Networth Advisors, LLC
SEC Form 13F institutional filer · CIK 0002099019
13F-HR · 135 reported holdings · 2026-03-31
Reported long-US-equity value
$0.01B
Top-10 concentration
79.3%
Networth Advisors, LLC — $11.2M AUM allocation strategy
Networth Advisors, LLC files SEC Form 13F and reports $11.2M of long US equity value across 135 reported holdings for 2026-03-31.
Its largest sector bet is Financials 7.1%, followed by Information Technology 6.1% and Health Care 2.5%.
The top 10 holdings account for 79% 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.
Networth Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$11.2M
total across 135 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
79% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +4.41K sh · +$159K+$IVZ +1.47K sh · +$115K+$MS +534 sh · +$87.7K
Biggest trims (shares)
−$IVV −1.21K sh · −$78.8K−$VOO −812 sh · −$672K−$GS −584 sh · −$72.9K
Exited to nil (held last quarter, gone now)
$STX ($7.16K last qtr)$APP ($6.74K last qtr)$ZTS ($5.28K last qtr)$QCOM ($4.45K last qtr)$SO ($3.92K 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)
- Systems Software4.9%—
- Asset Management & Custody Banks3.7%—
- Investment Banking & Brokerage2.6%—
- Integrated Oil & Gas2.1%—
- Pharmaceuticals1.7%—
- Technology Hardware, Storage & Peripherals1.2%—
- Telecom Tower REITs1.2%—
- Industrial Machinery & Supplies & Components1.0%—
- Other holdings81.6%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $MSFT | Microsoft Corporation | 1.48K | $547K | +173 | 4.9% |
| $BNY | The Bank of New York Mellon Corporation | 2.18K | $258K | +0 | 2.3% |
| $XOM | ExxonMobil Holdings Corporation | 1.43K | $242K | +244 | 2.2% |
| $SCHW | Charles Schwab Corporation | 5.83K | $196K | +4.41K | 1.8% |
| $LLY | Eli Lilly and Company | 202 | $186K | +199 | 1.7% |
| $IVZ | Invesco Ltd | 1.85K | $157K | +1.47K | 1.4% |
…and 129 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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