Adams Wealth Management
SEC Form 13F institutional filer · CIK 0001803084
13F-HR · 76 reported holdings · 2026-03-31
Reported long-US-equity value
$0.23B
Top-10 concentration
69.3%
Adams Wealth Management — $233M AUM allocation strategy
Adams Wealth Management files SEC Form 13F and reports $233M of long US equity value across 76 reported holdings for 2026-03-31.
Its largest sector bet is Financials 35.2%, followed by Information Technology 8.4% and Consumer Discretionary 4.3%.
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.
Adams Wealth Management — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$233M
total across 76 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
69% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$DDOG +6.61K sh · +$448K+$HPQ +5.72K sh · +$78.2K+$SCHW +4.26K sh · −$2.69M
Biggest trims (shares)
−$XLRE −9.5K sh · −$329K−$DVN −9.1K sh · +$562K−$IVV −5.67K sh · −$1.41M
Exited to nil (held last quarter, gone now)
$MPWR ($419K last qtr)$TTWO ($406K last qtr)$GEV ($368K last qtr)$HOOD ($302K last qtr)$LYV ($282K 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 & Brokerage25.4%—
- Asset Management & Custody Banks9.8%—
- Semiconductors4.3%—
- Oil & Gas Exploration & Production2.8%—
- Automobile Manufacturers2.8%—
- Systems Software2.8%—
- Interactive Media & Services1.5%—
- Broadline Retail1.4%—
- Other holdings49.1%—
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 |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 2.32M | $59.3M | +4.26K | 25.5% |
| $BLK | BlackRock Inc | 324K | $22.7M | -442 | 9.8% |
| $NVDA | NVIDIA Corporation | 38.9K | $6.79M | +691 | 2.9% |
| $MSFT | Microsoft Corporation | 17.6K | $6.53M | +3.74K | 2.8% |
…and 72 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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