StoneCrest Wealth Management, Inc.
SEC Form 13F institutional filer · CIK 0002008409
13F-HR · 33 reported holdings · 2026-03-31
Reported long-US-equity value
$0.12B
Top-10 concentration
79.8%
StoneCrest Wealth Management, Inc. — $121M AUM allocation strategy
StoneCrest Wealth Management, Inc. files SEC Form 13F and reports $121M of long US equity value across 33 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 24.8%, followed by Financials 23.0% and Communication Services 11.2%.
The top 10 holdings account for 80% 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.
StoneCrest Wealth Management, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$121M
total across 33 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
80% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$ORCL +15.1K sh · +$2.08M+$IVZ +4.68K sh · −$486K+$SPYM +321 sh · −$445K
Biggest trims (shares)
−$BLK −2.23K sh · −$527K−$NVDA −1.54K sh · −$1.24M−$CRM −1.38K sh · −$853K
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 Banks22.3%—
- Semiconductors14.9%—
- Interactive Media & Services11.2%—
- Systems Software6.7%—
- Broadline Retail5.2%—
- Pharmaceuticals4.9%—
- Application Software3.2%—
- Electrical Components & Equipment2.0%—
- Other holdings29.8%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 318K | $22.7M | +4.68K | 18.8% |
| $NVDA | NVIDIA Corporation | 78.3K | $13.7M | -1.54K | 11.3% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 24.7K | $7.11M | -131 | 5.9% |
| $AMZN | Amazon.com Inc | 30.1K | $6.26M | -80 | 5.2% |
| $LLY | Eli Lilly and Company | 6.38K | $5.87M | -218 | 4.8% |
| $META | Meta Platforms Inc | 8.99K | $5.15M | -72 | 4.2% |
| $MSFT | Microsoft Corporation | 13.8K | $5.1M | +209 | 4.2% |
| $BLK | BlackRock Inc | 33K | $4.27M | -2.23K | 3.5% |
…and 25 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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