GILL CAPITAL PARTNERS, LLC
SEC Form 13F institutional filer · CIK 0000729563
13F-HR · 224 reported holdings · 2026-03-31
Reported long-US-equity value
$0.16B
Top-10 concentration
80.5%
GILL CAPITAL PARTNERS, LLC — $162M AUM allocation strategy
GILL CAPITAL PARTNERS, LLC files SEC Form 13F and reports $162M of long US equity value across 224 reported holdings for 2026-03-31.
Its largest sector bet is Financials 54.5%, followed by Consumer Staples 7.4% and Information Technology 7.0%.
The top 10 holdings account for 81% 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.
GILL CAPITAL PARTNERS, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$162M
total across 224 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
81% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVZ +48.9K sh · +$803K+$SCHW +18.9K sh · −$438K+$BLK +5.46K sh · +$23.6K
Biggest trims (shares)
−$KR −50K sh · −$1.64M−$QQQ −10.8K sh · −$7.13M−$GOOGL −735 sh · −$367K
Exited to nil (held last quarter, gone now)
None this quarter
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)
- Investment Banking & Brokerage32.9%—
- Asset Management & Custody Banks20.5%—
- Food Retail6.7%—
- Semiconductors3.1%—
- Technology Hardware, Storage & Peripherals2.2%—
- Interactive Media & Services1.8%—
- Systems Software1.6%—
- Broadline Retail1.2%—
- Other holdings30.0%—
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 |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 1.78M | $53.3M | +18.9K | 32.9% |
| $IVZ | Invesco Ltd | 1.63M | $32.1M | +48.9K | 19.8% |
| $KR | Kroger Company | 150K | $10.9M | -50K | 6.7% |
| $AAPL | Apple Inc | 14.4K | $3.66M | -90 | 2.3% |
| $NVDA | NVIDIA Corporation | 20.8K | $3.63M | +358 | 2.2% |
| $MSFT | Microsoft Corporation | 7.07K | $2.62M | +249 | 1.6% |
…and 218 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.