Gladwyn Financial Advisors, Inc.
SEC Form 13F institutional filer · CIK 0002078684
13F-HR · 45 reported holdings · 2026-03-31
Reported long-US-equity value
$0.03B
Top-10 concentration
85.4%
Gladwyn Financial Advisors, Inc. — $27.9M AUM allocation strategy
Gladwyn Financial Advisors, Inc. files SEC Form 13F and reports $27.9M of long US equity value across 45 reported holdings for 2026-03-31.
Its largest sector bet is Financials 45.1%, followed by Industrials 10.8% and Consumer Staples 4.2%.
The top 10 holdings account for 85% 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.
Gladwyn Financial Advisors, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$27.9M
total across 45 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
85% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VOO +1.85K sh · +$120K+$BLK +1.28K sh · +$58.5K+$VZ +52 sh · +$36.4K
Biggest trims (shares)
−$IVZ −79.6K sh · +$518K−$IVV −2.39K sh · −$223K−$SPY −932 sh · −$722K
Added from nil (new positions)
None this quarter
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 Banks41.4%—
- Aerospace & Defense8.8%—
- Multi-Utilities3.0%—
- Soft Drinks & Non-alcoholic Beverages2.2%—
- Diversified Banks2.0%—
- Integrated Oil & Gas1.3%—
- Heavy Electrical Equipment1.3%—
- Personal Care Products1.2%—
- Other holdings38.6%—
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 |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 364K | $8.22M | -79.6K | 29.5% |
| $BLK | BlackRock Inc | 41.7K | $3.32M | +1.28K | 11.9% |
| $GD | General Dynamics Corporation | 6.01K | $2.06M | +0 | 7.4% |
| $NEE | NextEra Energy Inc | 9.1K | $845K | +0 | 3.0% |
| $KO | Coca-Cola Company | 7.94K | $604K | +0 | 2.2% |
| $JPM | JP Morgan Chase & Co | 1.85K | $545K | +0 | 2.0% |
| $GE | GE Aerospace | 1.41K | $399K | +1 | 1.4% |
…and 38 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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