Smith Salley Wealth Management
SEC Form 13F institutional filer · CIK 0001482012
13F-HR · 170 reported holdings · 2026-03-31
SEC-registered institutional investment manager.
Reported long-US-equity value
$1.74B
Top-10 concentration
40.0%
Smith Salley Wealth Management — $1.74B AUM allocation strategy
Smith Salley Wealth Management files SEC Form 13F and reports $1.74B of long US equity value across 170 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 24.8%, followed by Consumer Discretionary 7.8% and Financials 7.6%.
The top 10 holdings account for 40% 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.
Smith Salley Wealth Management — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$1.74B
total across 170 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
40% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$AVGO +29K sh · +$5.43M+$PM +10.9K sh · +$1.82M+$T +10.5K sh · +$909K
Biggest trims (shares)
−$HBAN −27.5K sh · −$736K−$SCHW −8.5K sh · −$297K−$IVZ −6.79K sh · −$480K
Exited to nil (held last quarter, gone now)
$ADP ($1.7M last qtr)$MDLZ ($1.47M last qtr)$AXON ($256K last qtr)$UBER ($216K last qtr)$DIS ($211K 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)
- Semiconductors13.6%—
- Interactive Media & Services7.3%—
- Technology Hardware, Storage & Peripherals6.1%—
- Systems Software5.1%—
- Broadline Retail3.3%—
- Multi-Sector Holdings2.8%—
- Diversified Banks2.7%—
- Apparel Retail2.6%—
- Other holdings56.5%—
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
10 of 10 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $NVDA | NVIDIA Corporation | 776K | $135M | -1.7K | 7.8% |
| $AAPL | Apple Inc | 416K | $106M | +2.47K | 6.1% |
| $MSFT | Microsoft Corporation | 241K | $89.3M | +3.78K | 5.1% |
| $GOOGL | Alphabet Inc | 278K | $79.8M | +2.48K | 4.6% |
| $AMZN | Amazon.com Inc | 281K | $58.5M | +6.97K | 3.4% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 103K | $49.1M | +1.18K | 2.8% |
| $JPM | JP Morgan Chase & Co | 161K | $47.4M | +2.73K | 2.7% |
| $META | Meta Platforms Inc | 80.6K | $46.1M | +1.63K | 2.6% |
| $TJX | TJX Companies Inc | 281K | $44.9M | +3.39K | 2.6% |
| $RTX | RTX Corporation | 214K | $41.3M | +5.67K | 2.4% |
…and 160 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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