THRYVE WEALTH MANAGEMENT LLC
SEC Form 13F institutional filer · CIK 0002113283
13F-HR · 17 reported holdings · 2026-03-31
Reported long-US-equity value
$0.08B
Top-10 concentration
96.7%
THRYVE WEALTH MANAGEMENT LLC — $81.6M AUM allocation strategy
THRYVE WEALTH MANAGEMENT LLC files SEC Form 13F and reports $81.6M of long US equity value across 17 reported holdings for 2026-03-31.
Its largest sector bet is Financials 10.1%, followed by Information Technology 3.7% and Consumer Discretionary 1.3%.
The top 10 holdings account for 97% 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.
THRYVE WEALTH MANAGEMENT LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$81.6M
total across 17 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
97% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPYM +9.06K sh · −$582K+$IVZ +4.12K sh · −$68.1K+$IVV +1.14K sh · +$662K
Biggest trims (shares)
−$NVDA −15.7K sh · −$3M−$AAPL −14.8K sh · −$4.12M−$AMZN −9.68K sh · −$2.31M
Added from nil (new positions)
None this quarter
Exited to nil (held last quarter, gone now)
$UNH ($1.28M last qtr)$V ($1.15M last qtr)$META ($1.03M last qtr)$GOOG ($920K last qtr)$AVGO ($913K 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 Banks8.7%—
- Technology Hardware, Storage & Peripherals1.7%—
- Semiconductors1.3%—
- Investment Banking & Brokerage1.0%—
- Broadline Retail0.8%—
- Interactive Media & Services0.8%—
- Systems Software0.7%—
- Automobile Manufacturers0.5%—
- Other holdings84.5%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 101K | $6.74M | +4.12K | 8.3% |
| $AAPL | Apple Inc | 5.34K | $1.36M | -14.8K | 1.7% |
| $NVDA | NVIDIA Corporation | 6.08K | $1.06M | -15.7K | 1.3% |
| $GS | Goldman Sachs Group Inc | 8.52K | $854K | -1.89K | 1.0% |
| $AMZN | Amazon.com Inc | 3.22K | $670K | -9.68K | 0.8% |
…and 12 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.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.