Perissos Private Wealth Management, LLC
SEC Form 13F institutional filer · CIK 0002023071
13F-HR · 32 reported holdings · 2026-03-31
Reported long-US-equity value
$0.05B
Top-10 concentration
76.2%
Perissos Private Wealth Management, LLC — $52.3M AUM allocation strategy
Perissos Private Wealth Management, LLC files SEC Form 13F and reports $52.3M of long US equity value across 32 reported holdings for 2026-03-31.
Its largest sector bet is Financials 31.7%, followed by Communication Services 7.3% and Information Technology 6.3%.
The top 10 holdings account for 76% 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.
Perissos Private Wealth Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$52.3M
total across 32 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
76% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$XLK +25.1K sh · +$3.27M+$IWM +5.08K sh · +$930K+$SCHW +1.07K sh · −$340K
Biggest trims (shares)
−$IVV −6.31K sh · −$4.48M−$VOO −1.99K sh · −$1.27M−$OKE −1.72K sh · +$47.4K
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 & Brokerage14.0%—
- Asset Management & Custody Banks11.5%—
- Interactive Media & Services7.3%—
- Multi-Sector Holdings3.5%—
- Systems Software3.2%—
- Broadline Retail2.9%—
- Transaction & Payment Processing Services2.7%—
- Consumer Staples Merchandise Retail2.7%—
- Other holdings52.2%—
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 |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 240K | $7.31M | +1.07K | 14.0% |
| $IVZ | Invesco Ltd | 346K | $6M | — | 11.5% |
| $GOOGL | Alphabet Inc | 6.89K | $1.98M | +0 | 3.8% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 6.34K | $1.82M | +10 | 3.5% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 3.79K | $1.82M | +50 | 3.5% |
| $MSFT | Microsoft Corporation | 4.55K | $1.68M | -402 | 3.2% |
…and 26 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.