BANNERMAN WEALTH MANAGEMENT GROUP, LLC
SEC Form 13F institutional filer · CIK 0002058816
13F-HR · 12 reported holdings · 2026-03-31
Reported long-US-equity value
$0.01B
Top-10 concentration
96.4%
BANNERMAN WEALTH MANAGEMENT GROUP, LLC — $11.9M AUM allocation strategy
BANNERMAN WEALTH MANAGEMENT GROUP, LLC files SEC Form 13F and reports $11.9M of long US equity value across 12 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 30.7%, followed by Consumer Discretionary 9.4% and Industrials 5.0%.
The top 10 holdings account for 96% 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.
BANNERMAN WEALTH MANAGEMENT GROUP, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$11.9M
total across 12 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
96% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$NVDA +1.34K sh · +$76K+$IVV +678 sh · +$36K+$AAPL +513 sh · +$85.7K
Biggest trims (shares)
−$DOV −188 sh · −$23.3K−$IWM −130 sh · −$1.23K−$MSFT −72 sh · −$154K
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)
- Semiconductors21.1%—
- Broadline Retail9.4%—
- Technology Hardware, Storage & Peripherals6.3%—
- Health Care Distributors3.6%—
- Systems Software3.3%—
- Environmental & Facilities Services3.2%—
- Movies & Entertainment2.0%—
- Interactive Media & Services1.8%—
- Other holdings49.3%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $NVDA | NVIDIA Corporation | 14.4K | $2.51M | +1.34K | 21.1% |
| $AMZN | Amazon.com Inc | 5.4K | $1.12M | +53 | 9.4% |
| $AAPL | Apple Inc | 2.98K | $755K | +513 | 6.3% |
| $MCK | McKesson Corporation | 495 | $428K | -63 | 3.6% |
| $MSFT | Microsoft Corporation | 1.05K | $390K | -72 | 3.3% |
| $WM | Waste Management Inc | 1.65K | $378K | +37 | 3.2% |
| $DIS | Walt Disney Company | 2.5K | $241K | -38 | 2.0% |
…and 5 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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