Sunrise Financial Services, LLC
SEC Form 13F institutional filer · CIK 0002110891
13F-HR · 279 reported holdings · 2026-03-31
Reported long-US-equity value
$0.06B
Top-10 concentration
82.9%
Sunrise Financial Services, LLC — $56.7M AUM allocation strategy
Sunrise Financial Services, LLC files SEC Form 13F and reports $56.7M of long US equity value across 279 reported holdings for 2026-03-31.
Its largest sector bet is Financials 30.7%, followed by Information Technology 7.2% and Consumer Discretionary 4.3%.
The top 10 holdings account for 83% 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.
Sunrise Financial Services, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$56.7M
total across 279 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
83% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVZ +144K sh · +$11M+$IVV +4.05K sh · +$309K+$IWM +2.71K sh · −$131K
Biggest trims (shares)
−$BEN −88.6K sh · −$5.02M−$USB −27K sh · −$1.34M−$QQQM −15.6K sh · −$4.69M
Exited to nil (held last quarter, gone now)
$CRWD ($21.1K last qtr)$VLO ($5.37K last qtr)$CRM ($4.77K last qtr)$VRTX ($4.53K last qtr)$LUV ($2.89K 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 Banks21.0%—
- Diversified Banks7.9%—
- Systems Software3.4%—
- Semiconductors3.0%—
- Consumer Staples Merchandise Retail1.8%—
- Broadline Retail1.6%—
- Automobile Manufacturers1.2%—
- Investment Banking & Brokerage1.1%—
- Other holdings58.9%—
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 |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 150K | $11.4M | +144K | 20.1% |
| $USB | U.S. Bancorp | 89.3K | $4.48M | -27K | 7.9% |
| $MSFT | Microsoft Corporation | 5.14K | $1.9M | -666 | 3.4% |
| $NVDA | NVIDIA Corporation | 9.8K | $1.71M | -237 | 3.0% |
| $COST | Costco Wholesale Corporation | 1.06K | $1.06M | +0 | 1.9% |
| $AMZN | Amazon.com Inc | 4.36K | $907K | -595 | 1.6% |
…and 273 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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