The goal of {tidysec} is to facilitate working with filings provided
by the American Securities and Exchange Commission. Currently the
package only supports 13F-filings. The package works with the quarterly
master file.
You can install the development version of {tidysec} from
Github with:
devtools::install_github("balthasars/tidysec")Use get_13f() for that purpose. This function returns the filings as a
tibble with a nested data frame column.
library(tidysec)
library(magrittr)
cik_blackrock <- "1364742"
br_2015 <- get_13f(cik = cik_blackrock, year = 2015, amendments = FALSE)
#> Searching SEC filings from 2015.
#> tidysec caches the SEC's master index files for the time period you've downloaded up to now at/Users/balthasarsager/.rcache/tidysec/ .
#> Run `forget_tidysec_cache()` to delete the master indices if you no longer need them.
#> Now parsing filings...
#> Searching SEC filings from 2015.
#> tidysec caches the SEC's master index files for the time period you've downloaded up to now at/Users/balthasarsager/.rcache/tidysec/ .
#> Run `forget_tidysec_cache()` to delete the master indices if you no longer need them.
#> 👍Those filings are ready now, hehe.
br_2015
#> # A tibble: 4 x 25
#> cik company_name form_type date_filed quarter link_to_filing filing
#> <chr> <chr> <chr> <dbl> <dbl> <chr> <list>
#> 1 13647… BlackRock In… 13F-HR 2015 1 https://www.sec.gov… <tibbl…
#> 2 13647… BlackRock In… 13F-HR 2015 2 https://www.sec.gov… <tibbl…
#> 3 13647… BlackRock In… 13F-HR 2015 3 https://www.sec.gov… <tibbl…
#> 4 13647… BlackRock In… 13F-HR 2015 4 https://www.sec.gov… <tibbl…
#> # … with 18 more variables: filing_number <chr>, submissionType <chr>,
#> # filingManager <chr>, reportType <chr>, periodOfReport <chr>,
#> # reportCalendarOrQuarter <chr>, form13FFileNumber <chr>,
#> # stateOrCountry <chr>, signatureDate <chr>, tableEntryTotal <chr>,
#> # tableValueTotal <chr>, otherIncludedManagersCount <chr>, coverPage <chr>,
#> # link_to_primary_doc <chr>, other_included_managers_name <list>,
#> # otherManagerForm13FFileNumber <list>,
#> # other_managers_reporting_for_this_manager_file_number <list>,
#> # other_managers_reporting_for_this_manager <list>To work with the filing(s), use tidyr::unnest():
br_2015 %>%
tidyr::unnest(filing)
#> # A tibble: 31,298 x 34
#> cik company_name form_type date_filed quarter link_to_filing issuer class
#> <chr> <chr> <chr> <dbl> <dbl> <chr> <chr> <chr>
#> 1 13647… BlackRock I… 13F-HR 2015 1 https://www.se… 1ST S… COM
#> 2 13647… BlackRock I… 13F-HR 2015 1 https://www.se… 21VIA… SPON…
#> 3 13647… BlackRock I… 13F-HR 2015 1 https://www.se… 3-D S… COM …
#> 4 13647… BlackRock I… 13F-HR 2015 1 https://www.se… 3-D S… COM …
#> 5 13647… BlackRock I… 13F-HR 2015 1 https://www.se… 3-D S… COM …
#> 6 13647… BlackRock I… 13F-HR 2015 1 https://www.se… 3M CO COM
#> 7 13647… BlackRock I… 13F-HR 2015 1 https://www.se… 3M CO COM
#> 8 13647… BlackRock I… 13F-HR 2015 1 https://www.se… 3M CO COM
#> 9 13647… BlackRock I… 13F-HR 2015 1 https://www.se… 3M CO COM
#> 10 13647… BlackRock I… 13F-HR 2015 1 https://www.se… 3M CO COM
#> # … with 31,288 more rows, and 26 more variables: cusip <chr>, value <dbl>,
#> # shrsorprnamt <dbl>, sshprnamttype <chr>, investment_discretion <chr>,
#> # voting_authority_sole <dbl>, voting_authority_shared <dbl>,
#> # voting_authority_none <dbl>, filing_number <chr>, submissionType <chr>,
#> # filingManager <chr>, reportType <chr>, periodOfReport <chr>,
#> # reportCalendarOrQuarter <chr>, form13FFileNumber <chr>,
#> # stateOrCountry <chr>, signatureDate <chr>, tableEntryTotal <chr>,
#> # tableValueTotal <chr>, otherIncludedManagersCount <chr>, coverPage <chr>,
#> # link_to_primary_doc <chr>, other_included_managers_name <list>,
#> # otherManagerForm13FFileNumber <list>,
#> # other_managers_reporting_for_this_manager_file_number <list>,
#> # other_managers_reporting_for_this_manager <list>Amendments to 13F filings (13F-HR/A) cannot be parsed yet. However, you
can still get the link to their .txt file by setting link_only = TRUE
and amendments = TRUE:
cik_blackrock <- "1364742"
get_13f(cik = cik_blackrock, year = 2015, link_only = TRUE, amendments = TRUE)
#> Searching SEC filings from 2015.
#> tidysec caches the SEC's master index files for the time period you've downloaded up to now at/Users/balthasarsager/.rcache/tidysec/ .
#> Run `forget_tidysec_cache()` to delete the master indices if you no longer need them.
#> # A tibble: 5 x 6
#> cik company_name form_type date_filed quarter link_to_filing
#> <chr> <chr> <chr> <dbl> <dbl> <chr>
#> 1 13647… BlackRock In… 13F-HR 2015 1 https://www.sec.gov/Archive…
#> 2 13647… BlackRock In… 13F-HR 2015 2 https://www.sec.gov/Archive…
#> 3 13647… BlackRock In… 13F-HR 2015 3 https://www.sec.gov/Archive…
#> 4 13647… BlackRock In… 13F-HR/A 2015 4 https://www.sec.gov/Archive…
#> 5 13647… BlackRock In… 13F-HR 2015 4 https://www.sec.gov/Archive…Let’s say you wanted a list of all of Credit Suisse AG’s 2020 company filings.
cik_credit_suisse <- "824468"
cs_2019 <- get_list_of_filings(
cik = cik_credit_suisse,
year = 2020,
filing_type = "all"
)
#> Searching SEC filings from 2020.
#> tidysec caches the SEC's master index files for the time period you've downloaded up to now at/Users/balthasarsager/.rcache/tidysec/ .
#> Run `forget_tidysec_cache()` to delete the master indices if you no longer need them.
cs_2019
#> # A tibble: 16 x 6
#> cik company_name form_type date_filed filename quarter
#> <chr> <chr> <chr> <dbl> <chr> <dbl>
#> 1 824468 CREDIT SUISSE … 13F-HR 2020 edgar/data/824468/000156… 1
#> 2 824468 CREDIT SUISSE … SC 13G/A 2020 edgar/data/824468/000156… 1
#> 3 824468 CREDIT SUISSE … SC 13G/A 2020 edgar/data/824468/000156… 1
#> 4 824468 CREDIT SUISSE … SC 13G/A 2020 edgar/data/824468/000156… 1
#> 5 824468 CREDIT SUISSE … SC 13G/A 2020 edgar/data/824468/000156… 1
#> 6 824468 CREDIT SUISSE … SC 13G/A 2020 edgar/data/824468/000156… 1
#> 7 824468 CREDIT SUISSE … SC 13G/A 2020 edgar/data/824468/000156… 1
#> 8 824468 CREDIT SUISSE … SC 13G/A 2020 edgar/data/824468/000156… 1
#> 9 824468 CREDIT SUISSE … SC 13G/A 2020 edgar/data/824468/000156… 1
#> 10 824468 CREDIT SUISSE … SC 13G/A 2020 edgar/data/824468/000156… 1
#> 11 824468 CREDIT SUISSE … SC 13G 2020 edgar/data/824468/000156… 1
#> 12 824468 CREDIT SUISSE … SC 13G 2020 edgar/data/824468/000156… 1
#> 13 824468 CREDIT SUISSE … SC 13G 2020 edgar/data/824468/000156… 1
#> 14 824468 CREDIT SUISSE … 13F-HR 2020 edgar/data/824468/000156… 2
#> 15 824468 CREDIT SUISSE … 13F-HR 2020 edgar/data/824468/000156… 3
#> 16 824468 CREDIT SUISSE … 13F-HR 2020 edgar/data/824468/000156… 4The following packages may also be helpful to you if you’re looking to work with anything else than 13F filings (I haven’t tested them though):
{finreportr}and/or{finstr}- for accessing financial statements of companies
{edgarWebR}- with an emphasis on finding various kinds of filings
{edgar}for a variety of functions
If you just want easy acess to filings, check out finance APIs that offer 13F filings: