We have developed a feature to import an NPORT-P filing directly into a spreadsheet. Form NPORT-P is a quarter filing that registered management investment companies file for each fund. It has three parts. Part A contains general information about the about the registrant. Part B contains data about the fund, including asset and liabilities. There is a Part C section for each holding in the fund that contain information about the security, the amount held, and more. The form is fully explained here.
moreSome filings are due periodically. Others are filed following an event. We examine the frequency of SEC filings over the last four years. The plots above show the number of filings by date for the last four years. For clarity, the x-axis is the Julian date (i.e., February 1 is day 32). Similarly, the days with no filings (most weekends and holidays) are not plotted. The days when the plot appears to touch the origin are weekends/holidays with a few (not zero) filings. The peak each year is in the middle of February. There is an overall cycle that is shown year to year.
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