Nova Wealth Management, Inc.
SEC Form 13F institutional filer · CIK 0002051980
13F-HR · 216 reported holdings · 2026-03-31
Reported long-US-equity value
$0.07B
Top-10 concentration
69.3%
Nova Wealth Management, Inc. — $67.7M AUM allocation strategy
Nova Wealth Management, Inc. files SEC Form 13F and reports $67.7M of long US equity value across 216 reported holdings for 2026-03-31.
Its largest sector bet is Financials 28.5%, followed by Information Technology 14.9% and Consumer Discretionary 1.9%.
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.
Nova Wealth Management, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$67.7M
total across 216 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
69% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$FSMD +28.9K sh · +$1.29M+$IYY +9.38K sh · +$941K+$PLTR +8.91K sh · +$1.05M
Biggest trims (shares)
−$XYL −27.5K sh · −$1.3M−$QQQM −1.09K sh · −$278K−$NVDA −787 sh · −$392K
Exited to nil (held last quarter, gone now)
$PYPL ($26.3K last qtr)$BKNG ($21.4K last qtr)$COP ($20.1K last qtr)$IQV ($9.47K last qtr)$COR ($9.42K 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)
- Asset Management & Custody Banks27.1%—
- Semiconductors7.3%—
- Application Software3.7%—
- Systems Software2.2%—
- Broadline Retail1.9%—
- Interactive Media & Services1.8%—
- Technology Hardware, Storage & Peripherals1.7%—
- Diversified Banks1.4%—
- Other holdings53.0%—
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
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 193K | $18.4M | +7.13K | 27.1% |
| $NVDA | NVIDIA Corporation | 20.2K | $3.53M | -787 | 5.2% |
| $PLTR | Palantir Technologies Inc | 16.9K | $2.47M | +8.91K | 3.6% |
| $MSFT | Microsoft Corporation | 4.13K | $1.53M | +942 | 2.3% |
…and 212 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
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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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