SkyView Investment Advisors, LLC
SEC Form 13F institutional filer · CIK 0001848237
13F-HR · 111 reported holdings · 2026-03-31
Reported long-US-equity value
$0.00B
Top-10 concentration
69.6%
SkyView Investment Advisors, LLC — $359K AUM allocation strategy
SkyView Investment Advisors, LLC files SEC Form 13F and reports $359K of long US equity value across 111 reported holdings for 2026-03-31.
Its largest sector bet is Financials 41.5%, followed by Information Technology 9.3% and Consumer Discretionary 1.9%.
The top 10 holdings account for 70% 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.
SkyView Investment Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$359K
total across 111 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
70% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$GS +13.9K sh · −$4.55K+$VZ +2.96K sh · +$400+$PAYX +2.9K sh · +$219
Biggest trims (shares)
−$XLB −46K sh · −$1.92K−$AMCR −27.9K sh · +$79−$IBKR −15.9K sh · −$676
Exited to nil (held last quarter, gone now)
$JNJ ($358 last qtr)$APP ($337 last qtr)$CEG ($247 last qtr)$CRM ($236 last qtr)$AEP ($209 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)
- Investment Banking & Brokerage37.6%—
- Semiconductors7.2%—
- Asset Management & Custody Banks2.3%—
- Interactive Media & Services1.9%—
- Systems Software1.4%—
- Construction & Engineering1.3%—
- Broadline Retail0.9%—
- Automobile Manufacturers0.9%—
- Other holdings46.6%—
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 |
|---|---|---|---|---|---|
| $GS | Goldman Sachs Group Inc | 1.68M | $126K | +13.9K | 35.2% |
| $NVDA | NVIDIA Corporation | 149K | $26K | +351 | 7.2% |
| $IBKR | Interactive Brokers Group Inc | 126K | $8.46K | -15.9K | 2.4% |
| $IVZ | Invesco Ltd | 79.1K | $8.25K | -7.14K | 2.3% |
| $MSFT | Microsoft Corporation | 13.4K | $4.95K | +0 | 1.4% |
| $EME | EMCOR Group Inc | 5.16K | $4.54K | -997 | 1.3% |
…and 105 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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