Katelynn's Report

Katelynn's Report

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13F Holding

13F holding monitors the institutional ownership of securities reported on 13F filing (check here for more readings). The dataportal provides holding information dating back to 2013 reported by investment companies (IVCs). Five tables (form13fqtrs, form13fchgs, form13fhldqtls, form13frealtimes, ivcranks) with different levels of granularity are available to provide comprehensive coverage on both longitudinal and latitudinal institutional holding information.

form13fqtrs: Quarterly holding

The quarterly holding contains at per security level the most up-to-date IVC holding shares and values. For duplicated/amendment filing, the records from the latest filing are used. Katelynn's Report use advanced Financial Natural Language Processing (FNLP) system and per-share price history database to accurately identify securities (4%~5% error rate in the original filings, based on longitudinal comparison research) in each 13F report and calibrate corresponding holding values (3%~4% error rate in the original filings). The table is constructed as shown below.

CREATE TABLE `form13fqtrs` (
`id` int(11) NOT NULL AUTO_INCREMENT,
`gstidsec` varchar(20) COLLATE utf8_unicode_ci NOT NULL,
`period` date NOT NULL,
`rcik` bigint(20) NOT NULL,
`ivcname` varchar(300) COLLATE utf8_unicode_ci DEFAULT NULL,
`shamount` bigint(20) DEFAULT NULL,
`shvalue` bigint(20) DEFAULT NULL,
PRIMARY KEY (`id`),
UNIQUE KEY `index_form13fqtrs_on_gstidsec_and_period_and_rcik` (`gstidsec`,`period`,`rcik`),
KEY `index_form13fqtrs_on_period` (`period`),
KEY `index_form13fqtrs_on_rcik_and_period` (`rcik`,`period`),
KEY `index_form13fqtrs_on_gstidsec` (`gstidsec`),
KEY `index_form13fqtrs_on_rcik` (`rcik`)
) ENGINE=InnoDB AUTO_INCREMENT=107626274 DEFAULT CHARSET=utf8 COLLATE=utf8_unicode_ci ROW_FORMAT=COMPRESSED

Field definition

gstidsec: Security identification code. See gstidanno for details.

period: The reporting period of 13F filing. There are four periods each year (Mar 31st, Jun 30th, Sep 30th, Dec 31st).

rcik: The central index key of reporting IVC.

ivcname: Full name of the reporting IVC.

shamount: The reported holding share amount.

shvalue: The calibrated holding value in 1000 dollars.


form13fchgs: Holding change

form13fchgs provides the changes in holding share amount and value compared with the closest previous period of report. The table is constructed as shown below

CREATE TABLE `form13fchgs` (
`id` int(11) NOT NULL AUTO_INCREMENT,
`fdate` date NOT NULL,
`gstidsec` varchar(20) COLLATE utf8_unicode_ci NOT NULL,
`gstidcpn` varchar(20) COLLATE utf8_unicode_ci NOT NULL,
`rcik` bigint(20) NOT NULL,
`ivcname` varchar(300) COLLATE utf8_unicode_ci DEFAULT NULL,
`periodold` date DEFAULT NULL,
`shvalueold` int(11) DEFAULT NULL,
`shamountold` int(11) DEFAULT NULL,
`periodnew` date NOT NULL,
`shvaluenew` int(11) DEFAULT NULL,
`shamountnew` int(11) DEFAULT NULL,
`portpct` decimal(17,7) DEFAULT NULL,
PRIMARY KEY (`id`,`fdate`),
UNIQUE KEY `index_uniq_form13fchgs` (`fdate`,`gstidsec`,`gstidcpn`,`rcik`,`periodold`,`periodnew`),
KEY `index_form13fchgs_on_fdate` (`fdate`),
KEY `index_form13fchgs_on_gstidsec` (`gstidsec`),
KEY `index_form13fchgs_on_gstidcpn` (`gstidcpn`),
KEY `index_form13fchgs_on_rcik` (`rcik`)
) ENGINE=InnoDB AUTO_INCREMENT=55907704 DEFAULT CHARSET=utf8 COLLATE=utf8_unicode_ci
/*!50100 PARTITION BY RANGE (year(fdate))
(PARTITION p2020 VALUES LESS THAN (2021) ENGINE = InnoDB,
PARTITION p2021 VALUES LESS THAN (2022) ENGINE = InnoDB,
PARTITION p2022 VALUES LESS THAN (2023) ENGINE = InnoDB,
PARTITION p2023 VALUES LESS THAN (2024) ENGINE = InnoDB,
PARTITION p2024 VALUES LESS THAN (2025) ENGINE = InnoDB,
PARTITION p2025 VALUES LESS THAN (2026) ENGINE = InnoDB,
PARTITION p2026 VALUES LESS THAN (2027) ENGINE = InnoDB,
PARTITION p2027 VALUES LESS THAN (2028) ENGINE = InnoDB,
PARTITION p2028 VALUES LESS THAN (2029) ENGINE = InnoDB,
PARTITION p2029 VALUES LESS THAN (2030) ENGINE = InnoDB,
PARTITION p2030 VALUES LESS THAN (2031) ENGINE = InnoDB) */

Field definition

fdate: The filing date of 13F report.

gstidsec: Security identification code. See gstidanno for details.

gstidcpn: Security issuer identification code. See gstidanno for details.

rcik: The central index key of reporting IVC.

ivcname: Name of reporting IVC.

periodold: The closest previous period of report. NULL if it is a new holding.

shvalueold: The calibrated holding value in 1000 dollars, of periodold.

shamountold: The holding share amount of periodold.

periodnew: The current period of report.

shvalueold: The calibrated holding value in 1000 dollars, of periodnew.

shamountold: The holding share amount of periodnew.

portpct: The current holding value relative to portfolio total value of the IVC.


form13fhldqtls: Holding quantile

form13fhldqtls table provides at per security level the ratio of IVC holding relative to shares outstanding (in corresponding reporting period), as well as the quantile ranking of the ratio relative to industry peers, sector peers, and the whole market. The table is constructed as shown below.

CREATE TABLE `form13fhldqtls` (
`id` int(11) NOT NULL AUTO_INCREMENT,
`recdate` date DEFAULT NULL,
`gstidsec` varchar(20) COLLATE utf8_unicode_ci NOT NULL,
`symbol` varchar(30) COLLATE utf8_unicode_ci NOT NULL,
`shamount` bigint(20) DEFAULT NULL,
`shares_outstanding` decimal(17,7) DEFAULT NULL,
`hldpct` decimal(5,2) DEFAULT NULL,
`hld_idsqt` decimal(3,2) DEFAULT NULL,
`hld_secqt` decimal(3,2) DEFAULT NULL,
`hld_allqt` decimal(3,2) DEFAULT NULL,
PRIMARY KEY (`id`),
UNIQUE KEY `index_form13fhldqtls_on_gstidsec_and_recdate` (`gstidsec`,`recdate`),
KEY `index_form13fhldqtls_on_recdate` (`recdate`),
KEY `index_form13fhldqtls_on_gstidsec` (`gstidsec`),
KEY `index_form13fhldqtls_on_symbol` (`symbol`)
) ENGINE=InnoDB AUTO_INCREMENT=10175739 DEFAULT CHARSET=utf8 COLLATE=utf8_unicode_ci

Field definition

recdate: The recording date. The closest holding information (on or before the recording date) is used to generate the record. The holding percentage and quantile rankings are updated weekly.

gstidsec: Security identification code. See gstidanno for details.

symbol: The trading symbol of the corresponding security.

shamount: The amount of shares held by IVC.

shares_outstanding: The shares outstanding of corresponding security on the recording date.

hldpct: Ratio of shamount to shares_oustanding.

hld_idsqt: The quantile ranking [0~1] of hldpct in corresponding industry.

hld_secqt: The quantile ranking of hldpct in corresponding sector.

hld_allqt: The quantile ranking of hldpct on the whole market.


form13frealtimes: Projected real time holding

The projected real time holding provides at per security level a snapshot of the IVC holding at certain point of time, in consideration of the time lag, absence, or confidential treatment of 13F holding report on certain security by different IVCs. The table is constructed as shown below.

CREATE TABLE `form13frealtimes` (
`id` int(11) NOT NULL AUTO_INCREMENT,
`gstidsec` varchar(20) COLLATE utf8_unicode_ci NOT NULL,
`fdate` date NOT NULL,
`period` date NOT NULL,
`rcik` bigint(20) NOT NULL,
`shamount` bigint(20) DEFAULT NULL,
`shvalue` bigint(20) DEFAULT NULL,
PRIMARY KEY (`id`,`fdate`),
UNIQUE KEY `index_form13frealtimes_on_gstidsec_and_fdate_and_period_and_rcik` (`gstidsec`,`fdate`,`period`,`rcik`),
KEY `index_form13frealtimes_on_gstidsec` (`gstidsec`),
KEY `index_form13frealtimes_on_fdate` (`fdate`),
KEY `index_form13frealtimes_on_period` (`period`),
KEY `index_form13frealtimes_on_rcik` (`rcik`),
KEY `index_form13frealtimes_on_gstidsec_and_fdate` (`gstidsec`,`fdate`),
KEY `index_form13frealtimes_on_rcik_and_fdate` (`rcik`,`fdate`)
) ENGINE=InnoDB AUTO_INCREMENT=702604255 DEFAULT CHARSET=utf8 COLLATE=utf8_unicode_ci
/*!50100 PARTITION BY RANGE (YEAR(fdate))
(PARTITION p2023 VALUES LESS THAN (2024) ENGINE = InnoDB,
PARTITION p2024 VALUES LESS THAN (2025) ENGINE = InnoDB,
PARTITION p2025 VALUES LESS THAN (2026) ENGINE = InnoDB,
PARTITION p2026 VALUES LESS THAN (2027) ENGINE = InnoDB,
PARTITION p2027 VALUES LESS THAN (2028) ENGINE = InnoDB,
PARTITION p2028 VALUES LESS THAN (2029) ENGINE = InnoDB,
PARTITION p2029 VALUES LESS THAN (2030) ENGINE = InnoDB,
PARTITION p2030 VALUES LESS THAN (2031) ENGINE = InnoDB,
PARTITION p2031 VALUES LESS THAN (2032) ENGINE = InnoDB,
PARTITION p2032 VALUES LESS THAN (2033) ENGINE = InnoDB,
PARTITION p2033 VALUES LESS THAN (2034) ENGINE = InnoDB,
PARTITION p2034 VALUES LESS THAN (2035) ENGINE = InnoDB,
PARTITION p2035 VALUES LESS THAN (2036) ENGINE = InnoDB,
PARTITION p2036 VALUES LESS THAN (2037) ENGINE = InnoDB,
PARTITION p2037 VALUES LESS THAN (2038) ENGINE = InnoDB) */

Field definition

gstidsec: Same as the gstidsec field in form13fqtrs table.

fdate: The snapshot date.

period: The closest period of report, before fdate, of IVC holding on the security.

rcik: The central index key of reporting IVC.

shamount: The reported holding share amount.

shvalue: The calibrated holding value in 1000 dollars.


ivcranks: IVC trading rank

IVC trading rank table contains summary statistics of the changes (compared with three or six months ago) in the ratio of IVC holding amount to shares outstanding, as well as the industry, sector, and market quantile of corresponding holding change. The information can be used to quick sort out the mostly acquired/disposed securities by IVCs. The table is updated weekly.

CREATE TABLE `ivcranks` (
`id` int(11) NOT NULL AUTO_INCREMENT,
`symbol` varchar(20) COLLATE utf8_unicode_ci NOT NULL,
`companyname` varchar(255) COLLATE utf8_unicode_ci DEFAULT NULL,
`idscode` varchar(255) COLLATE utf8_unicode_ci NOT NULL,
`seccode` varchar(255) COLLATE utf8_unicode_ci NOT NULL,
`monthback` int(11) NOT NULL,
`gstidsec` varchar(50) COLLATE utf8_unicode_ci NOT NULL,
`shamountnew` bigint(20) NOT NULL,
`hldpctnew` decimal(5,2) NOT NULL,
`shamountold` bigint(20) NOT NULL,
`hldpctold` decimal(5,2) NOT NULL,
`hldchg` decimal(5,2) NOT NULL,
`hldchg_allqt` decimal(5,2) NOT NULL,
`hldchg_secqt` decimal(5,2) NOT NULL,
`hldchg_idsqt` decimal(5,2) NOT NULL,
`sonew` decimal(17,7) NOT NULL,
`soold` decimal(17,7) NOT NULL,
PRIMARY KEY (`id`),
UNIQUE KEY `index_ivcranks_on_monthback_and_gstidsec` (`monthback`,`gstidsec`),
KEY `index_ivcranks_on_symbol` (`symbol`),
KEY `index_ivcranks_on_gstidsec` (`gstidsec`),
KEY `index_ivcranks_on_idscode` (`idscode`),
KEY `index_ivcranks_on_seccode` (`seccode`),
KEY `index_ivcranks_on_monthback` (`monthback`)
) ENGINE=InnoDB AUTO_INCREMENT=5491568 DEFAULT CHARSET=utf8 COLLATE=utf8_unicode_ci

Field definition

symbol: The symbol for the specific class of security filed in the form.

companyname: Name of the security issuer.

idscode: Internal industry classification code (map to industry name).

seccode: Internal sector classification code (map to sector name).

monthback: Trace back time in month. Possible values are "3" or "6".

gstidsec: Security identification code. See gstidanno for details.

shamountnew: The latest IVC holding share amount.

hldpctnew: The latest ratio of IVC holding to shares outstanding.

shamountold: The previous IVC holding share amount.

hldpctold: The previous ratio of IVC holding to shares outstanding.

hldchg: Difference between hldpctnew and hldpctold.

hldchg_idsqt: Industry quantile [0~1] of the holding percentage change.

hldchg_secqt: Sector quantile [0~1] of the holding percentage change.

hldchg_allqt: Market quantile [0~1] of the holding percentage change.

sonew: The most recently reported shares outstanding (Million) in XBRL filing.

soold: The previously reported shares outstanding (Million) in XBRL filing.