Heirloom Wealth Management
SEC Form 13F institutional filer · CIK 0001882903
13F-HR · 36 reported holdings · 2026-03-31
Reported long-US-equity value
$0.35B
Top-10 concentration
68.1%
Heirloom Wealth Management — $352M AUM allocation strategy
Heirloom Wealth Management files SEC Form 13F and reports $352M of long US equity value across 36 reported holdings for 2026-03-31.
Its largest sector bet is Financials 23.7%, followed by Information Technology 21.5% and Communication Services 14.9%.
The top 10 holdings account for 68% 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.
Heirloom Wealth Management — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$352M
total across 36 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
68% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +561K sh · +$14.8M+$GS +102K sh · +$5M+$VTI +48.2K sh · +$15.5M
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)
- Interactive Media & Services14.9%—
- Semiconductors8.3%—
- Transaction & Payment Processing Services8.0%—
- Investment Banking & Brokerage7.8%—
- Environmental & Facilities Services7.4%—
- Systems Software6.7%—
- Multi-Sector Holdings6.7%—
- Industrial Gases6.1%—
- Other holdings34.1%—
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
9 of 9 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $NVDA | NVIDIA Corporation | 168K | $29.4M | +23.3K | 8.3% |
| $GOOGL | Alphabet Inc | 99.9K | $28.6M | +1.8K | 8.1% |
| $V | Visa Inc | 92.6K | $28M | +13.4K | 7.9% |
| $RSG | Republic Services Inc | 119K | $26.1M | +16.6K | 7.4% |
| $META | Meta Platforms Inc | 41.5K | $23.8M | +13.5K | 6.7% |
| $MSFT | Microsoft Corporation | 64.1K | $23.7M | +9.12K | 6.7% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 49.4K | $23.7M | +7.37K | 6.7% |
| $LIN | Linde plc | 43.9K | $21.8M | +6.21K | 6.2% |
| $SCHW | Charles Schwab Corporation | 690K | $19.1M | +561K | 5.4% |
…and 27 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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