Arete Wealth Advisors, LLC
SEC Form 13F institutional filer · CIK 0001600151
13F-HR · 108 reported holdings · 2026-03-31
Reported long-US-equity value
$0.75B
Top-10 concentration
47.0%
Arete Wealth Advisors, LLC — $745M AUM allocation strategy
Arete Wealth Advisors, LLC files SEC Form 13F and reports $745M of long US equity value across 108 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 13.6%, followed by Financials 13.5% and Communication Services 7.7%.
The top 10 holdings account for 47% 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.
Arete Wealth Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$745M
total across 108 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
47% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$AMAT +259K sh · +$2.1M+$BLK +207K sh · +$49.4M+$XLU +72.8K sh · +$5.11M
Biggest trims (shares)
−$IVZ −303K sh · +$50.7M−$SCHW −133K sh · +$2.83M−$IVV −57K sh · +$39M
Exited to nil (held last quarter, gone now)
$LLY ($5.79K last qtr)$MU ($5.44K last qtr)$CASY ($4.66K last qtr)$GD ($3.98K last qtr)$CAT ($3.65K 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 Banks13.5%—
- Semiconductors6.1%—
- Movies & Entertainment5.9%—
- Technology Hardware, Storage & Peripherals5.2%—
- Pharmaceuticals2.6%—
- Broadline Retail2.4%—
- Systems Software2.4%—
- Interactive Media & Services1.9%—
- Other holdings60.1%—
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 |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 419K | $50.7M | -303K | 6.8% |
| $BLK | BlackRock Inc | 917K | $49.5M | +207K | 6.6% |
| $DIS | Walt Disney Company | 458K | $44.1M | -1.98K | 5.9% |
| $AAPL | Apple Inc | 152K | $38.4M | -9.1K | 5.2% |
| $NVDA | NVIDIA Corporation | 196K | $34.1M | -2.21K | 4.6% |
| $JNJ | Johnson & Johnson | 80.3K | $19.6M | +11.8K | 2.6% |
…and 102 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
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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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