Aerodigm Wealth, LLC
SEC Form 13F institutional filer · CIK 0001927705
13F-HR · 35 reported holdings · 2026-03-31
Reported long-US-equity value
$0.12B
Top-10 concentration
87.9%
Aerodigm Wealth, LLC — $116M AUM allocation strategy
Aerodigm Wealth, LLC files SEC Form 13F and reports $116M of long US equity value across 35 reported holdings for 2026-03-31.
Its largest sector bet is Financials 10.4%, followed by Information Technology 9.1% and Consumer Staples 3.6%.
The top 10 holdings account for 88% 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.
Aerodigm Wealth, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$116M
total across 35 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
88% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VOO +13.6K sh · −$4.3M+$WMT +4.15K sh · −$1.54M+$VTI +1.76K sh · −$11.9M
Biggest trims (shares)
−$SCHW −19.3K sh · −$2.24M−$IVV −3.5K sh · −$61.3M−$TSLA −2.52K sh · −$4.79M
Exited to nil (held last quarter, gone now)
$AVGO ($1.44M last qtr)$CRM ($797K last qtr)$JPM ($639K last qtr)$ABBV ($490K last qtr)$HD ($474K 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)
- Financial Exchanges & Data6.7%—
- Technology Hardware, Storage & Peripherals4.8%—
- Consumer Staples Merchandise Retail3.6%—
- Systems Software2.7%—
- Semiconductors1.5%—
- Automobile Manufacturers1.5%—
- Insurance Brokers1.2%—
- Diversified Banks1.2%—
- Other holdings76.6%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SPGI | S&P Global Inc | 156K | $7.81M | -870 | 6.7% |
| $AAPL | Apple Inc | 22K | $5.59M | -988 | 4.8% |
| $MSFT | Microsoft Corporation | 8.55K | $3.17M | -908 | 2.7% |
| $WMT | Walmart Inc | 25K | $3.11M | +4.15K | 2.7% |
| $NVDA | NVIDIA Corporation | 10.4K | $1.81M | -2.17K | 1.6% |
| $TSLA | Tesla Inc | 4.78K | $1.78M | -2.52K | 1.5% |
| $MRSH | Marsh | 8.35K | $1.45M | +0 | 1.2% |
…and 28 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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