Sequoia Financial Advisors, LLC
SEC Form 13F institutional filer · CIK 0001599900
13F-HR · 518 reported holdings · 2026-03-31
Wealth management firm.
Reported long-US-equity value
$10.56B
Top-10 concentration
46.5%
Sequoia Financial Advisors, LLC — $10.6B AUM allocation strategy
Sequoia Financial Advisors, LLC files SEC Form 13F and reports $10.6B of long US equity value across 518 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 13.9%, followed by Financials 10.6% and Communication Services 4.7%.
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.
Sequoia Financial Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$10.6B
total across 518 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
46% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$BLK +752K sh · +$31.2M+$IVV +335K sh · +$40.7M+$VOO +238K sh · +$20.9M
Biggest trims (shares)
−$VICI −719K sh · −$20.4M−$IVZ −169K sh · −$5.01M−$SCHW −136K sh · −$9.03M
Exited to nil (held last quarter, gone now)
$ESS ($370K last qtr)$ERIE ($287K last qtr)$BXP ($263K 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)
- Asset Management & Custody Banks6.6%—
- Semiconductors6.3%—
- Interactive Media & Services4.7%—
- Technology Hardware, Storage & Peripherals4.7%—
- Investment Banking & Brokerage2.9%—
- Systems Software2.9%—
- Broadline Retail2.2%—
- Pharmaceuticals1.3%—
- Other holdings68.4%—
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 |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 1.94M | $492M | -53.7K | 4.7% |
| $NVDA | NVIDIA Corporation | 2.68M | $467M | +52.9K | 4.4% |
| $BLK | BlackRock Inc | 5.77M | $358M | +752K | 3.4% |
| $MSFT | Microsoft Corporation | 833K | $308M | -19.6K | 2.9% |
| $AMZN | Amazon.com Inc | 1.12M | $233M | +288 | 2.2% |
| $GOOGL | Alphabet Inc | 753K | $216M | +116K | 2.0% |
…and 512 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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