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XBRL financials/13F holdings/N-MFP yields/Insider Forms 4/Full text 2001–present
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For: Corporate treasury·Treasury · 5 issuers
SP-1
“I need an extremely detailed comparison of the allocation of investments — not just short and long term, but several layers deep: how much in MMFs, stocks, cash, and types of fixed income — between the major tech companies.”
Cash & investment portfolio composition by instrument type, % of portfolio, latest 10-K
Each bar sums to 100% of that company's own disclosed cash+investments total. Source: 10-K fair-value notes.
Amazon runs the most credit-concentrated portfolio of the five — corporate debt is 55.2% of its total (10-K FY2025, accn 0001018724-26-000004). Meta is the liquidity outlier: the highest money-market-fund share and zero mortgage- or asset-backed paper.
28 EDGAR pulls · 5 fair-value footnotes parsed · Excel + PDF rendered
“Compare the complete capital structure of Apple, Microsoft, Alphabet, Amazon, Meta and Nvidia — maturity ladders, fixed vs floating, leases, buyback capacity — then rank their balance-sheet resilience if rates rise 200bp.”
Debt maturity ladder, $B, by forward year (excl. Nvidia — different disclosure format)
Apple/Meta ladders from latest 10-Qs; Microsoft/Alphabet/Amazon from FY2025-26 10-Ks. Nvidia discloses banded buckets on only $8.47B of debt.
Alphabet is the most resilient of the six to a +200bp shock; Amazon the most exposed — the most debt, the weakest coverage, and a lease book bigger than its bonds. Apple's $12.6B of term debt is swapped toward floating via hedges (10-K, accn 0000320193-25-000079).
61 EDGAR pulls · 16 filings read · 6 issuers ranked with reasons
“You're placing $500M of overnight corporate cash. Across the largest government money market funds, compare 7-day yields, the fee drag between gross and net yield, WAM and WAL positioning, and month-over-month asset swings — then shortlist the two funds that best balance yield, stability and scale, with the N-MFP evidence.”
Class AUM, $B, Aug 2025 – Jul 2026
Class-level AUM from 12 monthly N-MFP filings per fund; FGTXX institutional share class only.
Shortlist: VMFXX + SPAXX. FGTXX's yield is competitive — it's excluded for the sawtooth in this chart: tens of billions in single-month swings against the other two funds' smooth paths. On $500M, VMFXX's fee edge over SPAXX is worth ~$1.55M/year (N-MFP accn 0001410368-26-078482).
36 monthly N-MFP filings parsed · Yield, fee and WAM/WAL panels · A two-fund shortlist with reasons
“Across Berkshire, Vanguard and BlackRock 13Fs: who is most concentrated in the Magnificent 7, how did each position change over two quarters — and what do the biggest overweights hold in their own portfolios?”
Magnificent 7 as % of total 13F portfolio value, prior vs latest quarter
Berkshire and BlackRock through 2026-06-30; Vanguard's latest filed 13F (2025-12-31) lags by two quarters — flagged, not hidden.
Berkshire is by far the most Mag 7-concentrated — 34.6% of its 13F book — driven by a +341% Alphabet Class A build over two quarters (17,846,142 → 78,791,167 shares) while its Apple stake sat dead flat at 227,917,808 shares (accn 0001193125-26-352200).
“Screen the last 12 months of Form 4 filings across the Magnificent 7: separate real open-market selling from tax-withholding noise, rank the named executives by net dollars sold, and set it against each company's own buyback pace — where are insiders net sellers while the company itself is buying?”
Net open-market stock sales by named executive, $M (trailing Form 4 filings through Aug 2026)
Top sellers; open-market sales (code S) only — tax withholding (F), option exercises (M), grants and gifts excluded. *Kress (NVDA) is a partial sum; her true total is higher.
One name dominates: Jeff Bezos's single $346.5M open-market sale on 2026-08-03 (Form 4, accn 0001018724-26-000028) exceeds all other named Mag 7 executives combined — while Amazon itself has repurchased $0 of stock since Q1 2023 (10-K, accn 0001018724-25-000004). Tesla has no buyback program offsetting its insiders at all.
~420 Forms 3/4/5 parsed · Transaction codes decoded (S vs F/M/A/G) · Coverage windows disclosed per issuer
“Reconstruct the AI capex supercycle from the filings: for Nvidia, Microsoft, Alphabet, Amazon and Meta, chart capex and capex as a share of operating cash flow over the last 8 fiscal years, identify the inflection year for each, and from the latest 10-K commitments notes total the contracted obligations that have not yet hit the balance sheet.”
Capex as a share of operating cash flow, %, FY2018–FY2026
Capex ÷ GAAP operating cash flow per fiscal year. Amazon exceeds 100% in FY2021–22: capex outran that year's operating cash.
Combined capex went from ~$77B (FY2018) to ~$415B; four of five inflect in FY2024–25 — Nvidia stays small because it's the supplier being paid, not a buyer. Microsoft is the standout reinvestor: no down-year since FY2020, reaching 63.4% of operating cash flow in FY2026 (10-K, accn 0001193125-26-323660). Two false starts flagged: Amazon's FY2020 logistics ramp, Meta's FY2022 metaverse spend.
45 fiscal-year series pulled · Inflection years computed per issuer · Off-balance-sheet commitments from the notes
For: Forensic & short research·8-K Item 4.02 · full-text sweep
SP-7
“Run a forensic screen: search EDGAR full text for 8-K Item 4.02 non-reliance disclosures filed in the last 18 months by companies over $1B market cap. For the most significant, tell me what was misstated, which periods were restated, quote the filing language verbatim, and check whether the CFO left within six months. What early-warning patterns repeat?”
Calumet (CLMT): net cash used in operating activities, originally reported vs restated, $M
Source: Calumet 8-K, Item 4.02, accn 0002013745-25-000015. Misclassification between operating and financing activities; no impact on revenue, net income, or cash.
The sweep returned ~20 Item 4.02 filers; float-checking every one left a single company over $1B — Calumet (8-K accn 0002013745-25-000015), an $81M operating-vs-financing misclassification quoted verbatim, CFO still in seat. The scarcity is itself the finding: the answer refused to pad one case into three.
Full-text sweep of 18 months of 8-Ks · ~20 candidates float-verified · Verbatim filing quotes + CFO tenure check
For: Bank risk & financials analysts·Bank 10-Ks · rate-risk benchmark
SP-8
“Benchmark interest-rate risk disclosure across JPMorgan, Bank of America, Wells Fargo, Citigroup and Goldman Sachs latest 10-Ks: compare each bank's disclosed NII sensitivity to ±100bp parallel shocks, the unrealized loss position on held-to-maturity securities versus tangible common equity, and uninsured deposit share where disclosed. Rank who is most exposed to a rate spike, show the math, and flag which banks disclose least.”
Held-to-maturity securities: net unrealized gain/(loss), $B (FY2025 10-Ks)
BAC: fair value $442.4B vs cost $522.7B. GS's net position is a gain. JPM's and Citi's HTM fair-value tables were not found in the retrieved text — flagged as a disclosure gap, not assumed small.
Bank of America carries the largest embedded loss by far: –$80.2B on HTM securities ≈ 39% of tangible common equity (10-K, accn 0000070858-26-000157). Citigroup runs the highest funding-flight risk at 79.1% uninsured deposits (accn 0000831001-26-000011) — and Wells Fargo's uninsured-deposit breakout is missing from its 10-K entirely, which the answer flags rather than fills in.
5 bank 10-Ks read (18 targeted passes) · NII shock, HTM and deposit panels · Disclosure gaps named, never guessed
“Reconstruct Broadcom's acquisition of VMware entirely from the filings: the final purchase consideration and its cash/stock split, the purchase price allocation (goodwill vs identified intangibles and their amortization lives), the debt raised to fund it and its maturity profile, and how leverage and interest expense changed from the last pre-close 10-K to the latest 10-K. Then assess from segment disclosures whether the software segment margins validate the deal price.”
Infrastructure Software segment: revenue vs. operating income, $B, FY2023–FY2025
Total consideration $86,290M — and the realized split was 61.9% stock, not the headline 50/50, once proration mechanics rolled up (8-K/A, accn 0001140361-24-006447). Goodwill took $54.2B (63%); amortization lives lengthened during the measurement period; the $30.4B floating term loans were fully retired and termed out fixed by FY2025.
12 filings read across 3 fiscal years · Final PPA vs preliminary 8-K/A compared · Financing traced draw → retirement