Integrated Wealth Management
SEC Form 13F institutional filer · CIK 0002113155
13F-HR · 31 reported holdings · 2026-03-31
Reported long-US-equity value
$0.03B
Top-10 concentration
71.1%
Integrated Wealth Management — $29.9M AUM allocation strategy
Integrated Wealth Management files SEC Form 13F and reports $29.9M of long US equity value across 31 reported holdings for 2026-03-31.
Its largest sector bet is Financials 20.7%, followed by Information Technology 15.7% and Energy 8.7%.
The top 10 holdings account for 71% 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.
Integrated Wealth Management — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$29.9M
total across 31 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
71% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPYM +18.4K sh · +$1.21M+$IVV +13.1K sh · −$793K+$PGR +2.03K sh · +$341K
Biggest trims (shares)
−$SCHW −22.9K sh · −$565K−$BLK −5.88K sh · −$505K−$NVDA −843 sh · −$252K
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)
- Integrated Oil & Gas7.0%—
- Financial Exchanges & Data6.9%—
- Technology Hardware, Storage & Peripherals6.8%—
- Asset Management & Custody Banks6.5%—
- Semiconductors6.1%—
- Investment Banking & Brokerage2.9%—
- Systems Software2.9%—
- Property & Casualty Insurance2.7%—
- Other holdings58.3%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $XOM | ExxonMobil Holdings Corporation | 12.3K | $2.09M | -82 | 7.0% |
| $SPGI | S&P Global Inc | 9.09K | $2.06M | -667 | 6.9% |
| $AAPL | Apple Inc | 8.04K | $2.04M | +456 | 6.8% |
| $BLK | BlackRock Inc | 17.3K | $1.96M | -5.88K | 6.6% |
| $NVDA | NVIDIA Corporation | 7.84K | $1.37M | -843 | 4.6% |
| $SCHW | Charles Schwab Corporation | 35.4K | $891K | -22.9K | 3.0% |
| $MSFT | Microsoft Corporation | 2.28K | $845K | +125 | 2.8% |
| $PGR | Progressive Corporation | 4.09K | $812K | +2.03K | 2.7% |
…and 23 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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