SEC Rule 13f-2 requires institutional investment managers to report short position data to the SEC on a monthly basis on Form SHO if either of two thresholds (Threshold A and Threshold B) is met.
Managers reporting using form SHO must complete two tables: Table 1 requires information such as the issuer’s identity, the type of security shorted, the number of shares representing the manager’s gross short position, and the corresponding dollar value. Table 2 requires information on daily activity affecting these positions, including net changes in short positions due to various activities like short sales, option trades, and purchase or sale of shares.
ICE’s Rule 13f-2 Service provides essential data on portfolio securities to assist investment managers in:
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determining whether Threshold A or Threshold B have been met;
Threshold A:
- EDGAR Data to identify securities registered under Section 12 or Section 15(d) of the Exchange Act
- Market data to identify issuer shares outstanding
Threshold B – applicable to issuers not subject to regular SEC reporting requirements:
- Foreign private issuer indicator to identify Threshold B securities
- Indication of missing or late registration status
- completing a Form SHO filing, if necessary.
Including entity reference data and security data across equities, rights, warrants and convertible bonds.
Specifications
Key Features
- Daily Delta Files, including total shares outstanding for an issuer
- Security level details integrated with issuer level identifiers required for reporting:
- Entity reference data, such as issuer official name, LEI, ultimate parent name, issuer and parent Central Index Key (CIK) codes
- Security data; title of class, CUSIP, ISIN, FIGI, Ticker symbol asset type
- Data included for all equity, rights, warrants. Convertibles may be added.
- Available for client requested master universe files
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