BetterWealth, LLC
SEC Form 13F institutional filer · CIK 0001911702
13F-HR · 40 reported holdings · 2026-03-31
Reported long-US-equity value
$0.07B
Top-10 concentration
85.2%
BetterWealth, LLC — $71.6M AUM allocation strategy
BetterWealth, LLC files SEC Form 13F and reports $71.6M of long US equity value across 40 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 67.1%, followed by Communication Services 7.2% and Financials 4.0%.
The top 10 holdings account for 85% 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.
BetterWealth, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$71.6M
total across 40 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
85% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$AAPL +43.1K sh · +$8.56M+$NVDA +1.22K sh · +$89.5K+$GOOG +953 sh · +$249K
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)
- Technology Hardware, Storage & Peripherals62.1%—
- Interactive Media & Services7.2%—
- Pharmaceuticals3.7%—
- Semiconductors3.4%—
- Investment Banking & Brokerage2.8%—
- Automobile Manufacturers2.4%—
- Integrated Oil & Gas1.7%—
- Multi-Sector Holdings1.2%—
- Other holdings15.4%—
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 |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 175K | $44.5M | +43.1K | 62.1% |
| $GOOGL | Alphabet Inc | 16.1K | $4.61M | -78 | 6.4% |
| $JNJ | Johnson & Johnson | 8.51K | $2.08M | -668 | 2.9% |
| $NVDA | NVIDIA Corporation | 11.4K | $1.99M | +1.22K | 2.8% |
| $SCHW | Charles Schwab Corporation | 65.4K | $1.96M | — | 2.7% |
| $TSLA | Tesla Inc | 4.56K | $1.69M | +79 | 2.4% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 1.83K | $875K | +8 | 1.2% |
| $CVX | Chevron Corporation | 3.85K | $796K | +254 | 1.1% |
| $AMZN | Amazon.com Inc | 3.31K | $689K | +421 | 1.0% |
…and 31 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.