NISSAY ASSET MANAGEMENT CORP /JAPAN
SEC Form 13F institutional filer · CIK 0000869589
13F-HR · 453 reported holdings · 2026-03-31
Nissay Asset Management Corp /Japan is an asset manager.
Reported long-US-equity value
$17.31B
Top-10 concentration
38.8%
NISSAY ASSET MANAGEMENT CORP /JAPAN — $17.3B AUM allocation strategy
NISSAY ASSET MANAGEMENT CORP /JAPAN files SEC Form 13F and reports $17.3B of long US equity value across 453 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 17.0%, followed by Communication Services 6.2% and Consumer Discretionary 4.4%.
The top 10 holdings account for 39% of reported value — a broadly spread portfolio. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
NISSAY ASSET MANAGEMENT CORP /JAPAN — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$17.3B
total across 453 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
39% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$XLF +3.63M sh · +$145M+$WMT +395K sh · +$62.8M+$RSG +275K sh · +$60.7M
Biggest trims (shares)
−$XLV −411K sh · −$85.8M−$XLP −357K sh · −$22.5M−$APH −329K sh · −$51.6M
Exited to nil (held last quarter, gone now)
$SJM ($1.35M last qtr)$BAX ($1.26M last qtr)$BF.B ($737K last qtr)
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Semiconductors8.7%—
- Interactive Media & Services6.2%—
- Technology Hardware, Storage & Peripherals4.7%—
- Systems Software3.6%—
- Broadline Retail2.7%—
- Automobile Manufacturers1.7%—
- Other holdings72.4%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $NVDA | NVIDIA Corporation | 6.01M | $1.05B | +246K | 6.1% |
| $AAPL | Apple Inc | 3.24M | $821M | +79.7K | 4.7% |
| $MSFT | Microsoft Corporation | 1.67M | $618M | -70.1K | 3.6% |
| $AMZN | Amazon.com Inc | 2.28M | $474M | +269K | 2.7% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 1.65M | $473M | +98.3K | 2.7% |
| $AVGO | Broadcom Inc | 1.48M | $457M | +25.5K | 2.6% |
…and 447 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
← All 13F filers·← QuantOrb.pro
How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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