Smart Portfolios, LLC
SEC Form 13F institutional filer · CIK 0001513227
13F-HR · 52 reported holdings · 2026-03-31
Reported long-US-equity value
$0.05B
Top-10 concentration
50.6%
Smart Portfolios, LLC — $47M AUM allocation strategy
Smart Portfolios, LLC files SEC Form 13F and reports $47M of long US equity value across 52 reported holdings for 2026-03-31.
Its largest sector bet is Financials 25.5%, followed by Information Technology 22.2% and Industrials 4.7%.
The top 10 holdings account for 51% 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.
Smart Portfolios, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$47M
total across 52 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
51% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$XLC +877 sh · −$67.2K+$AMZN +710 sh · +$53.1K+$CSCO +580 sh · +$49.8K
Biggest trims (shares)
−$MU −421 sh · −$48.5K−$SCHW −390 sh · +$15.2K−$RTX −240 sh · +$15.6K
Added from nil (new positions)
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 & Brokerage11.4%—
- Asset Management & Custody Banks8.8%—
- Semiconductors7.2%—
- Technology Hardware, Storage & Peripherals5.5%—
- Systems Software4.2%—
- Diversified Banks3.0%—
- Aerospace & Defense2.6%—
- Transaction & Payment Processing Services2.4%—
- Other holdings55.0%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 194K | $5.35M | -390 | 11.4% |
| $IVZ | Invesco Ltd | 23.3K | $3.06M | +540 | 6.5% |
| $AVGO | Broadcom Inc | 8.43K | $2.61M | -30 | 5.6% |
| $AAPL | Apple Inc | 10.2K | $2.59M | -50 | 5.5% |
| $MSFT | Microsoft Corporation | 5.32K | $1.97M | +175 | 4.2% |
| $JPM | JP Morgan Chase & Co | 4.73K | $1.39M | +80 | 3.0% |
| $RTX | RTX Corporation | 6.28K | $1.21M | -240 | 2.6% |
| $V | Visa Inc | 3.65K | $1.1M | -40 | 2.3% |
…and 44 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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