Aprio Wealth Management, LLC
SEC Form 13F institutional filer · CIK 0001803519
13F-HR · 293 reported holdings · 2026-03-31
Reported long-US-equity value
$0.58B
Top-10 concentration
38.1%
Aprio Wealth Management, LLC — $583M AUM allocation strategy
Aprio Wealth Management, LLC files SEC Form 13F and reports $583M of long US equity value across 293 reported holdings for 2026-03-31.
Its largest sector bet is Financials 16.9%, followed by Information Technology 12.4% and Consumer Discretionary 4.4%.
The top 10 holdings account for 38% 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.
Aprio Wealth Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$583M
total across 293 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
38% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +139K sh · +$3.79M+$TROW +44.2K sh · −$20.7K+$MCD +41.1K sh · +$1.54M
Biggest trims (shares)
−$RF −19.5K sh · −$564K−$CTSH −4.63K sh · −$570K−$FOX −2.67K sh · −$373K
Exited to nil (held last quarter, gone now)
$STE ($377K last qtr)$KKR ($353K last qtr)$VEEV ($328K last qtr)$NKE ($302K last qtr)$SHW ($275K 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)
- Asset Management & Custody Banks9.2%—
- Semiconductors4.7%—
- Technology Hardware, Storage & Peripherals4.3%—
- Systems Software3.5%—
- Interactive Media & Services3.4%—
- Investment Banking & Brokerage2.5%—
- Restaurants2.4%—
- Financial Exchanges & Data2.3%—
- Other holdings67.8%—
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 |
|---|---|---|---|---|---|
| $TROW | T. Rowe Price Group Inc | 977K | $38.9M | +44.2K | 6.7% |
| $AAPL | Apple Inc | 97.6K | $24.8M | +2.13K | 4.2% |
| $MSFT | Microsoft Corporation | 55.5K | $20.5M | +18.7K | 3.5% |
| $NVDA | NVIDIA Corporation | 102K | $17.8M | +12.6K | 3.0% |
| $SCHW | Charles Schwab Corporation | 377K | $14.4M | +139K | 2.5% |
| $MCD | McDonald's Corporation | 44.8K | $13.9M | +41.1K | 2.4% |
| $SPGI | S&P Global Inc | 161K | $13.4M | +29.1K | 2.3% |
…and 286 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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