Wealth Management Partners, LLC
SEC Form 13F institutional filer · CIK 0001843294
13F-HR · 71 reported holdings · 2026-03-31
Reported long-US-equity value
$0.21B
Top-10 concentration
61.5%
Wealth Management Partners, LLC — $212M AUM allocation strategy
Wealth Management Partners, LLC files SEC Form 13F and reports $212M of long US equity value across 71 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 27.7%, followed by Consumer Discretionary 5.8% and Financials 5.7%.
The top 10 holdings account for 62% 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.
Wealth Management Partners, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$212M
total across 71 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
62% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IYY +56.1K sh · +$3.27M+$IVV +36.9K sh · +$2.2M+$SCHW +7.4K sh · +$262K
Biggest trims (shares)
−$NVDA −10.6K sh · −$3.9M−$VRT −3.07K sh · +$734K−$QQQ −2.48K sh · −$2.91M
Exited to nil (held last quarter, gone now)
$CRM ($2.08M last qtr)$NOW ($512K last qtr)$INTU ($352K 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)
- Semiconductors14.5%—
- Technology Hardware, Storage & Peripherals6.2%—
- Asset Management & Custody Banks4.1%—
- Systems Software3.8%—
- Broadline Retail3.0%—
- Automobile Manufacturers2.8%—
- Interactive Media & Services2.6%—
- Integrated Oil & Gas2.1%—
- Other holdings61.0%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $NVDA | NVIDIA Corporation | 158K | $27.6M | -10.6K | 13.0% |
| $AAPL | Apple Inc | 51.1K | $13M | +478 | 6.1% |
| $MSFT | Microsoft Corporation | 21.6K | $7.98M | -437 | 3.8% |
| $AMZN | Amazon.com Inc | 30.8K | $6.42M | -691 | 3.0% |
| $TSLA | Tesla Inc | 15.5K | $5.77M | +980 | 2.7% |
| $GOOGL | Alphabet Inc | 19.1K | $5.49M | -484 | 2.6% |
…and 65 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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