Tanglewood Legacy Advisors, LLC
SEC Form 13F institutional filer · CIK 0001965616
13F-HR · 119 reported holdings · 2026-03-31
Reported long-US-equity value
$0.19B
Top-10 concentration
89.4%
Tanglewood Legacy Advisors, LLC — $189M AUM allocation strategy
Tanglewood Legacy Advisors, LLC files SEC Form 13F and reports $189M of long US equity value across 119 reported holdings for 2026-03-31.
Its largest sector bet is Financials 17.9%, followed by Industrials 3.7% and Information Technology 2.9%.
The top 10 holdings account for 89% 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.
Tanglewood Legacy Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$189M
total across 119 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
89% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +36.7K sh · −$68.3K+$IVZ +11.2K sh · +$1.41M+$NVDA +2.4K sh · +$413K
Biggest trims (shares)
−$XYL −131 sh · +$49.4K−$ABBV −35 sh · −$12.9K−$IBM −24 sh · −$61K
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 Banks17.7%—
- Technology Hardware, Storage & Peripherals2.3%—
- Pharmaceuticals1.5%—
- Integrated Oil & Gas1.3%—
- Industrial Machinery & Supplies & Components1.1%—
- Construction Machinery & Heavy Transportation Equipment0.9%—
- Passenger Airlines0.9%—
- Systems Software0.7%—
- Other holdings73.6%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 292K | $33.4M | +11.2K | 17.7% |
| $AAPL | Apple Inc | 16.8K | $4.27M | +1.33K | 2.3% |
| $XYL | Xylem Inc. Common Stock New | 43.2K | $2.13M | -131 | 1.1% |
| $CAT | Caterpillar Inc | 2.47K | $1.75M | +0 | 0.9% |
| $LUV | Southwest Airlines Company | 46.5K | $1.75M | +0 | 0.9% |
| $MRK | Merck & Company Inc | 12.2K | $1.47M | +78 | 0.8% |
…and 113 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.