Ellis Investment Partners, LLC
SEC Form 13F institutional filer · CIK 0001765590
13F-HR · 115 reported holdings · 2026-03-31
Reported long-US-equity value
$0.39B
Top-10 concentration
62.8%
Ellis Investment Partners, LLC — $387M AUM allocation strategy
Ellis Investment Partners, LLC files SEC Form 13F and reports $387M of long US equity value across 115 reported holdings for 2026-03-31.
Its largest sector bet is Financials 23.9%, followed by Information Technology 8.1% and Communication Services 5.3%.
The top 10 holdings account for 63% 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.
Ellis Investment Partners, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$387M
total across 115 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
63% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$GS +177K sh · +$7.85M+$XLF +22.3K sh · +$573K+$BX +16K sh · −$1.04M
Biggest trims (shares)
−$XLE −41.4K sh · −$1.42M−$IVZ −2.98K sh · −$135K−$PHM −2.74K sh · −$313K
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 Banks11.2%—
- Technology Hardware, Storage & Peripherals7.0%—
- Investment Banking & Brokerage6.3%—
- Interactive Media & Services5.3%—
- Financial Exchanges & Data4.3%—
- Multi-Sector Holdings2.0%—
- Construction Machinery & Heavy Transportation Equipment1.1%—
- Systems Software1.0%—
- Other holdings61.8%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 107K | $27.1M | +10.7K | 7.0% |
| $BLK | BlackRock Inc | 247K | $26.7M | +2.4K | 6.9% |
| $GS | Goldman Sachs Group Inc | 488K | $24.3M | +177K | 6.3% |
| $SPGI | S&P Global Inc | 119K | $16.7M | -2.36K | 4.3% |
| $GOOGL | Alphabet Inc | 42.2K | $12.1M | +185 | 3.1% |
…and 110 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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