Latitude Advisors, LLC
SEC Form 13F institutional filer · CIK 0001843715
13F-HR · 89 reported holdings · 2026-03-31
Reported long-US-equity value
$0.11B
Top-10 concentration
50.1%
Latitude Advisors, LLC — $105M AUM allocation strategy
Latitude Advisors, LLC files SEC Form 13F and reports $105M of long US equity value across 89 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 11.8%, followed by Financials 11.7% and Consumer Discretionary 3.5%.
The top 10 holdings account for 50% 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.
Latitude Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$105M
total across 89 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
50% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +11.4K sh · +$517K+$IVV +10.2K sh · −$73.3K+$SPGI +6.74K sh · +$622K
Biggest trims (shares)
−$TYL −1.75K sh · −$1.28M−$F −1.69K sh · −$48.5K−$AAPL −1.64K sh · −$632K
Exited to nil (held last quarter, gone now)
$QQQ ($10.8M last qtr)$COR ($886K last qtr)$XLV ($821K last qtr)$RTX ($360K last qtr)$MCK ($287K 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)
- Semiconductors5.8%—
- Asset Management & Custody Banks4.3%—
- Investment Banking & Brokerage4.2%—
- Broadline Retail3.5%—
- Biotechnology2.7%—
- Technology Hardware, Storage & Peripherals2.5%—
- Systems Software2.1%—
- Financial Exchanges & Data1.8%—
- Other holdings73.2%—
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 |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 161K | $4.45M | +11.4K | 4.2% |
| $NVDA | NVIDIA Corporation | 23.2K | $4.04M | -946 | 3.8% |
| $AMZN | Amazon.com Inc | 17.8K | $3.72M | -111 | 3.5% |
| $ABBV | AbbVie Inc | 13K | $2.83M | +1.39K | 2.7% |
| $AAPL | Apple Inc | 10.3K | $2.61M | -1.64K | 2.5% |
| $IVZ | Invesco Ltd | 30.2K | $2.45M | +5.14K | 2.3% |
…and 83 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.
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