HighMark Wealth Management LLC
SEC Form 13F institutional filer · CIK 0001802451
13F-HR · 208 reported holdings · 2026-03-31
Reported long-US-equity value
$0.16B
Top-10 concentration
87.3%
HighMark Wealth Management LLC — $164M AUM allocation strategy
HighMark Wealth Management LLC files SEC Form 13F and reports $164M of long US equity value across 208 reported holdings for 2026-03-31.
Its largest sector bet is Financials 6.5%, followed by Information Technology 3.6% and Consumer Discretionary 1.0%.
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.
HighMark Wealth Management LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$164M
total across 208 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
87% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +16.6K sh · +$1.95M+$TGT +2.67K sh · +$339K+$NVDA +1.16K sh · +$61.1K
Biggest trims (shares)
−$SCHW −12.7K sh · −$407K−$AMAT −2K sh · −$373−$CVS −521 sh · −$51.6K
Exited to nil (held last quarter, gone now)
$DELL ($12K last qtr)$SRE ($6.71K last qtr)$EQT ($6.7K last qtr)$SNPS ($6.58K last qtr)$ROP ($5.5K 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)
- Diversified Banks3.9%—
- Financial Exchanges & Data1.6%—
- Semiconductors1.4%—
- Technology Hardware, Storage & Peripherals1.2%—
- Systems Software1.0%—
- Property & Casualty Insurance1.0%—
- Pharmaceuticals1.0%—
- Industrial Conglomerates0.8%—
- Other holdings88.1%—
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 |
|---|---|---|---|---|---|
| $WFC | Wells Fargo & Company | 68.6K | $5.46M | -14 | 3.3% |
| $SPGI | S&P Global Inc | 15.5K | $2.58M | +17 | 1.6% |
| $NVDA | NVIDIA Corporation | 12.8K | $2.23M | +1.16K | 1.4% |
| $AAPL | Apple Inc | 7.84K | $1.99M | -84 | 1.2% |
| $MSFT | Microsoft Corporation | 4.51K | $1.66M | +796 | 1.0% |
| $TRV | The Travelers Companies Inc | 5.58K | $1.63M | -13 | 1.0% |
| $LLY | Eli Lilly and Company | 1.73K | $1.59M | +8 | 1.0% |
…and 201 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.