RATIONAL ADVISORS, INC.
SEC Form 13F institutional filer · CIK 0001143565
13F-HR · 130 reported holdings · 2026-03-31
Reported long-US-equity value
$0.55B
Top-10 concentration
72.7%
RATIONAL ADVISORS, INC. — $553M AUM allocation strategy
RATIONAL ADVISORS, INC. files SEC Form 13F and reports $553M of long US equity value across 130 reported holdings for 2026-03-31.
Its largest sector bet is Financials 27.0%, followed by Information Technology 4.7% and Industrials 3.4%.
The top 10 holdings account for 73% 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.
RATIONAL ADVISORS, INC. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$553M
total across 130 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
73% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +2.28M sh · +$52.8M+$UBER +2.08M sh · +$1.68M+$GPN +730K sh · +$474K
Biggest trims (shares)
−$KKR −99.5K sh · −$7.4M−$ARES −86.7K sh · −$5.39M−$XLU −44.5K sh · +$1.05M
Exited to nil (held last quarter, gone now)
$AWK ($8.08M last qtr)$F ($5.4M last qtr)$CCL ($4.23M last qtr)$CFG ($2.63M last qtr)$TJX ($2.6M 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)
- Investment Banking & Brokerage17.6%—
- Diversified Banks5.4%—
- Semiconductors2.8%—
- Passenger Ground Transportation2.2%—
- Asset Management & Custody Banks2.1%—
- Technology Hardware, Storage & Peripherals2.0%—
- Transaction & Payment Processing Services1.8%—
- Health Care REITs1.5%—
- Other holdings64.6%—
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 |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 4.29M | $97.6M | +2.28M | 17.6% |
| $WFC | Wells Fargo & Company | 28.9K | $20.5M | +15.4K | 3.7% |
| $UBER | Uber Technologies Inc | 8.2M | $12.4M | +2.08M | 2.2% |
| $IVZ | Invesco Ltd | 432K | $11.6M | +289K | 2.1% |
…and 126 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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