CONGRESS ASSET MANAGEMENT CO
SEC Form 13F institutional filer · CIK 0000897378
13F-HR · 159 reported holdings · 2026-03-31
Asset manager.
Reported long-US-equity value
$7.58B
Top-10 concentration
34.5%
CONGRESS ASSET MANAGEMENT CO — $7.58B AUM allocation strategy
CONGRESS ASSET MANAGEMENT CO files SEC Form 13F and reports $7.58B of long US equity value across 159 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 20.3%, followed by Industrials 9.0% and Communication Services 8.3%.
The top 10 holdings account for 35% 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.
CONGRESS ASSET MANAGEMENT CO — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$7.58B
total across 159 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
35% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IBKR +868K sh · +$58.5M+$TKO +181K sh · +$32.5M+$PLTR +123K sh · +$6.52M
Biggest trims (shares)
−$NFLX −1.15M sh · −$107M−$DELL −942K sh · −$113M−$PANW −541K sh · −$99.7M
Exited to nil (held last quarter, gone now)
$BRO ($46.3M last qtr)$TRMB ($10.7M last qtr)$WDAY ($8.73M last qtr)$ROK ($903K last qtr)$MTD ($303K 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)
- Semiconductors8.9%—
- Interactive Media & Services6.3%—
- Technology Hardware, Storage & Peripherals5.5%—
- Systems Software3.1%—
- Consumer Staples Merchandise Retail2.8%—
- Communications Equipment2.8%—
- Apparel Retail2.5%—
- Broadline Retail2.5%—
- Other holdings65.5%—
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
10 of 10 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $NVDA | NVIDIA Corporation | 2.51M | $438M | -27K | 5.8% |
| $AAPL | Apple Inc | 1.63M | $414M | -12.1K | 5.5% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 1.05M | $303M | -12K | 4.0% |
| $MSFT | Microsoft Corporation | 638K | $236M | -5K | 3.1% |
| $AVGO | Broadcom Inc | 758K | $235M | +26.4K | 3.1% |
| $COST | Costco Wholesale Corporation | 216K | $215M | -1.45K | 2.8% |
| $ANET | Arista Networks Inc | 1.73M | $213M | -25.4K | 2.8% |
| $TJX | TJX Companies Inc | 1.2M | $192M | -19K | 2.5% |
| $AMZN | Amazon.com Inc | 903K | $188M | -4.18K | 2.5% |
| $HWM | Howmet Aerospace Inc | 796K | $184M | -9.61K | 2.4% |
…and 149 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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