SEC 13F Position Deltas – Amendments & Evidence API

Turn official SEC Form 13F filings into deterministic quarter-over-quarter position changes. The Actor composes original 13F-HR filings with supported 13F-HR/A amendments, preserves the complete reported position key, and emits one dataset row per new, increased, decreased, exited, or unchanged position.

This is an independent Community Actor. It is not affiliated with or endorsed by the U.S. Securities and Exchange Commission.

What you get

• exact investment-manager resolution by CIK, plus exact unique name lookup;
• previous_quarter, previous_available, and explicit-accession comparisons;
• amendment-aware RESTATEMENT and NEW HOLDINGS snapshot composition;
• CUSIP, class, put/call, amount type, discretion, and other-manager references;
• amount- and value-deltas, optional voting authority, stable record IDs;
• direct SEC information-table URLs, accession manifests, and snapshot hashes;
• bounded partial errors in ERRORS and run metrics/cursor in SUMMARY.

No ticker is guessed from a CUSIP. Change direction is determined by reported share/principal amount, not by filing value. The output does not claim when or at what price a manager traded.

Input example

{
  "queries": [
    {
      "requestId": "berkshire-qoq",
      "identifierType": "managerCik",
      "identifier": "1067983"
    }
  ],
  "comparisonBasis": "previous_quarter",
  "deltaTypes": ["new", "increased", "decreased", "exited"],
  "includeVotingAuthority": true,
  "maxDeltas": 100,
  "outputMode": "full"
}

maxDeltas is both a hard result bound and the future pay-per-result ceiling. Use periodOfReport to pin the current calendar-quarter end. Use explicit_accessions only with manager-CIK queries and both accession fields.

Output unit

Every default-dataset item is one unique position delta between two complete, canonical manager-quarter snapshots. Matching queries merge into requestIds. The reserved apify-default-dataset-item PPE event is therefore exactly one result unit and is emitted by the same dataset push after Cloud pricing is configured.

The row includes:

• manager and comparison snapshot identity;
• full security position key, without inferred ticker;
• delta amounts, values, percentage, and direction;
• optional current voting authority;
• original SEC document URLs, retrieval time, and warnings.

Limits and data semantics

• 1–10 manager queries, 1–2,000 output deltas;
• at most 20 relevant filing records per manager/period;
• 10 MB per information table and 120 MB total SEC data per run;
• 10,000 raw positions per snapshot and 10 amendments across compared periods;
• 13F NOTICE and 13F COMBINATION REPORT are rejected as incomplete;
• official SEC HTTPS endpoints only, at most eight requests per second;
• no publisher-side filing database, permanent cache, or watchlist.

Form 13F is delayed, as-filed reporting and may contain filer errors. It does not reveal short positions or intraperiod trades. This Actor provides source normalization, not investment, legal, tax, or compliance advice.

Storage contract

• Default dataset: successful, chargeable position-delta rows only.
• Dataset rows use a closed JSON Schema at every object level; full requires both snapshot manifests, while compact omits both and voting authority remains independently optional.
• Default KVS SUMMARY: counts, limits, byte use, warnings, optional cursor.
• Default KVS ERRORS: bounded query/document errors; successful batch parts remain available.

Local development

Requires Python 3.13.

python3.13 -m venv .venv
.venv/bin/pip install -e '.[dev]'
source .venv/bin/activate
pytest
ruff check .
mypy src
apify run

See docs/implementation-spec.md, docs/test-plan.md, and docs/product/interface.md for the executable contract and release gates.