Analyst IMS Investment Management Services Ltd.
SEC Form 13F institutional filer · CIK 0001634208
13F-HR · 103 reported holdings · 2026-03-31
Reported long-US-equity value
$0.00B
Top-10 concentration
87.9%
Analyst IMS Investment Management Services Ltd. — $2.74M AUM allocation strategy
Analyst IMS Investment Management Services Ltd. files SEC Form 13F and reports $2.74M of long US equity value across 103 reported holdings for 2026-03-31.
Its largest sector bet is Real Estate 3.9%, followed by Information Technology 2.5% and Financials 2.5%.
The top 10 holdings account for 88% 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.
Analyst IMS Investment Management Services Ltd. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$2.74M
total across 103 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
88% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$BLK +45.1K sh · +$19.1K+$QQQ +32.7K sh · −$46.1K+$XOM +16.4K sh · +$3.11K
Biggest trims (shares)
−$SPY −97K sh · −$93.5K−$VOO −49.1K sh · −$48.5K−$NVDA −30.1K sh · −$8.07K
Exited to nil (held last quarter, gone now)
$INTU ($2.11K last qtr)$DIS ($961 last qtr)$UBER ($402 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 Banks2.5%—
- Office REITs2.2%—
- Retail REITs1.6%—
- Interactive Media & Services1.4%—
- Semiconductors1.3%—
- Application Software0.7%—
- Systems Software0.6%—
- Broadline Retail0.6%—
- Other holdings89.2%—
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
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $BLK | BlackRock Inc | 202K | $66.2K | +45.1K | 2.4% |
| $SPG | Simon Property Group Inc | 243K | $45.3K | +67 | 1.7% |
| $ARE | Alexandria Real Estate Equities Inc | 916K | $42.5K | -12.8K | 1.6% |
| $NVDA | NVIDIA Corporation | 203K | $35.4K | -30.1K | 1.3% |
…and 99 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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