Wright Wealth LLC
SEC Form 13F institutional filer · CIK 0002046147
13F-HR · 20 reported holdings · 2026-03-31
Reported long-US-equity value
$0.05B
Top-10 concentration
95.1%
Wright Wealth LLC — $49.4M AUM allocation strategy
Wright Wealth LLC files SEC Form 13F and reports $49.4M of long US equity value across 20 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 22.6%, followed by Communication Services 8.7% and Energy 2.2%.
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.
Wright Wealth LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$49.4M
total across 20 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
95% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPYM +8.55K sh · +$530K+$VOO +7.73K sh · +$106K+$IVV +7.23K sh · +$660K
Biggest trims (shares)
−$T −26.7K sh · −$617K−$AMZN −3.14K sh · −$748K−$MSFT −2.37K sh · −$1.27M
Exited to nil (held last quarter, gone now)
$TSLA ($743K last qtr)$SO ($412K last qtr)$SPGI ($333K last qtr)$VTI ($272K last qtr)$ORCL ($226K 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)
- Technology Hardware, Storage & Peripherals20.8%—
- Interactive Media & Services7.4%—
- Integrated Oil & Gas2.2%—
- Integrated Telecommunication Services1.3%—
- Diversified Banks1.1%—
- Consumer Staples Merchandise Retail0.9%—
- Systems Software0.8%—
- Health Care REITs0.5%—
- Other holdings65.0%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 40.6K | $10.3M | -1.27K | 20.8% |
| $GOOGL | Alphabet Inc | 7.21K | $2.07M | -1.08K | 4.2% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 5.46K | $1.57M | -136 | 3.2% |
| $XOM | ExxonMobil Holdings Corporation | 6.53K | $1.11M | -289 | 2.2% |
| $JPM | JP Morgan Chase & Co | 1.8K | $530K | -40 | 1.1% |
| $WMT | Walmart Inc | 3.75K | $467K | -558 | 0.9% |
| $MSFT | Microsoft Corporation | 1.11K | $411K | -2.37K | 0.8% |
…and 13 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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