Ullmann Wealth Partners Group, LLC
SEC Form 13F institutional filer · CIK 0001697725
13F-HR · 89 reported holdings · 2026-03-31
Reported long-US-equity value
$0.55B
Top-10 concentration
86.7%
Ullmann Wealth Partners Group, LLC — $548M AUM allocation strategy
Ullmann Wealth Partners Group, LLC files SEC Form 13F and reports $548M of long US equity value across 89 reported holdings for 2026-03-31.
Its largest sector bet is Financials 10.7%, followed by Information Technology 3.4% and Consumer Staples 1.1%.
The top 10 holdings account for 87% 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.
Ullmann Wealth Partners Group, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$548M
total across 89 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
87% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$BLK +52.8K sh · +$2.1M+$SCHW +10.3K sh · +$321K+$IWM +9.46K sh · −$3.06M
Biggest trims (shares)
−$IVV −58.1K sh · −$19.7M−$FIS −11.2K sh · −$827K−$SPGI −8.25K sh · −$553K
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%—
- Financial Exchanges & Data2.3%—
- Diversified Banks1.4%—
- Technology Hardware, Storage & Peripherals1.4%—
- Semiconductors1.0%—
- Systems Software1.0%—
- Consumer Staples Merchandise Retail0.7%—
- Interactive Media & Services0.5%—
- Other holdings85.1%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $BLK | BlackRock Inc | 384K | $22.5M | +52.8K | 4.1% |
| $IVZ | Invesco Ltd | 153K | $13.8M | -2.2K | 2.5% |
| $SPGI | S&P Global Inc | 90K | $12.5M | -8.25K | 2.3% |
| $AAPL | Apple Inc | 29.3K | $7.43M | +2.69K | 1.4% |
| $NVDA | NVIDIA Corporation | 32K | $5.59M | +3.36K | 1.0% |
| $MSFT | Microsoft Corporation | 14.4K | $5.34M | +564 | 1.0% |
| $JPM | JP Morgan Chase & Co | 20K | $5.01M | -2 | 0.9% |
…and 82 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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