STEINBERGANNA WEALTH MANAGEMENT
SEC Form 13F institutional filer · CIK 0002089528
13F-HR · 60 reported holdings · 2026-03-31
Reported long-US-equity value
$0.16B
Top-10 concentration
77.3%
STEINBERGANNA WEALTH MANAGEMENT — $159M AUM allocation strategy
STEINBERGANNA WEALTH MANAGEMENT files SEC Form 13F and reports $159M of long US equity value across 60 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 17.7%, followed by Financials 4.1% and Communication Services 3.3%.
The top 10 holdings account for 77% 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.
STEINBERGANNA WEALTH MANAGEMENT — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$159M
total across 60 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
77% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +10.5K sh · −$208K+$SPY +2.03K sh · +$331K+$QQQ +1.6K sh · −$436K
Biggest trims (shares)
−$IVZ −11.7K sh · −$204K−$GS −6.77K sh · −$369K−$PODD −5.4K sh · −$1.99M
Exited to nil (held last quarter, gone now)
$EQIX ($1.43M last qtr)$ZTS ($984K last qtr)$APP ($240K last qtr)$EMR ($227K 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 & Peripherals7.7%—
- Systems Software6.8%—
- Asset Management & Custody Banks4.1%—
- Interactive Media & Services3.3%—
- Semiconductors3.2%—
- Health Care Equipment1.6%—
- Trading Companies & Distributors1.5%—
- Broadline Retail0.9%—
- Other holdings70.9%—
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 | 48.4K | $12.3M | -865 | 7.7% |
| $IVZ | Invesco Ltd | 49.6K | $6.52M | -11.7K | 4.1% |
| $NVDA | NVIDIA Corporation | 21.1K | $3.67M | -2.27K | 2.3% |
| $MSFT | Microsoft Corporation | 9.11K | $3.37M | +7 | 2.1% |
| $PANW | Palo Alto Networks Inc | 17.7K | $2.84M | +424 | 1.8% |
| $GOOGL | Alphabet Inc | 9.72K | $2.79M | +6 | 1.8% |
…and 54 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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