IFG Advisors, LLC
SEC Form 13F institutional filer · CIK 0001783412
13F-HR · 75 reported holdings · 2026-03-31
Reported long-US-equity value
$0.43B
Top-10 concentration
81.2%
IFG Advisors, LLC — $432M AUM allocation strategy
IFG Advisors, LLC files SEC Form 13F and reports $432M of long US equity value across 75 reported holdings for 2026-03-31.
Its largest sector bet is Financials 9.7%, followed by Information Technology 6.1% and Industrials 1.5%.
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.
IFG Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$432M
total across 75 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
81% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +24.9K sh · +$3.92M+$VOO +24.8K sh · +$4.46M+$SCHW +17.4K sh · +$484K
Biggest trims (shares)
−$IYY −54.2K sh · −$7.06M−$BLK −2.19K sh · −$331K−$VZ −1.47K sh · −$3.22K
Exited to nil (held last quarter, gone now)
$AEE ($252K last qtr)$PLTR ($242K last qtr)$DPZ ($216K last qtr)$CVNA ($211K 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)
- Financial Exchanges & Data7.0%—
- Technology Hardware, Storage & Peripherals4.0%—
- Asset Management & Custody Banks2.1%—
- Semiconductors2.1%—
- Diversified Support Services1.5%—
- Interactive Media & Services0.9%—
- Integrated Oil & Gas0.8%—
- Diversified Banks0.6%—
- Other holdings81.0%—
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
3 of 3 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SPGI | S&P Global Inc | 82.1K | $30.2M | -1.4K | 7.0% |
| $AAPL | Apple Inc | 68.3K | $17.3M | +35 | 4.0% |
| $CTAS | Cintas Corporation | 39.1K | $6.62M | +2 | 1.5% |
…and 72 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.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.