Jackson Wealth Management, LLC
SEC Form 13F institutional filer · CIK 0001536799
13F-HR · 56 reported holdings · 2026-03-31
Reported long-US-equity value
$0.62B
Top-10 concentration
59.9%
Jackson Wealth Management, LLC — $623M AUM allocation strategy
Jackson Wealth Management, LLC files SEC Form 13F and reports $623M of long US equity value across 56 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 35.0%, followed by Communication Services 6.7% and Financials 6.7%.
The top 10 holdings account for 60% 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.
Jackson Wealth Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$623M
total across 56 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
60% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPYM +7.89K sh · −$1.35M+$INTC +2.11K sh · +$135K+$BX +1.64K sh · −$2.47M
Biggest trims (shares)
−$IVZ −35.9K sh · −$5.14M−$COST −5.63K sh · −$2.94M−$AVGO −3.7K sh · −$7.22M
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)
- Semiconductors10.1%—
- Semiconductor Materials & Equipment8.6%—
- Technology Hardware, Storage & Peripherals8.3%—
- Systems Software8.0%—
- Interactive Media & Services6.7%—
- Asset Management & Custody Banks4.2%—
- Transaction & Payment Processing Services2.6%—
- Consumer Staples Merchandise Retail2.3%—
- Other holdings49.1%—
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 |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 203K | $51.6M | -1.92K | 8.3% |
| $MSFT | Microsoft Corporation | 136K | $50.3M | +284 | 8.1% |
| $AVGO | Broadcom Inc | 162K | $50.3M | -3.7K | 8.1% |
| $KLAC | KLA Corporation | 21.4K | $31.5M | -670 | 5.1% |
| $IVZ | Invesco Ltd | 362K | $26M | -35.9K | 4.2% |
| $LRCX | Lam Research Corporation | 103K | $21.9M | -2.84K | 3.5% |
…and 50 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.