Chicago Partners Investment Group LLC
SEC Form 13F institutional filer · CIK 0001563525
13F-HR · 470 reported holdings · 2026-03-31
SEC-registered institutional investment manager.
Reported long-US-equity value
$2.38B
Top-10 concentration
46.5%
Chicago Partners Investment Group LLC — $2.38B AUM allocation strategy
Chicago Partners Investment Group LLC files SEC Form 13F and reports $2.38B of long US equity value across 470 reported holdings for 2026-03-31.
Its largest sector bet is Financials 18.2%, followed by Information Technology 10.7% and Consumer Discretionary 1.6%.
The top 10 holdings account for 46% 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.
Chicago Partners Investment Group LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$2.38B
total across 470 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
46% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +317K sh · +$16.1M+$PCG +61K sh · +$1.22M+$GS +60.3K sh · +$6.37M
Biggest trims (shares)
−$KMI −59K sh · −$504K−$NUE −24.4K sh · −$40K−$WMB −20.1K sh · +$407K
Exited to nil (held last quarter, gone now)
$XYL ($462K last qtr)$HUM ($429K last qtr)$OTIS ($421K last qtr)$ZBRA ($303K last qtr)$PNR ($240K 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 & Brokerage9.0%—
- Semiconductors4.8%—
- Technology Hardware, Storage & Peripherals3.5%—
- Multi-Sector Holdings3.1%—
- Asset Management & Custody Banks2.8%—
- Systems Software2.4%—
- Financial Exchanges & Data2.1%—
- Broadline Retail1.6%—
- Other holdings70.6%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 6.11M | $184M | +317K | 7.7% |
| $NVDA | NVIDIA Corporation | 566K | $115M | +17.5K | 4.8% |
| $AAPL | Apple Inc | 301K | $82.4M | +7.42K | 3.5% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 159K | $73.8M | +2.43K | 3.1% |
| $MSFT | Microsoft Corporation | 132K | $57.3M | +9.77K | 2.4% |
…and 465 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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