CWS Financial Advisors, LLC
SEC Form 13F institutional filer · CIK 0001802459
13F-HR · 95 reported holdings · 2026-03-31
Reported long-US-equity value
$0.25B
Top-10 concentration
75.3%
CWS Financial Advisors, LLC — $251M AUM allocation strategy
CWS Financial Advisors, LLC files SEC Form 13F and reports $251M of long US equity value across 95 reported holdings for 2026-03-31.
Its largest sector bet is Health Care 31.9%, followed by Information Technology 9.6% and Financials 2.7%.
The top 10 holdings account for 75% 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.
CWS Financial Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$251M
total across 95 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
75% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VOO +28.2K sh · −$549K+$KMI +1.22K sh · +$138K+$SO +1.14K sh · +$258K
Biggest trims (shares)
−$IVV −43.3K sh · −$4.09M−$SYK −9K sh · −$8.73M−$AAPL −2.51K sh · −$1.78M
Exited to nil (held last quarter, gone now)
$IWM ($570K last qtr)$USB ($242K last qtr)$UNH ($226K last qtr)$AWK ($205K 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)
- Health Care Equipment31.9%—
- Technology Hardware, Storage & Peripherals6.2%—
- Systems Software2.7%—
- Investment Banking & Brokerage1.5%—
- Integrated Oil & Gas1.2%—
- Financial Exchanges & Data1.2%—
- Consumer Staples Merchandise Retail1.2%—
- Restaurants0.9%—
- Other holdings53.3%—
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
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SYK | Stryker Corporation | 243K | $79.9M | -9K | 31.9% |
| $AAPL | Apple Inc | 60.5K | $15.4M | -2.51K | 6.1% |
| $MSFT | Microsoft Corporation | 18.2K | $6.74M | +187 | 2.7% |
| $SCHW | Charles Schwab Corporation | 117K | $3.76M | +1.01K | 1.5% |
…and 91 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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