If you didn't download it intentionally, do not open it . Archive files are common delivery methods for scripts that can write to remote processes.
Use a service like Hybrid Analysis or VirusTotal to see if the file has been flagged for suspicious behavior. If you didn't download it intentionally, do not open it
To provide a more specific story, could you clarify or what you were hoping it contained? 0000950103-15-005303.txt - SEC.gov If you didn't download it intentionally