Vivid Wealth Management, LLC
SEC Form 13F institutional filer · CIK 0002007281
13F-HR · 53 reported holdings · 2026-03-31
Reported long-US-equity value
$0.19B
Top-10 concentration
48.1%
Vivid Wealth Management, LLC — $188M AUM allocation strategy
Vivid Wealth Management, LLC files SEC Form 13F and reports $188M of long US equity value across 53 reported holdings for 2026-03-31.
Its largest sector bet is Financials 15.1%, followed by Industrials 6.3% and Consumer Discretionary 3.6%.
The top 10 holdings account for 48% of reported value — a broadly spread portfolio. 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.
Vivid Wealth Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$188M
total across 53 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
48% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$HOOD +5.87K sh · −$659K+$BLK +1.14K sh · −$308K+$SPYM +883 sh · −$64.7K
Biggest trims (shares)
−$PANW −13.5K sh · −$2.51M−$MNST −4.59K sh · −$503K−$GE −1.81K sh · −$770K
Exited to nil (held last quarter, gone now)
$EXPE ($3.12M last qtr)$LRCX ($3M last qtr)$SPGI ($2.96M last qtr)$EMR ($2.94M last qtr)$CRWD ($2.77M 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)
- Asset Management & Custody Banks13.7%—
- Automobile Manufacturers2.1%—
- Agricultural & Farm Machinery1.6%—
- Interactive Media & Services1.6%—
- Heavy Electrical Equipment1.6%—
- Technology Hardware, Storage & Peripherals1.6%—
- Integrated Oil & Gas1.6%—
- Construction & Engineering1.6%—
- Other holdings74.7%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $BLK | BlackRock Inc | 438K | $22.7M | +1.14K | 12.1% |
| $TSLA | Tesla Inc | 10.6K | $3.94M | +12 | 2.1% |
| $DE | Deere & Company | 5.57K | $3.14M | -1.45K | 1.7% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 10.4K | $3M | -178 | 1.6% |
| $BNY | The Bank of New York Mellon Corporation | 25.2K | $2.99M | -1.01K | 1.6% |
…and 48 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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