SHEETS SMITH WEALTH MANAGEMENT
SEC Form 13F institutional filer · CIK 0001157436
13F-HR · 149 reported holdings · 2026-03-31
Reported long-US-equity value
$0.60B
Top-10 concentration
48.4%
SHEETS SMITH WEALTH MANAGEMENT — $599M AUM allocation strategy
SHEETS SMITH WEALTH MANAGEMENT files SEC Form 13F and reports $599M of long US equity value across 149 reported holdings for 2026-03-31.
Its largest sector bet is Financials 11.6%, followed by Consumer Discretionary 7.5% and Consumer Staples 5.5%.
The top 10 holdings account for 48% of reported value — a broadly spread portfolio. 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.
SHEETS SMITH WEALTH MANAGEMENT — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$599M
total across 149 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
48% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +50K sh · +$1.64M+$SCHW +28.8K sh · +$460K+$PANW +8.09K sh · +$1.16M
Biggest trims (shares)
−$CPRT −51.7K sh · −$3.23M−$TSCO −32.3K sh · −$2.57M−$NKE −20.2K sh · −$1.77M
Exited to nil (held last quarter, gone now)
$PGR ($408K last qtr)$INCY ($384K last qtr)$XEL ($316K last qtr)$IBM ($206K 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 & Brokerage7.4%—
- Soft Drinks & Non-alcoholic Beverages5.5%—
- Interactive Media & Services4.6%—
- Broadline Retail2.9%—
- Other Specialty Retail2.7%—
- Transaction & Payment Processing Services2.3%—
- Pharmaceuticals2.2%—
- Technology Hardware, Storage & Peripherals2.2%—
- Other holdings70.1%—
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 | 1.62M | $44.3M | +28.8K | 7.4% |
| $GOOGL | Alphabet Inc | 95.6K | $27.4M | -8.97K | 4.6% |
| $KO | Coca-Cola Company | 331K | $25.2M | +129 | 4.2% |
| $AMZN | Amazon.com Inc | 83.9K | $17.5M | -8.02K | 2.9% |
| $V | Visa Inc | 46.3K | $14M | -5.75K | 2.3% |
| $LLY | Eli Lilly and Company | 14.4K | $13.3M | -588 | 2.2% |
…and 143 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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