13F Filings – Quick Notes

If your fund is still registered and filing a 13F HR or 13-F HR/A, here are a couple of quick notes on what is included/excluded:

  1. 13F is due 45 days after the end of each quarter
  2. Long positions only for 13F securities (a list of 13F securities can be found here – http://www.sec.gov/divisions/investment/13flists.htm )
  3. Long Call/Put positions need to be included with the value of the security (not the value of the underlying shares)
  4. Option positions on 13F securities only
  5. Exclude position with < 10,000 shares or < $200,000 in quarterly closing value
  6. No foreign shares or ADRs, unless foreign shares are a U.S. 13F listed company.
  7. If you have a long and short position in a 13F stock, report the long position.  Don’t net the long and short together.

The format for submitting to Edgar can be found here:  www.sec.gov/about/forms/form13f.pdf

Happy Filing.

About Seth Berlin

Seth Berlin is Principal at Performance Thinking & Technologies (PTT). PTT is a consulting firm that focuses on operations, reporting, and risk management for hedge funds and investors. Seth has many years in the investment industry from an investment analyst, operational, and technology management perspective. He can be reached at www.p-t-t.com or at info@p-t-t.com.
This entry was posted in Not Categorized. Bookmark the permalink.

One Response to 13F Filings – Quick Notes

  1. David S says:

    Hi, Question on options listing. Assuming 13F option with no ownership of any underlying equity shares. When you write above exclude positions with < 10,000 shares, do you mean 10,000 contracts?

    Also, when listing the “shares or PRN” value on the 13F is that the number of contracts or contracts x 100? Also, when listing market value for options, is it purely the MV of the options or contracts * 100 * underlying price of equity?


Leave a Reply

This site uses Akismet to reduce spam. Learn how your comment data is processed.