// Every value is CUMULATIVE for PeriodEnd: it counts every filing for that quarter that was - /// public by Time, not only the filings made that day. The managers of a single quarter file - /// over roughly fifty different days, so a per-day figure would answer a question nobody asks: - /// on the busiest day of the March 2026 quarter 602 managers reported Apple for the first - /// time, while 5,920 had reported it by then. - /// - /// Raw sums only. Quarter-over-quarter change, percentage of shares outstanding and - /// concentration ratios are all derivable and are left to the algorithm. - /// - [ProtoContract(SkipConstructor = true)] - public class SEC13FHoldings : BaseData - { - // The frozen layout: the release stamp, the reported quarter, eight measures and the - // confidential treatment flag. - private const int ExpectedColumns = 11; - - /// - /// The quarter the positions are reported for, which is the SEC PERIODOFREPORT. It is - /// carried rather than derived from Time because the two are unrelated: late filings and - /// amendments mean one publication day carries several different reported quarters, and the - /// gap between them runs from zero to years. - /// - [ProtoMember(10)] - public DateTime PeriodEnd { get; set; } - - /// - /// Number of distinct managers, counted by filer CIK, that have reported the security for - /// PeriodEnd by Time. A manager counts once however many filings it makes, however many of - /// the issuer's CUSIPs it names, and whether the filing that first names the security is an - /// original or an amendment. - /// - [ProtoMember(11)] - public decimal? Holders { get; set; } - - /// - /// Shares held, summed over every reported line with share-type SH and no option flag. - /// Principal amounts of debt (PRN) and option lines are deliberately excluded. - /// - [ProtoMember(12)] - public decimal? Shares { get; set; } - - /// - /// Market value of the shares above as reported by the managers, in whole dollars. This is - /// also the data point's Value. - /// - [ProtoMember(13)] - public decimal? HoldingValue { get; set; } - - /// Shares underlying reported call positions, kept separate from Shares. - [ProtoMember(14)] - public decimal? CallShares { get; set; } - - /// Shares underlying reported put positions, kept separate from Shares. - [ProtoMember(15)] - public decimal? PutShares { get; set; } - - /// Principal amount of debt instruments reported for the security (share-type PRN). - [ProtoMember(16)] - public decimal? PrincipalValue { get; set; } - - /// Shares over which the reporting managers hold sole voting authority. - [ProtoMember(17)] - public decimal? VotingSole { get; set; } - - /// Shares over which the reporting managers share voting authority. - [ProtoMember(18)] - public decimal? VotingShared { get; set; } - - /// - /// True when at least one contributing filing withheld positions under confidential - /// treatment. Such a filing is incomplete by design and the withheld positions surface in - /// a later publication, so the flag is carried rather than silently ignored. - /// - [ProtoMember(19)] - public bool ConfidentialOmitted { get; set; } - - /// Name of the dataset's folder under alternative/sec/, which is where its files live. - public static string ReportFolder => "13f"; - - /// - /// Time of day a release date's rows become available. EDGAR lists a day's filings at about - /// 22:05 ET, the daily job reads them at 01:00 ET the next day and publishes by 03:00, so a - /// filing is released the day after its filing date at this time, before the market opens. - /// - public static TimeSpan ReleaseTimeOfDay => TimeSpan.FromHours(3); - - /// Parses one measure column, where an empty field is an absent reading. - internal static decimal? ParseMeasure(string value) - { - return value.IfNotNullOrEmpty(s => decimal.Parse(s, NumberStyles.Any, CultureInfo.InvariantCulture)); - } - - /// Creates a new default instance. - public SEC13FHoldings() - { - } - - /// Parses one already split CSV line into a data point. - public SEC13FHoldings(string[] csv) - { - Time = DateTime.ParseExact(csv[0], "yyyyMMdd HH:mm", CultureInfo.InvariantCulture); - PeriodEnd = DateTime.ParseExact(csv[1], "yyyyMMdd", CultureInfo.InvariantCulture); - Holders = ParseMeasure(csv[2]); - Shares = ParseMeasure(csv[3]); - HoldingValue = ParseMeasure(csv[4]); - CallShares = ParseMeasure(csv[5]); - PutShares = ParseMeasure(csv[6]); - PrincipalValue = ParseMeasure(csv[7]); - VotingSole = ParseMeasure(csv[8]); - VotingShared = ParseMeasure(csv[9]); - ConfidentialOmitted = csv[10] == "1"; - Value = HoldingValue ?? 0m; - } - - /// Location of the source file: alternative/sec/13f/{ticker}.csv - public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) - { - return new SubscriptionDataSource( - Path.Combine( - Globals.DataFolder, - "alternative", - "sec", - ReportFolder, - $"{config.Symbol.Value.ToLowerInvariant()}.csv" - ), - SubscriptionTransportMedium.LocalFile, - FileFormat.Csv - ); - } - - /// Parses the data from the line provided and loads it into LEAN. - public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) - { - var csv = line.Split(','); - - // A truncated line is skipped rather than thrown on: an exception out of Reader ends the - // algorithm. The test is "fewer than" and not "not equal to", so a column appended in a - // later revision of the file leaves every existing one readable instead of muting the - // whole dataset. - if (csv.Length < ExpectedColumns) - { - return null; - } - - return new SEC13FHoldings(csv) { Symbol = config.Symbol }; - } - - /// Data time zone (Eastern, the SEC filing time zone). - public override DateTimeZone DataTimeZone() => TimeZones.NewYork; - - /// Supported resolutions (Daily only, the quarterly cadence is modeled as Daily). - public override List SupportedResolutions() => DailyResolution; - - /// Default resolution. - public override Resolution DefaultResolution() => Resolution.Daily; - - /// Sparse data: one file per security, so missing-file logs are suppressed. - public override bool IsSparseData() => true; - - /// Linked to Equities, so renames and delistings are applied via map files. - public override bool RequiresMapping() => true; - - /// Creates a copy of the instance. - public override BaseData Clone() - { - return new SEC13FHoldings - { - Symbol = Symbol, - Time = Time, - Value = Value, - PeriodEnd = PeriodEnd, - Holders = Holders, - Shares = Shares, - HoldingValue = HoldingValue, - CallShares = CallShares, - PutShares = PutShares, - PrincipalValue = PrincipalValue, - VotingSole = VotingSole, - VotingShared = VotingShared, - ConfidentialOmitted = ConfidentialOmitted - }; - } - - /// String representation for debugging. - public override string ToString() - { - return $"{Symbol} - Period: {PeriodEnd:yyyy-MM-dd}, Holders: {Holders}, Shares: {Shares}"; - } - } -} diff --git a/SEC13FHoldingsUniverse.cs b/SEC13FHoldingsUniverse.cs deleted file mode 100644 index d662864..0000000 --- a/SEC13FHoldingsUniverse.cs +++ /dev/null @@ -1,200 +0,0 @@ -/* - * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. - * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. - * - * Licensed under the Apache License, Version 2.0 (the "License"); - * you may not use this file except in compliance with the License. - * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. -*/ - -using System; -using System.Collections.Generic; -using System.Globalization; -using System.IO; -using NodaTime; -using ProtoBuf; -using QuantConnect.Data; -using QuantConnect.Data.UniverseSelection; -using QuantConnect.Util; - -namespace QuantConnect.DataSource -{ - /// - /// Universe selection data for the SEC Form 13F institutional holdings dataset. One record per - /// security per release date, so the whole cross-section can be ranked or filtered by - /// institutional ownership without subscribing security by security. - /// - /// The file is keyed by release date, not by reported quarter: a single release date carries - /// filings for several quarters, because late filers and amendments keep arriving. Read - /// PeriodEnd to know which quarter a record describes. - /// - /// Each business day carries every security's live quarters forward, not only the ones filed - /// that day. A quarter stops being carried once the next quarter's 45 day filing deadline has - /// passed, and a security leaves after its delisting date, so a name nobody reports any more - /// drops out rather than sitting in every file with its last quarter. - /// - [ProtoContract(SkipConstructor = true)] - public class SEC13FHoldingsUniverse : BaseDataCollection - { - // The frozen layout: the identifier, the ticker, the reported quarter, eight measures and - // the confidential treatment flag. - private const int ExpectedColumns = 12; - - /// - /// Last day of the quarter the positions are reported for. Unlike the per-security class, - /// this is carried in the file: one release date mixes several reported quarters, so it - /// cannot be derived from Time. - /// - [ProtoMember(10)] - public DateTime PeriodEnd { get; set; } - - /// - /// Number of distinct managers, counted by filer CIK, that have reported the security for - /// PeriodEnd. A manager counts once however many filings or CUSIPs it reports it under. - /// - [ProtoMember(11)] - public decimal? Holders { get; set; } - - /// - /// Shares held, summed over every reported line with share-type SH and no option flag. - /// - [ProtoMember(12)] - public decimal? Shares { get; set; } - - /// - /// Market value of the shares above as reported by the managers. This is also the data - /// point's Value. - /// - [ProtoMember(13)] - public decimal? HoldingValue { get; set; } - - /// Shares underlying reported call positions, kept separate from Shares. - [ProtoMember(14)] - public decimal? CallShares { get; set; } - - /// Shares underlying reported put positions, kept separate from Shares. - [ProtoMember(15)] - public decimal? PutShares { get; set; } - - /// Principal amount of debt instruments reported for the security (share-type PRN). - [ProtoMember(16)] - public decimal? PrincipalValue { get; set; } - - /// Shares over which the reporting managers hold sole voting authority. - [ProtoMember(17)] - public decimal? VotingSole { get; set; } - - /// Shares over which the reporting managers share voting authority. - [ProtoMember(18)] - public decimal? VotingShared { get; set; } - - /// - /// True when at least one contributing filing withheld positions under confidential - /// treatment. - /// - [ProtoMember(19)] - public bool ConfidentialOmitted { get; set; } - - /// - /// The time the data point becomes available to the algorithm: the release time on its - /// release date, when the daily job has published the file. - /// - public override DateTime EndTime => Time + SEC13FHoldings.ReleaseTimeOfDay; - - /// Location of the universe file: alternative/sec/13f/universe/{yyyyMMdd}.csv - public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) - { - return new SubscriptionDataSource( - Path.Combine( - Globals.DataFolder, - "alternative", - "sec", - SEC13FHoldings.ReportFolder, - "universe", - $"{date.ToStringInvariant(DateFormat.EightCharacter)}.csv" - ), - SubscriptionTransportMedium.LocalFile, - FileFormat.FoldingCollection - ); - } - - /// Parses one universe CSV line into a data point. - public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) - { - var csv = line.Split(','); - - // A truncated line is skipped rather than thrown on: an exception out of Reader ends the - // algorithm. The test is "fewer than" and not "not equal to", so a column appended in a - // later revision of the file leaves every existing one readable instead of muting the - // whole dataset. - if (csv.Length < ExpectedColumns) - { - return null; - } - - var holdingValue = SEC13FHoldings.ParseMeasure(csv[5]); - return new SEC13FHoldingsUniverse - { - Symbol = new Symbol(SecurityIdentifier.Parse(csv[0]), csv[1]), - Time = date, - PeriodEnd = DateTime.ParseExact(csv[2], "yyyyMMdd", CultureInfo.InvariantCulture), - Holders = SEC13FHoldings.ParseMeasure(csv[3]), - Shares = SEC13FHoldings.ParseMeasure(csv[4]), - HoldingValue = holdingValue, - CallShares = SEC13FHoldings.ParseMeasure(csv[6]), - PutShares = SEC13FHoldings.ParseMeasure(csv[7]), - PrincipalValue = SEC13FHoldings.ParseMeasure(csv[8]), - VotingSole = SEC13FHoldings.ParseMeasure(csv[9]), - VotingShared = SEC13FHoldings.ParseMeasure(csv[10]), - ConfidentialOmitted = csv[11] == "1", - Value = holdingValue ?? 0m - }; - } - - /// Sparse: universe files exist only on filing dates. - public override bool IsSparseData() => true; - - /// Default resolution. - public override Resolution DefaultResolution() => Resolution.Daily; - - /// Supported resolutions (Daily only). - public override List SupportedResolutions() => DailyResolution; - - /// Data time zone (Eastern, the SEC filing time zone). - public override DateTimeZone DataTimeZone() => TimeZones.NewYork; - - /// Creates a copy of the instance. - public override BaseData Clone() - { - return new SEC13FHoldingsUniverse - { - Symbol = Symbol, - Time = Time, - Data = Data, - Value = Value, - PeriodEnd = PeriodEnd, - Holders = Holders, - Shares = Shares, - HoldingValue = HoldingValue, - CallShares = CallShares, - PutShares = PutShares, - PrincipalValue = PrincipalValue, - VotingSole = VotingSole, - VotingShared = VotingShared, - ConfidentialOmitted = ConfidentialOmitted - }; - } - - /// String representation for debugging. - public override string ToString() - { - return $"{Symbol} - Period: {PeriodEnd:yyyy-MM-dd}, Holders: {Holders}, Shares: {Shares}"; - } - } -} diff --git a/SEC13FUniverse.cs b/SEC13FUniverse.cs new file mode 100644 index 0000000..c071c93 --- /dev/null +++ b/SEC13FUniverse.cs @@ -0,0 +1,120 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.Linq; +using NodaTime; +using QuantConnect.Data; +using QuantConnect.Data.UniverseSelection; +using QuantConnect.Util; + +namespace QuantConnect.DataSource +{ + /// + /// Universe selection data for the SEC Form 13F institutional holdings dataset: one + /// per security per release date, so the whole cross-section can be ranked + /// or filtered by institutional ownership without subscribing security by security. + /// + /// The file is keyed by release date, not by reported quarter: a single release date carries + /// filings for several quarters, because late filers and amendments keep arriving. Each + /// security's quarters travel together in its , so the selection + /// function sees one record per security rather than one per quarter. + /// + /// Each business day carries every security's live quarters forward, not only the ones filed + /// that day. A quarter stops being carried once the next quarter's 45 day filing deadline has + /// passed, and a security leaves after its delisting date, so a name nobody reports any more + /// drops out rather than sitting in every file with its last quarter. + /// + public class SEC13FUniverse : BaseDataCollection + { + // The line: the identifier, the ticker, and then a SEC13F point in its own layout. + private const int IdentifierColumns = 2; + + /// Location of the universe file: alternative/sec/13f/universe/{yyyyMMdd}.csv + public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode) + { + return new SubscriptionDataSource( + System.IO.Path.Combine( + Globals.DataFolder, + "alternative", + "sec", + SEC13F.ReportFolder, + "universe", + $"{date.ToStringInvariant(DateFormat.EightCharacter)}.csv" + ), + SubscriptionTransportMedium.LocalFile, + FileFormat.FoldingCollection + ); + } + + /// Parses one universe line into the security's point for the release date. + public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode) + { + var csv = line.Split(','); + if (csv.Length < IdentifierColumns) + { + return null; + } + + // The release stamp is the file date rather than a column, so the point is read with a + // stamp of its own put in front of the rest of the line. The file day stays the point + // Time and the release time becomes its EndTime, which is when an algorithm can act on + // it: the engine walks a universe file by the day it is named after. + var stamp = date.ToStringInvariant(SEC13F.ReleaseFormat); + var point = SEC13F.Parse($"{stamp},{string.Join(",", csv.Skip(IdentifierColumns))}"); + if (point == null) + { + return null; + } + + point.EndTime = date + SEC13F.ReleaseTimeOfDay; + + point.Symbol = new Symbol(SecurityIdentifier.Parse(csv[0]), csv[1]); + foreach (var holding in point.Holdings) + { + holding.Symbol = point.Symbol; + } + + return point; + } + + /// Sparse: universe files exist only on release dates. + public override bool IsSparseData() => true; + + /// Default resolution. + public override Resolution DefaultResolution() => Resolution.Daily; + + /// Supported resolutions (Daily only). + public override List SupportedResolutions() => DailyResolution; + + /// Data time zone (Eastern, the SEC filing time zone). + public override DateTimeZone DataTimeZone() => TimeZones.NewYork; + + /// Creates a copy of the instance. + public override BaseData Clone() + { + return new SEC13FUniverse + { + Symbol = Symbol, + Time = Time, + EndTime = EndTime, + Underlying = Underlying, + FilteredContracts = FilteredContracts, + Data = Data?.Select(point => point.Clone()).ToList() + }; + } + } +} diff --git a/SEC13FHoldingsUniverseSelectionAlgorithm.cs b/SEC13FUniverseSelectionAlgorithm.cs similarity index 76% rename from SEC13FHoldingsUniverseSelectionAlgorithm.cs rename to SEC13FUniverseSelectionAlgorithm.cs index d24e7a3..c268563 100644 --- a/SEC13FHoldingsUniverseSelectionAlgorithm.cs +++ b/SEC13FUniverseSelectionAlgorithm.cs @@ -30,12 +30,12 @@ namespace QuantConnect.DataLibrary.Tests /// widely held names. /// /// The universe file is keyed by the release date rather than by the reported quarter, so a - /// single selection call mixes filings covering several different quarters. PeriodEnd says - /// which quarter each record describes, and it typically sits 45 to 135 days behind the day the - /// record arrives, with late amendments arriving years later. That lag is the product, not a - /// defect. + /// single selection call mixes filings covering several different quarters. Each security + /// arrives as one record carrying its live quarters together, and PeriodEnd says which quarter + /// a reading describes: it typically sits 45 to 135 days behind the day the record arrives, + /// with late amendments arriving years later. That lag is the product, not a defect. /// - public class SEC13FHoldingsUniverseSelectionAlgorithm : QCAlgorithm + public class SEC13FUniverseSelectionAlgorithm : QCAlgorithm { /// Number of names held at a time. private const int BasketSize = 5; @@ -58,29 +58,27 @@ public override void Initialize() SetEndDate(2020, 12, 31); SetCash(100000); - AddUniverse(data => + AddUniverse(data => { // Holders counts distinct filer CIKs, so it ranks names by how broadly institutions // own them rather than by how much money one large manager put in. // - // A security can appear twice on the same day: the quarter that has finished - // filling in and the one still filling. The dataset ships both on purpose and - // leaves the choice here, which is why every row carries its own PeriodEnd and - // Holders. Keeping the row with more holders keeps the more complete picture, - // which is what a breadth ranking wants. An algorithm chasing the freshest read - // instead would keep the later PeriodEnd. - var selected = (from SEC13FHoldingsUniverse datum in data - where datum.Holders.HasValue - group datum by datum.Symbol into security - select security.OrderByDescending(datum => datum.Holders.Value).First()) - .OrderByDescending(datum => datum.Holders.Value) - .ThenBy(datum => datum.Symbol.Value) + // Every security arrives once, with the quarter that has finished filling in and + // the one still filling travelling together in Holdings. MostReported is the one + // more managers have reported, which is the more complete picture and what a + // breadth ranking wants. An algorithm chasing the freshest read would take Latest. + var selected = (from SEC13F datum in data + let quarter = datum.MostReported + where quarter.Holders.HasValue + orderby quarter.Holders.Value descending, datum.Symbol.Value + select datum) .Take(BasketSize) .ToList(); foreach (var datum in selected) { - Log($"{datum.Symbol.Value} - Period: {datum.PeriodEnd:yyyy-MM-dd}, Holders: {datum.Holders}, HoldingValue: {datum.HoldingValue}"); + var quarter = datum.MostReported; + Log($"{datum.Symbol.Value} - Period: {quarter.Quarter} ({quarter.PeriodEnd:yyyy-MM-dd}), Holders: {quarter.Holders}, HoldingValue: {quarter.HoldingValue}"); } return selected.Select(datum => datum.Symbol); diff --git a/SEC13FHoldingsUniverseSelectionAlgorithm.py b/SEC13FUniverseSelectionAlgorithm.py similarity index 70% rename from SEC13FHoldingsUniverseSelectionAlgorithm.py rename to SEC13FUniverseSelectionAlgorithm.py index 6bfedac..d8a0aee 100644 --- a/SEC13FHoldingsUniverseSelectionAlgorithm.py +++ b/SEC13FUniverseSelectionAlgorithm.py @@ -15,16 +15,17 @@ from QuantConnect.DataSource import * -class SEC13FHoldingsUniverseSelectionAlgorithm(QCAlgorithm): +class SEC13FUniverseSelectionAlgorithm(QCAlgorithm): '''Example algorithm demonstrating universe selection over the SEC Form 13F institutional holdings dataset: on every release date it ranks the cross-section by the number of institutional managers reporting each security and holds an equal-weight basket of the most widely held names. The universe file is keyed by the release date rather than by the reported quarter, so a single - selection call mixes filings covering several different quarters. period_end says which quarter - each record describes, and it typically sits 45 to 135 days behind the day the record arrives, - with late amendments arriving years later. That lag is the product, not a defect.''' + selection call mixes filings covering several different quarters. Each security arrives as one + record carrying its live quarters together, and period_end says which quarter a reading + describes: it typically sits 45 to 135 days behind the day the record arrives, with late + amendments arriving years later. That lag is the product, not a defect.''' # Number of names held at a time. BASKET_SIZE = 5 @@ -43,29 +44,23 @@ def initialize(self) -> None: self._selected = [] self._rebalance = False - self.add_universe(SEC13FHoldingsUniverse, self._select) + self.add_universe(SEC13FUniverse, self._select) - def _select(self, data: List[SEC13FHoldingsUniverse]) -> List[Symbol]: + def _select(self, data: List[SEC13F]) -> List[Symbol]: # holders counts distinct filer CIKs, so it ranks names by how broadly institutions own # them rather than by how much money one large manager put in. - # A security can appear twice on the same day: the quarter that has finished filling in - # and the one still filling. The dataset ships both on purpose and leaves the choice here, - # which is why every row carries its own period_end and holders. Keeping the row with more - # holders keeps the more complete picture, which is what a breadth ranking wants. An - # algorithm chasing the freshest read instead would keep the later period_end. - best = {} - for datum in data: - if datum.holders is None: - continue - held = best.get(datum.symbol) - if held is None or datum.holders > held.holders: - best[datum.symbol] = datum - - selected = sorted(best.values(), - key=lambda datum: (-datum.holders, datum.symbol.value))[:self.BASKET_SIZE] + # Every security arrives once, with the quarter that has finished filling in and the one + # still filling travelling together in holdings. most_reported is the one more managers + # have reported, which is the more complete picture and what a breadth ranking wants. An + # algorithm chasing the freshest read would take latest. + ranked = [datum for datum in data if datum.most_reported.holders is not None] + selected = sorted(ranked, + key=lambda datum: (-datum.most_reported.holders, + datum.symbol.value))[:self.BASKET_SIZE] for datum in selected: - self.log(f"{datum.symbol.value} - Period: {datum.period_end:%Y-%m-%d}, Holders: {datum.holders}, HoldingValue: {datum.holding_value}") + quarter = datum.most_reported + self.log(f"{datum.symbol.value} - Period: {quarter.quarter} ({quarter.period_end:%Y-%m-%d}), Holders: {quarter.holders}, HoldingValue: {quarter.holding_value}") return [datum.symbol for datum in selected] diff --git a/listing-about-13f.md b/listing-about-13f.md index 691e821..fd5b444 100644 --- a/listing-about-13f.md +++ b/listing-about-13f.md @@ -11,10 +11,11 @@ deadline and a long tail of late filers and amendments. The reporting lag is the product, not an inconvenience to be hidden. A position is typically 45 to 135 days old by the time it reaches the public record, with late amendments arriving years later, -so a data point is stamped with the moment it was published and carries the quarter it reports in -`PeriodEnd`. Measured across 11,761 filings in one window, the lag from the reported quarter end to -the filing date runs minimum 0 days, p10 16, median 42, p90 48, maximum 6,596, with 10.4 percent of -filings arriving later than the 45 day deadline. Delivering a position on the quarter end it +so a data point is stamped with the moment it was published and carries every quarter that release +restated, each with its own `PeriodEnd`. Measured across 11,761 filings in one window, the lag from +the reported quarter end to the filing date runs minimum 0 days, p10 16, median 42, p90 48, +maximum 6,596, with 10.4 percent of filings arriving later than the 45 day deadline. +Delivering a position on the quarter end it describes would inject every day of that gap as look-ahead, so LEAN delivers it when the dataset could first publish it: EDGAR lists a day's filings at about 22:05 ET, the daily job reads them after midnight, and every row is stamped at 03:00 ET the day after its filing date, before the market @@ -27,6 +28,14 @@ timestamp rather than only the ones made that day. Reading Apple on the busiest 2026 quarter gives 5,920 reporting managers and 9,097,811,804 shares, not the 602 managers who reported it for the first time that day. +One release can restate several quarters of the same security at once, because late filings and +amendments keep arriving, so a data point carries them all in `Holdings`, one reading per reported +quarter, oldest first. Seven percent of the points in the history carry more than one, up to 75. +Shipping a point per quarter instead would have lost all but one of them, since LEAN delivers a +single data point per security per timestamp. `MostReported` picks the quarter the most managers +have reported, which during a quarter handover is the finished quarter rather than the thin new one, +and `Latest` picks the newest. + ## About the Provider The [U.S. Securities and Exchange Commission](https://www.sec.gov) is the federal agency that @@ -44,11 +53,11 @@ asks of all automated readers. ```python self._symbol = self.add_equity("AAPL", Resolution.DAILY).symbol -self._holdings_symbol = self.add_data(SEC13FHoldings, self._symbol).symbol +self._holdings_symbol = self.add_data(SEC13F, self._symbol).symbol ``` ```csharp _symbol = AddEquity("AAPL", Resolution.Daily).Symbol; -_holdingsSymbol = AddData(_symbol).Symbol; +_holdingsSymbol = AddData(_symbol).Symbol; ``` ## Data Summary @@ -73,14 +82,16 @@ The history begins on 2013-05-20, the first filing date in the SEC structured da archive covers the second quarter of 2013. Anything earlier exists only as raw filings in the EDGAR full index and is not part of this dataset. -Each data point carries the following fields, all summed across the managers that reported the -security: +Each reading in a data point's `Holdings` carries the following fields, all summed across the +managers that reported the security for that quarter: | Property | Meaning | | --- | --- | +| `PeriodEnd` | End of the quarter the positions are reported for, the SEC PERIODOFREPORT | +| `Quarter` | The same quarter as a sortable label such as `2020Q2`, derived from `PeriodEnd` | | `Holders` | Number of distinct managers, counted by filer CIK, that have reported the security | | `Shares` | Shares held, summed over lines with share type SH and no option flag | -| `HoldingValue` | Market value of those same lines as reported by the managers, and the data point's `Value` | +| `HoldingValue` | Market value of those same lines as reported by the managers; the `MostReported` reading's is the data point's `Value` | | `CallShares` | Shares underlying reported call positions | | `PutShares` | Shares underlying reported put positions | | `PrincipalValue` | Principal amount of debt instruments reported for the security, share type PRN | diff --git a/listing-documentation-13f.md b/listing-documentation-13f.md index 112f801..63cfbe7 100644 --- a/listing-documentation-13f.md +++ b/listing-documentation-13f.md @@ -5,7 +5,7 @@ the `Symbol` of an Equity you already subscribe to. Save a reference to the data can access the data later in your algorithm. ```python -class SEC13FHoldingsDataAlgorithm(QCAlgorithm): +class SEC13FDataAlgorithm(QCAlgorithm): def initialize(self) -> None: # Coverage runs 2013-05-20 to 2026-05-29 @@ -14,10 +14,10 @@ class SEC13FHoldingsDataAlgorithm(QCAlgorithm): self.set_cash(100000) self._symbol = self.add_equity("AAPL", Resolution.DAILY).symbol - self._dataset_symbol = self.add_data(SEC13FHoldings, self._symbol).symbol + self._dataset_symbol = self.add_data(SEC13F, self._symbol).symbol ``` ```csharp -public class SEC13FHoldingsDataAlgorithm : QCAlgorithm +public class SEC13FDataAlgorithm : QCAlgorithm { private Symbol _symbol, _datasetSymbol; @@ -29,7 +29,7 @@ public class SEC13FHoldingsDataAlgorithm : QCAlgorithm SetCash(100000); _symbol = AddEquity("AAPL", Resolution.Daily).Symbol; - _datasetSymbol = AddData(_symbol).Symbol; + _datasetSymbol = AddData(_symbol).Symbol; } } ``` @@ -48,8 +48,8 @@ that the **Slice** contains the data you want before you index it. def on_data(self, slice: Slice) -> None: if self._dataset_symbol in slice: data_point = slice[self._dataset_symbol] - holders = data_point.holders - shares = data_point.shares + holders = data_point.most_reported.holders + shares = data_point.most_reported.shares ``` ```csharp public override void OnData(Slice slice) @@ -57,8 +57,8 @@ public override void OnData(Slice slice) if (slice.ContainsKey(_datasetSymbol)) { var dataPoint = slice[_datasetSymbol]; - var holders = dataPoint.Holders; - var shares = dataPoint.Shares; + var holders = dataPoint.MostReported.Holders; + var shares = dataPoint.MostReported.Shares; } } ``` @@ -69,62 +69,73 @@ subscribe to more than one name. ```python def on_data(self, slice: Slice) -> None: - for dataset_symbol, data_point in slice.get(SEC13FHoldings).items(): - holders = data_point.holders + for dataset_symbol, data_point in slice.get(SEC13F).items(): + holders = data_point.most_reported.holders ``` ```csharp public override void OnData(Slice slice) { - foreach (var kvp in slice.Get()) + foreach (var kvp in slice.Get()) { var datasetSymbol = kvp.Key; var dataPoint = kvp.Value; - var holders = dataPoint.Holders; + var holders = dataPoint.MostReported.Holders; } } ``` A data point's `Time` and `EndTime` are both the moment it was published, 03:00 ET on the day after -the filing date, and the quarter the numbers describe is carried in `PeriodEnd`. EDGAR lists a day's -filings at about 22:05 ET and the daily job reads them after midnight, so this is the earliest a live -algorithm can have them, and history uses the same stamp. Your algorithm therefore reads a position -only once the dataset could have delivered it. +the filing date, and the quarters the numbers describe are carried inside the point. EDGAR lists a +day's filings at about 22:05 ET and the daily job reads them after midnight, so this is the earliest +a live algorithm can have them, and history uses the same stamp. Your algorithm therefore reads a +position only once the dataset could have delivered it. The gap between the two is not a constant and cannot be derived: measured across 11,761 filings in one window it runs minimum 0 days, p10 16, median 42, p90 48, maximum 6,596, and 10.4 percent of filings arrive later than the 45 day deadline. A point that arrives today therefore describes a quarter that ended typically 45 to 135 days ago, with late amendments arriving years later, and a single day of filings carries several different reported quarters. Read `PeriodEnd` whenever you -need the quarter a point describes rather than the day it arrived. +need the quarter a reading describes rather than the day it arrived. -That last point has a consequence worth knowing before you build on it. A filing date often carries -several reported quarters for the same security, and indexing the **Slice** by **Symbol** returns -one data point per timestamp: the highest `PeriodEnd`, which during a quarter handover is the thin -new quarter rather than the finished one. Iterate `slice.AllData` (`slice.all_data` in Python) to -see every quarter reported that day, and read `PeriodEnd` before comparing `Holders` across points. -**History** returns all of them too, and the universe file ships both live quarters as separate -records on purpose. - -Every value is cumulative for its `PeriodEnd`, counting every filing for that quarter that was -public by the point's timestamp. You do not have to accumulate anything yourself, and you should -not: adding two points of the same quarter together would double count. +That last point is why a data point is not a single reading. One release restates every quarter of +the security whose numbers moved that day, and LEAN delivers one data point per security per +timestamp, so the point carries them all in `Holdings`: one `SEC13FHolding` per reported quarter, +oldest first and never empty. Seven percent of the points in the history carry more than one, up to +75. Each holding also exposes `Quarter`, the reported quarter as a sortable label such as `2020Q2`, +derived from `PeriodEnd` so the two can never disagree. ```python def on_data(self, slice: Slice) -> None: if self._dataset_symbol in slice: data_point = slice[self._dataset_symbol] - self.log(f"Reported for the quarter ending {data_point.period_end}, filed {data_point.end_time}") + for holding in data_point.holdings: + self.log(f"{holding.quarter}: {holding.holders} holders, {holding.shares} shares") ``` ```csharp public override void OnData(Slice slice) { if (slice.ContainsKey(_datasetSymbol)) { - var dataPoint = slice[_datasetSymbol]; - Log($"Reported for the quarter ending {dataPoint.PeriodEnd}, filed {dataPoint.EndTime}"); + SEC13F dataPoint = slice[_datasetSymbol]; + foreach (var holding in dataPoint.Holdings) + { + Log($"{holding.Quarter}: {holding.Holders} holders, {holding.Shares} shares"); + } } } ``` +Two shortcuts pick a single reading out of the point. `MostReported` is the quarter the most +managers have reported and `Latest` is the newest quarter. They differ during a quarter handover, +which lasts about six weeks: the new quarter has a handful of managers in it while the quarter it +replaces has thousands, so `Latest` is the thin one and `MostReported` is the finished one. Rank a +cross-section on `MostReported`, which compares complete readings; take `Latest` only when you +deliberately want the freshest read and have accounted for how incomplete it is. The point's `Value` +is `MostReported.HoldingValue`. + +Every value is cumulative for its `PeriodEnd`, counting every filing for that quarter that was +public by the point's timestamp. You do not have to accumulate anything yourself, and you should +not: adding two points of the same quarter together would double count. + Every numeric field is declared nullable, but every shipped row populates all of them: a quarter that carries share lines and no option lines reports zero for the option totals rather than leaving them empty. Zero means the managers reported nothing of that kind, which is a reading and not a gap. @@ -132,18 +143,19 @@ The nullability is there so the type can express a gap if the source ever produc defensive check costs nothing, but do not expect `null` in the published history. ```python -holders = data_point.holders or 0 -shares_per_holder = data_point.shares / holders if holders else 0 +holders = data_point.most_reported.holders or 0 +shares_per_holder = data_point.most_reported.shares / holders if holders else 0 ``` ```csharp -var holders = dataPoint.Holders ?? 0m; -var sharesPerHolder = holders == 0m ? 0m : dataPoint.Shares.GetValueOrDefault() / holders; +var mostReported = dataPoint.MostReported; +var holders = mostReported.Holders ?? 0m; +var sharesPerHolder = holders == 0m ? 0m : mostReported.Shares.GetValueOrDefault() / holders; ``` -`ConfidentialOmitted` is true when at least one of the filings behind the point withheld positions -under confidential treatment. Such a filing is incomplete by design and the withheld positions -surface in a later release, so treat a flagged point as a floor on the reported position rather than -as the full picture. +`ConfidentialOmitted` is true when at least one of the filings behind that quarter withheld +positions under confidential treatment. Such a filing is incomplete by design and the withheld +positions surface in a later release, so treat a flagged reading as a floor on the reported position +rather than as the full picture. ## Historical Data @@ -151,16 +163,30 @@ To get historical SEC Form 13F Institutional Holdings data, call the **History** dataset **Symbol**. If there is no data in the period you request, the history result is empty. ```python -# DataFrame +# DataFrame, one row per release history_df = self.history(self._dataset_symbol, timedelta(days=730), Resolution.DAILY) -# Dataset objects -history_bars = self.history[SEC13FHoldings](self._dataset_symbol, timedelta(days=730), Resolution.DAILY) +# DataFrame, one row per reported quarter +history_flat_df = self.history(SEC13F, self._dataset_symbol, timedelta(days=730), Resolution.DAILY, flatten=True) + +# Dataset objects, one per release +history_bars = self.history[SEC13F](self._dataset_symbol, timedelta(days=730), Resolution.DAILY) ``` ```csharp -var history = History(_datasetSymbol, TimeSpan.FromDays(730), Resolution.Daily); +var history = History(_datasetSymbol, TimeSpan.FromDays(730), Resolution.Daily); ``` +The typed history and the C# history give you the points themselves, one per release, each carrying +its own `Holdings`. A release that restated several quarters is one object, so read `Holdings` to +see them rather than expecting one object per quarter. + +In Python the DataFrame has two shapes, and the difference matters. Because a point enumerates its +quarters, passing `flatten=True` expands it into **one row per reported quarter**, which is the form +to use whenever you want to line quarters up or build a per-quarter series. Without it you get **one +row per release**, whose columns are the fields of that release's `MostReported` reading plus a +`holdings` column holding the full list, so a release that restated ten quarters still occupies a +single row and nine of its readings are only reachable through that column. + Ask for a time span rather than a bar count. A bar count is read in daily bars and the dataset publishes on filing dates only, so what comes back depends on how widely the security is held rather than on the count you asked for. Measured on the processed files, AAPL carries a release on @@ -173,19 +199,23 @@ For more information about historical data, see [History Requests](https://www.q ## Universe Selection To select a dynamic universe of US Equities based on SEC Form 13F Institutional Holdings data, call -the **AddUniverse** method with the **SEC13FHoldingsUniverse** class and a selection function. The -universe file is keyed by release date and a single release date carries filings for several -reported quarters, so read `PeriodEnd` on a record when the quarter matters to your selection. +the **AddUniverse** method with the **SEC13FUniverse** class and a selection function. The universe +file is keyed by release date and a single release date carries filings for several reported +quarters, but each security still arrives as a single `SEC13F` record with its quarters travelling +together, so your selection function sees one record per security. At most two quarters are live +per security there, the one still filling in and the one it replaces, and `MostReported` is the +complete one of the two. ```python def initialize(self) -> None: self.universe_settings.resolution = Resolution.DAILY - self.add_universe(SEC13FHoldingsUniverse, self._select) + self.add_universe(SEC13FUniverse, self._select) -def _select(self, data: List[SEC13FHoldingsUniverse]) -> List[Symbol]: +def _select(self, data: List[SEC13F]) -> List[Symbol]: # Select the most widely held securities of the release - selected = sorted([datum for datum in data if datum.holders is not None], - key=lambda datum: (-datum.holders, datum.symbol.value))[:20] + ranked = [datum for datum in data if datum.most_reported.holders is not None] + selected = sorted(ranked, + key=lambda datum: (-datum.most_reported.holders, datum.symbol.value))[:20] return [datum.symbol for datum in selected] ``` ```csharp @@ -193,12 +223,13 @@ public override void Initialize() { UniverseSettings.Resolution = Resolution.Daily; - AddUniverse(data => + AddUniverse(data => { // Select the most widely held securities of the release - return (from SEC13FHoldingsUniverse datum in data - where datum.Holders.HasValue - orderby datum.Holders.Value descending, datum.Symbol.Value + return (from SEC13F datum in data + let quarter = datum.MostReported + where quarter.Holders.HasValue + orderby quarter.Holders.Value descending, datum.Symbol.Value select datum.Symbol).Take(20); }); } diff --git a/output/alternative/sec/13f/aapl.csv b/output/alternative/sec/13f/aapl.csv index f847c3e..c173dcb 100644 --- a/output/alternative/sec/13f/aapl.csv +++ b/output/alternative/sec/13f/aapl.csv @@ -1,121 +1,57 @@ -20201002 03:00,20200930,11,4091893,473319000,0,0,0,3104369,320,0 -20201003 03:00,20161231,2470,3154049434,364989445103,122931844,128198549,187826,1866917682,262289718,1 -20201003 03:00,20200930,18,4958860,573723000,0,0,0,3878678,320,1 -20201006 03:00,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 -20201007 03:00,20170331,2510,3245250321,465567509468,106251171,91826772,60698,1935338352,264912919,1 -20201007 03:00,20170930,2510,3119974969,479855370750,97802150,97142251,53378,1870483340,273454202,1 -20201007 03:00,20200930,69,14907129,1750280233,0,160,0,11581134,3768,1 -20201008 03:00,20170630,2507,3177633184,456989193947,95789819,90784993,46317,1915761746,248685887,1 -20201008 03:00,20200331,3278,2686774956,653580418467,67139739,72200152,27882,1652064582,169398880,1 -20201008 03:00,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 -20201008 03:00,20200930,95,17230133,2018852233,0,160,0,13057035,17606,1 -20201009 03:00,20200930,137,25809440,3012204066,0,160,0,19079235,143648,1 -20201010 03:00,20200930,176,39295067,4573620066,400,560,0,28711663,172403,1 -20201014 03:00,20171231,2780,3117342694,527451577682,78072145,109735771,53504,1907072163,268779226,1 -20201014 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R735QTJ8XC9X,AAPL,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,11,4091893,473319000,0,0,0,3104369,320,0 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 -EEM SNQLASP67O85,EEM,20200930,4,75204,3315000,0,0,0,67226,0,0 -GOOCV VP83T1ZUHROL,GOOG,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,8,39809,58503000,0,0,0,18575,19,0 -GOOG T1AZ164W5VTX,GOOGL,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,4,55446,81261000,0,0,0,41379,0,0 -IBM R735QTJ8XC9X,IBM,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,8,148094,18019000,0,0,0,83301,0,0 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,3,10158,1521000,0,0,0,3900,0,0 -NB R735QTJ8XC9X,BAC,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,6,756603,18260000,0,0,0,571542,0,0 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,6,78694,21864000,0,0,0,3942,0,0 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,7,83319,27883000,0,0,0,50566,0,0 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 -UW R735QTJ8XC9X,WM,20200930,5,162449,18383000,0,0,0,150636,0,0 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1,20200930,11,4091893,473319000,0,0,0,3104369,320,0 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,1,125,3000,0,0,0,125,0,0 +BNO UN3IMQ2JU1YD,BNO,1,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +EEM SNQLASP67O85,EEM,2,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1,20200930,4,75204,3315000,0,0,0,67226,0,0 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1,20200930,8,39809,58503000,0,0,0,18575,19,0 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1,20200930,4,55446,81261000,0,0,0,41379,0,0 +IBM R735QTJ8XC9X,IBM,2,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1,20200930,8,148094,18019000,0,0,0,83301,0,0 +IWM RV0PWMLXVHPH,IWM,2,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1,20200930,3,10158,1521000,0,0,0,3900,0,0 +NB R735QTJ8XC9X,BAC,2,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1,20200930,6,756603,18260000,0,0,0,571542,0,0 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1,20200930,6,78694,21864000,0,0,0,3942,0,0 +SPY R735QTJ8XC9X,SPY,2,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1,20200930,7,83319,27883000,0,0,0,50566,0,0 +USO THORT68ZZSYT,USO,1,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +UW R735QTJ8XC9X,WM,2,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1,20200930,5,162449,18383000,0,0,0,150636,0,0 diff --git a/output/alternative/sec/13f/universe/20201005.csv b/output/alternative/sec/13f/universe/20201005.csv index 865570c..6675e74 100644 --- a/output/alternative/sec/13f/universe/20201005.csv +++ b/output/alternative/sec/13f/universe/20201005.csv @@ -1,24 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,18,4958860,573723000,0,0,0,3878678,320,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,1,125,3000,0,0,0,125,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 -EEM SNQLASP67O85,EEM,20200930,5,242449,10689000,0,0,0,217775,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,15,66166,97237000,0,0,0,31431,19,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,12,72383,106086000,0,0,0,54170,0,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,12,177831,21638000,0,0,0,104638,0,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,6,264998,39694000,0,0,0,253677,0,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,9,1029191,24827000,0,0,0,830166,0,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,11,98635,27406000,0,0,0,10424,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,12,185055,61953000,0,0,0,130705,0,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 -UW R735QTJ8XC9X,WM,20200930,6,180919,20474000,0,0,0,169069,0,0 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1,20200930,18,4958860,573723000,0,0,0,3878678,320,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,1,125,3000,0,0,0,125,0,0 +BNO UN3IMQ2JU1YD,BNO,1,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +EEM SNQLASP67O85,EEM,2,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1,20200930,5,242449,10689000,0,0,0,217775,0,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1,20200930,15,66166,97237000,0,0,0,31431,19,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1,20200930,12,72383,106086000,0,0,0,54170,0,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1,20200930,12,177831,21638000,0,0,0,104638,0,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1,20200930,6,264998,39694000,0,0,0,253677,0,1 +NB R735QTJ8XC9X,BAC,2,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1,20200930,9,1029191,24827000,0,0,0,830166,0,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1,20200930,11,98635,27406000,0,0,0,10424,0,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1,20200930,12,185055,61953000,0,0,0,130705,0,1 +USO THORT68ZZSYT,USO,1,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 +UW R735QTJ8XC9X,WM,2,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1,20200930,6,180919,20474000,0,0,0,169069,0,0 diff --git a/output/alternative/sec/13f/universe/20201006.csv b/output/alternative/sec/13f/universe/20201006.csv index 8aadb0f..6306bf3 100644 --- a/output/alternative/sec/13f/universe/20201006.csv +++ b/output/alternative/sec/13f/universe/20201006.csv @@ -1,25 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,2,199450,5490000,0,0,0,199450,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 -EEM SNQLASP67O85,EEM,20200930,13,3308578,145875000,0,0,0,3192434,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,25,163841,240678000,0,0,0,129004,19,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,23,148893,218219000,0,0,0,130595,0,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,23,434335,53051000,0,0,0,299645,1052,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,13,401407,60127000,0,0,0,365776,0,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,18,2543323,61347000,0,0,0,2338057,0,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,15,124869,33947000,0,0,0,34122,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,23,342285,114606000,0,0,0,219995,595,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,1,37,1000,0,0,0,0,0,0 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 -UW R735QTJ8XC9X,WM,20200930,13,368332,41682000,0,0,0,308597,1385,0 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1,20200930,35,9689407,1123082000,0,0,0,8174627,1880,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,2,199450,5490000,0,0,0,199450,0,0 +BNO UN3IMQ2JU1YD,BNO,1,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 +EEM SNQLASP67O85,EEM,2,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1,20200930,13,3308578,145875000,0,0,0,3192434,0,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1,20200930,25,163841,240678000,0,0,0,129004,19,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1,20200930,23,148893,218219000,0,0,0,130595,0,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1,20200930,23,434335,53051000,0,0,0,299645,1052,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1,20200930,13,401407,60127000,0,0,0,365776,0,1 +NB R735QTJ8XC9X,BAC,2,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1,20200930,18,2543323,61347000,0,0,0,2338057,0,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1,20200930,15,124869,33947000,0,0,0,34122,0,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1,20200930,23,342285,114606000,0,0,0,219995,595,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,1,37,1000,0,0,0,0,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1,20200930,13,368332,41682000,0,0,0,308597,1385,0 diff --git a/output/alternative/sec/13f/universe/20201007.csv b/output/alternative/sec/13f/universe/20201007.csv index 28d55de..5938f8c 100644 --- a/output/alternative/sec/13f/universe/20201007.csv +++ b/output/alternative/sec/13f/universe/20201007.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,69,14907129,1750280233,0,160,0,11581134,3768,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,8,253571,6979000,0,0,0,212840,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 -EEM SNQLASP67O85,EEM,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1 -EEM SNQLASP67O85,EEM,20200930,25,3497442,154200000,0,0,0,3323223,0,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,46,248706,365044000,0,0,0,182194,39,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,49,232394,340531080,0,0,0,202023,61,1 -IBM R735QTJ8XC9X,IBM,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,45,752019,91733544,0,0,0,454324,1186,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,31,701402,105086712,0,0,0,395122,430,1 -NB R735QTJ8XC9X,BAC,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,37,5958568,143562578,0,0,0,4734425,365,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,35,354965,97878775,0,0,0,118681,0,1 -SPY R735QTJ8XC9X,SPY,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,48,2799209,937407041,0,700,0,1216812,595,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,5,4406,124000,0,0,0,773,0,0 -UW R735QTJ8XC9X,WM,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1 -UW R735QTJ8XC9X,WM,20200930,33,609798,69007000,0,0,0,361654,1385,0 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3322,2593727943,930994271399.059,62056050,60809616,9515,1617776740,171210197,1,20200930,69,14907129,1750280233,0,160,0,11581134,3768,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,8,253571,6979000,0,0,0,212840,0,0 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,1,940,10000,0,0,0,940,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1093,402002172,16085435604,162866492,266937301,941231,298463240,30555320,1,20200930,25,3497442,154200000,0,0,0,3323223,0,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2577,224500855,311707313305,3153704,4007761,864,144997911,12179536,1,20200930,46,248706,365044000,0,0,0,182194,39,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2809,233451052,327023246860,5357763,5656871,5140,152205269,18129403,1,20200930,49,232394,340531080,0,0,0,202023,61,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1946,506086831,60863188152,10227584,12215460,32374,302618181,43346758,1,20200930,45,752019,91733544,0,0,0,454324,1186,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1,20200930,31,701402,105086712,0,0,0,395122,430,1 +NB R735QTJ8XC9X,BAC,2,20200630,2091,5920295025,141114307534.821,107384568,157707032,187805,4003729388,536801725,1,20200930,37,5958568,143562578,0,0,0,4734425,365,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1648,207726673,51328479977,107557897,212857396,28651,105377120,20820134,1,20200930,35,354965,97878775,0,0,0,118681,0,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2445,584333533,183637353549,369139121,542631260,313306,389636810,40614362,1,20200930,48,2799209,937407041,0,700,0,1216812,595,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,5,4406,124000,0,0,0,773,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1323,304450944,32194956671,1541045,1920563,53618,198442222,19384570,1,20200930,33,609798,69007000,0,0,0,361654,1385,0 diff --git a/output/alternative/sec/13f/universe/20201008.csv b/output/alternative/sec/13f/universe/20201008.csv index e764d91..2df87f1 100644 --- a/output/alternative/sec/13f/universe/20201008.csv +++ b/output/alternative/sec/13f/universe/20201008.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,95,17230133,2018852233,0,160,0,13057035,17606,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,10,253584,6979000,0,0,0,212853,0,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,1,940,10000,0,0,0,940,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,34,3703189,163258000,0,0,0,3360744,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,57,491270,721519000,0,0,0,420408,139,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,64,614898,901129080,0,0,0,573539,73,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,57,823509,100425544,0,0,0,483097,3957,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,42,809407,121291712,0,0,0,447795,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,49,8431054,203698578,0,0,0,7070918,6643,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,48,671179,185265775,0,0,0,157974,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,65,3333215,1116190041,0,700,0,1285424,2536,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,6,4435,125000,0,0,0,802,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,40,669387,75751000,0,0,0,416004,4354,0 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1,20200930,95,17230133,2018852233,0,160,0,13057035,17606,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,10,253584,6979000,0,0,0,212853,0,0 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,1,940,10000,0,0,0,940,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1,20200930,34,3703189,163258000,0,0,0,3360744,2808,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1,20200930,57,491270,721519000,0,0,0,420408,139,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,64,614898,901129080,0,0,0,573539,73,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1,20200930,57,823509,100425544,0,0,0,483097,3957,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1,20200930,42,809407,121291712,0,0,0,447795,2238,1 +NB R735QTJ8XC9X,BAC,2,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1,20200930,49,8431054,203698578,0,0,0,7070918,6643,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,48,671179,185265775,0,0,0,157974,13830,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1,20200930,65,3333215,1116190041,0,700,0,1285424,2536,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,6,4435,125000,0,0,0,802,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,40,669387,75751000,0,0,0,416004,4354,0 diff --git a/output/alternative/sec/13f/universe/20201009.csv b/output/alternative/sec/13f/universe/20201009.csv index 94af934..4011e28 100644 --- a/output/alternative/sec/13f/universe/20201009.csv +++ b/output/alternative/sec/13f/universe/20201009.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,137,25809440,3012204066,0,160,0,19079235,143648,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,17,814025,22408000,0,0,0,761142,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,43,4124808,181846798,0,0,0,3763761,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,87,655988,963589080,0,0,0,532405,3020,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,99,861799,1263114502,0,0,0,777642,1347,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,84,1304767,158980544,0,0,0,788482,8973,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,61,1252939,187729824,0,0,0,868908,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,74,12398039,299330382,0,0,0,9946257,44175,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,67,1655515,458743775,0,0,0,1043729,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,98,4531571,1517505310,0,800,0,2375391,5209,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,8,11815,334000,0,0,0,7936,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,59,1111072,125738071,0,0,0,753362,25118,0 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1,20200930,137,25809440,3012204066,0,160,0,19079235,143648,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,17,814025,22408000,0,0,0,761142,4064,0 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,3,112419,1196888,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1,20200930,43,4124808,181846798,0,0,0,3763761,2808,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1,20200930,87,655988,963589080,0,0,0,532405,3020,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,99,861799,1263114502,0,0,0,777642,1347,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1,20200930,84,1304767,158980544,0,0,0,788482,8973,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1,20200930,61,1252939,187729824,0,0,0,868908,2238,1 +NB R735QTJ8XC9X,BAC,2,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1,20200930,74,12398039,299330382,0,0,0,9946257,44175,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,67,1655515,458743775,0,0,0,1043729,13830,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1,20200930,98,4531571,1517505310,0,800,0,2375391,5209,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,8,11815,334000,0,0,0,7936,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,59,1111072,125738071,0,0,0,753362,25118,0 diff --git a/output/alternative/sec/13f/universe/20201012.csv b/output/alternative/sec/13f/universe/20201012.csv index 5a4bd15..8337d26 100644 --- a/output/alternative/sec/13f/universe/20201012.csv +++ b/output/alternative/sec/13f/universe/20201012.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,4573620066,400,560,0,28711663,172403,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,119,923050,1356033080,0,0,0,725848,3853,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,137,1184258,1735711502,0,0,0,1038573,1580,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,90,7471116,2074607775,20,356,0,6298303,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1,20200930,176,39295067,4573620066,400,560,0,28711663,172403,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,3,112419,1196888,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1,20200930,119,923050,1356033080,0,0,0,725848,3853,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,137,1184258,1735711502,0,0,0,1038573,1580,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 +NB R735QTJ8XC9X,BAC,2,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,90,7471116,2074607775,20,356,0,6298303,13830,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,11,36427,1030000,450,0,0,28081,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201013.csv b/output/alternative/sec/13f/universe/20201013.csv index 5a4bd15..8337d26 100644 --- a/output/alternative/sec/13f/universe/20201013.csv +++ b/output/alternative/sec/13f/universe/20201013.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,176,39295067,4573620066,400,560,0,28711663,172403,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,119,923050,1356033080,0,0,0,725848,3853,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,137,1184258,1735711502,0,0,0,1038573,1580,1 -IBM R735QTJ8XC9X,IBM,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 -IWM RV0PWMLXVHPH,IWM,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,90,7471116,2074607775,20,356,0,6298303,13830,1 -SPY R735QTJ8XC9X,SPY,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,11,36427,1030000,450,0,0,28081,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1,20200930,176,39295067,4573620066,400,560,0,28711663,172403,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,22,1863033,51286000,0,0,0,1740936,4064,0 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,3,112419,1196888,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1094,402227786,16094457604,162866492,266937301,941231,298688854,30555320,1,20200930,55,7271037,320562798,0,100,0,6620726,2808,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1,20200930,119,923050,1356033080,0,0,0,725848,3853,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,137,1184258,1735711502,0,0,0,1038573,1580,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1947,506089972,60863567152,10227584,12215460,32374,302621172,43346758,1,20200930,116,2157748,262781544,1,0,0,1322040,9801,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1519,296176353,42212844601,163309923,274619253,258484,200042574,23736139,1,20200930,75,4494500,673280824,0,0,0,3897875,2238,1 +NB R735QTJ8XC9X,BAC,2,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1,20200930,95,17885579,436429382,0,0,0,14661589,52000,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,90,7471116,2074607775,20,356,0,6298303,13830,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2446,584341986,183639959549,369139121,542631260,313306,389643779,40614362,1,20200930,130,9091756,3044675310,1,1922,0,6254637,5376,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,11,36427,1030000,450,0,0,28081,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,75,1825671,206609071,0,0,0,1355389,30268,0 diff --git a/output/alternative/sec/13f/universe/20201014.csv b/output/alternative/sec/13f/universe/20201014.csv index 2967b97..95da4b2 100644 --- a/output/alternative/sec/13f/universe/20201014.csv +++ b/output/alternative/sec/13f/universe/20201014.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,292,56867940,6605513066,13200,560,0,38735805,367467,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,33,1874445,51601000,532200,1108100,0,1750192,4064,0 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,3,112419,1196888,0,0,0,112391,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,82,8584156,378460798,0,100,0,7522690,17199,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,194,1146839,1685005080,1600,0,0,845543,12861,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,221,1718755,2519254502,0,0,0,1545929,12625,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,178,3091325,376468544,1,0,0,1947058,11467,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,119,7224789,1082332824,0,0,0,5698818,169054,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,164,26881097,653377382,30700,0,0,20315317,414778,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,154,9193255,2549033775,20,356,0,6823107,33684,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,211,11446011,3833638310,22101,26809,0,7476623,9716,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,17,83368,2357000,450,0,0,49643,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,117,2856384,323540071,0,0,0,2086826,30268,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1,20200930,292,56867940,6605513066,13200,560,0,38735805,367467,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,33,1874445,51601000,532200,1108100,0,1750192,4064,0 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,3,112419,1196888,0,0,0,112391,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,82,8584156,378460798,0,100,0,7522690,17199,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1,20200930,194,1146839,1685005080,1600,0,0,845543,12861,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,221,1718755,2519254502,0,0,0,1545929,12625,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,178,3091325,376468544,1,0,0,1947058,11467,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,119,7224789,1082332824,0,0,0,5698818,169054,1 +NB R735QTJ8XC9X,BAC,2,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1,20200930,164,26881097,653377382,30700,0,0,20315317,414778,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,154,9193255,2549033775,20,356,0,6823107,33684,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1,20200930,211,11446011,3833638310,22101,26809,0,7476623,9716,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,17,83368,2357000,450,0,0,49643,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,117,2856384,323540071,0,0,0,2086826,30268,1 diff --git a/output/alternative/sec/13f/universe/20201015.csv b/output/alternative/sec/13f/universe/20201015.csv index ec96afd..ae6793a 100644 --- a/output/alternative/sec/13f/universe/20201015.csv +++ b/output/alternative/sec/13f/universe/20201015.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,361,75989294,8810423071,14800,3360,0,46762952,5814007,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,42,2237144,61587663,532200,1108100,0,1966135,106315,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,104,10102847,445425798,5000,100,0,8714631,17199,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,237,1396842,2052388826,1600,0,0,1005680,62587,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,272,2260723,3307265083,0,0,0,1685849,362483,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,214,3667122,446506052,1,0,0,2222289,136014,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,149,9197080,1377715000,0,0,0,7401226,169054,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,203,38920543,943389448,34200,0,0,22216474,9450660,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,189,10117931,2806045563,20,1356,0,7550422,35289,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,264,12274438,4111035562,30601,30309,0,7950475,40950,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,21,439203,12423000,450,0,0,404754,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,144,3639389,412152311,0,0,53096,2692685,129248,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1,20200930,361,75989294,8810423071,14800,3360,0,46762952,5814007,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,42,2237144,61587663,532200,1108100,0,1966135,106315,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,104,10102847,445425798,5000,100,0,8714631,17199,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1,20200930,237,1396842,2052388826,1600,0,0,1005680,62587,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,272,2260723,3307265083,0,0,0,1685849,362483,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,214,3667122,446506052,1,0,0,2222289,136014,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,149,9197080,1377715000,0,0,0,7401226,169054,1 +NB R735QTJ8XC9X,BAC,2,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1,20200930,203,38920543,943389448,34200,0,0,22216474,9450660,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,189,10117931,2806045563,20,1356,0,7550422,35289,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1,20200930,264,12274438,4111035562,30601,30309,0,7950475,40950,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,21,439203,12423000,450,0,0,404754,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,144,3639389,412152311,0,0,53096,2692685,129248,1 diff --git a/output/alternative/sec/13f/universe/20201016.csv b/output/alternative/sec/13f/universe/20201016.csv index b5ce687..f903a9a 100644 --- a/output/alternative/sec/13f/universe/20201016.csv +++ b/output/alternative/sec/13f/universe/20201016.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,412,87565867,10152043071,14800,3360,0,55685812,6477369,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,50,2352876,64773663,532200,1108100,0,2026286,106315,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,119,12409155,547301798,5000,100,0,10532580,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,276,1645069,2417205412,1600,0,0,1157940,149291,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,311,2751843,4027110083,0,0,0,2006533,489612,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,241,4131114,502976052,1,0,0,2591105,136164,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,171,9904049,1483616000,0,0,0,7935522,172763,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,230,43126619,1045477448,34200,0,0,25717236,9504159,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,217,10912367,3026829563,20,3856,0,7832181,52618,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,305,13348859,4470888562,30601,30309,0,8553850,63154,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,24,464083,13128000,450,0,0,405804,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,162,4734636,536191311,0,0,53096,3647684,131227,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1,20200930,412,87565867,10152043071,14800,3360,0,55685812,6477369,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,50,2352876,64773663,532200,1108100,0,2026286,106315,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,119,12409155,547301798,5000,100,0,10532580,39782,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1,20200930,276,1645069,2417205412,1600,0,0,1157940,149291,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,311,2751843,4027110083,0,0,0,2006533,489612,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,241,4131114,502976052,1,0,0,2591105,136164,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,171,9904049,1483616000,0,0,0,7935522,172763,1 +NB R735QTJ8XC9X,BAC,2,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1,20200930,230,43126619,1045477448,34200,0,0,25717236,9504159,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,217,10912367,3026829563,20,3856,0,7832181,52618,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1,20200930,305,13348859,4470888562,30601,30309,0,8553850,63154,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,24,464083,13128000,450,0,0,405804,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,162,4734636,536191311,0,0,53096,3647684,131227,1 diff --git a/output/alternative/sec/13f/universe/20201019.csv b/output/alternative/sec/13f/universe/20201019.csv index cb89e77..16a3705 100644 --- a/output/alternative/sec/13f/universe/20201019.csv +++ b/output/alternative/sec/13f/universe/20201019.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,474,97168833,11361440573,14800,162960,0,61340763,6511738,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,57,2687186,73976663,532200,1108100,0,2240609,106315,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,138,13066953,576414798,78900,144900,0,10649854,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,320,1813996,2665347412,1600,400,0,1264449,149511,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,359,2925622,4280764083,0,1800,0,2140774,490989,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,270,4707297,573067052,1,0,0,2991007,139851,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,199,11426506,1711960000,45600,24000,0,8398019,176674,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,266,48863061,1189252270,34200,11900,0,28807403,9524297,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,249,12050974,3343634563,3020,16556,0,8419759,56910,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,350,14181068,4750156562,575401,700509,0,8987206,63154,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,25,464681,13145000,450,0,0,405804,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,183,5185078,585922311,0,1000,53096,3939434,137785,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1,20200930,474,97168833,11361440573,14800,162960,0,61340763,6511738,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,57,2687186,73976663,532200,1108100,0,2240609,106315,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,138,13066953,576414798,78900,144900,0,10649854,39782,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1,20200930,320,1813996,2665347412,1600,400,0,1264449,149511,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,359,2925622,4280764083,0,1800,0,2140774,490989,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,270,4707297,573067052,1,0,0,2991007,139851,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,199,11426506,1711960000,45600,24000,0,8398019,176674,1 +NB R735QTJ8XC9X,BAC,2,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1,20200930,266,48863061,1189252270,34200,11900,0,28807403,9524297,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,249,12050974,3343634563,3020,16556,0,8419759,56910,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1,20200930,350,14181068,4750156562,575401,700509,0,8987206,63154,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,25,464681,13145000,450,0,0,405804,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,183,5185078,585922311,0,1000,53096,3939434,137785,1 diff --git a/output/alternative/sec/13f/universe/20201020.csv b/output/alternative/sec/13f/universe/20201020.csv index 805e2d9..56615de 100644 --- a/output/alternative/sec/13f/universe/20201020.csv +++ b/output/alternative/sec/13f/universe/20201020.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,562,120716866,14088930573,157063,242434,0,80266579,6607992,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,74,3527041,97098663,532200,1109654,0,2675574,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,160,13505916,595772798,78900,144900,0,10962497,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,390,2461129,3616362412,1610,400,0,1818993,150924,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,431,4467195,6539167083,10500,1800,0,3602077,491501,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,314,6092234,741566052,73,197,0,3816802,149285,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,230,11766925,1762950000,47024,25094,0,8591641,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,317,61882346,1502914270,34200,11900,0,38577651,9557415,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,292,13322868,3696527563,5329,344493,0,8921100,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,407,15311390,5128110562,13593308,7701054,0,9553807,65182,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,29,472805,13374000,32250,120,0,413832,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,211,6517398,736693311,0,1000,53096,5019001,139722,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3323,2593821891,931028543399.059,62056050,60809616,9515,1617836453,171210197,1,20200930,562,120716866,14088930573,157063,242434,0,80266579,6607992,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,74,3527041,97098663,532200,1109654,0,2675574,106565,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,160,13505916,595772798,78900,144900,0,10962497,39782,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2578,224501641,311708424305,3153704,4007761,864,144998537,12179536,1,20200930,390,2461129,3616362412,1610,400,0,1818993,150924,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,431,4467195,6539167083,10500,1800,0,3602077,491501,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,314,6092234,741566052,73,197,0,3816802,149285,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,230,11766925,1762950000,47024,25094,0,8591641,176975,1 +NB R735QTJ8XC9X,BAC,2,20200630,2092,5920326659,141115058534.821,107384568,157707032,187805,4003759522,536801725,1,20200930,317,61882346,1502914270,34200,11900,0,38577651,9557415,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,292,13322868,3696527563,5329,344493,0,8921100,60124,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2447,584347013,183641602549,369139121,542631260,313306,389643779,40614362,1,20200930,407,15311390,5128110562,13593308,7701054,0,9553807,65182,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,29,472805,13374000,32250,120,0,413832,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,211,6517398,736693311,0,1000,53096,5019001,139722,1 diff --git a/output/alternative/sec/13f/universe/20201021.csv b/output/alternative/sec/13f/universe/20201021.csv index 5f0aece..953677b 100644 --- a/output/alternative/sec/13f/universe/20201021.csv +++ b/output/alternative/sec/13f/universe/20201021.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2593823376,931029085399.059,62056050,60809616,9515,1617837938,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,639,157484024,18347940573,161063,642182,0,112233684,6607992,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,90,4268692,117514663,532200,1131341,0,3382047,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,184,30776151,1357213798,78900,144900,0,27817219,39782,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,443,3160050,4642606412,1610,7556,0,2449520,150924,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,492,5329928,7803748083,10900,7675,0,4402043,491501,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,356,8553412,1041040052,73,22059,0,6037148,149285,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,261,12881970,1929974000,47024,25094,0,8844839,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,360,88438227,2142912270,34200,197330,0,64222447,9557415,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,327,13734686,3811066563,5329,474693,0,9034171,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,455,17108431,5730078562,13722708,7831354,0,10440965,65182,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,32,473590,13396000,32250,120,0,413832,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,238,8087201,914346311,0,36044,53096,6424636,139722,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3324,2593823376,931029085399.059,62056050,60809616,9515,1617837938,171210197,1,20200930,639,157484024,18347940573,161063,642182,0,112233684,6607992,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,90,4268692,117514663,532200,1131341,0,3382047,106565,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,184,30776151,1357213798,78900,144900,0,27817219,39782,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,443,3160050,4642606412,1610,7556,0,2449520,150924,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,492,5329928,7803748083,10900,7675,0,4402043,491501,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,356,8553412,1041040052,73,22059,0,6037148,149285,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,261,12881970,1929974000,47024,25094,0,8844839,176975,1 +NB R735QTJ8XC9X,BAC,2,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1,20200930,360,88438227,2142912270,34200,197330,0,64222447,9557415,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,327,13734686,3811066563,5329,474693,0,9034171,60124,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1,20200930,455,17108431,5730078562,13722708,7831354,0,10440965,65182,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,32,473590,13396000,32250,120,0,413832,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,238,8087201,914346311,0,36044,53096,6424636,139722,1 diff --git a/output/alternative/sec/13f/universe/20201022.csv b/output/alternative/sec/13f/universe/20201022.csv index da29c58..eb67901 100644 --- a/output/alternative/sec/13f/universe/20201022.csv +++ b/output/alternative/sec/13f/universe/20201022.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3324,2593823376,931029085399.059,62056050,60809616,9515,1617837938,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,705,181930015,21141618592,165063,784882,0,134381394,6625583,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,101,5252476,144597663,532200,1131341,0,4364869,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,4,141670,1507888,0,0,0,141642,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,202,31294089,1377641883,78900,144900,0,28188813,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,489,3592913,5278700412,1610,7556,0,2846527,151111,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,545,6126127,8970702083,10900,7675,0,5116428,492161,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,398,10055303,1214978052,4273,22059,0,7284722,161373,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,297,14603766,2029839000,47024,25094,0,10304633,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,402,109122823,2637786270,136800,197330,0,83444326,9644813,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,359,14660295,4068238563,5329,475693,0,9380415,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,504,18287139,6050883782,13722708,8290954,0,11315731,66782,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,35,482492,13648000,32250,120,0,421580,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,266,9075043,1026143311,0,36044,59780,7313293,142722,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3324,2593823376,931029085399.059,62056050,60809616,9515,1617837938,171210197,1,20200930,705,181930015,21141618592,165063,784882,0,134381394,6625583,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,101,5252476,144597663,532200,1131341,0,4364869,106565,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,4,141670,1507888,0,0,0,141642,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,202,31294089,1377641883,78900,144900,0,28188813,40207,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,489,3592913,5278700412,1610,7556,0,2846527,151111,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,545,6126127,8970702083,10900,7675,0,5116428,492161,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,398,10055303,1214978052,4273,22059,0,7284722,161373,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,297,14603766,2029839000,47024,25094,0,10304633,176975,1 +NB R735QTJ8XC9X,BAC,2,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1,20200930,402,109122823,2637786270,136800,197330,0,83444326,9644813,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,359,14660295,4068238563,5329,475693,0,9380415,60124,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1,20200930,504,18287139,6050883782,13722708,8290954,0,11315731,66782,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,35,482492,13648000,32250,120,0,421580,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,266,9075043,1026143311,0,36044,59780,7313293,142722,1 diff --git a/output/alternative/sec/13f/universe/20201023.csv b/output/alternative/sec/13f/universe/20201023.csv index 7877cf2..f594497 100644 --- a/output/alternative/sec/13f/universe/20201023.csv +++ b/output/alternative/sec/13f/universe/20201023.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2593825742,931029948399.059,62056050,60809616,9515,1617839777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,766,196351669,22803325261,165063,884882,0,144301015,6625583,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,109,5711252,157228663,532200,1131341,0,4638827,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,220,32815323,1444712883,78900,144900,0,29202316,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,531,3857137,5667178412,1610,7556,0,3020398,151111,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,589,6384926,9350745012,10900,7675,0,5324010,492161,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,430,10481806,1267036052,4273,22059,0,7485854,161373,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,322,16144149,2260812432,47024,25094,0,11379444,176975,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,432,116005754,2803623907,141800,197330,0,89544309,9644813,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,384,15304206,4253132563,5329,475693,0,9728801,60124,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,547,20481207,6774629411,13722708,8290954,0,12783684,66782,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,38,510085,14429000,32250,120,0,437866,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,283,9485921,1072658311,0,36044,59780,7526650,142722,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3325,2593825742,931029948399.059,62056050,60809616,9515,1617839777,171210197,1,20200930,766,196351669,22803325261,165063,884882,0,144301015,6625583,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,109,5711252,157228663,532200,1131341,0,4638827,106565,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,5,152720,1625888,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,220,32815323,1444712883,78900,144900,0,29202316,40207,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,531,3857137,5667178412,1610,7556,0,3020398,151111,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,589,6384926,9350745012,10900,7675,0,5324010,492161,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,430,10481806,1267036052,4273,22059,0,7485854,161373,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,322,16144149,2260812432,47024,25094,0,11379444,176975,1 +NB R735QTJ8XC9X,BAC,2,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1,20200930,432,116005754,2803623907,141800,197330,0,89544309,9644813,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,384,15304206,4253132563,5329,475693,0,9728801,60124,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1,20200930,547,20481207,6774629411,13722708,8290954,0,12783684,66782,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,38,510085,14429000,32250,120,0,437866,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,283,9485921,1072658311,0,36044,59780,7526650,142722,1 diff --git a/output/alternative/sec/13f/universe/20201026.csv b/output/alternative/sec/13f/universe/20201026.csv index cfb4086..a8a8420 100644 --- a/output/alternative/sec/13f/universe/20201026.csv +++ b/output/alternative/sec/13f/universe/20201026.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2593825742,931029948399.059,62056050,60809616,9515,1617839777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,848,208002125,24154113644,170063,1087798,0,151474348,6789146,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,117,6280671,172902663,532200,1131341,0,5144698,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,246,33444576,1472473883,878900,144900,0,29588429,40207,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,585,4113133,6043500092,1610,8436,0,3229291,154184,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,646,6650093,9740280816,10900,8934,0,5542366,498329,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,469,14175100,1716306623,4273,26339,0,9658494,172175,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,351,16835333,2364361432,47024,35048,0,11790739,265014,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,470,141627185,3420883402,141800,214351,0,109334322,9687522,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,439,16945607,4709331379,5329,511141,0,10198647,62374,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,613,22174619,7342248470,13922708,8316851,0,13603092,137677,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,39,510710,14447000,32250,120,0,438491,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,303,10903524,1233085311,0,37857,59780,8320874,142722,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3325,2593825742,931029948399.059,62056050,60809616,9515,1617839777,171210197,1,20200930,848,208002125,24154113644,170063,1087798,0,151474348,6789146,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,117,6280671,172902663,532200,1131341,0,5144698,106565,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,5,152720,1625888,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,246,33444576,1472473883,878900,144900,0,29588429,40207,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,585,4113133,6043500092,1610,8436,0,3229291,154184,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,646,6650093,9740280816,10900,8934,0,5542366,498329,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,469,14175100,1716306623,4273,26339,0,9658494,172175,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,351,16835333,2364361432,47024,35048,0,11790739,265014,1 +NB R735QTJ8XC9X,BAC,2,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1,20200930,470,141627185,3420883402,141800,214351,0,109334322,9687522,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,439,16945607,4709331379,5329,511141,0,10198647,62374,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1,20200930,613,22174619,7342248470,13922708,8316851,0,13603092,137677,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,39,510710,14447000,32250,120,0,438491,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,303,10903524,1233085311,0,37857,59780,8320874,142722,1 diff --git a/output/alternative/sec/13f/universe/20201027.csv b/output/alternative/sec/13f/universe/20201027.csv index 1887773..bfdde73 100644 --- a/output/alternative/sec/13f/universe/20201027.csv +++ b/output/alternative/sec/13f/universe/20201027.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3325,2593825742,931029948399.059,62056050,60809616,9515,1617839777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,940,237603684,27585584434,419488,1414923,179897,176260922,7186046,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,131,8072630,222234939,532200,1131341,0,6922800,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,5,152720,1625888,0,0,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,279,34313850,1509227292,2195900,161600,8063,29972928,53957,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,657,4584703,6737058274,1610,9836,1378,3660754,171511,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,722,7356397,10774933938,32162,13496,418,6187982,500381,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,523,15662443,1897313306,107173,105539,14141,10963081,177897,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,397,17620529,2482042626,523324,144848,19850,12104866,265230,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,530,155588398,3758546927,1177000,397951,58812,122192023,9718057,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,494,17690019,4914001379,133729,1247141,4548,10596983,71154,1 -SPY R735QTJ8XC9X,SPY,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,686,28494551,9426203528,14806108,12284795,88694,17074888,143844,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,44,757021,21415000,36750,120,0,684658,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,336,11717079,1325164921,0,39057,59906,9076919,142722,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3325,2593825742,931029948399.059,62056050,60809616,9515,1617839777,171210197,1,20200930,940,237603684,27585584434,419488,1414923,179897,176260922,7186046,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,131,8072630,222234939,532200,1131341,0,6922800,106565,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,5,152720,1625888,0,0,0,152692,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,279,34313850,1509227292,2195900,161600,8063,29972928,53957,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,657,4584703,6737058274,1610,9836,1378,3660754,171511,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,722,7356397,10774933938,32162,13496,418,6187982,500381,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,523,15662443,1897313306,107173,105539,14141,10963081,177897,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,397,17620529,2482042626,523324,144848,19850,12104866,265230,1 +NB R735QTJ8XC9X,BAC,2,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1,20200930,530,155588398,3758546927,1177000,397951,58812,122192023,9718057,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,494,17690019,4914001379,133729,1247141,4548,10596983,71154,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2448,584347786,183641840549,369139121,542631260,313306,389644552,40614362,1,20200930,686,28494551,9426203528,14806108,12284795,88694,17074888,143844,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,44,757021,21415000,36750,120,0,684658,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,336,11717079,1325164921,0,39057,59906,9076919,142722,1 diff --git a/output/alternative/sec/13f/universe/20201028.csv b/output/alternative/sec/13f/universe/20201028.csv index 0e728f5..f5f98ae 100644 --- a/output/alternative/sec/13f/universe/20201028.csv +++ b/output/alternative/sec/13f/universe/20201028.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1024,262000144,30450716434,1198888,1832723,179897,195580088,7230642,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,142,9096963,252398939,569400,1153241,0,7773972,106565,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1625888,10100,3600,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,305,35458793,1559657292,3144700,2044000,8063,30582085,53957,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,718,5237393,7690343274,5510,11736,1378,4214064,172162,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,793,7630943,11171654938,35862,22996,418,6407786,500504,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,572,16881356,2047206306,166773,112939,14141,11913440,179797,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,429,18463120,2608237626,1225624,996748,19850,12605749,265232,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,580,166927747,4034986927,1835400,851051,58812,130565585,9737617,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,540,22275080,6187805379,1748329,2192441,4548,14136407,72720,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,752,35984200,11934460528,15000208,12358995,88694,23763898,144264,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,49,856032,24215000,2632750,1434420,0,780031,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,372,12342844,1395887921,25100,50657,59906,9503136,142897,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1,20200930,1024,262000144,30450716434,1198888,1832723,179897,195580088,7230642,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,142,9096963,252398939,569400,1153241,0,7773972,106565,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,6,152720,1625888,10100,3600,0,152692,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,305,35458793,1559657292,3144700,2044000,8063,30582085,53957,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,718,5237393,7690343274,5510,11736,1378,4214064,172162,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,793,7630943,11171654938,35862,22996,418,6407786,500504,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,572,16881356,2047206306,166773,112939,14141,11913440,179797,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,429,18463120,2608237626,1225624,996748,19850,12605749,265232,1 +NB R735QTJ8XC9X,BAC,2,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1,20200930,580,166927747,4034986927,1835400,851051,58812,130565585,9737617,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,540,22275080,6187805379,1748329,2192441,4548,14136407,72720,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1,20200930,752,35984200,11934460528,15000208,12358995,88694,23763898,144264,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,49,856032,24215000,2632750,1434420,0,780031,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,372,12342844,1395887921,25100,50657,59906,9503136,142897,1 diff --git a/output/alternative/sec/13f/universe/20201029.csv b/output/alternative/sec/13f/universe/20201029.csv index 0eee846..f26115c 100644 --- a/output/alternative/sec/13f/universe/20201029.csv +++ b/output/alternative/sec/13f/universe/20201029.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1102,281292371,32685377434,1423688,2266523,179897,206129245,13478469,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,149,9342804,259167939,569400,1153241,0,7806941,316630,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,6,152720,1625888,10100,3600,0,152692,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,326,36827580,1620005292,3144700,2044000,8063,31497296,56746,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,771,5638175,8279094274,9110,11736,1378,4402980,351518,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,852,8033133,11761241938,40362,46196,418,6657749,612388,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,606,18037575,2187906306,166773,112939,14141,12481487,474656,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,456,19078232,2700376626,1225624,1007348,19850,12875834,265652,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,622,173534550,4194184927,1863900,892851,58812,133844364,12490340,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,573,26686591,7413666379,1785129,2228441,4548,18367764,73190,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,807,39182698,13005878528,69398708,21102095,88694,26413531,236893,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,52,856911,24240000,2689750,1434420,0,780642,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,404,13215888,1494709921,25100,50657,59906,9912443,425065,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1,20200930,1102,281292371,32685377434,1423688,2266523,179897,206129245,13478469,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,149,9342804,259167939,569400,1153241,0,7806941,316630,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,6,152720,1625888,10100,3600,0,152692,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,326,36827580,1620005292,3144700,2044000,8063,31497296,56746,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,771,5638175,8279094274,9110,11736,1378,4402980,351518,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,852,8033133,11761241938,40362,46196,418,6657749,612388,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,606,18037575,2187906306,166773,112939,14141,12481487,474656,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,456,19078232,2700376626,1225624,1007348,19850,12875834,265652,1 +NB R735QTJ8XC9X,BAC,2,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1,20200930,622,173534550,4194184927,1863900,892851,58812,133844364,12490340,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,573,26686591,7413666379,1785129,2228441,4548,18367764,73190,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1,20200930,807,39182698,13005878528,69398708,21102095,88694,26413531,236893,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,52,856911,24240000,2689750,1434420,0,780642,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,404,13215888,1494709921,25100,50657,59906,9912443,425065,1 diff --git a/output/alternative/sec/13f/universe/20201030.csv b/output/alternative/sec/13f/universe/20201030.csv index 7df3f52..53ae08f 100644 --- a/output/alternative/sec/13f/universe/20201030.csv +++ b/output/alternative/sec/13f/universe/20201030.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1187,335219945,38915282434,1435688,2298123,179897,240020571,14222551,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,160,10112339,280305939,569400,1153241,0,8330129,339372,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,4380888,10100,3600,0,162067,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,355,44167941,1943657292,3144700,2044000,8063,37589953,112180,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,839,6312860,9269540274,9110,12336,1378,4905197,359282,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,920,9419513,13791223335,40362,46196,418,7681486,621897,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,660,22725288,2757410306,166773,112939,14141,15397644,507407,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,496,27328552,3919458626,1225624,1007348,19850,20636875,284463,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,676,195312881,4718025927,1863900,892851,58812,148634565,12618239,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,618,29093956,8082047379,1785129,2278441,4548,19107917,73281,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,864,43353486,14402299528,69398708,26862695,111966,28963145,248807,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,55,980643,27741000,2689750,1434420,0,806626,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,435,15921640,1801223921,25100,50657,59906,11320844,434224,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1,20200930,1187,335219945,38915282434,1435688,2298123,179897,240020571,14222551,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,160,10112339,280305939,569400,1153241,0,8330129,339372,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,8,411573,4380888,10100,3600,0,162067,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,355,44167941,1943657292,3144700,2044000,8063,37589953,112180,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,839,6312860,9269540274,9110,12336,1378,4905197,359282,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,920,9419513,13791223335,40362,46196,418,7681486,621897,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,660,22725288,2757410306,166773,112939,14141,15397644,507407,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,496,27328552,3919458626,1225624,1007348,19850,20636875,284463,1 +NB R735QTJ8XC9X,BAC,2,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1,20200930,676,195312881,4718025927,1863900,892851,58812,148634565,12618239,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,618,29093956,8082047379,1785129,2278441,4548,19107917,73281,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1,20200930,864,43353486,14402299528,69398708,26862695,111966,28963145,248807,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,55,980643,27741000,2689750,1434420,0,806626,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,435,15921640,1801223921,25100,50657,59906,11320844,434224,1 diff --git a/output/alternative/sec/13f/universe/20201102.csv b/output/alternative/sec/13f/universe/20201102.csv index bc899ea..c90645b 100644 --- a/output/alternative/sec/13f/universe/20201102.csv +++ b/output/alternative/sec/13f/universe/20201102.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1279,502482474,58326680208,1484162,2441468,179897,381248549,32227185,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,181,36409265,1005440691,575012,1164438,0,31331321,1715278,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,8,411573,4380888,10100,3600,0,162067,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,395,52503296,2312065481,3163944,2078809,388547,42598084,2655622,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,910,10010129,14713986654,10331,13343,1378,8190475,632294,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,995,12620305,18492827100,40788,47915,418,10351214,912339,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,720,31889412,3870733925,169725,122219,14141,23165399,1391740,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,542,37124553,5389247894,1226632,1028514,90100,22039115,7997034,1 -NB R735QTJ8XC9X,BAC,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,734,267350927,6422501015,1979165,1011640,58812,212317433,17955248,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,667,45070866,12522615990,1791079,2317256,12719,20251732,14350429,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,927,52079658,17306259078,69670758,28293545,374715,30912598,6033690,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,59,987093,27923000,2689750,1434420,416,806626,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,475,19388951,2194015344,25145,51495,59906,14419184,630177,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3326,2593827856,931030719399.059,62056050,60809616,9515,1617839777,171210197,1,20200930,1279,502482474,58326680208,1484162,2441468,179897,381248549,32227185,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,181,36409265,1005440691,575012,1164438,0,31331321,1715278,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,8,411573,4380888,10100,3600,0,162067,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,395,52503296,2312065481,3163944,2078809,388547,42598084,2655622,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,910,10010129,14713986654,10331,13343,1378,8190475,632294,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,995,12620305,18492827100,40788,47915,418,10351214,912339,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,720,31889412,3870733925,169725,122219,14141,23165399,1391740,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,542,37124553,5389247894,1226632,1028514,90100,22039115,7997034,1 +NB R735QTJ8XC9X,BAC,2,20200630,2093,5921695548,141147549534.821,107384568,157707032,187805,4005128411,536801725,1,20200930,734,267350927,6422501015,1979165,1011640,58812,212317433,17955248,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1649,207731917,51329777977,107557897,212857396,28651,105381596,20820134,1,20200930,667,45070866,12522615990,1791079,2317256,12719,20251732,14350429,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1,20200930,927,52079658,17306259078,69670758,28293545,374715,30912598,6033690,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,59,987093,27923000,2689750,1434420,416,806626,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,475,19388951,2194015344,25145,51495,59906,14419184,630177,1 diff --git a/output/alternative/sec/13f/universe/20201103.csv b/output/alternative/sec/13f/universe/20201103.csv index 8087d29..ff36d22 100644 --- a/output/alternative/sec/13f/universe/20201103.csv +++ b/output/alternative/sec/13f/universe/20201103.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2593836160,931097500399.059,62128750,60820416,9515,1617848081,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1371,542538359,63024209872,1880781,2441493,323322,405686028,32906196,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,193,36786721,1015922691,575012,1164438,0,31678026,1719343,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,9,490973,5226888,10100,3600,0,241467,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,414,53656506,2362870481,3164344,2108709,388547,43227369,2655622,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,981,11508876,16912314953,10331,13343,1378,9180479,648243,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1076,13488765,19761846541,40788,47915,4026,10950984,916433,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,778,33672083,4086225926,170225,122232,14141,24518596,1399455,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,579,38025744,5511358907,1226732,1580814,90100,22367693,8000335,1 -NB R735QTJ8XC9X,BAC,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,793,285109858,6850103015,1979165,1011640,198346,225553033,18416145,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1650,207831174,51823138977,107813897,213108396,28651,105480853,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,708,46628476,12948843991,2311179,2318256,43349,20491782,14351782,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,992,54960350,18264320404,69670862,30564147,410457,31651870,6034028,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,62,1005774,28451000,2689750,1434420,416,807384,0,0 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,506,20535980,2323788344,25145,51495,59906,15043659,632064,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3327,2593836160,931097500399.059,62128750,60820416,9515,1617848081,171210197,1,20200930,1371,542538359,63024209872,1880781,2441493,323322,405686028,32906196,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,193,36786721,1015922691,575012,1164438,0,31678026,1719343,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,9,490973,5226888,10100,3600,0,241467,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,414,53656506,2362870481,3164344,2108709,388547,43227369,2655622,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,981,11508876,16912314953,10331,13343,1378,9180479,648243,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,1076,13488765,19761846541,40788,47915,4026,10950984,916433,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,778,33672083,4086225926,170225,122232,14141,24518596,1399455,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,579,38025744,5511358907,1226732,1580814,90100,22367693,8000335,1 +NB R735QTJ8XC9X,BAC,2,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1,20200930,793,285109858,6850103015,1979165,1011640,198346,225553033,18416145,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1650,207831174,51823138977,107813897,213108396,28651,105480853,20820134,1,20200930,708,46628476,12948843991,2311179,2318256,43349,20491782,14351782,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1,20200930,992,54960350,18264320404,69670862,30564147,410457,31651870,6034028,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,62,1005774,28451000,2689750,1434420,416,807384,0,0 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,506,20535980,2323788344,25145,51495,59906,15043659,632064,1 diff --git a/output/alternative/sec/13f/universe/20201104.csv b/output/alternative/sec/13f/universe/20201104.csv index 9a900ea..0fae6d3 100644 --- a/output/alternative/sec/13f/universe/20201104.csv +++ b/output/alternative/sec/13f/universe/20201104.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2593836160,931097500399.059,62128750,60820416,9515,1617848081,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1495,583656879,67796108182,1897781,2487993,323322,429468870,35483834,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,209,38162470,1053798691,575012,1164438,0,33021993,1729142,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,11,493897,5257888,10100,3600,0,241467,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,458,57503743,2532495348,3172344,2116709,395147,43864367,2698842,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1072,12375745,18186244328,10331,13343,1378,9744835,726095,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1179,14993874,21967601002,40788,47915,4026,11959590,1140973,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,852,35273301,4271845971,170225,122232,14141,25649825,1407630,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,638,39615389,5749440908,2076032,1819214,90100,22989258,8019610,1 -NB R735QTJ8XC9X,BAC,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,866,300534503,7221669939,2025165,1017640,198346,233887842,19901723,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1650,207831174,51823138977,107813897,213108396,28651,105480853,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,770,49135108,13645200011,2320679,2475756,52481,21847688,14351790,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1077,58883599,19578844598,69704962,30825847,416849,32608140,6058887,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,68,1056817,29896000,2709750,1434420,416,810592,0,1 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,554,22453888,2540670928,25145,51495,59906,16363793,766253,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3327,2593836160,931097500399.059,62128750,60820416,9515,1617848081,171210197,1,20200930,1495,583656879,67796108182,1897781,2487993,323322,429468870,35483834,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,209,38162470,1053798691,575012,1164438,0,33021993,1729142,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,11,493897,5257888,10100,3600,0,241467,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,458,57503743,2532495348,3172344,2116709,395147,43864367,2698842,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,1072,12375745,18186244328,10331,13343,1378,9744835,726095,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,1179,14993874,21967601002,40788,47915,4026,11959590,1140973,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,852,35273301,4271845971,170225,122232,14141,25649825,1407630,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,638,39615389,5749440908,2076032,1819214,90100,22989258,8019610,1 +NB R735QTJ8XC9X,BAC,2,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1,20200930,866,300534503,7221669939,2025165,1017640,198346,233887842,19901723,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1650,207831174,51823138977,107813897,213108396,28651,105480853,20820134,1,20200930,770,49135108,13645200011,2320679,2475756,52481,21847688,14351790,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1,20200930,1077,58883599,19578844598,69704962,30825847,416849,32608140,6058887,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,68,1056817,29896000,2709750,1434420,416,810592,0,1 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,554,22453888,2540670928,25145,51495,59906,16363793,766253,1 diff --git a/output/alternative/sec/13f/universe/20201105.csv b/output/alternative/sec/13f/universe/20201105.csv index 517ecfc..fe2c0b0 100644 --- a/output/alternative/sec/13f/universe/20201105.csv +++ b/output/alternative/sec/13f/universe/20201105.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3327,2593836160,931097500399.059,62128750,60820416,9515,1617848081,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1585,721657922,83755142343,2305881,2517493,323322,524962745,41161027,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,222,41869159,1141833691,575012,1164438,0,36403992,1888196,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,13,3790183,39839888,10100,3600,0,275768,0,0 -EEM SNQLASP67O85,EEM,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,488,60587466,2668470464,3246644,2123709,395147,44986379,2710198,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1134,14821286,21790313774,10331,13343,1378,11716664,819985,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1253,17984427,26351193487,40788,47915,4026,14335219,1252829,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,906,42599141,5162938156,187325,122232,14141,31016865,1544414,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,675,42176620,6133086908,2088832,1839214,90100,24170364,8098044,1 -NB R735QTJ8XC9X,BAC,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,918,334528957,8039722179,2073665,1017640,198346,254998365,21960050,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1650,207831174,51823138977,107813897,213108396,28651,105480853,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,809,57615366,16001171641,2320679,2518756,52481,25815836,14351790,1 -SPY R735QTJ8XC9X,SPY,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1140,71571977,24427557208,70067662,32335147,416849,38650623,7925096,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,72,2287581,64271000,2742150,1434420,416,844922,0,1 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,587,25288258,2861474928,25145,51495,59906,18243958,831910,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3327,2593836160,931097500399.059,62128750,60820416,9515,1617848081,171210197,1,20200930,1585,721657922,83755142343,2305881,2517493,323322,524962745,41161027,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,222,41869159,1141833691,575012,1164438,0,36403992,1888196,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,13,3790183,39839888,10100,3600,0,275768,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1095,402262479,16095967604,162866492,266937301,941231,298688854,30555320,1,20200930,488,60587466,2668470464,3246644,2123709,395147,44986379,2710198,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2579,224586503,311828423305,3153704,4007761,864,145083399,12179536,1,20200930,1134,14821286,21790313774,10331,13343,1378,11716664,819985,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,1253,17984427,26351193487,40788,47915,4026,14335219,1252829,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,906,42599141,5162938156,187325,122232,14141,31016865,1544414,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,675,42176620,6133086908,2088832,1839214,90100,24170364,8098044,1 +NB R735QTJ8XC9X,BAC,2,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1,20200930,918,334528957,8039722179,2073665,1017640,198346,254998365,21960050,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1650,207831174,51823138977,107813897,213108396,28651,105480853,20820134,1,20200930,809,57615366,16001171641,2320679,2518756,52481,25815836,14351790,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2449,584351217,183642898549,369139121,542631260,313306,389644552,40614362,1,20200930,1140,71571977,24427557208,70067662,32335147,416849,38650623,7925096,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,72,2287581,64271000,2742150,1434420,416,844922,0,1 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,587,25288258,2861474928,25145,51495,59906,18243958,831910,1 diff --git a/output/alternative/sec/13f/universe/20201106.csv b/output/alternative/sec/13f/universe/20201106.csv index 1265b11..5dd5352 100644 --- a/output/alternative/sec/13f/universe/20201106.csv +++ b/output/alternative/sec/13f/universe/20201106.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3329,2593846426,931101245399.059,62128750,60820416,9515,1617853675,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1690,931150080,108071204326,4821281,5704841,323322,695459972,41733069,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,243,53232267,1454764691,575012,1164438,0,44927033,3244651,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,525,79579772,3505837834,8802244,8538905,395147,59990446,2716815,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2580,224586777,311828810305,3153704,4007761,864,145083673,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1221,19001593,27933888098,10331,13543,1378,15347468,833230,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1344,23668795,34681915324,59588,48915,4026,18958287,1262897,1 -IBM R735QTJ8XC9X,IBM,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,971,58332004,7077118156,205625,190832,14141,45149476,1564231,1 -IWM RV0PWMLXVHPH,IWM,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,730,70268332,10340973652,5697832,11870318,90100,50031589,9272715,1 -NB R735QTJ8XC9X,BAC,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,986,417578801,10040517660,2366365,1859040,198346,326554050,21974910,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1651,207865091,51831536977,107813897,213108396,28651,105514770,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,862,66967156,18598004485,8064379,8394336,52481,32451409,14357695,1 -SPY R735QTJ8XC9X,SPY,20200630,2450,584357824,183644935549,369139121,542631260,313306,389651159,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1219,90674603,30818705904,89052662,36000566,416849,51494813,8025414,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,78,2532546,71200000,2742150,1434420,416,990815,0,1 -UW R735QTJ8XC9X,WM,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1 -UW R735QTJ8XC9X,WM,20200930,625,38638823,4372188928,25145,51495,59906,30447487,857380,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3329,2593846426,931101245399.059,62128750,60820416,9515,1617853675,171210197,1,20200930,1690,931150080,108071204326,4821281,5704841,323322,695459972,41733069,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,243,53232267,1454764691,575012,1164438,0,44927033,3244651,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1,20200930,525,79579772,3505837834,8802244,8538905,395147,59990446,2716815,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2580,224586777,311828810305,3153704,4007761,864,145083673,12179536,1,20200930,1221,19001593,27933888098,10331,13543,1378,15347468,833230,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2810,233454986,327028825860,5357763,5656871,5140,152206396,18129403,1,20200930,1344,23668795,34681915324,59588,48915,4026,18958287,1262897,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1948,506122832,60867795152,10227584,12215460,32374,302621172,43346758,1,20200930,971,58332004,7077118156,205625,190832,14141,45149476,1564231,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1520,296187000,42214421601,163309923,274619253,258484,200042574,23736139,1,20200930,730,70268332,10340973652,5697832,11870318,90100,50031589,9272715,1 +NB R735QTJ8XC9X,BAC,2,20200630,2094,5921794705,141149904534.821,107384568,157832032,187805,4005227568,536801725,1,20200930,986,417578801,10040517660,2366365,1859040,198346,326554050,21974910,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1651,207865091,51831536977,107813897,213108396,28651,105514770,20820134,1,20200930,862,66967156,18598004485,8064379,8394336,52481,32451409,14357695,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2450,584357824,183644935549,369139121,542631260,313306,389651159,40614362,1,20200930,1219,90674603,30818705904,89052662,36000566,416849,51494813,8025414,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,78,2532546,71200000,2742150,1434420,416,990815,0,1 +UW R735QTJ8XC9X,WM,2,20200630,1324,304453563,32195233671,1541045,1920563,53618,198444841,19384570,1,20200930,625,38638823,4372188928,25145,51495,59906,30447487,857380,1 diff --git a/output/alternative/sec/13f/universe/20201109.csv b/output/alternative/sec/13f/universe/20201109.csv index d792804..954f63e 100644 --- a/output/alternative/sec/13f/universe/20201109.csv +++ b/output/alternative/sec/13f/universe/20201109.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1794,2186512123,250840711020,6839831,6549741,323322,1751081437,62844626,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,271,136656426,3719285691,575038,1164438,0,120111870,4074531,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,563,159398006,7026027341,10982744,8538920,395147,138221250,3383968,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1302,42712028,62161229912,10336,13543,1378,35201649,1193874,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1432,48183674,69998358829,109689,48915,4026,39364575,1639975,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1043,129771803,15619935965,206673,190876,14141,103730857,3248883,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,781,93602526,13836541492,5897840,13293721,90100,71265796,10241510,1 -NB R735QTJ8XC9X,BAC,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,1053,1006929903,23969974708,11376585,1859040,198346,825776842,30187580,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,909,77307218,21471054452,12420089,9039336,52481,38029517,17897141,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1298,104158528,35306444143,112396762,37202674,416849,63221211,8994575,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,87,2573265,72351000,2742650,1434420,416,1001213,0,1 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,668,74783369,8410098241,25145,51495,59906,61856436,1450480,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1,20200930,1794,2186512123,250840711020,6839831,6549741,323322,1751081437,62844626,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,271,136656426,3719285691,575038,1164438,0,120111870,4074531,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,15,3987561,41940888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1,20200930,563,159398006,7026027341,10982744,8538920,395147,138221250,3383968,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1,20200930,1302,42712028,62161229912,10336,13543,1378,35201649,1193874,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1,20200930,1432,48183674,69998358829,109689,48915,4026,39364575,1639975,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1,20200930,1043,129771803,15619935965,206673,190876,14141,103730857,3248883,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1,20200930,781,93602526,13836541492,5897840,13293721,90100,71265796,10241510,1 +NB R735QTJ8XC9X,BAC,2,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1,20200930,1053,1006929903,23969974708,11376585,1859040,198346,825776842,30187580,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1,20200930,909,77307218,21471054452,12420089,9039336,52481,38029517,17897141,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1,20200930,1298,104158528,35306444143,112396762,37202674,416849,63221211,8994575,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,87,2573265,72351000,2742650,1434420,416,1001213,0,1 +UW R735QTJ8XC9X,WM,2,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1,20200930,668,74783369,8410098241,25145,51495,59906,61856436,1450480,1 diff --git a/output/alternative/sec/13f/universe/20201110.csv b/output/alternative/sec/13f/universe/20201110.csv index 9f822ad..4ea1e1b 100644 --- a/output/alternative/sec/13f/universe/20201110.csv +++ b/output/alternative/sec/13f/universe/20201110.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,1942,2413493728,277125289352,7107031,6938841,323322,1915747491,67944880,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,307,188850591,5225975691,663838,1214438,0,163476393,4145177,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,611,174296779,7682964827,10984544,8541720,395147,146185308,3421847,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1426,47695125,69490051903,10336,13543,1378,39104506,1213678,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1553,54442424,79155715322,109689,59215,4026,44189362,1802598,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1125,144724228,17439563354,206673,190876,14141,112316531,3624605,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,839,101739943,15056316861,5923690,13300321,90100,74885241,10274675,1 -NB R735QTJ8XC9X,BAC,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,1149,1143385115,27244754208,12470485,1859040,198346,930613068,34150221,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,968,87206225,24219899650,12425089,9049436,52481,39778485,17897241,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1396,118457318,40070237542,112476862,37446774,416849,67964381,9010671,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,93,3372023,94949000,2751150,1434420,416,1397449,0,1 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,728,85129921,9581386241,25145,51495,59906,67534975,1797595,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1,20200930,1942,2413493728,277125289352,7107031,6938841,323322,1915747491,67944880,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,307,188850591,5225975691,663838,1214438,0,163476393,4145177,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1,20200930,611,174296779,7682964827,10984544,8541720,395147,146185308,3421847,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1,20200930,1426,47695125,69490051903,10336,13543,1378,39104506,1213678,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1,20200930,1553,54442424,79155715322,109689,59215,4026,44189362,1802598,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1,20200930,1125,144724228,17439563354,206673,190876,14141,112316531,3624605,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1,20200930,839,101739943,15056316861,5923690,13300321,90100,74885241,10274675,1 +NB R735QTJ8XC9X,BAC,2,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1,20200930,1149,1143385115,27244754208,12470485,1859040,198346,930613068,34150221,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1,20200930,968,87206225,24219899650,12425089,9049436,52481,39778485,17897241,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1,20200930,1396,118457318,40070237542,112476862,37446774,416849,67964381,9010671,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,93,3372023,94949000,2751150,1434420,416,1397449,0,1 +UW R735QTJ8XC9X,WM,2,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1,20200930,728,85129921,9581386241,25145,51495,59906,67534975,1797595,1 diff --git a/output/alternative/sec/13f/universe/20201111.csv b/output/alternative/sec/13f/universe/20201111.csv index 627acba..67a36ea 100644 --- a/output/alternative/sec/13f/universe/20201111.csv +++ b/output/alternative/sec/13f/universe/20201111.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238509099,372680064632,7147831,6956785,323322,2623557761,84837625,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,331,231804858,6408482425,663838,1214438,0,201654104,4691194,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,676,189056625,8333895191,10985396,8660843,395147,159274840,3654000,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1555,62436874,91154786589,10336,13543,1434,51527443,1555747,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1692,70696311,102979660549,112289,59218,4237,63348499,2102442,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1214,201961196,24403463612,206673,200876,38428,151692949,12139456,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,15873277195,5939690,13383377,90100,88241958,10330204,1 -NB R735QTJ8XC9X,BAC,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,1237,1510749367,36094972525,12476425,1859618,368177,1254808865,39602911,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1051,97858813,27182652406,12458674,9111772,52481,48464023,17902640,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,52565215724,113193667,38961213,417191,104294589,9036597,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,101,3421906,96358590,2751150,1434420,416,1408231,0,1 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,790,108785914,12258610204,25145,51495,60206,86200372,4190674,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1,20200930,2105,3238509099,372680064632,7147831,6956785,323322,2623557761,84837625,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,331,231804858,6408482425,663838,1214438,0,201654104,4691194,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1,20200930,676,189056625,8333895191,10985396,8660843,395147,159274840,3654000,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1,20200930,1555,62436874,91154786589,10336,13543,1434,51527443,1555747,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1,20200930,1692,70696311,102979660549,112289,59218,4237,63348499,2102442,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1,20200930,1214,201961196,24403463612,206673,200876,38428,151692949,12139456,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1,20200930,916,107194763,15873277195,5939690,13383377,90100,88241958,10330204,1 +NB R735QTJ8XC9X,BAC,2,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1,20200930,1237,1510749367,36094972525,12476425,1859618,368177,1254808865,39602911,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1,20200930,1051,97858813,27182652406,12458674,9111772,52481,48464023,17902640,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1,20200930,1510,155734138,52565215724,113193667,38961213,417191,104294589,9036597,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,101,3421906,96358590,2751150,1434420,416,1408231,0,1 +UW R735QTJ8XC9X,WM,2,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1,20200930,790,108785914,12258610204,25145,51495,60206,86200372,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201112.csv b/output/alternative/sec/13f/universe/20201112.csv index 627acba..67a36ea 100644 --- a/output/alternative/sec/13f/universe/20201112.csv +++ b/output/alternative/sec/13f/universe/20201112.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2105,3238509099,372680064632,7147831,6956785,323322,2623557761,84837625,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,331,231804858,6408482425,663838,1214438,0,201654104,4691194,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,676,189056625,8333895191,10985396,8660843,395147,159274840,3654000,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1555,62436874,91154786589,10336,13543,1434,51527443,1555747,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,1692,70696311,102979660549,112289,59218,4237,63348499,2102442,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1214,201961196,24403463612,206673,200876,38428,151692949,12139456,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,916,107194763,15873277195,5939690,13383377,90100,88241958,10330204,1 -NB R735QTJ8XC9X,BAC,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,1237,1510749367,36094972525,12476425,1859618,368177,1254808865,39602911,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1051,97858813,27182652406,12458674,9111772,52481,48464023,17902640,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1510,155734138,52565215724,113193667,38961213,417191,104294589,9036597,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,101,3421906,96358590,2751150,1434420,416,1408231,0,1 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,790,108785914,12258610204,25145,51495,60206,86200372,4190674,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1,20200930,2105,3238509099,372680064632,7147831,6956785,323322,2623557761,84837625,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,331,231804858,6408482425,663838,1214438,0,201654104,4691194,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,16,4039083,42489888,10100,3600,0,441164,0,0 +EEM SNQLASP67O85,EEM,2,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1,20200930,676,189056625,8333895191,10985396,8660843,395147,159274840,3654000,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1,20200930,1555,62436874,91154786589,10336,13543,1434,51527443,1555747,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1,20200930,1692,70696311,102979660549,112289,59218,4237,63348499,2102442,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1,20200930,1214,201961196,24403463612,206673,200876,38428,151692949,12139456,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1,20200930,916,107194763,15873277195,5939690,13383377,90100,88241958,10330204,1 +NB R735QTJ8XC9X,BAC,2,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1,20200930,1237,1510749367,36094972525,12476425,1859618,368177,1254808865,39602911,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1,20200930,1051,97858813,27182652406,12458674,9111772,52481,48464023,17902640,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1,20200930,1510,155734138,52565215724,113193667,38961213,417191,104294589,9036597,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,101,3421906,96358590,2751150,1434420,416,1408231,0,1 +UW R735QTJ8XC9X,WM,2,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1,20200930,790,108785914,12258610204,25145,51495,60206,86200372,4190674,1 diff --git a/output/alternative/sec/13f/universe/20201113.csv b/output/alternative/sec/13f/universe/20201113.csv index 4e78604..3971c50 100644 --- a/output/alternative/sec/13f/universe/20201113.csv +++ b/output/alternative/sec/13f/universe/20201113.csv @@ -1,26 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1 -AAPL R735QTJ8XC9X,AAPL,20200930,2529,4422426158,508083527582,39479891,49472685,323322,3551215918,131071704,1 -AIG R735QTJ8XC9X,AIG,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1 -AIG R735QTJ8XC9X,AIG,20200930,432,322527890,8905164425,1033738,3324738,0,276178379,7458154,1 -BNO UN3IMQ2JU1YD,BNO,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0 -BNO UN3IMQ2JU1YD,BNO,20200930,24,4938986,52054888,10100,3600,0,1286839,7948,0 -EEM SNQLASP67O85,EEM,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1 -EEM SNQLASP67O85,EEM,20200930,824,266533266,11736518249,86036396,65758343,395147,214685104,14565259,1 -GOOCV VP83T1ZUHROL,GOOG,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,1903,99422358,145587926836,1497984,603289,1434,80305160,2904420,1 -GOOG T1AZ164W5VTX,GOOGL,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2068,112086118,155107805246,1087289,846218,11053,97633690,3404534,1 -IBM R735QTJ8XC9X,IBM,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1 -IBM R735QTJ8XC9X,IBM,20200930,1476,267828177,32393190765,902373,1544276,38428,203713089,14260527,1 -IWM RV0PWMLXVHPH,IWM,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1 -IWM RV0PWMLXVHPH,IWM,20200930,1097,162300377,24123452741,31753390,92463033,92269,130510320,16755092,1 -NB R735QTJ8XC9X,BAC,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1 -NB R735QTJ8XC9X,BAC,20200930,1508,2255076839,53914098779,29795975,37626718,368177,1886887938,58611709,1 -QQQ RIWIV7K5Z9LX,QQQ,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1253,134374027,37174400464,53536874,67471669,52481,71355937,21946887,1 -SPY R735QTJ8XC9X,SPY,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1 -SPY R735QTJ8XC9X,SPY,20200930,1809,321090647,107671284571,180233167,138499031,417191,242271683,16768236,1 -USO THORT68ZZSYT,USO,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1 -USO THORT68ZZSYT,USO,20200930,130,6223988,174622278,4662310,1941548,416,3482183,584302,1 -UW R735QTJ8XC9X,WM,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1 -UW R735QTJ8XC9X,WM,20200930,986,154286920,17376098914,128745,277795,60206,120266607,5326730,1 +AAPL R735QTJ8XC9X,AAPL,2,20200630,3330,2593998975,931156895399.059,62128750,60820416,9515,1618006224,171210197,1,20200930,2529,4422426158,508083527582,39479891,49472685,323322,3551215918,131071704,1 +AIG R735QTJ8XC9X,AIG,2,20200630,676,768179661,23961077747,9363225,12100518,0,492064415,74555899,1,20200930,432,322527890,8905164425,1033738,3324738,0,276178379,7458154,1 +BNO UN3IMQ2JU1YD,BNO,2,20200630,46,9148101,99072832,341600,375300,0,5053228,30000,0,20200930,24,4938986,52054888,10100,3600,0,1286839,7948,0 +EEM SNQLASP67O85,EEM,2,20200630,1096,402276414,16096524604,162866492,266937301,941231,298688854,30555320,1,20200930,824,266533266,11736518249,86036396,65758343,395147,214685104,14565259,1 +GOOCV VP83T1ZUHROL,GOOG,2,20200630,2581,224587604,311829979305,3153704,4007761,864,145084500,12179536,1,20200930,1903,99422358,145587926836,1497984,603289,1434,80305160,2904420,1 +GOOG T1AZ164W5VTX,GOOGL,2,20200630,2811,233475674,327058162860,5357763,5656871,5140,152227084,18129403,1,20200930,2068,112086118,155107805246,1087289,846218,11053,97633690,3404534,1 +IBM R735QTJ8XC9X,IBM,2,20200630,1949,506133620,60869098152,10227584,12215460,32374,302631960,43346758,1,20200930,1476,267828177,32393190765,902373,1544276,38428,203713089,14260527,1 +IWM RV0PWMLXVHPH,IWM,2,20200630,1521,296188765,42214674601,163309923,274619253,258484,200044339,23736139,1,20200930,1097,162300377,24123452741,31753390,92463033,92269,130510320,16755092,1 +NB R735QTJ8XC9X,BAC,2,20200630,2095,5922353148,141163167534.821,107387568,157832032,187805,4005786010,536801725,1,20200930,1508,2255076839,53914098779,29795975,37626718,368177,1886887938,58611709,1 +QQQ RIWIV7K5Z9LX,QQQ,2,20200630,1652,207867759,51832197977,107813897,213108396,28651,105517438,20820134,1,20200930,1253,134374027,37174400464,53536874,67471669,52481,71355937,21946887,1 +SPY R735QTJ8XC9X,SPY,2,20200630,2451,584361679,183646124549,369139121,542631260,313306,389655013,40614362,1,20200930,1809,321090647,107671284571,180233167,138499031,417191,242271683,16768236,1 +USO THORT68ZZSYT,USO,2,20200630,216,31388051,880062518,37951028,62688308,446,26813779,879630,1,20200930,130,6223988,174622278,4662310,1941548,416,3482183,584302,1 +UW R735QTJ8XC9X,WM,2,20200630,1325,304456491,32195543671,1541045,1920563,53618,198447769,19384570,1,20200930,986,154286920,17376098914,128745,277795,60206,120266607,5326730,1 diff --git a/output/alternative/sec/13f/universe/20201116.csv b/output/alternative/sec/13f/universe/20201116.csv index 04b6b8f..0a3ec2a 100644 --- a/output/alternative/sec/13f/universe/20201116.csv +++ b/output/alternative/sec/13f/universe/20201116.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,2945,6173804333,710865538773,93151391,132427133,352074,4608041427,181671946,1 -AIG R735QTJ8XC9X,AIG,20200930,542,490285207,13523471982,5759568,8947138,0,397453915,24752304,1 -BNO UN3IMQ2JU1YD,BNO,20200930,32,5090083,53659888,147100,87900,0,1348813,7948,0 -EEM SNQLASP67O85,EEM,20200930,983,377110091,16597398369,134371996,220280743,961076,278668597,27473637,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2260,147782941,216526221953,3824884,2117989,1434,114669405,4503653,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2443,171109889,238726546549,2292889,2272918,11926,135958289,5157054,1 -IBM R735QTJ8XC9X,IBM,20200930,1723,368808059,44667481135,3826473,6089976,38557,275925073,17966388,1 -IWM RV0PWMLXVHPH,IWM,20200930,1295,264730189,39438609932,71609190,184060004,92269,165275688,28534807,1 -NB R735QTJ8XC9X,BAC,20200930,1774,3289520295,78828283847,75736775,75098718,368233,2619818718,89143852,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1469,207577593,57505342391,99268474,153644269,62672,89852176,30658566,1 -SPY R735QTJ8XC9X,SPY,20200930,2113,493974287,168282315902,226976017,264348981,417709,306260662,37625938,1 -USO THORT68ZZSYT,USO,20200930,158,12551111,353323410,8822434,8868420,416,8889941,717430,1 -UW R735QTJ8XC9X,WM,20200930,1164,216353749,24393874616,367845,542295,60206,166423211,8794925,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,2945,6173804333,710865538773,93151391,132427133,352074,4608041427,181671946,1 +AIG R735QTJ8XC9X,AIG,1,20200930,542,490285207,13523471982,5759568,8947138,0,397453915,24752304,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,32,5090083,53659888,147100,87900,0,1348813,7948,0 +EEM SNQLASP67O85,EEM,1,20200930,983,377110091,16597398369,134371996,220280743,961076,278668597,27473637,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2260,147782941,216526221953,3824884,2117989,1434,114669405,4503653,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2443,171109889,238726546549,2292889,2272918,11926,135958289,5157054,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1723,368808059,44667481135,3826473,6089976,38557,275925073,17966388,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1295,264730189,39438609932,71609190,184060004,92269,165275688,28534807,1 +NB R735QTJ8XC9X,BAC,1,20200930,1774,3289520295,78828283847,75736775,75098718,368233,2619818718,89143852,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1469,207577593,57505342391,99268474,153644269,62672,89852176,30658566,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2113,493974287,168282315902,226976017,264348981,417709,306260662,37625938,1 +USO THORT68ZZSYT,USO,1,20200930,158,12551111,353323410,8822434,8868420,416,8889941,717430,1 +UW R735QTJ8XC9X,WM,1,20200930,1164,216353749,24393874616,367845,542295,60206,166423211,8794925,1 diff --git a/output/alternative/sec/13f/universe/20201117.csv b/output/alternative/sec/13f/universe/20201117.csv index 28e5072..46d080b 100644 --- a/output/alternative/sec/13f/universe/20201117.csv +++ b/output/alternative/sec/13f/universe/20201117.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3274,9663010703,1114962933259,265228991,291501233,649898,6140539968,640717603,1 -AIG R735QTJ8XC9X,AIG,20200930,628,762838163,20974206289,10173268,17334438,0,491284427,72384594,1 -BNO UN3IMQ2JU1YD,BNO,20200930,37,7893886,83519888,230500,232700,0,4152516,8048,0 -EEM SNQLASP67O85,EEM,20200930,1100,417251323,18366585369,165745296,273437743,961076,311124798,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2538,215033575,315369159923,9144704,5588289,1434,140109348,12185080,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2758,235083685,332102492865,7436089,7149018,11926,156818072,18774703,1 -IBM R735QTJ8XC9X,IBM,20200930,1894,494513673,59960517738,9657073,12334776,46773,299507638,40577520,1 -IWM RV0PWMLXVHPH,IWM,20200930,1473,285448404,42543352932,134723990,299100279,155421,183312946,29508001,1 -NB R735QTJ8XC9X,BAC,20200930,1994,5862651638,140806127242,121131275,153617618,1388986,4038714740,484979627,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1676,227026493,62907381395,170578174,294426569,104443,103418203,31976473,1 -SPY R735QTJ8XC9X,SPY,20200930,2404,559277340,195050512921,375436630,561053620,543662,360730366,41483299,1 -USO THORT68ZZSYT,USO,20200930,179,33782626,953980410,22853426,38616768,69466,30100605,717495,1 -UW R735QTJ8XC9X,WM,20200930,1299,300768625,33947283616,1634745,1716595,67896,203017437,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3274,9663010703,1114962933259,265228991,291501233,649898,6140539968,640717603,1 +AIG R735QTJ8XC9X,AIG,1,20200930,628,762838163,20974206289,10173268,17334438,0,491284427,72384594,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,37,7893886,83519888,230500,232700,0,4152516,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1100,417251323,18366585369,165745296,273437743,961076,311124798,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2538,215033575,315369159923,9144704,5588289,1434,140109348,12185080,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2758,235083685,332102492865,7436089,7149018,11926,156818072,18774703,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1894,494513673,59960517738,9657073,12334776,46773,299507638,40577520,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1473,285448404,42543352932,134723990,299100279,155421,183312946,29508001,1 +NB R735QTJ8XC9X,BAC,1,20200930,1994,5862651638,140806127242,121131275,153617618,1388986,4038714740,484979627,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1676,227026493,62907381395,170578174,294426569,104443,103418203,31976473,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2404,559277340,195050512921,375436630,561053620,543662,360730366,41483299,1 +USO THORT68ZZSYT,USO,1,20200930,179,33782626,953980410,22853426,38616768,69466,30100605,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1299,300768625,33947283616,1634745,1716595,67896,203017437,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201118.csv b/output/alternative/sec/13f/universe/20201118.csv index 2778e93..b5de105 100644 --- a/output/alternative/sec/13f/universe/20201118.csv +++ b/output/alternative/sec/13f/universe/20201118.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3303,9703658181,1119672532259,325797091,312145433,649898,6179411006,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,638,765566029,21049454289,10563968,18398838,0,493826192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1110,418906161,18439585369,175912396,282681143,961076,312649177,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2559,215750239,316422676923,9583404,5812989,1434,140798562,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2781,236061761,333536431865,7831689,7593118,11926,157739890,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1912,496866517,60246711738,10596073,12966776,46773,301619567,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1489,286059255,42635199932,142405490,306027979,155421,183747359,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2012,5882996830,141296265242,124841975,157712018,1388986,4058622407,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1692,228482161,63312129395,178814774,312438469,104443,104375799,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2426,564913916,196939092921,391247330,567820720,543662,365825915,41754254,1 -USO THORT68ZZSYT,USO,20200930,184,36119919,1020101410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1308,301787509,34062555616,1703745,1793995,67896,204025069,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3303,9703658181,1119672532259,325797091,312145433,649898,6179411006,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,638,765566029,21049454289,10563968,18398838,0,493826192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1110,418906161,18439585369,175912396,282681143,961076,312649177,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2559,215750239,316422676923,9583404,5812989,1434,140798562,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2781,236061761,333536431865,7831689,7593118,11926,157739890,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1912,496866517,60246711738,10596073,12966776,46773,301619567,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1489,286059255,42635199932,142405490,306027979,155421,183747359,29591001,1 +NB R735QTJ8XC9X,BAC,1,20200930,2012,5882996830,141296265242,124841975,157712018,1388986,4058622407,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1692,228482161,63312129395,178814774,312438469,104443,104375799,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2426,564913916,196939092921,391247330,567820720,543662,365825915,41754254,1 +USO THORT68ZZSYT,USO,1,20200930,184,36119919,1020101410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1308,301787509,34062555616,1703745,1793995,67896,204025069,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201119.csv b/output/alternative/sec/13f/universe/20201119.csv index c0e2d02..e23f866 100644 --- a/output/alternative/sec/13f/universe/20201119.csv +++ b/output/alternative/sec/13f/universe/20201119.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3314,9704601839,1119781812259,325797091,312145433,649898,6180003180,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,638,765566029,21049454289,10563968,18398838,0,493826192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1116,419273124,18455765369,175912396,282685743,961076,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2565,215765803,316445550923,9583404,5812989,1434,140810632,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2789,236075135,333556031865,7831689,7593118,11926,157750452,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1919,496908029,60251763738,10596073,12966776,46773,301649518,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1493,286615446,42718510932,142418590,306030279,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2016,5883093962,141298605242,124841975,157712018,1388986,4058683796,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1695,228488734,63313955395,178814774,312438969,104443,104379584,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2432,565090921,196998376921,391913330,568098620,543662,365927152,41754254,1 -USO THORT68ZZSYT,USO,20200930,184,36119919,1020101410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1309,301793757,34063262616,1703745,1793995,67896,204025069,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3314,9704601839,1119781812259,325797091,312145433,649898,6180003180,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,638,765566029,21049454289,10563968,18398838,0,493826192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1116,419273124,18455765369,175912396,282685743,961076,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2565,215765803,316445550923,9583404,5812989,1434,140810632,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2789,236075135,333556031865,7831689,7593118,11926,157750452,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1919,496908029,60251763738,10596073,12966776,46773,301649518,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1493,286615446,42718510932,142418590,306030279,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,1,20200930,2016,5883093962,141298605242,124841975,157712018,1388986,4058683796,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1695,228488734,63313955395,178814774,312438969,104443,104379584,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2432,565090921,196998376921,391913330,568098620,543662,365927152,41754254,1 +USO THORT68ZZSYT,USO,1,20200930,184,36119919,1020101410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1309,301793757,34063262616,1703745,1793995,67896,204025069,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201120.csv b/output/alternative/sec/13f/universe/20201120.csv index c83fe0c..ceab727 100644 --- a/output/alternative/sec/13f/universe/20201120.csv +++ b/output/alternative/sec/13f/universe/20201120.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3326,9706041912,1119948586927,325799391,312302433,649898,6180139875,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1119,419361170,18459646971,175912396,282685743,961076,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2574,215776426,316461147561,9583404,5812989,1434,140811875,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2799,236098098,333589686815,7831689,7609218,11926,157752655,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1925,496944801,60256237278,10596173,12966876,46773,301653878,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2024,5883587298,141310490312,124842175,157712018,1388986,4058720890,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1700,228733797,63382044415,178815074,312522269,104443,104381874,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2442,565479991,197128699599,391915330,568101920,543662,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,184,36119919,1020101410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1318,301866502,34071495914,1703745,1793995,67896,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3326,9706041912,1119948586927,325799391,312302433,649898,6180139875,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1119,419361170,18459646971,175912396,282685743,961076,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2574,215776426,316461147561,9583404,5812989,1434,140811875,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2799,236098098,333589686815,7831689,7609218,11926,157752655,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1925,496944801,60256237278,10596173,12966876,46773,301653878,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,1,20200930,2024,5883587298,141310490312,124842175,157712018,1388986,4058720890,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1700,228733797,63382044415,178815074,312522269,104443,104381874,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2442,565479991,197128699599,391915330,568101920,543662,366127201,41754254,1 +USO THORT68ZZSYT,USO,1,20200930,184,36119919,1020101410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1318,301866502,34071495914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201123.csv b/output/alternative/sec/13f/universe/20201123.csv index 2ac25d9..0c7b857 100644 --- a/output/alternative/sec/13f/universe/20201123.csv +++ b/output/alternative/sec/13f/universe/20201123.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3327,9706082057,1119952956927,325799391,312302433,649898,6180139875,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1119,419361170,18459646971,175912396,282685743,961076,312888545,32950852,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2574,215776426,316461147561,9583404,5812989,1434,140811875,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2800,236100494,333593558815,7831689,7609218,11926,157752655,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1926,496944829,60256240278,10596173,12966876,46773,301653878,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2025,5883591082,141310580312,124842175,157712018,1388986,4058720890,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1701,228733902,63382072415,178815074,312522269,104443,104381874,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2443,565480119,197128741599,391915330,568101920,543662,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1318,301866502,34071495914,1703745,1793995,67896,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3327,9706082057,1119952956927,325799391,312302433,649898,6180139875,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1119,419361170,18459646971,175912396,282685743,961076,312888545,32950852,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2574,215776426,316461147561,9583404,5812989,1434,140811875,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2800,236100494,333593558815,7831689,7609218,11926,157752655,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1926,496944829,60256240278,10596173,12966876,46773,301653878,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,1,20200930,2025,5883591082,141310580312,124842175,157712018,1388986,4058720890,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1701,228733902,63382072415,178815074,312522269,104443,104381874,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2443,565480119,197128741599,391915330,568101920,543662,366127201,41754254,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1318,301866502,34071495914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201124.csv b/output/alternative/sec/13f/universe/20201124.csv index 84894aa..f4e5d6a 100644 --- a/output/alternative/sec/13f/universe/20201124.csv +++ b/output/alternative/sec/13f/universe/20201124.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3328,9706153389,1119961216927,325799391,312302433,649898,6180139875,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1121,419395060,18461140971,175912396,282685743,961076,312888545,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2575,215776732,316461596561,9583404,5812989,1434,140811875,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2801,236102765,333596886815,7831689,7609218,11926,157752655,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1927,496947686,60256586278,10596173,12966876,46773,301653878,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2025,5883591082,141310580312,124842175,157712018,1388986,4058720890,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1701,228733902,63382072415,178815074,312522269,104443,104381874,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2444,565481974,197129362599,391915330,568101920,543662,366127201,41754254,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1319,301869588,34071844914,1703745,1793995,67896,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3328,9706153389,1119961216927,325799391,312302433,649898,6180139875,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1121,419395060,18461140971,175912396,282685743,961076,312888545,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2575,215776732,316461596561,9583404,5812989,1434,140811875,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2801,236102765,333596886815,7831689,7609218,11926,157752655,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1927,496947686,60256586278,10596173,12966876,46773,301653878,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,1,20200930,2025,5883591082,141310580312,124842175,157712018,1388986,4058720890,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1701,228733902,63382072415,178815074,312522269,104443,104381874,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2444,565481974,197129362599,391915330,568101920,543662,366127201,41754254,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1319,301869588,34071844914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201125.csv b/output/alternative/sec/13f/universe/20201125.csv index 2c5e36a..8542d1e 100644 --- a/output/alternative/sec/13f/universe/20201125.csv +++ b/output/alternative/sec/13f/universe/20201125.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3329,9706218273,1119968730927,325799391,312302433,649898,6180202939,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1122,419402240,18461457971,175912396,282685743,961076,312895725,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2576,215777254,316462363561,9583404,5812989,1434,140812382,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2802,236104360,333599224815,7831689,7609218,11926,157754201,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1928,496951885,60257097278,10596173,12966876,46773,301658077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2026,5883607072,141310965312,124842175,157712018,1388986,4058736580,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1701,228733902,63382072415,178815074,312522269,104443,104381874,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2445,565485875,197130668599,391915330,568101920,543662,366130858,41754254,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1319,301869588,34071844914,1703745,1793995,67896,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3329,9706218273,1119968730927,325799391,312302433,649898,6180202939,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1122,419402240,18461457971,175912396,282685743,961076,312895725,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2576,215777254,316462363561,9583404,5812989,1434,140812382,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2802,236104360,333599224815,7831689,7609218,11926,157754201,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1928,496951885,60257097278,10596173,12966876,46773,301658077,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1499,286696224,42730610558,142418590,306030479,155421,184285427,29591001,1 +NB R735QTJ8XC9X,BAC,1,20200930,2026,5883607072,141310965312,124842175,157712018,1388986,4058736580,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1701,228733902,63382072415,178815074,312522269,104443,104381874,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2445,565485875,197130668599,391915330,568101920,543662,366130858,41754254,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1319,301869588,34071844914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201126.csv b/output/alternative/sec/13f/universe/20201126.csv index 6456b63..9cb3691 100644 --- a/output/alternative/sec/13f/universe/20201126.csv +++ b/output/alternative/sec/13f/universe/20201126.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707264545,1120089899927,325799391,312302433,649898,6181202491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1125,419827043,18480186971,175912396,282685743,961076,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215790908,316482429561,9583404,5812989,1434,140825792,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2804,236122427,333625703815,7831689,7609218,11926,157771985,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1929,496959656,60258042278,10596173,12966876,46773,301658077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,42735311558,142418590,306030479,155421,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2028,5884109393,141323066312,124842175,157712018,1388986,4059209734,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1703,228743065,63384618415,178815074,312522269,104443,104383506,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,197137305599,391915330,568101920,543662,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3331,9707264545,1120089899927,325799391,312302433,649898,6181202491,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1125,419827043,18480186971,175912396,282685743,961076,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2578,215790908,316482429561,9583404,5812989,1434,140825792,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2804,236122427,333625703815,7831689,7609218,11926,157771985,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1929,496959656,60258042278,10596173,12966876,46773,301658077,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1502,286727605,42735311558,142418590,306030479,155421,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,1,20200930,2028,5884109393,141323066312,124842175,157712018,1388986,4059209734,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1703,228743065,63384618415,178815074,312522269,104443,104383506,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2448,565505691,197137305599,391915330,568101920,543662,366141374,41754254,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201127.csv b/output/alternative/sec/13f/universe/20201127.csv index 6456b63..9cb3691 100644 --- a/output/alternative/sec/13f/universe/20201127.csv +++ b/output/alternative/sec/13f/universe/20201127.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3331,9707264545,1120089899927,325799391,312302433,649898,6181202491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1125,419827043,18480186971,175912396,282685743,961076,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2578,215790908,316482429561,9583404,5812989,1434,140825792,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2804,236122427,333625703815,7831689,7609218,11926,157771985,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1929,496959656,60258042278,10596173,12966876,46773,301658077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1502,286727605,42735311558,142418590,306030479,155421,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2028,5884109393,141323066312,124842175,157712018,1388986,4059209734,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1703,228743065,63384618415,178815074,312522269,104443,104383506,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2448,565505691,197137305599,391915330,568101920,543662,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3331,9707264545,1120089899927,325799391,312302433,649898,6181202491,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1125,419827043,18480186971,175912396,282685743,961076,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2578,215790908,316482429561,9583404,5812989,1434,140825792,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2804,236122427,333625703815,7831689,7609218,11926,157771985,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1929,496959656,60258042278,10596173,12966876,46773,301658077,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1502,286727605,42735311558,142418590,306030479,155421,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,1,20200930,2028,5884109393,141323066312,124842175,157712018,1388986,4059209734,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1703,228743065,63384618415,178815074,312522269,104443,104383506,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2448,565505691,197137305599,391915330,568101920,543662,366141374,41754254,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201130.csv b/output/alternative/sec/13f/universe/20201130.csv index 0e31297..74ef47e 100644 --- a/output/alternative/sec/13f/universe/20201130.csv +++ b/output/alternative/sec/13f/universe/20201130.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3333,9707509622,1120118286927,325799391,312302433,649898,6181202491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1126,419889067,18482921971,175912396,282685743,961076,313169437,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2580,215798936,316494114561,9583404,5812989,1434,140825792,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2805,236122832,333626297815,7831689,7609218,11926,157771985,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1930,496964184,60258593278,10596173,12966876,46773,301658077,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1503,286754447,42739332558,142418590,306030479,155421,184295188,29591001,1 -NB R735QTJ8XC9X,BAC,20200930,2028,5884109393,141323066312,124842175,157712018,1388986,4059209734,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1706,228811099,63403701415,178815074,312522269,104443,104384875,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2449,565595759,197161598599,391915330,568101920,543662,366141374,41754254,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3333,9707509622,1120118286927,325799391,312302433,649898,6181202491,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,643,765648880,21051736065,10563968,18398838,0,493827192,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1126,419889067,18482921971,175912396,282685743,961076,313169437,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2580,215798936,316494114561,9583404,5812989,1434,140825792,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2805,236122832,333626297815,7831689,7609218,11926,157771985,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1930,496964184,60258593278,10596173,12966876,46773,301658077,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1503,286754447,42739332558,142418590,306030479,155421,184295188,29591001,1 +NB R735QTJ8XC9X,BAC,1,20200930,2028,5884109393,141323066312,124842175,157712018,1388986,4059209734,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1706,228811099,63403701415,178815074,312522269,104443,104384875,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2449,565595759,197161598599,391915330,568101920,543662,366141374,41754254,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1320,301878152,34072813914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201201.csv b/output/alternative/sec/13f/universe/20201201.csv index 8e24f3e..938c4e3 100644 --- a/output/alternative/sec/13f/universe/20201201.csv +++ b/output/alternative/sec/13f/universe/20201201.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3338,9708708022,1120257221927,325799391,312302433,649898,6181711307,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,644,765649431,21051758065,10563968,18398838,0,493827743,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1128,419915680,18484105971,175912396,282685743,961076,313171187,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2583,215801107,316497337561,9583404,5812989,1434,140826116,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2808,236124187,333628351815,7831689,7609218,11926,157772196,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1933,496988716,60261622278,10596173,12966876,46773,301674708,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1506,287324631,42824741558,142418590,306030479,155421,184832981,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2033,5885022783,141345077312,124842175,157712018,1388986,4059971644,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1709,229111347,63487184415,178815074,312522269,104443,104487213,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2454,565972279,197287799599,391915330,568101920,543662,366352055,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1321,301886179,34073721914,1703745,1793995,67896,204070459,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3338,9708708022,1120257221927,325799391,312302433,649898,6181711307,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,644,765649431,21051758065,10563968,18398838,0,493827743,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1128,419915680,18484105971,175912396,282685743,961076,313171187,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2583,215801107,316497337561,9583404,5812989,1434,140826116,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2808,236124187,333628351815,7831689,7609218,11926,157772196,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1933,496988716,60261622278,10596173,12966876,46773,301674708,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1506,287324631,42824741558,142418590,306030479,155421,184832981,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2033,5885022783,141345077312,124842175,157712018,1388986,4059971644,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1709,229111347,63487184415,178815074,312522269,104443,104487213,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2454,565972279,197287799599,391915330,568101920,543662,366352055,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1321,301886179,34073721914,1703745,1793995,67896,204070459,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201202.csv b/output/alternative/sec/13f/universe/20201202.csv index 0c1a22b..12dc7a5 100644 --- a/output/alternative/sec/13f/universe/20201202.csv +++ b/output/alternative/sec/13f/universe/20201202.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3341,9709977689,1120404255927,325799391,312302433,649898,6182945414,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,644,765649431,21051758065,10563968,18398838,0,493827743,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,419920918,18484336971,175912396,282685743,961076,313174990,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2585,215813063,316514896561,9583404,5812989,1434,140837806,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2810,236172416,333699044815,7831689,7609218,11926,157819357,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1934,496997327,60262670278,10596173,12966876,46773,301683219,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,42826028558,142418590,306030479,155421,184836877,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2034,5885045572,141346080312,124842175,157712018,1388986,4059993409,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1711,229118427,63489146415,178815074,312522269,104443,104494077,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2456,566076852,197322822599,391915330,568101920,543662,366418141,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1322,301888476,34073981914,1703745,1793995,67896,204072756,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3341,9709977689,1120404255927,325799391,312302433,649898,6182945414,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,644,765649431,21051758065,10563968,18398838,0,493827743,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1129,419920918,18484336971,175912396,282685743,961076,313174990,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2585,215813063,316514896561,9583404,5812989,1434,140837806,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2810,236172416,333699044815,7831689,7609218,11926,157819357,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1934,496997327,60262670278,10596173,12966876,46773,301683219,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1507,287333222,42826028558,142418590,306030479,155421,184836877,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2034,5885045572,141346080312,124842175,157712018,1388986,4059993409,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1711,229118427,63489146415,178815074,312522269,104443,104494077,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2456,566076852,197322822599,391915330,568101920,543662,366418141,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1322,301888476,34073981914,1703745,1793995,67896,204072756,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201203.csv b/output/alternative/sec/13f/universe/20201203.csv index 339072f..08b2579 100644 --- a/output/alternative/sec/13f/universe/20201203.csv +++ b/output/alternative/sec/13f/universe/20201203.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3342,9712809937,1120732258927,325799391,312302433,649898,6185777662,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,645,765726206,21053872065,10563968,18398838,0,493904518,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1129,419920918,18484336971,175912396,282685743,961076,313174990,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2586,215870995,316600033561,9583404,5812989,1434,140895738,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2811,236261902,333830195815,7831689,7609218,11926,157908843,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1935,497076908,60272353278,10596173,12966876,46773,301762800,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1507,287333222,42826028558,142418590,306030479,155421,184836877,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2035,5887138735,141396504312,124842175,157712018,1388986,4062086572,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1711,229118427,63489146415,178815074,312522269,104443,104494077,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2457,566155427,197349136599,391915330,568101920,543662,366496716,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1323,301923381,34077931914,1703745,1793995,67896,204107661,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3342,9712809937,1120732258927,325799391,312302433,649898,6185777662,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,645,765726206,21053872065,10563968,18398838,0,493904518,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1129,419920918,18484336971,175912396,282685743,961076,313174990,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2586,215870995,316600033561,9583404,5812989,1434,140895738,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2811,236261902,333830195815,7831689,7609218,11926,157908843,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1935,497076908,60272353278,10596173,12966876,46773,301762800,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1507,287333222,42826028558,142418590,306030479,155421,184836877,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2035,5887138735,141396504312,124842175,157712018,1388986,4062086572,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1711,229118427,63489146415,178815074,312522269,104443,104494077,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2457,566155427,197349136599,391915330,568101920,543662,366496716,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1323,301923381,34077931914,1703745,1793995,67896,204107661,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201204.csv b/output/alternative/sec/13f/universe/20201204.csv index 9f16b37..b098dc0 100644 --- a/output/alternative/sec/13f/universe/20201204.csv +++ b/output/alternative/sec/13f/universe/20201204.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3346,9713872709,1120855337927,325799391,312302433,649898,6186418757,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2590,215899437,316641831561,9583404,5812989,1434,140913262,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2815,236279727,333856318815,7831689,7609218,11926,157921919,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497153527,60281674278,10596173,12966876,46773,301785500,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2038,5888860464,141437980312,124842175,157712018,1388986,4063684097,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1714,229219625,63517263415,178815074,312522269,104443,104501069,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,197480073599,391915330,568101920,543662,366662160,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1324,301959527,34082022914,1703745,1793995,67896,204143807,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3346,9713872709,1120855337927,325799391,312302433,649898,6186418757,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2590,215899437,316641831561,9583404,5812989,1434,140913262,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2815,236279727,333856318815,7831689,7609218,11926,157921919,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1939,497153527,60281674278,10596173,12966876,46773,301785500,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2038,5888860464,141437980312,124842175,157712018,1388986,4063684097,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1714,229219625,63517263415,178815074,312522269,104443,104501069,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2461,566546411,197480073599,391915330,568101920,543662,366662160,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1324,301959527,34082022914,1703745,1793995,67896,204143807,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201207.csv b/output/alternative/sec/13f/universe/20201207.csv index 9f16b37..b098dc0 100644 --- a/output/alternative/sec/13f/universe/20201207.csv +++ b/output/alternative/sec/13f/universe/20201207.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3346,9713872709,1120855337927,325799391,312302433,649898,6186418757,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2590,215899437,316641831561,9583404,5812989,1434,140913262,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2815,236279727,333856318815,7831689,7609218,11926,157921919,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497153527,60281674278,10596173,12966876,46773,301785500,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2038,5888860464,141437980312,124842175,157712018,1388986,4063684097,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1714,229219625,63517263415,178815074,312522269,104443,104501069,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2461,566546411,197480073599,391915330,568101920,543662,366662160,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1324,301959527,34082022914,1703745,1793995,67896,204143807,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3346,9713872709,1120855337927,325799391,312302433,649898,6186418757,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2590,215899437,316641831561,9583404,5812989,1434,140913262,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2815,236279727,333856318815,7831689,7609218,11926,157921919,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1939,497153527,60281674278,10596173,12966876,46773,301785500,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2038,5888860464,141437980312,124842175,157712018,1388986,4063684097,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1714,229219625,63517263415,178815074,312522269,104443,104501069,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2461,566546411,197480073599,391915330,568101920,543662,366662160,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1324,301959527,34082022914,1703745,1793995,67896,204143807,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201208.csv b/output/alternative/sec/13f/universe/20201208.csv index f57c0c7..cbe3639 100644 --- a/output/alternative/sec/13f/universe/20201208.csv +++ b/output/alternative/sec/13f/universe/20201208.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3347,9713920533,1120860925927,325799391,312302433,649898,6186422616,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2591,215900213,316643067561,9583404,5812989,1434,140913293,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2816,236280041,333856816815,7831689,7609218,11926,157921942,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1939,497153527,60281674278,10596173,12966876,46773,301785500,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2038,5888860464,141437980312,124842175,157712018,1388986,4063684097,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1715,229221042,63517666415,178815074,312522269,104443,104501152,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,197480939599,391915330,568101920,543662,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1325,301967753,34082961914,1703745,1793995,67896,204144250,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3347,9713920533,1120860925927,325799391,312302433,649898,6186422616,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,646,765885617,21058261065,10563968,18398838,0,494063929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2591,215900213,316643067561,9583404,5812989,1434,140913293,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2816,236280041,333856816815,7831689,7609218,11926,157921942,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1939,497153527,60281674278,10596173,12966876,46773,301785500,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2038,5888860464,141437980312,124842175,157712018,1388986,4063684097,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1715,229221042,63517666415,178815074,312522269,104443,104501152,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2462,566548934,197480939599,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1325,301967753,34082961914,1703745,1793995,67896,204144250,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201209.csv b/output/alternative/sec/13f/universe/20201209.csv index ba59dac..c9e6482 100644 --- a/output/alternative/sec/13f/universe/20201209.csv +++ b/output/alternative/sec/13f/universe/20201209.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3348,9713973161,1120867020927,325799391,312302433,649898,6186475244,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,647,766231601,21067786065,10563968,18398838,0,494409913,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2592,215907806,316654226561,9583404,5812989,1434,140920886,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2817,236283166,333861396815,7831689,7609218,11926,157925067,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1940,497161383,60282630278,10596173,12966876,46773,301793356,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2039,5889159843,141445192312,124842175,157712018,1388986,4063983476,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1715,229221042,63517666415,178815074,312522269,104443,104501152,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,197480939599,391915330,568101920,543662,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1326,301970602,34083283914,1703745,1793995,67896,204147099,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3348,9713973161,1120867020927,325799391,312302433,649898,6186475244,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,647,766231601,21067786065,10563968,18398838,0,494409913,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2592,215907806,316654226561,9583404,5812989,1434,140920886,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2817,236283166,333861396815,7831689,7609218,11926,157925067,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1940,497161383,60282630278,10596173,12966876,46773,301793356,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1508,287370068,42831547558,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2039,5889159843,141445192312,124842175,157712018,1388986,4063983476,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1715,229221042,63517666415,178815074,312522269,104443,104501152,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2462,566548934,197480939599,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1326,301970602,34083283914,1703745,1793995,67896,204147099,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201210.csv b/output/alternative/sec/13f/universe/20201210.csv index 7f55b7c..b0713ea 100644 --- a/output/alternative/sec/13f/universe/20201210.csv +++ b/output/alternative/sec/13f/universe/20201210.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3349,9713995282,1120869582927,325799391,312302433,649898,6186475244,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,647,766231601,21067786065,10563968,18398838,0,494409913,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2592,215907806,316654226561,9583404,5812989,1434,140920886,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2817,236283166,333861396815,7831689,7609218,11926,157925067,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1940,497161383,60282630278,10596173,12966876,46773,301793356,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1509,287377659,42832684558,142418590,306030479,155421,184873723,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2039,5889159843,141445192312,124842175,157712018,1388986,4063983476,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1716,229222135,63517970415,178815074,312522269,104443,104501152,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2462,566548934,197480939599,391915330,568101920,543662,366662744,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1327,301972674,34083517914,1703745,1793995,67896,204147099,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3349,9713995282,1120869582927,325799391,312302433,649898,6186475244,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,647,766231601,21067786065,10563968,18398838,0,494409913,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1131,419967138,18486374971,175912396,282685743,961076,313221172,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2592,215907806,316654226561,9583404,5812989,1434,140920886,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2817,236283166,333861396815,7831689,7609218,11926,157925067,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1940,497161383,60282630278,10596173,12966876,46773,301793356,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1509,287377659,42832684558,142418590,306030479,155421,184873723,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2039,5889159843,141445192312,124842175,157712018,1388986,4063983476,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1716,229222135,63517970415,178815074,312522269,104443,104501152,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2462,566548934,197480939599,391915330,568101920,543662,366662744,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1327,301972674,34083517914,1703745,1793995,67896,204147099,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201211.csv b/output/alternative/sec/13f/universe/20201211.csv index 0240f8f..1dd1205 100644 --- a/output/alternative/sec/13f/universe/20201211.csv +++ b/output/alternative/sec/13f/universe/20201211.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3352,9715834519,1121086209927,325799391,312302433,649898,6188314481,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,649,766240363,21068027065,10563968,18398838,0,494418675,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1133,419994183,18487566971,175912396,282685743,961076,313248217,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2594,215916894,316667581561,9583404,5812989,1434,140929974,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2819,236294670,333878247815,7831689,7609218,11926,157936571,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1942,497221340,60289925278,10596173,12966876,46773,301853313,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1510,287420976,42839172558,142418590,306030479,155421,184917040,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2041,5889628903,141456492312,124842175,157712018,1388986,4064452536,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1718,229303236,63540503415,178815074,312522269,104443,104582253,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2464,566727744,197540820599,391915330,568101920,543662,366841554,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1329,301997996,34086382914,1703745,1793995,67896,204172421,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3352,9715834519,1121086209927,325799391,312302433,649898,6188314481,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,649,766240363,21068027065,10563968,18398838,0,494418675,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1133,419994183,18487566971,175912396,282685743,961076,313248217,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2594,215916894,316667581561,9583404,5812989,1434,140929974,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2819,236294670,333878247815,7831689,7609218,11926,157936571,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1942,497221340,60289925278,10596173,12966876,46773,301853313,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1510,287420976,42839172558,142418590,306030479,155421,184917040,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2041,5889628903,141456492312,124842175,157712018,1388986,4064452536,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1718,229303236,63540503415,178815074,312522269,104443,104582253,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2464,566727744,197540820599,391915330,568101920,543662,366841554,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1329,301997996,34086382914,1703745,1793995,67896,204172421,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201214.csv b/output/alternative/sec/13f/universe/20201214.csv index 120c608..d4f0603 100644 --- a/output/alternative/sec/13f/universe/20201214.csv +++ b/output/alternative/sec/13f/universe/20201214.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3355,9716666988,1121182617927,325799391,312302433,649898,6188987784,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,649,766240363,21068027065,10563968,18398838,0,494418675,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1135,420027588,18489040971,175912396,282685743,961076,313281583,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2597,215928637,316684839561,9583404,5812989,1434,140939167,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2823,236329682,333929561815,7831689,7609218,11926,157970286,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1945,497270879,60295952278,10596173,12966876,46773,301871002,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1511,287424872,42839756558,142418590,306030479,155421,184920936,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2043,5889779934,141460130312,124842175,157712018,1388986,4064603567,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1718,229303236,63540503415,178815074,312522269,104443,104582253,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2465,566736187,197543648599,391915330,568101920,543662,366849547,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1331,302109583,34099011914,1703745,1793995,67896,204282839,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3355,9716666988,1121182617927,325799391,312302433,649898,6188987784,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,649,766240363,21068027065,10563968,18398838,0,494418675,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1135,420027588,18489040971,175912396,282685743,961076,313281583,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2597,215928637,316684839561,9583404,5812989,1434,140939167,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2823,236329682,333929561815,7831689,7609218,11926,157970286,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1945,497270879,60295952278,10596173,12966876,46773,301871002,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1511,287424872,42839756558,142418590,306030479,155421,184920936,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2043,5889779934,141460130312,124842175,157712018,1388986,4064603567,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1718,229303236,63540503415,178815074,312522269,104443,104582253,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2465,566736187,197543648599,391915330,568101920,543662,366849547,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1331,302109583,34099011914,1703745,1793995,67896,204282839,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201215.csv b/output/alternative/sec/13f/universe/20201215.csv index 4be155b..3cdb4fa 100644 --- a/output/alternative/sec/13f/universe/20201215.csv +++ b/output/alternative/sec/13f/universe/20201215.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3358,9727385023,1122423872927,325799391,312302433,649898,6198837491,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2599,216126116,316975054561,9583404,5812989,1434,141135478,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2826,236540485,334238514815,7831689,7609218,11926,158162819,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1333,302286848,34119072914,1703745,1793995,67896,204456989,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3358,9727385023,1122423872927,325799391,312302433,649898,6198837491,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2599,216126116,316975054561,9583404,5812989,1434,141135478,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2826,236540485,334238514815,7831689,7609218,11926,158162819,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1333,302286848,34119072914,1703745,1793995,67896,204456989,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201216.csv b/output/alternative/sec/13f/universe/20201216.csv index 64bc13e..8213693 100644 --- a/output/alternative/sec/13f/universe/20201216.csv +++ b/output/alternative/sec/13f/universe/20201216.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727425775,1122428592927,325799391,312302433,649898,6198878243,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2600,216128833,316979047561,9583404,5812989,1434,141138195,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2827,236542910,334242068815,7831689,7609218,11926,158165244,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3359,9727425775,1122428592927,325799391,312302433,649898,6198878243,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2600,216128833,316979047561,9583404,5812989,1434,141138195,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2827,236542910,334242068815,7831689,7609218,11926,158165244,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201217.csv b/output/alternative/sec/13f/universe/20201217.csv index 64bc13e..8213693 100644 --- a/output/alternative/sec/13f/universe/20201217.csv +++ b/output/alternative/sec/13f/universe/20201217.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727425775,1122428592927,325799391,312302433,649898,6198878243,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2600,216128833,316979047561,9583404,5812989,1434,141138195,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2827,236542910,334242068815,7831689,7609218,11926,158165244,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3359,9727425775,1122428592927,325799391,312302433,649898,6198878243,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2600,216128833,316979047561,9583404,5812989,1434,141138195,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2827,236542910,334242068815,7831689,7609218,11926,158165244,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201218.csv b/output/alternative/sec/13f/universe/20201218.csv index 64bc13e..8213693 100644 --- a/output/alternative/sec/13f/universe/20201218.csv +++ b/output/alternative/sec/13f/universe/20201218.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3359,9727425775,1122428592927,325799391,312302433,649898,6198878243,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2600,216128833,316979047561,9583404,5812989,1434,141138195,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2827,236542910,334242068815,7831689,7609218,11926,158165244,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3359,9727425775,1122428592927,325799391,312302433,649898,6198878243,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2600,216128833,316979047561,9583404,5812989,1434,141138195,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2827,236542910,334242068815,7831689,7609218,11926,158165244,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2045,5894249451,141567801312,124842175,157712018,1388986,4069024287,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1721,229310785,63542600415,178815074,312562269,104443,104584030,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2469,566741967,197545582599,391925330,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1334,302302368,34120829914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201221.csv b/output/alternative/sec/13f/universe/20201221.csv index 687c4c1..a09b4b5 100644 --- a/output/alternative/sec/13f/universe/20201221.csv +++ b/output/alternative/sec/13f/universe/20201221.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3361,9728069924,1122505176927,325799391,312312833,649898,6198938718,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2601,216136920,316993197561,9583404,5812989,1434,141138195,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2829,236548989,334251405815,7831689,7609218,11926,158169778,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2047,5894279272,141568565312,124842175,157712018,1388986,4069036381,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1722,229341896,63551573415,178815074,312562269,104443,104584030,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2470,566749043,197548082599,391937430,568142820,543662,366851599,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1335,302304557,34121094914,1703745,1793995,67896,204472509,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3361,9728069924,1122505176927,325799391,312312833,649898,6198938718,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,650,766580554,21077392065,10563968,18398838,0,494758866,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1137,420825306,18524211971,175912396,282685743,961076,314061163,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2601,216136920,316993197561,9583404,5812989,1434,141138195,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2829,236548989,334251405815,7831689,7609218,11926,158169778,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1948,497735599,60352494278,10596173,12966876,46773,302287242,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1512,287429573,42840460558,142418590,306030479,155421,184924196,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2047,5894279272,141568565312,124842175,157712018,1388986,4069036381,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1722,229341896,63551573415,178815074,312562269,104443,104584030,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2470,566749043,197548082599,391937430,568142820,543662,366851599,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1335,302304557,34121094914,1703745,1793995,67896,204472509,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201222.csv b/output/alternative/sec/13f/universe/20201222.csv index 8c1175a..51e7183 100644 --- a/output/alternative/sec/13f/universe/20201222.csv +++ b/output/alternative/sec/13f/universe/20201222.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3362,9729976277,1122725951927,325799391,312312833,649898,6200765013,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1513,287454299,42844164558,142418590,306030479,155421,184948922,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1723,229343256,63551951415,178815074,312562269,104443,104585390,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,197593179599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3362,9729976277,1122725951927,325799391,312312833,649898,6200765013,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1513,287454299,42844164558,142418590,306030479,155421,184948922,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1723,229343256,63551951415,178815074,312562269,104443,104585390,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2471,566883706,197593179599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201223.csv b/output/alternative/sec/13f/universe/20201223.csv index 2a66287..6e148fe 100644 --- a/output/alternative/sec/13f/universe/20201223.csv +++ b/output/alternative/sec/13f/universe/20201223.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3363,9729982640,1122726688927,325799391,312312833,649898,6200771376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2471,566883706,197593179599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3363,9729982640,1122726688927,325799391,312312833,649898,6200771376,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2471,566883706,197593179599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201224.csv b/output/alternative/sec/13f/universe/20201224.csv index 749cad6..5f44d5b 100644 --- a/output/alternative/sec/13f/universe/20201224.csv +++ b/output/alternative/sec/13f/universe/20201224.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201225.csv b/output/alternative/sec/13f/universe/20201225.csv index 749cad6..5f44d5b 100644 --- a/output/alternative/sec/13f/universe/20201225.csv +++ b/output/alternative/sec/13f/universe/20201225.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201228.csv b/output/alternative/sec/13f/universe/20201228.csv index 749cad6..5f44d5b 100644 --- a/output/alternative/sec/13f/universe/20201228.csv +++ b/output/alternative/sec/13f/universe/20201228.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201229.csv b/output/alternative/sec/13f/universe/20201229.csv index 749cad6..5f44d5b 100644 --- a/output/alternative/sec/13f/universe/20201229.csv +++ b/output/alternative/sec/13f/universe/20201229.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3365,9729994429,1122728053927,325799391,312312833,649898,6200771376,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1138,420876787,18526481971,175912396,282685743,961076,314112644,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2602,216185603,317064742561,9583404,5812989,1434,141186726,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2830,236576911,334292327815,7831689,7609218,11926,158193673,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1514,287457891,42844702558,142418590,306030479,155421,184952514,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2048,5894645823,141577395312,124842175,157712018,1388986,4069402932,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1724,229347747,63553199415,178815074,312562269,104443,104589881,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2473,566887134,197594327599,391937430,568142820,543662,366986262,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201230.csv b/output/alternative/sec/13f/universe/20201230.csv index d153fb8..1b285ea 100644 --- a/output/alternative/sec/13f/universe/20201230.csv +++ b/output/alternative/sec/13f/universe/20201230.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730059060,1122735537927,325799391,312312833,649898,6200836007,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1139,420970464,18530611971,175912396,282685743,961076,314206321,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2603,216185801,317065032561,9583404,5812989,1434,141186924,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2831,236577253,334292828815,7831689,7609218,11926,158194015,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42850528558,142418590,306030479,155421,184991411,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2049,5894666698,141577897312,124842175,157712018,1388986,4069423807,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1725,229397349,63566980415,178815074,312562269,104443,104639483,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,197616708599,391937430,568142820,543662,367053097,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3366,9730059060,1122735537927,325799391,312312833,649898,6200836007,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1139,420970464,18530611971,175912396,282685743,961076,314206321,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2603,216185801,317065032561,9583404,5812989,1434,141186924,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2831,236577253,334292828815,7831689,7609218,11926,158194015,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1515,287496788,42850528558,142418590,306030479,155421,184991411,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2049,5894666698,141577897312,124842175,157712018,1388986,4069423807,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1725,229397349,63566980415,178815074,312562269,104443,104639483,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2474,566953969,197616708599,391937430,568142820,543662,367053097,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/universe/20201231.csv b/output/alternative/sec/13f/universe/20201231.csv index d153fb8..1b285ea 100644 --- a/output/alternative/sec/13f/universe/20201231.csv +++ b/output/alternative/sec/13f/universe/20201231.csv @@ -1,13 +1,13 @@ -AAPL R735QTJ8XC9X,AAPL,20200930,3366,9730059060,1122735537927,325799391,312312833,649898,6200836007,641098575,1 -AIG R735QTJ8XC9X,AIG,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 -BNO UN3IMQ2JU1YD,BNO,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 -EEM SNQLASP67O85,EEM,20200930,1139,420970464,18530611971,175912396,282685743,961076,314206321,32950877,1 -GOOCV VP83T1ZUHROL,GOOG,20200930,2603,216185801,317065032561,9583404,5812989,1434,141186924,12191671,1 -GOOG T1AZ164W5VTX,GOOGL,20200930,2831,236577253,334292828815,7831689,7609218,11926,158194015,18783016,1 -IBM R735QTJ8XC9X,IBM,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 -IWM RV0PWMLXVHPH,IWM,20200930,1515,287496788,42850528558,142418590,306030479,155421,184991411,29591795,1 -NB R735QTJ8XC9X,BAC,20200930,2049,5894666698,141577897312,124842175,157712018,1388986,4069423807,485120593,1 -QQQ RIWIV7K5Z9LX,QQQ,20200930,1725,229397349,63566980415,178815074,312562269,104443,104639483,32345398,1 -SPY R735QTJ8XC9X,SPY,20200930,2474,566953969,197616708599,391937430,568142820,543662,367053097,41754440,1 -USO THORT68ZZSYT,USO,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 -UW R735QTJ8XC9X,WM,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 +AAPL R735QTJ8XC9X,AAPL,1,20200930,3366,9730059060,1122735537927,325799391,312312833,649898,6200836007,641098575,1 +AIG R735QTJ8XC9X,AIG,1,20200930,651,766586617,21077559065,10563968,18398838,0,494764929,72508312,1 +BNO UN3IMQ2JU1YD,BNO,1,20200930,39,8288042,87717888,230500,232700,0,4546672,8048,0 +EEM SNQLASP67O85,EEM,1,20200930,1139,420970464,18530611971,175912396,282685743,961076,314206321,32950877,1 +GOOCV VP83T1ZUHROL,GOOG,1,20200930,2603,216185801,317065032561,9583404,5812989,1434,141186924,12191671,1 +GOOG T1AZ164W5VTX,GOOGL,1,20200930,2831,236577253,334292828815,7831689,7609218,11926,158194015,18783016,1 +IBM R735QTJ8XC9X,IBM,1,20200930,1949,497895752,60371980278,10596173,12966876,46773,302447358,40758566,1 +IWM RV0PWMLXVHPH,IWM,1,20200930,1515,287496788,42850528558,142418590,306030479,155421,184991411,29591795,1 +NB R735QTJ8XC9X,BAC,1,20200930,2049,5894666698,141577897312,124842175,157712018,1388986,4069423807,485120593,1 +QQQ RIWIV7K5Z9LX,QQQ,1,20200930,1725,229397349,63566980415,178815074,312562269,104443,104639483,32345398,1 +SPY R735QTJ8XC9X,SPY,1,20200930,2474,566953969,197616708599,391937430,568142820,543662,367053097,41754440,1 +USO THORT68ZZSYT,USO,1,20200930,186,36121055,1020133410,23671038,39827196,69466,32436364,717495,1 +UW R735QTJ8XC9X,WM,1,20200930,1336,302306665,34121333914,1703745,1793995,67896,204474617,18262914,1 diff --git a/output/alternative/sec/13f/uso.csv b/output/alternative/sec/13f/uso.csv index fe28a5a..d212d0e 100644 --- a/output/alternative/sec/13f/uso.csv +++ b/output/alternative/sec/13f/uso.csv @@ -1,32 +1,31 @@ -20201006 03:00,20200930,1,37,1000,0,0,0,0,0,0 -20201007 03:00,20200930,5,4406,124000,0,0,0,773,0,0 -20201008 03:00,20200930,6,4435,125000,0,0,0,802,0,0 -20201009 03:00,20200930,8,11815,334000,0,0,0,7936,0,0 -20201010 03:00,20200930,11,36427,1030000,450,0,0,28081,0,0 -20201014 03:00,20200930,17,83368,2357000,450,0,0,49643,0,0 -20201015 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b/tests/ProtobufSubTypes.cs new file mode 100644 index 0000000..dcf1da6 --- /dev/null +++ b/tests/ProtobufSubTypes.cs @@ -0,0 +1,43 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using NUnit.Framework; +using ProtoBuf.Meta; +using QuantConnect.Data; +using QuantConnect.DataSource; + +namespace QuantConnect.DataLibrary.Tests +{ + /// + /// Registers this repository's data types with protobuf, which is what LEAN's live data + /// distributor does before it serializes a point. + /// + /// It happens here, once, rather than in each round trip test: the model freezes the moment a + /// serializer is generated for , so the first test to serialize anything + /// would leave every later registration throwing. The field numbers are this repository's to + /// choose and have to stay clear of each other and of the ones BaseData gives its own + /// subclasses, which reach 400. + /// + [SetUpFixture] + public class ProtobufSubTypes + { + [OneTimeSetUp] + public void RegisterSubTypes() + { + RuntimeTypeModel.Default[typeof(BaseData)].AddSubType(2000, typeof(SECReport8K)); + RuntimeTypeModel.Default[typeof(BaseData)].AddSubType(2001, typeof(SEC13F)); + } + } +} diff --git a/tests/SEC13FHoldingsTests.cs b/tests/SEC13FHoldingsTests.cs deleted file mode 100644 index 0d61da8..0000000 --- a/tests/SEC13FHoldingsTests.cs +++ /dev/null @@ -1,401 +0,0 @@ -/* - * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. - * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. - * - * Licensed under the Apache License, Version 2.0 (the "License"); - * you may not use this file except in compliance with the License. - * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. -*/ - -using System; -using System.Collections.Generic; -using System.IO; -using System.Linq; -using System.Reflection; -using NUnit.Framework; -using ProtoBuf; -using QuantConnect.Data; -using QuantConnect.DataSource; - -namespace QuantConnect.DataLibrary.Tests -{ - /// - /// Unit tests for . Every case parses an in-line sample line, so - /// the fixture needs no data on disk and is safe to run in CI. The one test that touches the - /// processed output is skipped when that folder is not there yet. - /// - [TestFixture] - public class SEC13FHoldingsTests - { - // Frozen column order: - // Time,PeriodEnd,Holders,Shares,HoldingValue,CallShares,PutShares,PrincipalValue,VotingSole,VotingShared,ConfidentialOmitted - private const string FullLine = - "20240214 17:30,20231231,4812,10589324611,3210456789012,152340000,98760000,4500000,9012345678,1234567890,1"; - - // Same quarter, every optional measure withheld. Must produce nulls, never zeros. - private const string EmptyValuesLine = "20240214 17:30,20231231,,,,,,,,,0"; - - private static SubscriptionDataConfig Config(string ticker = "AAPL") - { - return new SubscriptionDataConfig( - typeof(SEC13FHoldings), - Symbol.Create(ticker, SecurityType.Base, Market.USA), - Resolution.Daily, - TimeZones.NewYork, - TimeZones.NewYork, - false, false, false); - } - - private static SEC13FHoldings Read(string line, string ticker = "AAPL") - { - return new SEC13FHoldings().Reader(Config(ticker), line, DateTime.UtcNow, false) as SEC13FHoldings; - } - - [Test] - public void ReaderParsesEveryColumn() - { - var point = Read(FullLine); - - Assert.IsNotNull(point); - Assert.AreEqual(Symbol.Create("AAPL", SecurityType.Base, Market.USA), point.Symbol); - Assert.AreEqual(new DateTime(2024, 2, 14, 17, 30, 0), point.Time); - Assert.AreEqual(point.Time, point.EndTime); - Assert.AreEqual(new DateTime(2023, 12, 31), point.PeriodEnd); - Assert.AreEqual(4812m, point.Holders); - Assert.AreEqual(10589324611m, point.Shares); - Assert.AreEqual(3210456789012m, point.HoldingValue); - Assert.AreEqual(152340000m, point.CallShares); - Assert.AreEqual(98760000m, point.PutShares); - Assert.AreEqual(4500000m, point.PrincipalValue); - Assert.AreEqual(9012345678m, point.VotingSole); - Assert.AreEqual(1234567890m, point.VotingShared); - Assert.IsTrue(point.ConfidentialOmitted); - Assert.AreEqual(3210456789012m, point.Value); - } - - [Test] - public void CloneCopiesEveryProperty() - { - var original = Read(FullLine); - var clone = original.Clone() as SEC13FHoldings; - - Assert.IsNotNull(clone); - // Reflection rather than a hand-written list: a property added to the class but forgotten - // in Clone() is exactly the bug this test has to catch, and a hand-written list cannot. - AssertPropertiesAndFieldsAreEqual(original, clone); - } - - [Test] - public void ValueMirrorsHoldingValue() - { - Assert.AreEqual(Read(FullLine).HoldingValue, Read(FullLine).Value); - // A withheld HoldingValue leaves the point at zero rather than throwing or carrying null. - Assert.AreEqual(0m, Read(EmptyValuesLine).Value); - } - - [Test] - public void EmptyNumericColumnsBecomeNullNotZero() - { - var point = Read(EmptyValuesLine); - - Assert.IsNotNull(point); - Assert.IsNull(point.Holders); - Assert.IsNull(point.Shares); - Assert.IsNull(point.HoldingValue); - Assert.IsNull(point.CallShares); - Assert.IsNull(point.PutShares); - Assert.IsNull(point.PrincipalValue); - Assert.IsNull(point.VotingSole); - Assert.IsNull(point.VotingShared); - } - - [TestCase("1", true)] - [TestCase("0", false)] - [TestCase("", false)] - public void ConfidentialOmittedParsesFlag(string flag, bool expected) - { - var line = $"20240214 17:30,20231231,4812,10589324611,3210456789012,,,,,,{flag}"; - - Assert.AreEqual(expected, Read(line).ConfidentialOmitted); - } - - [Test] - public void ReleaseIsStampedAfterTheQuarterItReports() - { - // The lag from the reported quarter to publication is the product here: measured across - // 11,761 filings it runs from 0 to 6,596 days with a median of 42. Whatever its size, - // the release can never precede the quarter it reports. - var point = Read(FullLine); - - Assert.GreaterOrEqual(point.Time.Date, point.PeriodEnd); - } - - [Test] - public void AVeryLongFilingLagIsLegitimateData() - { - // Amendments for old quarters keep arriving; the measured worst case is 6,596 days. - // A row like this is late, not corrupt, and must parse. - var point = Read("20260122 17:30,20071231,3,1000,50000,,,,,,0"); - - Assert.AreEqual(new DateTime(2026, 1, 22, 17, 30, 0), point.Time); - Assert.AreEqual(new DateTime(2007, 12, 31), point.PeriodEnd); - Assert.Greater((point.Time.Date - point.PeriodEnd).TotalDays, 6000); - } - - [Test] - public void AZeroDayFilingLagIsLegitimateData() - { - // The measured minimum is zero: filed on the reported quarter end itself. - var point = Read("20240630 17:30,20240630,3,1000,50000,,,,,,0"); - - Assert.AreEqual(point.Time.Date, point.PeriodEnd); - } - - [TestCase("20240331", 2024, 3, 31)] - [TestCase("20240630", 2024, 6, 30)] - [TestCase("20240930", 2024, 9, 30)] - [TestCase("20241231", 2024, 12, 31)] - public void PeriodEndComesFromTheFileNotFromTime(string periodEnd, int year, int month, int day) - { - // Deriving the quarter from the release date would be wrong: one publication day - // carries filings for several different reported quarters, so it has to be a column. - var point = Read($"20260515 17:30,{periodEnd},3,1000,50000,,,,,,0"); - - Assert.AreEqual(new DateTime(year, month, day), point.PeriodEnd); - Assert.AreEqual(new DateTime(2026, 5, 15, 17, 30, 0), point.Time); - } - - [Test] - public void ATruncatedLineIsSkippedRatherThanThrown() - { - // An exception out of Reader ends the algorithm, so a short line has to come back as - // null. It is the whole point of the guard: one malformed row must not take a live - // strategy down. - Assert.IsNull(Read("20240214 17:30,20231231,4812")); - } - - [Test] - public void AnExtraColumnStillParses() - { - // The guard is "fewer than", not "not equal to". A column appended in a later revision - // of the file must leave every existing one readable rather than mute the dataset. - var point = Read(FullLine + ",99"); - - Assert.IsNotNull(point); - Assert.AreEqual(4812m, point.Holders); - } - - [Test] - public void NonNumericMeasureThrows() - { - // Column 0 is a well formed release stamp, so the line reaches the decimal parse rather - // than failing on the timestamp before it. - Assert.Throws( - () => Read("20240214 17:30,20231231,4812,not-a-number,3210456789012,,,,,,0")); - } - - [Test] - public void BadTimeThrows() - { - Assert.Throws( - () => Read("2023-10-01,20240214 00:00,4812,10589324611,3210456789012,,,,,,0")); - } - - [Test] - public void GetSourceIsTheLocalPerSecurityFile() - { - var source = new SEC13FHoldings().GetSource(Config(), new DateTime(2024, 2, 14), false); - - Assert.AreEqual(SubscriptionTransportMedium.LocalFile, source.TransportMedium); - Assert.AreEqual(FileFormat.Csv, source.Format); - Assert.IsTrue( - Normalize(source.Source).EndsWith("alternative/sec/13f/aapl.csv", StringComparison.Ordinal), - $"Unexpected source '{source.Source}'"); - } - - [Test] - public void ClassificationMatchesTheSpec() - { - var instance = new SEC13FHoldings(); - - Assert.IsTrue(instance.IsSparseData()); - Assert.IsTrue(instance.RequiresMapping()); - Assert.AreEqual(Resolution.Daily, instance.DefaultResolution()); - Assert.AreEqual(1, instance.SupportedResolutions().Count); - Assert.AreEqual(Resolution.Daily, instance.SupportedResolutions()[0]); - Assert.AreEqual(TimeZones.NewYork, instance.DataTimeZone()); - } - - [Test] - public void ToStringIsNotEmpty() - { - Assert.IsFalse(string.IsNullOrWhiteSpace(Read(FullLine).ToString())); - } - - [Test] - public void EveryProcessedRowParses() - { - var directory = SEC13FTestPaths.HoldingsDirectory; - if (directory == null || !Directory.Exists(directory)) - { - Assert.Ignore($"No processed output at {SEC13FTestPaths.Describe(directory)}"); - } - - var files = Directory.GetFiles(directory, "*.csv", SearchOption.TopDirectoryOnly); - if (files.Length == 0) - { - Assert.Ignore($"No per-security files in {directory}"); - } - - var instance = new SEC13FHoldings(); - var rows = 0; - - foreach (var file in files) - { - var ticker = Path.GetFileNameWithoutExtension(file).ToUpperInvariant(); - var config = Config(ticker); - var previous = DateTime.MinValue; - - foreach (var line in File.ReadLines(file)) - { - if (string.IsNullOrWhiteSpace(line)) - { - continue; - } - - var point = instance.Reader(config, line, DateTime.UtcNow, false) as SEC13FHoldings; - - Assert.IsNotNull(point, $"{ticker}: '{line}' did not parse"); - Assert.AreEqual(point.Time, point.EndTime, $"{ticker}: EndTime is not Time on {point.Time:yyyy-MM-dd}"); - Assert.GreaterOrEqual(point.Time.Date, point.PeriodEnd, $"{ticker}: released before the quarter it reports"); - Assert.AreEqual(point.HoldingValue ?? 0m, point.Value, $"{ticker}: Value does not mirror HoldingValue"); - - // LEAN's SubscriptionDataReader silently drops a point whose timestamp moves - // backwards, so a file out of chronological order loses rows with nothing in - // the log to show for it. Accumulating groups by quarter, which is NOT the - // order the file has to ship in, so this is worth asserting on real output. - Assert.GreaterOrEqual(point.Time, previous, $"{ticker}: {point.Time:yyyy-MM-dd HH:mm} follows {previous:yyyy-MM-dd HH:mm}"); - previous = point.Time; - rows++; - } - } - - TestContext.Progress.WriteLine($"13f: {files.Length} per-security files, {rows} rows"); - Assert.Greater(rows, 0); - } - - [TestCase(typeof(SEC13FHoldings))] - [TestCase(typeof(SEC13FHoldingsUniverse))] - public void ProtobufContractIsCompleteAndUnique(Type type) - { - // LEAN routes a custom type through the BaseData branch of ProtobufSerialize, and - // BaseData declares ProtoInclude only for its built-in types, so a round trip cannot - // pass today whatever this class carries. Registration is LEAN's half of the contract. - // Ours is that the contract is declared and the member numbers are unique. - Assert.IsNotNull(type.GetCustomAttribute(), $"{type.Name}: ProtoContract is missing"); - - // DeclaredOnly: BaseData numbers its own members from 1, and those are LEAN's to own. - var members = type.GetProperties(BindingFlags.Public | BindingFlags.Instance | BindingFlags.DeclaredOnly) - .Select(property => property.GetCustomAttribute()) - .Where(attribute => attribute != null) - .Select(attribute => attribute.Tag) - .ToList(); - - Assert.Greater(members.Count, 0, $"{type.Name}: no ProtoMember attributes found"); - Assert.AreEqual(members.Count, members.Distinct().Count(), $"{type.Name}: duplicate ProtoMember numbers"); - Assert.GreaterOrEqual(members.Min(), 10, $"{type.Name}: member numbers start at 10, BaseData reserves the low ones"); - } - - [TestCase(typeof(SEC13FHoldings))] - [TestCase(typeof(SEC13FHoldingsUniverse))] - public void EveryStoredPropertyCarriesAProtoMember(Type type) - { - // A property added later without a member number would serialize as nothing, which is - // indistinguishable from a real absent reading. - var unnumbered = type - .GetProperties(BindingFlags.Public | BindingFlags.Instance | BindingFlags.DeclaredOnly) - .Where(property => property.CanRead && property.CanWrite && property.GetIndexParameters().Length == 0) - .Where(property => property.GetCustomAttribute() == null) - .Select(property => property.Name) - .ToList(); - - Assert.IsEmpty(unnumbered, $"{type.Name}: stored properties with no ProtoMember: {string.Join(", ", unnumbered)}"); - } - - internal static void AssertPropertiesAndFieldsAreEqual(object expected, object actual) - { - foreach (var property in expected.GetType().GetProperties()) - { - Assert.AreEqual(property.GetValue(expected), property.GetValue(actual), $"Property '{property.Name}' was not copied"); - } - - foreach (var field in expected.GetType().GetFields()) - { - Assert.AreEqual(field.GetValue(expected), field.GetValue(actual), $"Field '{field.Name}' was not copied"); - } - } - - internal static string Normalize(string path) => path.Replace('\\', '/'); - } - - /// - /// Locates the processed 13F output produced by Phase 3. The tests that use it skip cleanly - /// while the folder does not exist yet. - /// - internal static class SEC13FTestPaths - { - /// Root of the processed output, or null when the repository root cannot be found. - public static string HoldingsDirectory - { - get - { - var root = Environment.GetEnvironmentVariable("SEC_13F_OUTPUT"); - if (!string.IsNullOrWhiteSpace(root)) - { - return root; - } - - var repository = RepositoryRoot(); - return repository == null - ? null - : Path.Combine(repository, "output", "alternative", "sec", "13f"); - } - } - - public static string UniverseDirectory - { - get - { - var holdings = HoldingsDirectory; - return holdings == null ? null : Path.Combine(holdings, "universe"); - } - } - - public static string Describe(string directory) => directory ?? ""; - - // The test binaries live in tests/bin//, so walk up to the folder that - // holds the data source project file. - private static string RepositoryRoot() - { - var directory = new DirectoryInfo(TestContext.CurrentContext.TestDirectory); - - while (directory != null) - { - if (File.Exists(Path.Combine(directory.FullName, "QuantConnect.DataSource.csproj"))) - { - return directory.FullName; - } - - directory = directory.Parent; - } - - return null; - } - } -} diff --git a/tests/SEC13FHoldingsUniverseTests.cs b/tests/SEC13FHoldingsUniverseTests.cs deleted file mode 100644 index c676ecd..0000000 --- a/tests/SEC13FHoldingsUniverseTests.cs +++ /dev/null @@ -1,290 +0,0 @@ -/* - * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. - * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. - * - * Licensed under the Apache License, Version 2.0 (the "License"); - * you may not use this file except in compliance with the License. - * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 - * - * Unless required by applicable law or agreed to in writing, software - * distributed under the License is distributed on an "AS IS" BASIS, - * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - * See the License for the specific language governing permissions and - * limitations under the License. -*/ - -using System; -using System.Globalization; -using System.IO; -using NUnit.Framework; -using QuantConnect.Data; -using QuantConnect.DataSource; - -namespace QuantConnect.DataLibrary.Tests -{ - /// - /// Unit tests for . Every case parses an in-line sample - /// line, so the fixture needs no data on disk and is safe to run in CI. The one test that - /// touches the processed output is skipped when that folder is not there yet. - /// - [TestFixture] - public class SEC13FHoldingsUniverseTests - { - private const string AppleSid = "AAPL R735QTJ8XC9X"; - - // Frozen column order: - // Sid,Ticker,PeriodEnd,Holders,Shares,HoldingValue,CallShares,PutShares,PrincipalValue,VotingSole,VotingShared,ConfidentialOmitted - private const string FullLine = - AppleSid + ",AAPL,20231231,4812,10589324611,3210456789012,152340000,98760000,4500000,9012345678,1234567890,1"; - - private const string EmptyValuesLine = AppleSid + ",AAPL,20231231,,,,,,,,,0"; - - // Same release date, an amendment for a much older quarter. PeriodEnd cannot be derived. - private const string LateAmendmentLine = - AppleSid + ",AAPL,20180630,7,5000,120000,,,,,,0"; - - private static readonly DateTime ReleaseDate = new DateTime(2024, 2, 14); - - private static SubscriptionDataConfig Config() - { - return new SubscriptionDataConfig( - typeof(SEC13FHoldingsUniverse), - Symbol.Create("AAPL", SecurityType.Base, Market.USA), - Resolution.Daily, - TimeZones.NewYork, - TimeZones.NewYork, - false, false, false); - } - - private static SEC13FHoldingsUniverse Read(string line, DateTime? date = null) - { - return new SEC13FHoldingsUniverse() - .Reader(Config(), line, date ?? ReleaseDate, false) as SEC13FHoldingsUniverse; - } - - [Test] - public void ReaderParsesEveryColumn() - { - var point = Read(FullLine); - - Assert.IsNotNull(point); - Assert.AreEqual(SecurityIdentifier.Parse(AppleSid), point.Symbol.ID); - Assert.AreEqual("AAPL", point.Symbol.Value); - Assert.AreEqual(new DateTime(2023, 12, 31), point.PeriodEnd); - Assert.AreEqual(4812m, point.Holders); - Assert.AreEqual(10589324611m, point.Shares); - Assert.AreEqual(3210456789012m, point.HoldingValue); - Assert.AreEqual(152340000m, point.CallShares); - Assert.AreEqual(98760000m, point.PutShares); - Assert.AreEqual(4500000m, point.PrincipalValue); - Assert.AreEqual(9012345678m, point.VotingSole); - Assert.AreEqual(1234567890m, point.VotingShared); - Assert.IsTrue(point.ConfidentialOmitted); - Assert.AreEqual(3210456789012m, point.Value); - } - - [Test] - public void SymbolRoundTripsThroughSecurityIdentifier() - { - var point = Read(FullLine); - - Assert.AreEqual(AppleSid, point.Symbol.ID.ToString()); - Assert.AreEqual(SecurityType.Equity, point.Symbol.SecurityType); - } - - [Test] - public void TimeIsTheRequestedReleaseDate() - { - // The file name is the release date, so Time comes from the requested date, never from - // a column. EndTime is the release time on that date, when the daily job has published - // the file, the same instant the per-security rows carry. - var date = new DateTime(2021, 8, 16); - var point = Read(FullLine, date); - - Assert.AreEqual(date, point.Time); - Assert.AreEqual(date.Add(SEC13FHoldings.ReleaseTimeOfDay), point.EndTime); - Assert.AreNotEqual(point.Time, point.EndTime); - Assert.Greater(point.EndTime, point.Time); - } - - [Test] - public void PeriodEndComesFromTheFileNotFromTime() - { - // One release date carries filings for several reported quarters, so PeriodEnd must be - // read, not derived. Deriving it from Time would have given 2024-03-31 here. - var current = Read(FullLine); - var amendment = Read(LateAmendmentLine); - - Assert.AreEqual(current.Time, amendment.Time); - Assert.AreEqual(new DateTime(2023, 12, 31), current.PeriodEnd); - Assert.AreEqual(new DateTime(2018, 6, 30), amendment.PeriodEnd); - Assert.AreNotEqual(current.PeriodEnd, amendment.PeriodEnd); - } - - [Test] - public void CloneCopiesEveryProperty() - { - var original = Read(FullLine); - var clone = original.Clone() as SEC13FHoldingsUniverse; - - Assert.IsNotNull(clone); - // Reflection rather than a hand-written list: a property added to the class but forgotten - // in Clone() is exactly the bug this test has to catch, and a hand-written list cannot. - SEC13FHoldingsTests.AssertPropertiesAndFieldsAreEqual(original, clone); - } - - [Test] - public void ValueMirrorsHoldingValue() - { - Assert.AreEqual(3210456789012m, Read(FullLine).Value); - // A withheld HoldingValue leaves the point at zero rather than throwing or carrying null. - Assert.AreEqual(0m, Read(EmptyValuesLine).Value); - } - - [Test] - public void EmptyNumericColumnsBecomeNullNotZero() - { - var point = Read(EmptyValuesLine); - - Assert.IsNotNull(point); - Assert.IsNull(point.Holders); - Assert.IsNull(point.Shares); - Assert.IsNull(point.HoldingValue); - Assert.IsNull(point.CallShares); - Assert.IsNull(point.PutShares); - Assert.IsNull(point.PrincipalValue); - Assert.IsNull(point.VotingSole); - Assert.IsNull(point.VotingShared); - } - - [TestCase("1", true)] - [TestCase("0", false)] - [TestCase("", false)] - public void ConfidentialOmittedParsesFlag(string flag, bool expected) - { - var line = AppleSid + $",AAPL,20231231,4812,10589324611,3210456789012,,,,,,{flag}"; - - Assert.AreEqual(expected, Read(line).ConfidentialOmitted); - } - - [Test] - public void ATruncatedLineIsSkippedRatherThanThrown() - { - // An exception out of Reader ends the algorithm, so a short line has to come back as - // null. It is the whole point of the guard: one malformed row must not take a live - // strategy down. - Assert.IsNull(Read(AppleSid + ",AAPL,20231231")); - } - - [Test] - public void AnExtraColumnStillParses() - { - // The guard is "fewer than", not "not equal to". A column appended in a later revision - // of the file must leave every existing one readable rather than mute the dataset. - var point = Read(FullLine + ",99"); - - Assert.IsNotNull(point); - Assert.AreEqual(4812m, point.Holders); - } - - [Test] - public void NonNumericMeasureThrows() - { - Assert.Throws( - () => Read(AppleSid + ",AAPL,20231231,4812,10589324611,not-a-number,,,,,,0")); - } - - [Test] - public void BadPeriodEndThrows() - { - Assert.Throws( - () => Read(AppleSid + ",AAPL,2023-12-31,4812,10589324611,3210456789012,,,,,,0")); - } - - [Test] - public void BadSecurityIdentifierThrows() - { - Assert.Catch( - () => Read("not-a-sid,AAPL,20231231,4812,10589324611,3210456789012,,,,,,0")); - } - - [Test] - public void GetSourceIsTheLocalReleaseDateFile() - { - var source = new SEC13FHoldingsUniverse().GetSource(Config(), ReleaseDate, false); - - Assert.AreEqual(SubscriptionTransportMedium.LocalFile, source.TransportMedium); - Assert.AreEqual(FileFormat.FoldingCollection, source.Format); - Assert.IsTrue( - SEC13FHoldingsTests.Normalize(source.Source) - .EndsWith("alternative/sec/13f/universe/20240214.csv", StringComparison.Ordinal), - $"Unexpected source '{source.Source}'"); - } - - [Test] - public void ClassificationMatchesTheSpec() - { - var instance = new SEC13FHoldingsUniverse(); - - Assert.IsTrue(instance.IsSparseData()); - Assert.AreEqual(Resolution.Daily, instance.DefaultResolution()); - Assert.AreEqual(1, instance.SupportedResolutions().Count); - Assert.AreEqual(Resolution.Daily, instance.SupportedResolutions()[0]); - Assert.AreEqual(TimeZones.NewYork, instance.DataTimeZone()); - } - - [Test] - public void ToStringIsNotEmpty() - { - Assert.IsFalse(string.IsNullOrWhiteSpace(Read(FullLine).ToString())); - } - - [Test] - public void EveryProcessedUniverseRowParses() - { - var directory = SEC13FTestPaths.UniverseDirectory; - if (directory == null || !Directory.Exists(directory)) - { - Assert.Ignore($"No processed universe output at {SEC13FTestPaths.Describe(directory)}"); - } - - var files = Directory.GetFiles(directory, "*.csv", SearchOption.TopDirectoryOnly); - if (files.Length == 0) - { - Assert.Ignore($"No universe files in {directory}"); - } - - var instance = new SEC13FHoldingsUniverse(); - var config = Config(); - var rows = 0; - - foreach (var file in files) - { - var name = Path.GetFileNameWithoutExtension(file); - Assert.IsTrue( - DateTime.TryParseExact(name, "yyyyMMdd", CultureInfo.InvariantCulture, DateTimeStyles.None, out var date), - $"Universe file '{name}' is not named yyyyMMdd"); - - foreach (var line in File.ReadLines(file)) - { - if (string.IsNullOrWhiteSpace(line)) - { - continue; - } - - var point = instance.Reader(config, line, date, false) as SEC13FHoldingsUniverse; - - Assert.IsNotNull(point, $"{name}: '{line}' did not parse"); - Assert.AreEqual(date, point.Time, $"{name}: Time is not the release date"); - Assert.Greater(point.EndTime, point.Time, $"{name}: EndTime not after Time"); - Assert.LessOrEqual(point.PeriodEnd, point.Time, $"{name}: reported quarter ends after the release date"); - Assert.AreEqual(point.HoldingValue ?? 0m, point.Value, $"{name}: Value does not mirror HoldingValue"); - rows++; - } - } - - TestContext.Progress.WriteLine($"13f universe: {files.Length} files, {rows} rows"); - Assert.Greater(rows, 0); - } - } -} diff --git a/tests/SEC13FProcessorTests.cs b/tests/SEC13FProcessorTests.cs index 4ccf0c3..239dae0 100644 --- a/tests/SEC13FProcessorTests.cs +++ b/tests/SEC13FProcessorTests.cs @@ -760,9 +760,9 @@ public void ARunIntoADestinationAlreadyHoldingFilesFails() { // The job hands the destination over empty. Files an earlier run left there would be read // into the universe and published again, so a run refuses to start on top of them. - var destination = Path.Combine(_root, "out", SEC13FHoldings.ReportFolder); + var destination = Path.Combine(_root, "out", SEC13F.ReportFolder); Directory.CreateDirectory(destination); - File.WriteAllText(Path.Combine(destination, "aapl.csv"), "20240214 17:30,20231231,1,1,1,0,0,0,0,0,0"); + File.WriteAllText(Path.Combine(destination, "aapl.csv"), "20240214 17:30,1,20231231,1,1,1,0,0,0,0,0,0"); using var downloader = Downloader(); @@ -856,7 +856,7 @@ public void AnIncrementalRunWithoutTheEdgarStateFails() // would add a second time, so it stops instead of guessing. var shelf = ShelfWithFilerState(); File.Delete(Path.Combine(shelf, "edgar-days.txt")); - File.WriteAllLines(Path.Combine(shelf, "aapl.csv"), new[] { "20240215 03:00,20231231,1,5,50,0,0,0,0,0,0" }); + File.WriteAllLines(Path.Combine(shelf, "aapl.csv"), new[] { "20240215 03:00,1,20231231,1,5,50,0,0,0,0,0,0" }); using var downloader = new SEC13FDownloader( Path.Combine(_root, "out"), Path.Combine(_root, "processed"), new DateTime(2026, 9, 9)); @@ -901,7 +901,7 @@ public void AnIncrementalRunAcceptsAShelfThatHoldsSecurities() var processed = ShelfWithFilerState(); File.WriteAllLines(Path.Combine(processed, "aapl.csv"), new[] { - "20240215 17:30,20231231,1,5,50,0,0,0,0,0,0" + "20240215 17:30,1,20231231,1,5,50,0,0,0,0,0,0" }); using var downloader = new SEC13FDownloader( @@ -917,11 +917,11 @@ public void AnIncrementalRunWithAHistoryButNoFilerStateFails() // the summed columns can, so a run that cannot read the state would count every filer in // tonight's archive again on top of the existing history. The file would keep its shape // and only that one column would be wrong, which is what this refuses to publish. - var processed = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder); + var processed = Path.Combine(_root, "processed", SEC13F.ReportFolder); Directory.CreateDirectory(processed); File.WriteAllLines(Path.Combine(processed, "aapl.csv"), new[] { - "20240215 17:30,20231231,1,5,50,0,0,0,0,0,0" + "20240215 17:30,1,20231231,1,5,50,0,0,0,0,0,0" }); using var downloader = new SEC13FDownloader( @@ -961,10 +961,10 @@ public void TheFilerStateSurvivesAWriteAndReadRoundTrip() // The shelf is what the next run reads and the publish step is what puts this run's // output there, so the round trip goes through that move rather than reading the output // in place. - var shelf = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder); + var shelf = Path.Combine(_root, "processed", SEC13F.ReportFolder); Directory.CreateDirectory(shelf); File.Copy( - Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"), + Path.Combine(_root, "out", SEC13F.ReportFolder, "filers.zip"), Path.Combine(shelf, "filers.zip"), overwrite: true); using var second = new SEC13FDownloader( @@ -987,7 +987,7 @@ public void TheFilerStateIsByteReproducible() // the delivery archive look changed on every run when nothing in it had moved. var security = Security("AAPL"); var quarter = new DateTime(2023, 12, 31); - var path = Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"); + var path = Path.Combine(_root, "out", SEC13F.ReportFolder, "filers.zip"); using (var first = Downloader()) { @@ -1015,7 +1015,7 @@ public void TheFilerStateDoesNotDependOnTheOrderFilersWereFirstSeen() // packed keys, whose indexes come from that first sighting, the same filers came out in // a different order: the incremental republished all 58 million of them unchanged and // filers.zip still changed bytes. - var path = Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"); + var path = Path.Combine(_root, "out", SEC13F.ReportFolder, "filers.zip"); var apple = Security("AAPL"); var microsoft = Security("MSFT"); var december = new DateTime(2023, 12, 31); @@ -1063,10 +1063,10 @@ private string ShelfWithFilerState() seed.WriteFilerState(); } - var shelf = Path.Combine(_root, "processed", SEC13FHoldings.ReportFolder); + var shelf = Path.Combine(_root, "processed", SEC13F.ReportFolder); Directory.CreateDirectory(shelf); File.Copy( - Path.Combine(_root, "out", SEC13FHoldings.ReportFolder, "filers.zip"), + Path.Combine(_root, "out", SEC13F.ReportFolder, "filers.zip"), Path.Combine(shelf, "filers.zip"), overwrite: true); File.WriteAllText(Path.Combine(shelf, "edgar-days.txt"), "#from 20260601\n20260601\n"); return shelf; @@ -1085,13 +1085,14 @@ public void TheUniverseCarriesTheNewestQuarterAndTheOneBeforeIt() // point where it stops adding anything. ExtractAlphaTrueBeats ships every live fiscal // period the same way rather than choosing between them. var universe = BuildUniverse( - // Holders is the fourth column of the published row, right after the quarter. - "20231101 17:30,20230930,1500,100,1000,0,0,0,0,0,0", - "20240201 17:30,20231231,5,10,100,0,0,0,0,0,0", - "20240415 17:30,20240331,3,7,70,0,0,0,0,0,0", - "20240516 17:30,20240331,9,20,200,0,0,0,0,0,0", + // One release per line: the stamp, how many quarters it restates, and then that + // many groups. Holders is the second column of a group, right after the quarter. + "20231101 17:30,1,20230930,1500,100,1000,0,0,0,0,0,0", + "20240201 17:30,1,20231231,5,10,100,0,0,0,0,0,0", + "20240415 17:30,1,20240331,3,7,70,0,0,0,0,0,0", + "20240516 17:30,1,20240331,9,20,200,0,0,0,0,0,0", // An amendment for a quarter that has already been retired. - "20240603 17:30,20230930,1600,110,1100,0,0,0,0,0,0"); + "20240603 17:30,1,20230930,1600,110,1100,0,0,0,0,0,0"); // Only the finished quarter exists yet. Assert.AreEqual(new[] { "20230930" }, universe["20231101"]); @@ -1111,6 +1112,48 @@ public void TheUniverseCarriesTheNewestQuarterAndTheOneBeforeIt() Assert.AreEqual(new[] { "20240331" }, universe["20240603"]); } + // ---- One line per release, and one line per security --------------------------------------- + + [Test] + public void ASecuritysLiveQuartersTravelInOneUniverseLine() + { + // Both views carry every quarter of a release in a single line, because LEAN hands an + // algorithm one data point per security per timestamp and drops the rest. The per + // security line here restates two quarters at once, and the universe has to unpack it + // into its quarters and pack the live ones back into the security's own line, carrying + // the columns across unchanged so that the two views cannot disagree. + SeedMapFiles("aapl"); + + var holdings = Path.Combine(_root, "out", SEC13F.ReportFolder); + Directory.CreateDirectory(holdings); + File.WriteAllLines(Path.Combine(holdings, "aapl.csv"), new[] + { + "20240201 17:30,2," + + "20230930,1500,100,1000,0,0,0,0,0,1," + + "20231231,5,10,100,0,0,0,0,0,0" + }); + + using (var downloader = Downloader()) + { + downloader.BuildUniverseFiles(); + } + + var lines = File.ReadAllLines(Path.Combine(holdings, "universe", "20240201.csv")) + .Where(line => line.Length > 0) + .ToList(); + + Assert.AreEqual(1, lines.Count, "one line per security, however many quarters it carries"); + + var csv = lines[0].Split(','); + Assert.AreEqual(ListedSince1980("aapl").ToString(), csv[0]); + Assert.AreEqual("AAPL", csv[1]); + Assert.AreEqual("2", csv[2], "both live quarters travel together"); + Assert.AreEqual("20230930,1500,100,1000,0,0,0,0,0,1", string.Join(",", csv.Skip(3).Take(10)), + "the finished quarter, oldest first and column for column"); + Assert.AreEqual("20231231,5,10,100,0,0,0,0,0,0", string.Join(",", csv.Skip(13).Take(10)), + "then the one filling in behind it"); + } + // ---- Delisted securities and the universe's shelf life ---------------------------------- [Test] @@ -1158,16 +1201,16 @@ public void ASecurityNobodyReportsAnyMoreLeavesTheUniverse() ("stale", new[] { "19801212,stale", "20501231,stale" }), ("gone", new[] { "19801212,gone", "20240305,gone" })); - var holdings = Path.Combine(_root, "out", SEC13FHoldings.ReportFolder); + var holdings = Path.Combine(_root, "out", SEC13F.ReportFolder); Directory.CreateDirectory(holdings); File.WriteAllLines(Path.Combine(holdings, "aapl.csv"), new[] { - "20240201 17:30,20231231,5,10,100,0,0,0,0,0,0", - "20240415 17:30,20240331,6,12,120,0,0,0,0,0,0", - "20240520 17:30,20240331,7,14,140,0,0,0,0,0,0" + "20240201 17:30,1,20231231,5,10,100,0,0,0,0,0,0", + "20240415 17:30,1,20240331,6,12,120,0,0,0,0,0,0", + "20240520 17:30,1,20240331,7,14,140,0,0,0,0,0,0" }); - File.WriteAllLines(Path.Combine(holdings, "stale.csv"), new[] { "20240201 17:30,20231231,1,1,1,0,0,0,0,0,0" }); - File.WriteAllLines(Path.Combine(holdings, "gone.csv"), new[] { "20240202 17:30,20231231,2,2,2,0,0,0,0,0,0" }); + File.WriteAllLines(Path.Combine(holdings, "stale.csv"), new[] { "20240201 17:30,1,20231231,1,1,1,0,0,0,0,0,0" }); + File.WriteAllLines(Path.Combine(holdings, "gone.csv"), new[] { "20240202 17:30,1,20231231,2,2,2,0,0,0,0,0,0" }); using (var downloader = Downloader()) { @@ -1849,7 +1892,7 @@ private Dictionary BuildUniverse(params string[] rows) SeedMapFiles("aapl"); var destination = Path.Combine(_root, "out"); - var holdings = Path.Combine(destination, SEC13FHoldings.ReportFolder); + var holdings = Path.Combine(destination, SEC13F.ReportFolder); Directory.CreateDirectory(holdings); File.WriteAllLines(Path.Combine(holdings, "aapl.csv"), rows); @@ -1863,14 +1906,28 @@ private Dictionary BuildUniverse(params string[] rows) return Directory.GetFiles(universe, "*.csv").ToDictionary( Path.GetFileNameWithoutExtension, - // Column two is PeriodEnd: sid, ticker, then the quarter. file => File.ReadAllLines(file) .Where(line => line.Length > 0) - .Select(line => line.Split(',')[2]) + .SelectMany(QuartersOf) .OrderBy(period => period, StringComparer.Ordinal) .ToArray()); } + /// + /// The quarters one universe line carries: the identifier and the ticker, then how many + /// quarters follow and that many groups, each of them starting with its reported quarter. + /// The group width is read from the line rather than assumed, the way the data type reads it. + /// + private static IEnumerable QuartersOf(string line) + { + const int identifierColumns = 3; + var csv = line.Split(','); + var quarters = int.Parse(csv[2], System.Globalization.CultureInfo.InvariantCulture); + var width = (csv.Length - identifierColumns) / quarters; + + return Enumerable.Range(0, quarters).Select(quarter => csv[identifierColumns + quarter * width]); + } + /// /// Points LEAN's data folder at a map file archive this test wrote, holding one row per /// ticker that spans every date used here. diff --git a/tests/SEC13FTests.cs b/tests/SEC13FTests.cs new file mode 100644 index 0000000..43d616d --- /dev/null +++ b/tests/SEC13FTests.cs @@ -0,0 +1,735 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.Globalization; +using System.IO; +using System.Linq; +using System.Reflection; +using NUnit.Framework; +using ProtoBuf; +using QuantConnect.Data; +using QuantConnect.DataSource; +using QuantConnect.Python; + +namespace QuantConnect.DataLibrary.Tests +{ + /// + /// Unit tests for and . Every case parses an + /// in-line sample line, so the fixture needs no data on disk and is safe to run in CI. The one + /// test that touches the processed output is skipped when that folder is not there yet. + /// + [TestFixture] + public class SEC13FTests + { + // Frozen line layout: the release stamp, how many quarters the release restated, and then + // that many groups of ten columns, oldest quarter first: + // PeriodEnd,Holders,Shares,HoldingValue,CallShares,PutShares,PrincipalValue,VotingSole,VotingShared,ConfidentialOmitted + private const string FullLine = + "20240214 03:00,1,20231231,4812,10589324611,3210456789012,152340000,98760000,4500000,9012345678,1234567890,1"; + + // Same quarter, every optional measure withheld. Must produce nulls, never zeros. + private const string EmptyValuesLine = "20240214 03:00,1,20231231,,,,,,,,,0"; + + // One release restating three quarters at once, which is what the layout exists for. The + // middle quarter is the one most managers have reported. + private const string ThreeQuarterLine = + "20240515 03:00,3," + + "20230630,11,110,1100,0,0,0,0,0,0," + + "20230930,4800,48000,480000,0,0,0,0,0,1," + + "20231231,12,120,1200,0,0,0,0,0,0"; + + private static SubscriptionDataConfig Config(string ticker = "AAPL") + { + return new SubscriptionDataConfig( + typeof(SEC13F), + Symbol.Create(ticker, SecurityType.Base, Market.USA), + Resolution.Daily, + TimeZones.NewYork, + TimeZones.NewYork, + false, false, false); + } + + private static SEC13F Read(string line, string ticker = "AAPL") + { + return new SEC13F().Reader(Config(ticker), line, DateTime.UtcNow, false) as SEC13F; + } + + [Test] + public void ReaderParsesEveryColumn() + { + var point = Read(FullLine); + + Assert.IsNotNull(point); + Assert.AreEqual(Symbol.Create("AAPL", SecurityType.Base, Market.USA), point.Symbol); + Assert.AreEqual(new DateTime(2024, 2, 14, 3, 0, 0), point.Time); + Assert.AreEqual(point.Time, point.EndTime); + Assert.AreEqual(1, point.Holdings.Count); + + var quarter = point.Holdings[0]; + Assert.AreEqual(new DateTime(2023, 12, 31), quarter.PeriodEnd); + Assert.AreEqual("2023Q4", quarter.Quarter); + Assert.AreEqual(4812m, quarter.Holders); + Assert.AreEqual(10589324611m, quarter.Shares); + Assert.AreEqual(3210456789012m, quarter.HoldingValue); + Assert.AreEqual(152340000m, quarter.CallShares); + Assert.AreEqual(98760000m, quarter.PutShares); + Assert.AreEqual(4500000m, quarter.PrincipalValue); + Assert.AreEqual(9012345678m, quarter.VotingSole); + Assert.AreEqual(1234567890m, quarter.VotingShared); + Assert.IsTrue(quarter.ConfidentialOmitted); + Assert.AreEqual(3210456789012m, point.Value); + } + + [Test] + public void EveryQuarterCarriesThePointsSymbol() + { + // A quarter reaches pandas as a row of its own, so it has to name the security it + // belongs to rather than leave the frame to guess from the row before it. + var point = Read(ThreeQuarterLine, "MSFT"); + + Assert.IsTrue(point.Holdings.All(holding => holding.Symbol == point.Symbol)); + } + + [Test] + public void OneReleaseCarriesEveryQuarterItRestated() + { + // The reason the layout changed. LEAN hands an algorithm a single data point per + // security per timestamp, so the quarters of one release shipped as separate lines + // reached the algorithm one at a time and the rest were dropped in silence. + var point = Read(ThreeQuarterLine); + + Assert.IsNotNull(point); + Assert.AreEqual(3, point.Holdings.Count); + Assert.AreEqual( + new[] { "2023Q2", "2023Q3", "2023Q4" }, + point.Holdings.Select(holding => holding.Quarter).ToArray(), + "the quarters have to come out oldest first, the order the file writes them in"); + Assert.AreEqual(new[] { 11m, 4800m, 12m }, point.Holdings.Select(holding => holding.Holders).ToArray()); + Assert.IsTrue(point.Holdings.All(holding => holding.PeriodEnd < point.Time), + "every quarter of a release ends before the release"); + } + + [Test] + public void EnumeratingThePointWalksItsQuarters() + { + // The IEnumerable is what lets pandas flatten one point into one row per quarter. + var point = Read(ThreeQuarterLine); + + Assert.AreEqual(point.Holdings, point.ToList()); + } + + [Test] + public void MostReportedIsTheQuarterMostManagersHaveReported() + { + // While a new quarter fills in, over roughly six weeks, the quarter before it still + // holds more managers and is the one that answers how widely a name is held. It is also + // the reading whose columns the DataFrame carries, and the one Value mirrors. + var point = Read(ThreeQuarterLine); + + Assert.AreEqual(new DateTime(2023, 9, 30), point.MostReported.PeriodEnd); + Assert.AreEqual(4800m, point.MostReported.Holders); + Assert.AreEqual(480000m, point.Value); + } + + [Test] + public void MostReportedPrefersTheNewerQuarterWhenTwoAreTied() + { + // Two quarters with the same number of managers is the handover finishing: the newer + // one is the current reading, so the tie goes to it rather than to file order. + var point = Read( + "20240515 03:00,2," + + "20230930,4800,48000,480000,0,0,0,0,0,0," + + "20231231,4800,49000,490000,0,0,0,0,0,0"); + + Assert.AreEqual(new DateTime(2023, 12, 31), point.MostReported.PeriodEnd); + Assert.AreEqual(490000m, point.Value); + } + + [Test] + public void LatestIsTheNewestQuarterOfTheRelease() + { + var point = Read(ThreeQuarterLine); + + Assert.AreEqual(new DateTime(2023, 12, 31), point.Latest.PeriodEnd); + Assert.AreSame(point.Holdings[point.Holdings.Count - 1], point.Latest); + } + + [Test] + public void LatestIsKeptOutOfTheDataFrame() + { + // Two expanded readings on one point would prefix every column with the name of the + // property it came from, so only MostReported is expanded. + Assert.IsNotNull( + typeof(SEC13F).GetProperty(nameof(SEC13F.Latest)).GetCustomAttribute(), + "Latest has to carry PandasIgnore"); + Assert.IsNull( + typeof(SEC13F).GetProperty(nameof(SEC13F.MostReported)).GetCustomAttribute(), + "MostReported is the reading the frame expands"); + } + + [Test] + public void CloneCopiesEveryProperty() + { + var original = Read(ThreeQuarterLine); + var clone = original.Clone() as SEC13F; + + Assert.IsNotNull(clone); + // Reflection rather than a hand-written list: a property added to the class but forgotten + // in Clone() is exactly the bug this test has to catch, and a hand-written list cannot. + AssertPropertiesAndFieldsAreEqual(original, clone); + } + + [Test] + public void CloneCopiesTheQuartersRatherThanSharingThem() + { + // The clone is what reaches the algorithm, which may keep it. Sharing the quarters + // would let the next release mutate a point that has already been read. + var original = Read(ThreeQuarterLine); + var clone = original.Clone() as SEC13F; + + Assert.AreNotSame(original.Holdings, clone.Holdings); + for (var i = 0; i < original.Holdings.Count; i++) + { + Assert.AreNotSame(original.Holdings[i], clone.Holdings[i]); + } + } + + [Test] + public void ValueMirrorsTheMostReportedHoldingValue() + { + Assert.AreEqual(Read(FullLine).MostReported.HoldingValue, Read(FullLine).Value); + // A withheld HoldingValue leaves the point at zero rather than throwing or carrying null. + Assert.AreEqual(0m, Read(EmptyValuesLine).Value); + } + + [Test] + public void EmptyNumericColumnsBecomeNullNotZero() + { + var quarter = Read(EmptyValuesLine)?.Holdings.SingleOrDefault(); + + Assert.IsNotNull(quarter); + Assert.IsNull(quarter.Holders); + Assert.IsNull(quarter.Shares); + Assert.IsNull(quarter.HoldingValue); + Assert.IsNull(quarter.CallShares); + Assert.IsNull(quarter.PutShares); + Assert.IsNull(quarter.PrincipalValue); + Assert.IsNull(quarter.VotingSole); + Assert.IsNull(quarter.VotingShared); + } + + [TestCase("1", true)] + [TestCase("0", false)] + [TestCase("", false)] + public void ConfidentialOmittedParsesFlag(string flag, bool expected) + { + var line = $"20240214 03:00,1,20231231,4812,10589324611,3210456789012,,,,,,{flag}"; + + Assert.AreEqual(expected, Read(line).Holdings.Single().ConfidentialOmitted); + } + + [Test] + public void TheConfidentialFlagBelongsToTheQuarterNotTheRelease() + { + // One release restates several quarters and only some of them may be missing positions + // withheld under confidential treatment, so the flag rides on the quarter. + var point = Read(ThreeQuarterLine); + + Assert.AreEqual(new[] { false, true, false }, + point.Holdings.Select(holding => holding.ConfidentialOmitted).ToArray()); + } + + [Test] + public void ReleaseIsStampedAfterTheQuarterItReports() + { + // The lag from the reported quarter to publication is the product here: measured across + // 11,761 filings it runs from 0 to 6,596 days with a median of 42. Whatever its size, + // the release can never precede the quarter it reports. + var point = Read(FullLine); + + Assert.GreaterOrEqual(point.Time.Date, point.Holdings.Single().PeriodEnd); + } + + [Test] + public void AVeryLongFilingLagIsLegitimateData() + { + // Amendments for old quarters keep arriving; the measured worst case is 6,596 days. + // A row like this is late, not corrupt, and must parse. + var point = Read("20260122 03:00,1,20071231,3,1000,50000,,,,,,0"); + var quarter = point.Holdings.Single(); + + Assert.AreEqual(new DateTime(2026, 1, 22, 3, 0, 0), point.Time); + Assert.AreEqual(new DateTime(2007, 12, 31), quarter.PeriodEnd); + Assert.Greater((point.Time.Date - quarter.PeriodEnd).TotalDays, 6000); + } + + [Test] + public void AZeroDayFilingLagIsLegitimateData() + { + // The measured minimum is zero: filed on the reported quarter end itself. + var point = Read("20240630 03:00,1,20240630,3,1000,50000,,,,,,0"); + + Assert.AreEqual(point.Time.Date, point.Holdings.Single().PeriodEnd); + } + + [TestCase("20240331", 2024, 3, 31)] + [TestCase("20240630", 2024, 6, 30)] + [TestCase("20240930", 2024, 9, 30)] + [TestCase("20241231", 2024, 12, 31)] + public void PeriodEndComesFromTheFileNotFromTime(string periodEnd, int year, int month, int day) + { + // Deriving the quarter from the release date would be wrong: one publication day + // carries filings for several different reported quarters, so it has to be a column. + var point = Read($"20260515 03:00,1,{periodEnd},3,1000,50000,,,,,,0"); + + Assert.AreEqual(new DateTime(year, month, day), point.Holdings.Single().PeriodEnd); + Assert.AreEqual(new DateTime(2026, 5, 15, 3, 0, 0), point.Time); + } + + [TestCase("20200331", "2020Q1")] + [TestCase("20200630", "2020Q2")] + [TestCase("20200930", "2020Q3")] + [TestCase("20201231", "2020Q4")] + public void QuarterLabelsTheReportedPeriod(string periodEnd, string expected) + { + // The label is derived from PeriodEnd and never stored, so the two cannot disagree. The + // year comes first so that sorting the label sorts the quarters. + Assert.AreEqual(expected, Read($"20260515 03:00,1,{periodEnd},3,1000,50000,,,,,,0").Latest.Quarter); + } + + [Test] + public void ATruncatedLineIsSkippedRatherThanThrown() + { + // An exception out of Reader ends the algorithm, so a short line has to come back as + // null. It is the whole point of the guard: one malformed row must not take a live + // strategy down. + Assert.IsNull(Read("20240214 03:00,1,20231231,4812")); + } + + [TestCase("20240214 03:00,3,20231231,4812,1,1,0,0,0,0,0,0", TestName = "three quarters promised, one written")] + [TestCase("20240214 03:00,0,20231231,4812,1,1,0,0,0,0,0,0", TestName = "no quarters at all")] + [TestCase("20240214 03:00,-2,20231231,4812,1,1,0,0,0,0,0,0", TestName = "a negative count")] + [TestCase("20240214 03:00,many,20231231,4812,1,1,0,0,0,0,0,0", TestName = "a count that is not a number")] + public void AQuarterCountThatDoesNotMatchTheLineIsSkipped(string line) + { + // The count is what the group width is derived from, so a count the columns cannot + // support would read a quarter out of the middle of another one. Same rule as a + // truncated line: null rather than an exception, and the file carries on. + Assert.IsNull(Read(line)); + } + + [Test] + public void AnExtraColumnStillParses() + { + // The guard is "fewer than", not "not equal to". A column appended in a later revision + // of the file must leave every existing one readable rather than mute the dataset. + var point = Read(FullLine + ",99"); + + Assert.IsNotNull(point); + Assert.AreEqual(4812m, point.Holdings.Single().Holders); + } + + [Test] + public void AnExtraColumnPerQuarterStillParses() + { + // The group width is derived from the line and its count rather than assumed, so a + // measure appended to every group leaves each existing quarter where the reader expects + // it instead of shifting the ones behind it. + var point = Read( + "20240515 03:00,2," + + "20230930,4800,48000,480000,0,0,0,0,0,0,99," + + "20231231,12,120,1200,0,0,0,0,0,1,98"); + + Assert.IsNotNull(point); + Assert.AreEqual(2, point.Holdings.Count); + Assert.AreEqual(new DateTime(2023, 9, 30), point.Holdings[0].PeriodEnd); + Assert.AreEqual(4800m, point.Holdings[0].Holders); + Assert.AreEqual(new DateTime(2023, 12, 31), point.Holdings[1].PeriodEnd); + Assert.AreEqual(12m, point.Holdings[1].Holders); + Assert.IsTrue(point.Holdings[1].ConfidentialOmitted, "the flag is still the last column of its own group"); + } + + [Test] + public void NonNumericMeasureThrows() + { + // Column 0 is a well formed release stamp, so the line reaches the decimal parse rather + // than failing on the timestamp before it. + Assert.Throws( + () => Read("20240214 03:00,1,20231231,4812,not-a-number,3210456789012,,,,,,0")); + } + + [Test] + public void BadTimeThrows() + { + Assert.Throws( + () => Read("2023-10-01,1,20231231,4812,10589324611,3210456789012,,,,,,0")); + } + + [Test] + public void GetSourceIsTheLocalPerSecurityFile() + { + var source = new SEC13F().GetSource(Config(), new DateTime(2024, 2, 14), false); + + Assert.AreEqual(SubscriptionTransportMedium.LocalFile, source.TransportMedium); + Assert.AreEqual(FileFormat.Csv, source.Format); + Assert.IsTrue( + Normalize(source.Source).EndsWith("alternative/sec/13f/aapl.csv", StringComparison.Ordinal), + $"Unexpected source '{source.Source}'"); + } + + [Test] + public void ClassificationMatchesTheSpec() + { + var instance = new SEC13F(); + + Assert.IsTrue(instance.IsSparseData()); + Assert.IsTrue(instance.RequiresMapping()); + Assert.AreEqual(Resolution.Daily, instance.DefaultResolution()); + Assert.AreEqual(1, instance.SupportedResolutions().Count); + Assert.AreEqual(Resolution.Daily, instance.SupportedResolutions()[0]); + Assert.AreEqual(TimeZones.NewYork, instance.DataTimeZone()); + } + + [Test] + public void ToStringNamesEveryQuarterItCarries() + { + var text = Read(ThreeQuarterLine).ToString(); + + Assert.IsFalse(string.IsNullOrWhiteSpace(text)); + foreach (var quarter in new[] { "2023Q2", "2023Q3", "2023Q4" }) + { + Assert.IsTrue(text.Contains(quarter, StringComparison.Ordinal), $"'{text}' does not name {quarter}"); + } + } + + [Test] + public void AProtobufRoundTripKeepsEveryQuarter() + { + // How the live data distributor moves a point: it registers the custom type as a + // BaseData sub type, in ProtobufSubTypes here, and serializes through the BaseData + // branch. A quarter lost on the way would reach a live algorithm as an absent reading + // while the same algorithm saw it in a backtest, the worst way to lose data. + var original = Read(ThreeQuarterLine); + var bytes = ((BaseData)original).ProtobufSerialize(new Guid()); + + using var stream = new MemoryStream(bytes); + var deserialized = Serializer + .DeserializeItems(stream, PrefixStyle.Base128, 1) + .Single() as SEC13F; + + Assert.IsNotNull(deserialized, "the point did not come back as a SEC13F"); + Assert.AreEqual(original.Time, deserialized.Time); + Assert.AreEqual(original.Holdings.Count, deserialized.Holdings.Count); + + for (var i = 0; i < original.Holdings.Count; i++) + { + var expected = original.Holdings[i]; + var actual = deserialized.Holdings[i]; + + Assert.AreEqual(expected.PeriodEnd, actual.PeriodEnd, $"quarter {i}: PeriodEnd"); + Assert.AreEqual(expected.Quarter, actual.Quarter, $"quarter {i}: Quarter"); + Assert.AreEqual(expected.Holders, actual.Holders, $"quarter {i}: Holders"); + Assert.AreEqual(expected.Shares, actual.Shares, $"quarter {i}: Shares"); + Assert.AreEqual(expected.HoldingValue, actual.HoldingValue, $"quarter {i}: HoldingValue"); + Assert.AreEqual(expected.CallShares, actual.CallShares, $"quarter {i}: CallShares"); + Assert.AreEqual(expected.PutShares, actual.PutShares, $"quarter {i}: PutShares"); + Assert.AreEqual(expected.PrincipalValue, actual.PrincipalValue, $"quarter {i}: PrincipalValue"); + Assert.AreEqual(expected.VotingSole, actual.VotingSole, $"quarter {i}: VotingSole"); + Assert.AreEqual(expected.VotingShared, actual.VotingShared, $"quarter {i}: VotingShared"); + Assert.AreEqual(expected.ConfidentialOmitted, actual.ConfidentialOmitted, $"quarter {i}: ConfidentialOmitted"); + } + + // The readings derived from the quarters have to come back with them. + Assert.AreEqual(original.MostReported.PeriodEnd, deserialized.MostReported.PeriodEnd); + Assert.AreEqual(original.Latest.PeriodEnd, deserialized.Latest.PeriodEnd); + } + + [Test] + public void EveryProcessedRowParses() + { + var directory = SEC13FTestPaths.HoldingsDirectory; + if (directory == null || !Directory.Exists(directory)) + { + Assert.Ignore($"No processed output at {SEC13FTestPaths.Describe(directory)}"); + } + + var files = Directory.GetFiles(directory, "*.csv", SearchOption.TopDirectoryOnly); + if (files.Length == 0) + { + Assert.Ignore($"No per-security files in {directory}"); + } + + // The quarter count is the second column of a per-security line. + SEC13FTestPaths.RequirePackedLayout(files, 1); + + var instance = new SEC13F(); + var points = 0; + var quarters = 0; + + foreach (var file in files) + { + var ticker = Path.GetFileNameWithoutExtension(file).ToUpperInvariant(); + var config = Config(ticker); + var previous = DateTime.MinValue; + + foreach (var line in File.ReadLines(file)) + { + if (string.IsNullOrWhiteSpace(line)) + { + continue; + } + + var point = instance.Reader(config, line, DateTime.UtcNow, false) as SEC13F; + + Assert.IsNotNull(point, $"{ticker}: '{line}' did not parse"); + Assert.AreEqual(point.Time, point.EndTime, $"{ticker}: EndTime is not Time on {point.Time:yyyy-MM-dd}"); + Assert.IsNotEmpty(point.Holdings, $"{ticker}: a point carrying no quarter on {point.Time:yyyy-MM-dd}"); + Assert.AreEqual(point.MostReported.HoldingValue ?? 0m, point.Value, + $"{ticker}: Value does not mirror the most reported quarter"); + + var period = DateTime.MinValue; + foreach (var holding in point.Holdings) + { + Assert.AreEqual(point.Symbol, holding.Symbol, $"{ticker}: a quarter names another security"); + Assert.GreaterOrEqual(point.Time.Date, holding.PeriodEnd, + $"{ticker}: released before the quarter it reports"); + + // Written oldest first and never twice, which is what makes Latest the + // newest quarter rather than whichever one the file happened to end on. + Assert.Greater(holding.PeriodEnd, period, + $"{ticker}: quarters out of order on {point.Time:yyyy-MM-dd}"); + period = holding.PeriodEnd; + quarters++; + } + + // LEAN's SubscriptionDataReader silently drops a point whose timestamp moves + // backwards, so a file out of chronological order loses rows with nothing in + // the log to show for it. Accumulating groups by quarter, which is NOT the + // order the file has to ship in, so this is worth asserting on real output. + // One line per release, so a repeated timestamp is a dropped point too. + Assert.Greater(point.Time, previous, + $"{ticker}: {point.Time:yyyy-MM-dd HH:mm} follows {previous:yyyy-MM-dd HH:mm}"); + previous = point.Time; + points++; + } + } + + TestContext.Progress.WriteLine( + $"13f: {files.Length} per-security files, {points} points, {quarters} quarters"); + Assert.Greater(points, 0); + } + + [Test] + public void ThePointsProtobufContractIsCompleteAndUnique() + { + // DeclaredOnly: BaseData numbers its own members from 1, and those are LEAN's to own. + var members = ProtoMembers(typeof(SEC13F)); + + Assert.IsNotNull(typeof(SEC13F).GetCustomAttribute(), "ProtoContract is missing"); + Assert.Greater(members.Count, 0, "no ProtoMember attributes found"); + Assert.AreEqual(members.Count, members.Distinct().Count(), "duplicate ProtoMember numbers"); + Assert.GreaterOrEqual(members.Min(), 10, "member numbers start at 10, BaseData reserves the low ones"); + } + + [Test] + public void TheQuartersProtobufContractIsCompleteAndUnique() + { + // A quarter is deliberately not a BaseData, so that it can ride inside the point. It + // owns its whole number space and starts at one. + var members = ProtoMembers(typeof(SEC13FHolding)); + + Assert.IsNotNull(typeof(SEC13FHolding).GetCustomAttribute(), "ProtoContract is missing"); + Assert.Greater(members.Count, 0, "no ProtoMember attributes found"); + Assert.AreEqual(members.Count, members.Distinct().Count(), "duplicate ProtoMember numbers"); + } + + [TestCase(typeof(SEC13F))] + [TestCase(typeof(SEC13FHolding))] + public void EveryStoredPropertyCarriesAProtoMember(Type type) + { + // A property added later without a member number would serialize as nothing, which is + // indistinguishable from a real absent reading. Symbol is the one exception, the same + // one BaseData itself makes: the distributor sends the symbol alongside the point + // rather than inside it. + var unnumbered = type + .GetProperties(BindingFlags.Public | BindingFlags.Instance | BindingFlags.DeclaredOnly) + .Where(property => property.CanRead && property.CanWrite && property.GetIndexParameters().Length == 0) + .Where(property => property.Name != nameof(SEC13FHolding.Symbol)) + .Where(property => property.GetCustomAttribute() == null) + .Select(property => property.Name) + .ToList(); + + Assert.IsEmpty(unnumbered, $"{type.Name}: stored properties with no ProtoMember: {string.Join(", ", unnumbered)}"); + } + + private static List ProtoMembers(Type type) + { + return type.GetProperties(BindingFlags.Public | BindingFlags.Instance | BindingFlags.DeclaredOnly) + .Select(property => property.GetCustomAttribute()) + .Where(attribute => attribute != null) + .Select(attribute => attribute.Tag) + .ToList(); + } + + /// + /// Compares two instances member by member, so that a property added to a class and + /// forgotten in its Clone() is caught without a hand-written list to keep up to date. + /// + internal static void AssertPropertiesAndFieldsAreEqual(object expected, object actual) + { + foreach (var property in expected.GetType().GetProperties()) + { + AssertValueWasCopied(property.GetValue(expected), property.GetValue(actual), $"Property '{property.Name}'"); + } + + foreach (var field in expected.GetType().GetFields()) + { + AssertValueWasCopied(field.GetValue(expected), field.GetValue(actual), $"Field '{field.Name}'"); + } + } + + /// + /// Compares one member. A point and a quarter are compared member by member rather than by + /// reference: a clone that shared them would let the next release mutate a point the + /// algorithm has already read, so equality here can never mean the same instance. + /// + private static void AssertValueWasCopied(object expected, object actual, string member) + { + switch (expected) + { + case SEC13F: + case SEC13FHolding: + Assert.IsNotNull(actual, $"{member} was not copied"); + Assert.AreEqual(expected.GetType(), actual.GetType(), $"{member} changed type"); + AssertPropertiesAndFieldsAreEqual(expected, actual); + break; + + case IEnumerable items: + var copies = (actual as IEnumerable)?.ToList(); + Assert.IsNotNull(copies, $"{member} was not copied"); + + var originals = items.ToList(); + Assert.AreEqual(originals.Count, copies.Count, $"{member} changed length"); + for (var i = 0; i < originals.Count; i++) + { + AssertValueWasCopied(originals[i], copies[i], $"{member}[{i}]"); + } + + break; + + default: + Assert.AreEqual(expected, actual, $"{member} was not copied"); + break; + } + } + + internal static string Normalize(string path) => path.Replace('\\', '/'); + } + + /// + /// Locates the processed 13F output produced by Phase 3. The tests that use it skip cleanly + /// while the folder does not exist yet. + /// + internal static class SEC13FTestPaths + { + /// Root of the processed output, or null when the repository root cannot be found. + public static string HoldingsDirectory + { + get + { + var root = Environment.GetEnvironmentVariable("SEC_13F_OUTPUT"); + if (!string.IsNullOrWhiteSpace(root)) + { + return root; + } + + var repository = RepositoryRoot(); + return repository == null + ? null + : Path.Combine(repository, "output", "alternative", "sec", "13f"); + } + } + + public static string UniverseDirectory + { + get + { + var holdings = HoldingsDirectory; + return holdings == null ? null : Path.Combine(holdings, "universe"); + } + } + + public static string Describe(string directory) => directory ?? ""; + + /// + /// Skips the caller when the sample output on disk still carries one line per reported + /// quarter, the layout that shipped before a release became a single point. Such a sample + /// is an artefact of an older processor run rather than a parsing failure, and the only fix + /// is to run the processor again. Everything else is left to fail in the caller. + /// + /// The sample files about to be read. + /// Index of the quarter count, which the old layout does not have. + public static void RequirePackedLayout(IEnumerable files, int countColumn) + { + var stale = files.Where(file => IsPrePackingLayout(FirstLine(file), countColumn)).ToList(); + if (stale.Count == 0) + { + return; + } + + Assert.Ignore( + $"{stale.Count} sample file(s) under output/ are still in the pre-packing layout, one line per " + + $"reported quarter rather than one per release. Run the processor again to refresh them. " + + $"First: {stale[0]}"); + } + + private static string FirstLine(string file) + { + return File.ReadLines(file).FirstOrDefault(line => !string.IsNullOrWhiteSpace(line)); + } + + // The column that now holds the quarter count used to hold the reported quarter itself, and + // a count never looks like a date, so the two layouts cannot be confused for each other. + private static bool IsPrePackingLayout(string line, int countColumn) + { + var csv = line?.Split(','); + return csv != null + && csv.Length > countColumn + && DateTime.TryParseExact(csv[countColumn], "yyyyMMdd", CultureInfo.InvariantCulture, + DateTimeStyles.None, out _); + } + + // The test binaries live in tests/bin//, so walk up to the folder that + // holds the data source project file. + private static string RepositoryRoot() + { + var directory = new DirectoryInfo(TestContext.CurrentContext.TestDirectory); + + while (directory != null) + { + if (File.Exists(Path.Combine(directory.FullName, "QuantConnect.DataSource.csproj"))) + { + return directory.FullName; + } + + directory = directory.Parent; + } + + return null; + } + } +} diff --git a/tests/SEC13FUniverseTests.cs b/tests/SEC13FUniverseTests.cs new file mode 100644 index 0000000..92ad6b4 --- /dev/null +++ b/tests/SEC13FUniverseTests.cs @@ -0,0 +1,405 @@ +/* + * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. + * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. + * + * Licensed under the Apache License, Version 2.0 (the "License"); + * you may not use this file except in compliance with the License. + * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. +*/ + +using System; +using System.Collections.Generic; +using System.Globalization; +using System.IO; +using System.Linq; +using NUnit.Framework; +using QuantConnect.Data; +using QuantConnect.DataSource; + +namespace QuantConnect.DataLibrary.Tests +{ + /// + /// Unit tests for , the release-date view of the dataset. Every case + /// parses an in-line sample line, so the fixture needs no data on disk and is safe to run in CI. + /// The one test that touches the processed output is skipped when that folder is not there yet. + /// + [TestFixture] + public class SEC13FUniverseTests + { + private const string AppleSid = "AAPL R735QTJ8XC9X"; + + // Frozen line layout: the identifier, the ticker, how many quarters the security carries, + // and then that many groups of ten columns, oldest quarter first: + // PeriodEnd,Holders,Shares,HoldingValue,CallShares,PutShares,PrincipalValue,VotingSole,VotingShared,ConfidentialOmitted + private const string FullLine = + AppleSid + ",AAPL,1,20231231,4812,10589324611,3210456789012,152340000,98760000,4500000,9012345678,1234567890,1"; + + private const string EmptyValuesLine = AppleSid + ",AAPL,1,20231231,,,,,,,,,0"; + + // The usual shape of a universe line during a handover: the finished quarter, which holds + // the managers, and the one filling in behind it. A security never carries more than two. + private const string TwoQuarterLine = + AppleSid + ",AAPL,2," + + "20230930,4800,48000,480000,0,0,0,0,0,1," + + "20231231,12,120,1200,0,0,0,0,0,0"; + + // Same release date, an amendment for a much older quarter. PeriodEnd cannot be derived. + private const string LateAmendmentLine = AppleSid + ",AAPL,1,20180630,7,5000,120000,,,,,,0"; + + private static readonly DateTime ReleaseDate = new DateTime(2024, 2, 14); + + private static SubscriptionDataConfig Config() + { + return new SubscriptionDataConfig( + typeof(SEC13FUniverse), + Symbol.Create("AAPL", SecurityType.Base, Market.USA), + Resolution.Daily, + TimeZones.NewYork, + TimeZones.NewYork, + false, false, false); + } + + /// + /// One universe line, read the way the folding collection reads it: the line becomes the + /// security's own data point rather than a record of its own. + /// + private static SEC13F Read(string line, DateTime? date = null) + { + return new SEC13FUniverse().Reader(Config(), line, date ?? ReleaseDate, false) as SEC13F; + } + + [Test] + public void ReaderParsesEveryColumn() + { + var point = Read(FullLine); + + Assert.IsNotNull(point); + Assert.AreEqual(SecurityIdentifier.Parse(AppleSid), point.Symbol.ID); + Assert.AreEqual("AAPL", point.Symbol.Value); + Assert.AreEqual(1, point.Holdings.Count); + + var quarter = point.Holdings[0]; + Assert.AreEqual(new DateTime(2023, 12, 31), quarter.PeriodEnd); + Assert.AreEqual("2023Q4", quarter.Quarter); + Assert.AreEqual(4812m, quarter.Holders); + Assert.AreEqual(10589324611m, quarter.Shares); + Assert.AreEqual(3210456789012m, quarter.HoldingValue); + Assert.AreEqual(152340000m, quarter.CallShares); + Assert.AreEqual(98760000m, quarter.PutShares); + Assert.AreEqual(4500000m, quarter.PrincipalValue); + Assert.AreEqual(9012345678m, quarter.VotingSole); + Assert.AreEqual(1234567890m, quarter.VotingShared); + Assert.IsTrue(quarter.ConfidentialOmitted); + Assert.AreEqual(3210456789012m, point.Value); + } + + [Test] + public void ALineIsOneRecordPerSecurityWithItsQuartersInside() + { + // The selection function is handed one record per security, not one per quarter: a + // security with two live quarters would otherwise appear twice in the same file and the + // second reading would silently win. + var point = Read(TwoQuarterLine); + + Assert.IsNotNull(point); + Assert.AreEqual(2, point.Holdings.Count); + Assert.AreEqual(new[] { "2023Q3", "2023Q4" }, point.Holdings.Select(holding => holding.Quarter).ToArray()); + Assert.AreEqual(new[] { 4800m, 12m }, point.Holdings.Select(holding => holding.Holders).ToArray()); + + // The finished quarter holds the managers while the new one fills in, so it is the one + // a cross-section is ranked on. The newest is still reachable through Latest. + Assert.AreEqual(new DateTime(2023, 9, 30), point.MostReported.PeriodEnd); + Assert.AreEqual(new DateTime(2023, 12, 31), point.Latest.PeriodEnd); + Assert.AreEqual(480000m, point.Value); + } + + [Test] + public void SymbolRoundTripsThroughSecurityIdentifier() + { + var point = Read(TwoQuarterLine); + + Assert.AreEqual(AppleSid, point.Symbol.ID.ToString()); + Assert.AreEqual(SecurityType.Equity, point.Symbol.SecurityType); + Assert.IsTrue(point.Holdings.All(holding => holding.Symbol == point.Symbol), + "every quarter names the security its line identified"); + } + + [Test] + public void ThePointSpansTheFileDateAndEndsAtTheReleaseTime() + { + // The file name is the release date, so the stamp comes from the requested date and + // never from a column: the point spans that day and becomes available at the release + // time, the same instant the per-security lines carry. Ending the point at the release + // rather than starting it there is what the engine expects of a universe file, and a + // point that started there would be walked a day at a time from a three hour offset. + var date = new DateTime(2021, 8, 16); + var point = Read(FullLine, date); + + Assert.AreEqual(date, point.Time); + Assert.AreEqual(date.Add(SEC13F.ReleaseTimeOfDay), point.EndTime); + } + + [Test] + public void TheCollectionIsAvailableAtTheReleaseTimeOfItsPoints() + { + // The engine builds the collection around the points it folded, taking their Time and + // EndTime, so the release time reaches the selection through them rather than through + // an override of its own. A clone has to carry it too, since the engine clones the + // collection on its way to the algorithm. + var point = Read(FullLine, ReleaseDate); + var collection = new SEC13FUniverse + { + Symbol = Symbol.Create("SEC13F-USA", SecurityType.Base, Market.USA), + Time = point.Time, + EndTime = point.EndTime, + Data = new List { point } + }; + + Assert.AreEqual(ReleaseDate.Add(SEC13F.ReleaseTimeOfDay), collection.EndTime); + Assert.Greater(collection.EndTime, collection.Time); + Assert.AreEqual(collection.EndTime, ((SEC13FUniverse)collection.Clone()).EndTime); + } + + [Test] + public void PeriodEndComesFromTheFileNotFromTime() + { + // One release date carries filings for several reported quarters, so PeriodEnd must be + // read, not derived. Deriving it from Time would have given 2024-03-31 here. + var current = Read(FullLine); + var amendment = Read(LateAmendmentLine); + + Assert.AreEqual(current.Time, amendment.Time); + Assert.AreEqual(new DateTime(2023, 12, 31), current.Latest.PeriodEnd); + Assert.AreEqual(new DateTime(2018, 6, 30), amendment.Latest.PeriodEnd); + Assert.AreNotEqual(current.Latest.PeriodEnd, amendment.Latest.PeriodEnd); + } + + [Test] + public void CloneCopiesEveryProperty() + { + var original = new SEC13FUniverse + { + Symbol = Symbol.Create("AAPL", SecurityType.Base, Market.USA), + Time = ReleaseDate, + Data = new List { Read(TwoQuarterLine), Read(LateAmendmentLine) } + }; + + var clone = original.Clone() as SEC13FUniverse; + + Assert.IsNotNull(clone); + // Reflection rather than a hand-written list: a property added to the class but forgotten + // in Clone() is exactly the bug this test has to catch, and a hand-written list cannot. + SEC13FTests.AssertPropertiesAndFieldsAreEqual(original, clone); + } + + [Test] + public void ValueMirrorsTheMostReportedHoldingValue() + { + Assert.AreEqual(3210456789012m, Read(FullLine).Value); + // A withheld HoldingValue leaves the point at zero rather than throwing or carrying null. + Assert.AreEqual(0m, Read(EmptyValuesLine).Value); + } + + [Test] + public void EmptyNumericColumnsBecomeNullNotZero() + { + var quarter = Read(EmptyValuesLine)?.Holdings.SingleOrDefault(); + + Assert.IsNotNull(quarter); + Assert.IsNull(quarter.Holders); + Assert.IsNull(quarter.Shares); + Assert.IsNull(quarter.HoldingValue); + Assert.IsNull(quarter.CallShares); + Assert.IsNull(quarter.PutShares); + Assert.IsNull(quarter.PrincipalValue); + Assert.IsNull(quarter.VotingSole); + Assert.IsNull(quarter.VotingShared); + } + + [TestCase("1", true)] + [TestCase("0", false)] + [TestCase("", false)] + public void ConfidentialOmittedParsesFlag(string flag, bool expected) + { + var line = AppleSid + $",AAPL,1,20231231,4812,10589324611,3210456789012,,,,,,{flag}"; + + Assert.AreEqual(expected, Read(line).Holdings.Single().ConfidentialOmitted); + } + + [Test] + public void ATruncatedLineIsSkippedRatherThanThrown() + { + // An exception out of Reader ends the algorithm, so a short line has to come back as + // null. It is the whole point of the guard: one malformed row must not take a live + // strategy down. + Assert.IsNull(Read(AppleSid + ",AAPL,1,20231231")); + Assert.IsNull(Read(AppleSid), "a line with nothing but an identifier"); + } + + [Test] + public void AQuarterCountThatDoesNotMatchTheLineIsSkipped() + { + // The count is what the group width is derived from, so a count the columns cannot + // support would read a quarter out of the middle of another one. + Assert.IsNull(Read(AppleSid + ",AAPL,2,20231231,4812,10589324611,3210456789012,0,0,0,0,0,0")); + } + + [Test] + public void AnExtraColumnStillParses() + { + // The guard is "fewer than", not "not equal to". A column appended in a later revision + // of the file must leave every existing one readable rather than mute the dataset. + var point = Read(FullLine + ",99"); + + Assert.IsNotNull(point); + Assert.AreEqual(4812m, point.Holdings.Single().Holders); + } + + [Test] + public void AnExtraColumnPerQuarterStillParses() + { + // The group width is derived from the line and its count, so a measure appended to + // every group leaves each existing quarter where the reader expects it. + var point = Read( + AppleSid + ",AAPL,2," + + "20230930,4800,48000,480000,0,0,0,0,0,0,99," + + "20231231,12,120,1200,0,0,0,0,0,1,98"); + + Assert.AreEqual(2, point.Holdings.Count); + Assert.AreEqual(new DateTime(2023, 9, 30), point.Holdings[0].PeriodEnd); + Assert.AreEqual(4800m, point.Holdings[0].Holders); + Assert.AreEqual(new DateTime(2023, 12, 31), point.Holdings[1].PeriodEnd); + Assert.IsTrue(point.Holdings[1].ConfidentialOmitted, "the flag is still the last column of its own group"); + } + + [Test] + public void NonNumericMeasureThrows() + { + Assert.Throws( + () => Read(AppleSid + ",AAPL,1,20231231,4812,10589324611,not-a-number,,,,,,0")); + } + + [Test] + public void BadPeriodEndThrows() + { + Assert.Throws( + () => Read(AppleSid + ",AAPL,1,2023-12-31,4812,10589324611,3210456789012,,,,,,0")); + } + + [Test] + public void BadSecurityIdentifierThrows() + { + Assert.Catch( + () => Read("not-a-sid,AAPL,1,20231231,4812,10589324611,3210456789012,,,,,,0")); + } + + [Test] + public void GetSourceIsTheLocalReleaseDateFile() + { + var source = new SEC13FUniverse().GetSource(Config(), ReleaseDate, false); + + Assert.AreEqual(SubscriptionTransportMedium.LocalFile, source.TransportMedium); + Assert.AreEqual(FileFormat.FoldingCollection, source.Format); + Assert.IsTrue( + SEC13FTests.Normalize(source.Source) + .EndsWith("alternative/sec/13f/universe/20240214.csv", StringComparison.Ordinal), + $"Unexpected source '{source.Source}'"); + } + + [Test] + public void ClassificationMatchesTheSpec() + { + var instance = new SEC13FUniverse(); + + Assert.IsTrue(instance.IsSparseData()); + Assert.AreEqual(Resolution.Daily, instance.DefaultResolution()); + Assert.AreEqual(1, instance.SupportedResolutions().Count); + Assert.AreEqual(Resolution.Daily, instance.SupportedResolutions()[0]); + Assert.AreEqual(TimeZones.NewYork, instance.DataTimeZone()); + } + + [Test] + public void ToStringIsNotEmpty() + { + Assert.IsFalse(string.IsNullOrWhiteSpace(Read(TwoQuarterLine).ToString())); + } + + [Test] + public void EveryProcessedUniverseRowParses() + { + var directory = SEC13FTestPaths.UniverseDirectory; + if (directory == null || !Directory.Exists(directory)) + { + Assert.Ignore($"No processed universe output at {SEC13FTestPaths.Describe(directory)}"); + } + + var files = Directory.GetFiles(directory, "*.csv", SearchOption.TopDirectoryOnly); + if (files.Length == 0) + { + Assert.Ignore($"No universe files in {directory}"); + } + + // The quarter count is the third column of a universe line, after identifier and ticker. + SEC13FTestPaths.RequirePackedLayout(files, 2); + + var instance = new SEC13FUniverse(); + var config = Config(); + var rows = 0; + var quarters = 0; + + foreach (var file in files) + { + var name = Path.GetFileNameWithoutExtension(file); + Assert.IsTrue( + DateTime.TryParseExact(name, "yyyyMMdd", CultureInfo.InvariantCulture, DateTimeStyles.None, out var date), + $"Universe file '{name}' is not named yyyyMMdd"); + + var securities = new HashSet(); + + foreach (var line in File.ReadLines(file)) + { + if (string.IsNullOrWhiteSpace(line)) + { + continue; + } + + var point = instance.Reader(config, line, date, false) as SEC13F; + + Assert.IsNotNull(point, $"{name}: '{line}' did not parse"); + Assert.AreEqual(date, point.Time, $"{name}: Time is not the file date"); + Assert.AreEqual(date.Add(SEC13F.ReleaseTimeOfDay), point.EndTime, + $"{name}: EndTime is not the release time"); + Assert.IsNotEmpty(point.Holdings, $"{name}: a security carrying no quarter"); + Assert.LessOrEqual(point.Holdings.Count, 2, + $"{name}: {point.Symbol.Value} carries more than the two live quarters"); + Assert.AreEqual(point.MostReported.HoldingValue ?? 0m, point.Value, + $"{name}: Value does not mirror the most reported quarter"); + + // One record per security is the whole point of packing the quarters together: + // a second line for the same name would quietly replace the first. + Assert.IsTrue(securities.Add(point.Symbol), $"{name}: {point.Symbol.Value} appears twice"); + + var period = DateTime.MinValue; + foreach (var holding in point.Holdings) + { + Assert.LessOrEqual(holding.PeriodEnd, date, $"{name}: a quarter ends after the release date"); + Assert.Greater(holding.PeriodEnd, period, $"{name}: {point.Symbol.Value} quarters out of order"); + period = holding.PeriodEnd; + quarters++; + } + + rows++; + } + } + + TestContext.Progress.WriteLine($"13f universe: {files.Length} files, {rows} securities, {quarters} quarters"); + Assert.Greater(rows, 0); + } + } +} diff --git a/tests/SECTests.cs b/tests/SECTests.cs index 6f93ce5..c647d6a 100644 --- a/tests/SECTests.cs +++ b/tests/SECTests.cs @@ -19,7 +19,6 @@ using System.IO; using System.Linq; using ProtoBuf; -using ProtoBuf.Meta; using Newtonsoft.Json; using NUnit.Framework; using QuantConnect.Data; @@ -47,7 +46,9 @@ public void ProtobufRoundTrip() var expected = CreateNewInstance(); var type = expected.GetType(); - RuntimeTypeModel.Default[typeof(BaseData)].AddSubType(2000, type); + // The sub type is registered once for the whole assembly, in ProtobufSubTypes: the + // model freezes as soon as anything is serialized, so a registration here would throw + // for whichever round trip test did not run first. using (var stream = new MemoryStream()) { diff --git a/tests/Tests.csproj b/tests/Tests.csproj index bc206e3..6b8232f 100644 --- a/tests/Tests.csproj +++ b/tests/Tests.csproj @@ -11,10 +11,10 @@ - - - - + + + + PreserveNewest