SilverOak Wealth Management LLC
SEC Form 13F institutional filer · CIK 0001764766
13F-HR · 63 reported holdings · 2026-03-31
Reported long-US-equity value
$0.33B
Top-10 concentration
88.8%
SilverOak Wealth Management LLC — $332M AUM allocation strategy
SilverOak Wealth Management LLC files SEC Form 13F and reports $332M of long US equity value across 63 reported holdings for 2026-03-31.
Its largest sector bet is Financials 25.9%, followed by Industrials 4.0% and Information Technology 2.5%.
The top 10 holdings account for 89% 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.
SilverOak Wealth Management LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$332M
total across 63 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
89% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +6.42K sh · +$718K+$VOO +1.39K sh · −$3.79M+$VTI +648 sh · −$82.1K
Biggest trims (shares)
−$MMM −3.63K sh · −$1.72M−$BLK −3.4K sh · −$6.17M−$HRL −3K sh · −$129K
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 Banks19.3%—
- Financial Exchanges & Data6.5%—
- Industrial Conglomerates3.4%—
- Interactive Media & Services1.9%—
- Multi-Utilities1.6%—
- Technology Hardware, Storage & Peripherals1.5%—
- Specialty Chemicals1.1%—
- Electrical Components & Equipment0.7%—
- Other holdings64.0%—
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 |
|---|---|---|---|---|---|
| $BLK | BlackRock Inc | 567K | $64.1M | -3.4K | 19.3% |
| $SPGI | S&P Global Inc | 105K | $21.6M | +233 | 6.5% |
| $MMM | 3M Company | 76.4K | $11.1M | -3.63K | 3.3% |
| $CMS | CMS Energy Corporation | 68.8K | $5.34M | +0 | 1.6% |
| $AAPL | Apple Inc | 19.9K | $5.06M | -1.87K | 1.5% |
| $ECL | Ecolab Inc | 13.5K | $3.59M | +0 | 1.1% |
…and 57 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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