LM Advisors LLC
SEC Form 13F institutional filer · CIK 0002011314
13F-HR · 99 reported holdings · 2026-03-31
Reported long-US-equity value
$0.00B
Top-10 concentration
57.8%
LM Advisors LLC — $2.59M AUM allocation strategy
LM Advisors LLC files SEC Form 13F and reports $2.59M of long US equity value across 99 reported holdings for 2026-03-31.
Its largest sector bet is Financials 17.8%, followed by Consumer Discretionary 10.0% and Information Technology 8.5%.
The top 10 holdings account for 58% 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.
LM Advisors LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$2.59M
total across 99 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
58% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$PANW +2.72K sh · +$17.7K+$SPY +2.42K sh · +$36.8K+$QQQ +1.68K sh · +$7.56K
Biggest trims (shares)
−$AMZN −8.52K sh · −$11K−$GOOGL −4.01K sh · −$560−$MSFT −3.02K sh · +$2.63K
Exited to nil (held last quarter, gone now)
$AMT ($6.63K last qtr)$SBAC ($2.15K last qtr)$WYNN ($1.9K last qtr)$WM ($914 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 Banks11.2%—
- Broadline Retail10.0%—
- Interactive Media & Services7.2%—
- Technology Hardware, Storage & Peripherals4.0%—
- Investment Banking & Brokerage3.1%—
- Diversified Banks2.0%—
- Consumer Staples Merchandise Retail1.7%—
- Application Software1.7%—
- Other holdings59.2%—
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 |
|---|---|---|---|---|---|
| $AMZN | Amazon.com Inc | 53.6K | $258K | -8.52K | 10.0% |
| $BLK | BlackRock Inc | 3.4K | $159K | +1.58K | 6.2% |
| $GOOGL | Alphabet Inc | 39.1K | $137K | -4.01K | 5.3% |
| $IVZ | Invesco Ltd | 16.5K | $132K | +945 | 5.1% |
| $AAPL | Apple Inc | 26.1K | $103K | -2.98K | 4.0% |
| $MS | Morgan Stanley | 2.06K | $79.1K | -295 | 3.1% |
…and 93 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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