CLARIS ADVISORS, LLC / MO /
SEC Form 13F institutional filer · CIK 0001905092
13F-HR · 34 reported holdings · 2026-03-31
Reported long-US-equity value
$0.03B
Top-10 concentration
71.4%
CLARIS ADVISORS, LLC / MO / — $32.5M AUM allocation strategy
CLARIS ADVISORS, LLC / MO / files SEC Form 13F and reports $32.5M of long US equity value across 34 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 14.9%, followed by Industrials 9.6% and Consumer Discretionary 7.0%.
The top 10 holdings account for 71% 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.
CLARIS ADVISORS, LLC / MO / — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$32.5M
total across 34 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
71% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VOO +1.5K sh · +$83.4K+$IVV +1.22K sh · −$138K+$SCHW +33 sh · −$12.6K
Biggest trims (shares)
−$MSFT −910 sh · −$1.1M−$META −208 sh · −$293K−$NVDA −173 sh · −$74.1K
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)
- Construction Machinery & Heavy Transportation Equipment7.7%—
- Systems Software6.5%—
- Interactive Media & Services6.1%—
- Technology Hardware, Storage & Peripherals4.9%—
- Broadline Retail4.9%—
- Integrated Oil & Gas3.5%—
- Pharmaceuticals3.4%—
- Home Improvement Retail2.1%—
- Other holdings60.9%—
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 |
|---|---|---|---|---|---|
| $MSFT | Microsoft Corporation | 5.78K | $2.14M | -910 | 6.6% |
| $CAT | Caterpillar Inc | 2.8K | $1.98M | +0 | 6.1% |
| $AAPL | Apple Inc | 6.27K | $1.59M | -67 | 4.9% |
| $AMZN | Amazon.com Inc | 7.59K | $1.58M | -72 | 4.9% |
| $META | Meta Platforms Inc | 1.78K | $1.02M | -208 | 3.1% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 3.39K | $975K | -47 | 3.0% |
| $XOM | ExxonMobil Holdings Corporation | 4.05K | $688K | +2 | 2.1% |
…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.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.