North Star Investment Management Corp.
SEC Form 13F institutional filer · CIK 0001342857
13F-HR · 469 reported holdings · 2026-03-31
Reported long-US-equity value
$1.06B
Top-10 concentration
49.2%
North Star Investment Management Corp. — $1.06B AUM allocation strategy
North Star Investment Management Corp. files SEC Form 13F and reports $1.06B of long US equity value across 469 reported holdings for 2026-03-31.
Its largest sector bet is Financials 19.5%, followed by Information Technology 10.3% and Health Care 2.9%.
The top 10 holdings account for 49% 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.
North Star Investment Management Corp. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$1.06B
total across 469 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
49% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$USB +395K sh · +$961K+$SCHW +170K sh · +$5.53M+$VOO +75.2K sh · +$4.13M
Biggest trims (shares)
−$XLF −99.2K sh · −$5.85M−$GIS −26.9K sh · −$1.57M−$BLK −16.7K sh · −$7.2M
Exited to nil (held last quarter, gone now)
$APA ($7.85K last qtr)$CTSH ($3.9K last qtr)$FSLR ($3.4K last qtr)$EXE ($3.31K last qtr)$PKG ($3.17K 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)
- Diversified Banks7.3%—
- Asset Management & Custody Banks7.3%—
- Technology Hardware, Storage & Peripherals5.6%—
- Financial Exchanges & Data4.8%—
- Systems Software3.4%—
- Interactive Media & Services1.8%—
- Biotechnology1.6%—
- Pharmaceuticals1.3%—
- Other holdings66.9%—
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 |
|---|---|---|---|---|---|
| $JPM | JP Morgan Chase & Co | 264K | $77.7M | -776 | 7.3% |
| $AAPL | Apple Inc | 235K | $59.6M | -2.91K | 5.6% |
| $BLK | BlackRock Inc | 515K | $57.8M | -16.7K | 5.5% |
| $SPGI | S&P Global Inc | 265K | $50.5M | +65K | 4.8% |
| $MSFT | Microsoft Corporation | 96.5K | $35.7M | +827 | 3.4% |
| $BX | Blackstone Inc | 176K | $19.7M | +13.7K | 1.9% |
…and 463 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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