Q3 Asset Management
SEC Form 13F institutional filer · CIK 0001732543
13F-HR · 29 reported holdings · 2026-03-31
Reported long-US-equity value
$0.00B
Top-10 concentration
68.9%
Q3 Asset Management — $61.4K AUM allocation strategy
Q3 Asset Management files SEC Form 13F and reports $61.4K of long US equity value across 29 reported holdings for 2026-03-31.
Its largest sector bet is Financials 26.0%, followed by Information Technology 14.6% and Materials 11.9%.
The top 10 holdings account for 69% 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.
Q3 Asset Management — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$61.4K
total across 29 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
69% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPGI +11.8K sh · +$2K+$IVZ +3.02K sh · +$811+$PYPL +2.03K sh · +$16
Biggest trims (shares)
−$INTC −38.4K sh · −$871−$QQQM −33.7K sh · −$8.86K−$QQQ −17.6K sh · −$10.9K
Exited to nil (held last quarter, gone now)
$DIA ($10.1K last qtr)$QTOP ($4K last qtr)$CAT ($3.95K last qtr)$XLV ($3.81K last qtr)$FSLR ($3.49K 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)
- Investment Banking & Brokerage14.5%—
- Semiconductors7.4%—
- Asset Management & Custody Banks6.5%—
- Copper6.0%—
- Gold6.0%—
- Oil & Gas Refining & Marketing5.9%—
- Financial Exchanges & Data5.0%—
- Technology Hardware, Storage & Peripherals3.7%—
- Other holdings45.2%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $GS | Goldman Sachs Group Inc | 50.9K | $5.09K | — | 8.3% |
| $SCHW | Charles Schwab Corporation | 124K | $3.79K | — | 6.2% |
| $FCX | Freeport-McMoRan Inc | 62.5K | $3.65K | — | 5.9% |
| $NEM | Newmont Corporation | 34.1K | $3.65K | — | 5.9% |
| $PSX | Phillips 66 | 19.6K | $3.63K | — | 5.9% |
| $INTC | Intel Corporation | 80.1K | $3.51K | -38.4K | 5.7% |
…and 23 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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