Wealthspire Advisors, LLC
SEC Form 13F institutional filer · CIK 0001646247
13F-HR · 327 reported holdings · 2026-03-31
SEC-registered institutional investment manager.
Reported long-US-equity value
$7.86B
Top-10 concentration
81.2%
Wealthspire Advisors, LLC — $7.86B AUM allocation strategy
Wealthspire Advisors, LLC files SEC Form 13F and reports $7.86B of long US equity value across 327 reported holdings for 2026-03-31.
Its largest sector bet is Financials 19.2%, followed by Information Technology 3.5% and Communication Services 1.4%.
The top 10 holdings account for 81% 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.
Wealthspire Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$7.86B
total across 327 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
81% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +1.28M sh · +$79.4M+$AON +710K sh · +$221M+$IVV +329K sh · −$36.2M
Biggest trims (shares)
−$GOOGL −87.3K sh · −$34.5M−$NVDA −78.1K sh · −$18.4M−$AAPL −77.8K sh · −$30.4M
Exited to nil (held last quarter, gone now)
$HBAN ($6.49M last qtr)$EVRG ($1.51M last qtr)$APP ($943K last qtr)$HCA ($724K last qtr)$HWM ($679K 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 & Brokerage12.4%—
- Insurance Brokers4.0%—
- Financial Exchanges & Data2.1%—
- Technology Hardware, Storage & Peripherals1.6%—
- Interactive Media & Services1.4%—
- Systems Software1.2%—
- Asset Management & Custody Banks0.7%—
- Semiconductors0.7%—
- Other holdings75.8%—
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
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 31.6M | $881M | +1.28M | 11.2% |
| $AON | Aon plc | 984K | $318M | +710K | 4.0% |
| $AAPL | Apple Inc | 513K | $130M | -77.8K | 1.7% |
| $MS | Morgan Stanley | 1.24M | $98.1M | +11.5K | 1.2% |
…and 323 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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