Rooted Wealth Advisors, Inc.
SEC Form 13F institutional filer · CIK 0001963732
13F-HR · 84 reported holdings · 2026-03-31
Reported long-US-equity value
$0.21B
Top-10 concentration
75.6%
Rooted Wealth Advisors, Inc. — $206M AUM allocation strategy
Rooted Wealth Advisors, Inc. files SEC Form 13F and reports $206M of long US equity value across 84 reported holdings for 2026-03-31.
Its largest sector bet is Financials 21.2%, followed by Information Technology 8.2% and Communication Services 3.6%.
The top 10 holdings account for 76% 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.
Rooted Wealth Advisors, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$206M
total across 84 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
76% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVZ +64.2K sh · +$4.25M+$SCHW +10.2K sh · +$508K+$NVDA +6.07K sh · +$1.76M
Biggest trims (shares)
−$IVV −50.7K sh · −$2.53M−$XLP −1.92K sh · −$428K−$BEN −1.78K sh · −$42.8K
Exited to nil (held last quarter, gone now)
None this quarter
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)
- Asset Management & Custody Banks19.4%—
- Semiconductors3.4%—
- Interactive Media & Services2.8%—
- Technology Hardware, Storage & Peripherals2.6%—
- Systems Software2.2%—
- Broadline Retail1.8%—
- Investment Banking & Brokerage1.8%—
- Construction Machinery & Heavy Transportation Equipment1.3%—
- Other holdings64.8%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 680K | $38.2M | +64.2K | 18.5% |
| $AAPL | Apple Inc | 19.5K | $5.33M | +3.11K | 2.6% |
| $NVDA | NVIDIA Corporation | 25.2K | $5.08M | +6.07K | 2.5% |
| $MSFT | Microsoft Corporation | 11.1K | $4.64M | +1.6K | 2.2% |
| $AMZN | Amazon.com Inc | 15.2K | $3.77M | +1.77K | 1.8% |
| $SCHW | Charles Schwab Corporation | 156K | $3.66M | +10.2K | 1.8% |
…and 78 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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