Prestige Wealth Management Group LLC
SEC Form 13F institutional filer · CIK 0001772715
13F-HR · 461 reported holdings · 2026-03-31
Reported long-US-equity value
$0.25B
Top-10 concentration
46.0%
Prestige Wealth Management Group LLC — $249M AUM allocation strategy
Prestige Wealth Management Group LLC files SEC Form 13F and reports $249M of long US equity value across 461 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 17.8%, followed by Health Care 8.4% and Financials 5.2%.
The top 10 holdings account for 46% of reported value — a broadly spread portfolio. 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.
Prestige Wealth Management Group LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$249M
total across 461 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
46% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$XLY +114K sh · +$12.4M+$XLC +107K sh · +$11.4M+$VICI +14.7K sh · +$401K
Biggest trims (shares)
−$XLP −165K sh · −$12.8M−$XLF −139K sh · −$8.27M−$IYY −59.2K sh · −$3.68M
Exited to nil (held last quarter, gone now)
$DIA ($49.1K last qtr)$SWKS ($4.19K last qtr)$DOC ($4K last qtr)$FE ($3.98K last qtr)$XYZ ($3.32K 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)
- Technology Hardware, Storage & Peripherals10.5%—
- Pharmaceuticals6.9%—
- Household Products5.1%—
- Semiconductors3.7%—
- Systems Software3.6%—
- Interactive Media & Services2.5%—
- Investment Banking & Brokerage1.9%—
- Integrated Oil & Gas1.8%—
- Other holdings64.0%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 103K | $26.2M | -500 | 10.5% |
| $CL | Colgate-Palmolive Company | 147K | $12.5M | +87 | 5.0% |
| $MSFT | Microsoft Corporation | 24.2K | $8.95M | -733 | 3.6% |
| $JNJ | Johnson & Johnson | 33.5K | $8.18M | -544 | 3.3% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 21.9K | $6.3M | -3.91K | 2.5% |
…and 456 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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