sec-edgar-toolkit/dist/types/institutional-holdings.d.ts

Open source toolkit to facilitate working with the SEC EDGAR database

/**
 * Type definitions for 13F institutional holdings parsing
 */
export interface Holding {
    nameOfIssuer: string;
    titleOfClass: string;
    cusip: string;
    value: number;
    sharesOrPrincipalAmount: {
        shares: number;
        principal: number;
        type: 'SH' | 'PRN';
    };
    putCall: 'Put' | 'Call' | null;
    investmentDiscretion: 'SOLE' | 'SHARED' | 'NONE';
    managerClass: string;
    votingAuthority: {
        sole: number;
        shared: number;
        none: number;
    };
}
export interface PortfolioSummary {
    totalValue: number;
    totalPositions: number;
    topSectorAllocation: string;
    concentrationRatio: number;
    averagePositionSize: number;
}
export interface Position {
    holding: Holding;
    portfolioWeight: number;
    rank: number;
}
export interface SectorAllocation {
    sector: string;
    value: number;
    percentage: number;
    numberOfHoldings: number;
}
export interface HoldingComparison {
    holding: string;
    cusip: string;
    previousValue: number;
    currentValue: number;
    changeInValue: number;
    changeInShares: number;
    action: 'NEW' | 'SOLD_OUT' | 'INCREASED' | 'DECREASED' | 'NO_CHANGE';
}
export interface ParsedInstitutionalHolding {
    formType: string;
    filingDate: Date;
    periodOfReport: Date;
    cik: string;
    managerName: string;
    holdings: Holding[];
    portfolioSummary: PortfolioSummary;
    sectorAllocations: SectorAllocation[];
}
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