Sage Investment Advisers LLC
SEC Form 13F institutional filer · CIK 0001925418
13F-HR · 57 reported holdings · 2026-03-31
Reported long-US-equity value
$0.09B
Top-10 concentration
57.8%
Sage Investment Advisers LLC — $91.1M AUM allocation strategy
Sage Investment Advisers LLC files SEC Form 13F and reports $91.1M of long US equity value across 57 reported holdings for 2026-03-31.
Its largest sector bet is Financials 22.6%, followed by Industrials 8.5% and Information Technology 6.1%.
The top 10 holdings account for 58% 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.
Sage Investment Advisers LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$91.1M
total across 57 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
58% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPGI +7.63K sh · −$68.1K+$SCHW +3.85K sh · +$441K+$O +640 sh · +$73.9K
Biggest trims (shares)
−$PLTR −1.32K sh · −$327K−$AMD −1.25K sh · −$284K−$CSX −1.19K sh · +$75.4K
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)
- Financial Exchanges & Data6.1%—
- Transaction & Payment Processing Services5.3%—
- Integrated Oil & Gas5.3%—
- Interactive Media & Services4.6%—
- Diversified Banks3.9%—
- Investment Banking & Brokerage3.9%—
- Aerospace & Defense3.8%—
- IT Consulting & Other Services3.6%—
- Other holdings63.4%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SPGI | S&P Global Inc | 91.5K | $5.55M | +7.63K | 6.1% |
| $V | Visa Inc | 16.1K | $4.8M | -145 | 5.3% |
| $CVX | Chevron Corporation | 24.2K | $4.79M | +267 | 5.3% |
| $JPM | JP Morgan Chase & Co | 12.1K | $3.57M | -249 | 3.9% |
| $SCHW | Charles Schwab Corporation | 117K | $3.57M | +3.85K | 3.9% |
| $IBM | International Business Machines Corporation | 13.5K | $3.29M | -313 | 3.6% |
| $BLK | BlackRock Inc | 27.1K | $3.1M | -914 | 3.4% |
| $GOOGL | Alphabet Inc | 9.05K | $2.67M | +510 | 2.9% |
…and 49 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.