Symphony Financial Services, Inc.
SEC Form 13F institutional filer · CIK 0002031979
13F-HR · 45 reported holdings · 2026-03-31
Reported long-US-equity value
$0.07B
Top-10 concentration
70.3%
Symphony Financial Services, Inc. — $66.4M AUM allocation strategy
Symphony Financial Services, Inc. files SEC Form 13F and reports $66.4M of long US equity value across 45 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 24.6%, followed by Financials 18.1% and Consumer Discretionary 3.9%.
The top 10 holdings account for 70% 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.
Symphony Financial Services, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$66.4M
total across 45 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
70% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$PFE +1.15K sh · +$107K+$IYY +701 sh · +$63.6K+$JPM +579 sh · −$11.2K
Biggest trims (shares)
−$IVZ −13.3K sh · −$361K−$T −3.35K sh · −$43K−$AAPL −919 sh · −$758K
Exited to nil (held last quarter, gone now)
$INTC ($291K last qtr)$BA ($224K last qtr)$IBM ($220K last qtr)$LOW ($218K 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)
- Technology Hardware, Storage & Peripherals10.8%—
- Asset Management & Custody Banks10.2%—
- Semiconductors9.3%—
- Transaction & Payment Processing Services4.7%—
- Systems Software4.6%—
- Broadline Retail3.9%—
- Diversified Banks3.1%—
- Pharmaceuticals2.5%—
- Other holdings51.0%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 28.1K | $7.13M | -919 | 10.7% |
| $IVZ | Invesco Ltd | 54K | $6.79M | -13.3K | 10.2% |
| $NVDA | NVIDIA Corporation | 29K | $5.06M | -774 | 7.6% |
| $V | Visa Inc | 10.5K | $3.17M | -371 | 4.8% |
| $MSFT | Microsoft Corporation | 8.16K | $3.02M | +491 | 4.5% |
| $AMZN | Amazon.com Inc | 12.4K | $2.59M | -197 | 3.9% |
…and 39 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.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.