Forthright Family Wealth Advisory LLC
SEC Form 13F institutional filer · CIK 0002008648
13F-HR · 21 reported holdings · 2026-03-31
Reported long-US-equity value
$0.08B
Top-10 concentration
95.0%
Forthright Family Wealth Advisory LLC — $81.4M AUM allocation strategy
Forthright Family Wealth Advisory LLC files SEC Form 13F and reports $81.4M of long US equity value across 21 reported holdings for 2026-03-31.
Its largest sector bet is Financials 14.7%, followed by Information Technology 4.9% and Consumer Staples 1.1%.
The top 10 holdings account for 95% 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.
Forthright Family Wealth Advisory LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$81.4M
total across 21 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
95% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPYM +499K sh · +$26.8M+$IYY +3.99K sh · −$1.16M+$AAPL +3.91K sh · −$233K
Biggest trims (shares)
−$SCHW −146K sh · +$421K−$BLK −41.3K sh · −$8.41M−$NVDA −2.2K sh · −$200K
Exited to nil (held last quarter, gone now)
$META ($281K last qtr)$GOOGL ($215K last qtr)$CFG ($213K last qtr)$RF ($211K 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)
- Investment Banking & Brokerage9.7%—
- Asset Management & Custody Banks4.7%—
- Technology Hardware, Storage & Peripherals2.7%—
- Systems Software1.6%—
- Tobacco1.1%—
- Broadline Retail0.7%—
- Interactive Media & Services0.5%—
- Cargo Ground Transportation0.4%—
- Other holdings78.7%—
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
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 173K | $7.89M | -146K | 9.7% |
| $BLK | BlackRock Inc | 57.7K | $3.8M | -41.3K | 4.7% |
| $AAPL | Apple Inc | 12.9K | $2.21M | +3.91K | 2.7% |
| $MSFT | Microsoft Corporation | 3K | $1.26M | -220 | 1.5% |
…and 17 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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