Financial Insights, Inc.
SEC Form 13F institutional filer · CIK 0001642058
13F-HR · 60 reported holdings · 2026-03-31
Reported long-US-equity value
$0.20B
Top-10 concentration
78.6%
Financial Insights, Inc. — $201M AUM allocation strategy
Financial Insights, Inc. files SEC Form 13F and reports $201M of long US equity value across 60 reported holdings for 2026-03-31.
Its largest sector bet is Financials 21.4%, followed by Information Technology 16.6% and Industrials 9.8%.
The top 10 holdings account for 79% 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.
Financial Insights, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$201M
total across 60 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
79% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPYM +51.3K sh · +$2.15M+$SCHW +31.4K sh · +$3.92M+$XYL +29.9K sh · +$1.95M
Biggest trims (shares)
−$MSFT −2.48K sh · −$6.38M−$NVDA −1.32K sh · −$446K−$BLK −991 sh · −$158K
Exited to nil (held last quarter, gone now)
$UNH ($283K last qtr)$IQV ($250K last qtr)$CRM ($231K last qtr)$LOW ($201K 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 & Brokerage15.5%—
- Industrial Machinery & Supplies & Components9.8%—
- Systems Software8.4%—
- Technology Hardware, Storage & Peripherals6.2%—
- Multi-Sector Holdings3.7%—
- Financial Exchanges & Data2.2%—
- Semiconductors2.0%—
- Broadline Retail1.6%—
- Other holdings50.6%—
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 | 941K | $28.9M | +31.4K | 14.4% |
| $XYL | Xylem Inc. Common Stock New | 397K | $19.6M | +29.9K | 9.8% |
| $MSFT | Microsoft Corporation | 45.6K | $16.9M | -2.48K | 8.4% |
| $AAPL | Apple Inc | 49.3K | $12.5M | +769 | 6.2% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 15.5K | $7.42M | — | 3.7% |
…and 55 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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