Stratos Wealth Partners, LTD.
SEC Form 13F institutional filer · CIK 0001612865
13F-HR · 406 reported holdings · 2026-03-31
SEC-registered institutional investment manager.
Reported long-US-equity value
$5.29B
Top-10 concentration
45.7%
Stratos Wealth Partners, LTD. — $5.29B AUM allocation strategy
Stratos Wealth Partners, LTD. files SEC Form 13F and reports $5.29B of long US equity value across 406 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 13.6%, followed by Financials 11.7% and Communication Services 3.1%.
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.
Stratos Wealth Partners, LTD. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$5.29B
total across 406 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
46% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$USB +1.02M sh · +$51.2M+$IVV +313K sh · +$23.5M+$GS +102K sh · +$2.43M
Biggest trims (shares)
−$IVZ −1.9M sh · −$50.2M−$SCHW −149K sh · −$2.64M−$IYY −97.6K sh · −$4.5M
Exited to nil (held last quarter, gone now)
$CVNA ($911K last qtr)$AZO ($627K last qtr)$IT ($476K last qtr)$FDS ($290K last qtr)$SNPS ($256K 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 Banks6.0%—
- Semiconductors5.7%—
- Technology Hardware, Storage & Peripherals5.3%—
- Interactive Media & Services3.1%—
- Systems Software2.6%—
- Broadline Retail2.4%—
- Diversified Banks2.4%—
- Financial Exchanges & Data1.9%—
- Other holdings70.5%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 1.1M | $280M | -179 | 5.3% |
| $NVDA | NVIDIA Corporation | 1.34M | $233M | -27.3K | 4.4% |
| $IVZ | Invesco Ltd | 2.64M | $217M | -1.9M | 4.1% |
| $MSFT | Microsoft Corporation | 374K | $138M | -760 | 2.6% |
| $AMZN | Amazon.com Inc | 624K | $130M | -2 | 2.5% |
…and 401 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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