Sterling Wealth Management, Inc.
SEC Form 13F institutional filer · CIK 0002011149
13F-HR · 61 reported holdings · 2026-03-31
Reported long-US-equity value
$0.09B
Top-10 concentration
72.4%
Sterling Wealth Management, Inc. — $94.1M AUM allocation strategy
Sterling Wealth Management, Inc. files SEC Form 13F and reports $94.1M of long US equity value across 61 reported holdings for 2026-03-31.
Its largest sector bet is Industrials 11.9%, followed by Information Technology 6.3% and Financials 6.2%.
The top 10 holdings account for 72% 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.
Sterling Wealth Management, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$94.1M
total across 61 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
72% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VTI +2.6K sh · −$876K+$IVV +163 sh · −$107K+$AMZN +63 sh · −$28.3K
Biggest trims (shares)
−$BLK −7.2K sh · −$568K−$CSCO −4.7K sh · −$358K−$NVDA −4.23K sh · −$877K
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)
- Industrial Machinery & Supplies & Components9.4%—
- Restaurants4.0%—
- Technology Hardware, Storage & Peripherals3.1%—
- Diversified Banks2.3%—
- Integrated Oil & Gas2.1%—
- Systems Software1.8%—
- Consumer Finance1.7%—
- Pharmaceuticals1.6%—
- Other holdings74.0%—
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 |
|---|---|---|---|---|---|
| $HUBB | Hubbell Inc | 18.1K | $8.88M | +0 | 9.4% |
| $MCD | McDonald's Corporation | 12.2K | $3.79M | +1 | 4.0% |
| $AAPL | Apple Inc | 11.5K | $2.93M | +38 | 3.1% |
| $JPM | JP Morgan Chase & Co | 7.23K | $2.13M | -1 | 2.3% |
| $XOM | ExxonMobil Holdings Corporation | 11.7K | $1.99M | +0 | 2.1% |
| $MSFT | Microsoft Corporation | 4.63K | $1.71M | -6 | 1.8% |
| $AXP | American Express Company | 5.13K | $1.55M | -1 | 1.6% |
| $JNJ | Johnson & Johnson | 6.21K | $1.52M | +0 | 1.6% |
…and 53 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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