LIBERTY WEALTH MANAGEMENT LLC
SEC Form 13F institutional filer · CIK 0001769302
13F-HR · 119 reported holdings · 2026-03-31
Reported long-US-equity value
$0.35B
Top-10 concentration
66.7%
LIBERTY WEALTH MANAGEMENT LLC — $346M AUM allocation strategy
LIBERTY WEALTH MANAGEMENT LLC files SEC Form 13F and reports $346M of long US equity value across 119 reported holdings for 2026-03-31.
Its largest sector bet is Financials 18.9%, followed by Information Technology 18.1% and Consumer Discretionary 3.1%.
The top 10 holdings account for 67% 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.
LIBERTY WEALTH MANAGEMENT LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$346M
total across 119 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
67% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +285K sh · +$12.9M+$SPGI +20.4K sh · +$4.28M+$UPS +18.4K sh · +$1.91M
Biggest trims (shares)
−$SCHW −58.1K sh · −$1.69M−$IYY −11.4K sh · −$3.02M−$AAPL −5.17K sh · −$3.42M
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 Banks10.8%—
- Technology Hardware, Storage & Peripherals8.2%—
- Financial Exchanges & Data8.0%—
- Semiconductors5.1%—
- Systems Software2.1%—
- Broadline Retail1.6%—
- Semiconductor Materials & Equipment1.6%—
- Automobile Manufacturers1.5%—
- Other holdings61.0%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $BLK | BlackRock Inc | 323K | $33.4M | +8.98K | 9.7% |
| $AAPL | Apple Inc | 112K | $28.4M | -5.17K | 8.2% |
| $SPGI | S&P Global Inc | 135K | $27.9M | +20.4K | 8.1% |
| $NVDA | NVIDIA Corporation | 102K | $17.7M | +4.63K | 5.1% |
| $MSFT | Microsoft Corporation | 19.4K | $7.19M | +63 | 2.1% |
| $AMZN | Amazon.com Inc | 26.9K | $5.6M | -760 | 1.6% |
…and 113 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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