Institutional ownership 13F form downloads from SEC and Bloomberg

Hi,

I work with fund-of-funds, and want to automate how we get our 13F (the SEC form which funds have to file stating their long holdings in US Equity related securities) data.

I have looked into writing a macro to get the data from the SEC and from Bloomberg

Regarding Bloomberg:

1. I want to download the entire list of securities that a given fund is holding, rather than the institutional owners of given securities. In the terminal this is done via FLNG or PHDC or looking at the information for a given fund (which usually have tickers like H12345-1). But I have not managed to get this done automatically in Excel. I have done everything I could think of with the BB Excel add-in, and the Bloomberg helpdesk simply says that what I want to do is not possible. Any ideas?

Regarding the SEC:

1. I saw that one can access the data via FTP or via the Public Dissemination Service. I understand that the latter is paid but might be faster and easier to work with. Can anybody comment on which option is best?

2. Does anybody have any good macros for getting the FTP data and cleaning up the txt files for this kind of thing?

Cheers,

Alan

I'm developing a 13F downloader for Edgar and am working now on parsing - the filings are inconsistent - but I have been able to access and download the data. Let me know if you need some help.

Originally Posted by bertbeck

I'm developing a 13F downloader for Edgar and am working now on parsing - the filings are inconsistent - but I have been able to access and download the data. Let me know if you need some help.

Sounds good!
Is this vba or something else?
Perhaps we could colaborate? Let me know
Cheers

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alammiman, have you been able to get this process to work? I've been asked to compile this data for our historical hedge fund positions and am not sure what the best way to do this is. I've read Python and more specifically Beautiful Soup should work well for this but I'm more familiar with VBA at this point.