MARINO, STRAM & ASSOCIATES LLC
SEC Form 13F institutional filer · CIK 0001099762
13F-HR · 100 reported holdings · 2026-03-31
Reported long-US-equity value
$0.28B
Top-10 concentration
59.8%
MARINO, STRAM & ASSOCIATES LLC — $281M AUM allocation strategy
MARINO, STRAM & ASSOCIATES LLC files SEC Form 13F and reports $281M of long US equity value across 100 reported holdings for 2026-03-31.
Its largest sector bet is Financials 9.2%, followed by Information Technology 6.8% and Health Care 3.4%.
The top 10 holdings account for 60% of reported value — a conviction-weighted book concentrated in its best ideas. 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.
MARINO, STRAM & ASSOCIATES LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$281M
total across 100 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
60% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IYY +40K sh · +$1.78M+$IVV +10.1K sh · +$20.3K+$IVZ +2.06K sh · +$403K
Biggest trims (shares)
−$SCHW −3.71K sh · +$26.3K−$TROW −2.68K sh · −$144K−$VZ −1.71K sh · +$493K
Exited to nil (held last quarter, gone now)
$NOW ($276K last qtr)$UNH ($233K last qtr)$INTU ($233K last qtr)$ADP ($228K last qtr)$IBM ($200K 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)
- Asset Management & Custody Banks4.2%—
- Technology Hardware, Storage & Peripherals4.2%—
- Diversified Banks3.0%—
- Systems Software2.7%—
- Pharmaceuticals2.4%—
- Interactive Media & Services2.2%—
- Multi-Sector Holdings2.1%—
- Broadline Retail1.5%—
- Other holdings77.8%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 46.1K | $11.7M | -678 | 4.2% |
| $JPM | JP Morgan Chase & Co | 28.6K | $8.4M | +29 | 3.0% |
| $MSFT | Microsoft Corporation | 20K | $7.41M | +216 | 2.6% |
| $IVZ | Invesco Ltd | 35K | $6.04M | +2.06K | 2.1% |
| $BLK | BlackRock Inc | 26.3K | $5.8M | +714 | 2.1% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 12.1K | $5.78M | +60 | 2.1% |
| $AMZN | Amazon.com Inc | 20.3K | $4.23M | -286 | 1.5% |
…and 93 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
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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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