WETZEL INVESTMENT ADVISORS, INC.
SEC Form 13F institutional filer · CIK 0002009211
13F-HR · 67 reported holdings · 2026-03-31
Reported long-US-equity value
$0.14B
Top-10 concentration
74.8%
WETZEL INVESTMENT ADVISORS, INC. — $138M AUM allocation strategy
WETZEL INVESTMENT ADVISORS, INC. files SEC Form 13F and reports $138M of long US equity value across 67 reported holdings for 2026-03-31.
Its largest sector bet is Financials 18.6%, followed by Health Care 8.2% and Information Technology 5.4%.
The top 10 holdings account for 75% 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.
WETZEL INVESTMENT ADVISORS, INC. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$138M
total across 67 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
75% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +14.8K sh · +$506K+$APA +4.51K sh · +$576K+$WMT +3.69K sh · +$672K
Biggest trims (shares)
−$SCHW −7.8K sh · −$186K−$IVZ −2.2K sh · −$340K−$VZ −1.78K sh · −$4.62K
Exited to nil (held last quarter, gone now)
$MDT ($260K last qtr)$UNH ($247K last qtr)$ICE ($232K last qtr)$SPGI ($208K 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)
- Diversified Banks11.1%—
- Pharmaceuticals8.2%—
- Asset Management & Custody Banks7.5%—
- Technology Hardware, Storage & Peripherals2.6%—
- Consumer Staples Merchandise Retail1.9%—
- Semiconductors1.8%—
- Oil & Gas Refining & Marketing1.4%—
- Systems Software1.1%—
- Other holdings64.4%—
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 |
|---|---|---|---|---|---|
| $JPM | JP Morgan Chase & Co | 39.7K | $11.7M | -188 | 8.5% |
| $LLY | Eli Lilly and Company | 11.3K | $10.4M | +410 | 7.5% |
| $IVZ | Invesco Ltd | 81.1K | $6.99M | -2.2K | 5.1% |
| $C | Citigroup Inc | 31.6K | $3.59M | +200 | 2.6% |
| $AAPL | Apple Inc | 14K | $3.56M | -621 | 2.6% |
| $BLK | BlackRock Inc | 64.3K | $3.34M | +1.93K | 2.4% |
…and 61 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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