MOULTON WEALTH MANAGEMENT, INC
SEC Form 13F institutional filer · CIK 0001792510
13F-HR · 11 reported holdings · 2026-03-31
Reported long-US-equity value
$0.03B
Top-10 concentration
99.1%
MOULTON WEALTH MANAGEMENT, INC — $26.9M AUM allocation strategy
MOULTON WEALTH MANAGEMENT, INC files SEC Form 13F and reports $26.9M of long US equity value across 11 reported holdings for 2026-03-31.
Its largest sector bet is Financials 31.5%, followed by Energy 11.7% and Consumer Staples 2.4%.
The top 10 holdings account for 99% 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.
MOULTON WEALTH MANAGEMENT, INC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$26.9M
total across 11 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
99% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IYY +1.21K sh · +$58.3K+$COST +201 sh · +$268K+$XOM +93 sh · +$528K
Exited to nil (held last quarter, gone now)
$IVV ($9.32M last qtr)$XLK ($3.31M last qtr)$XLV ($2.52M last qtr)$BLK ($2.48M last qtr)$XLI ($1.96M 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)
- Financial Exchanges & Data17.1%—
- Investment Banking & Brokerage12.9%—
- Integrated Oil & Gas11.7%—
- Consumer Staples Merchandise Retail2.4%—
- Asset Management & Custody Banks1.5%—
- Automotive Retail1.0%—
- Other holdings53.4%—
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 |
|---|---|---|---|---|---|
| $SPGI | S&P Global Inc | 185K | $4.62M | — | 17.1% |
| $GS | Goldman Sachs Group Inc | 75.1K | $3.47M | — | 12.9% |
| $XOM | ExxonMobil Holdings Corporation | 13.5K | $2.17M | +93 | 8.1% |
| $CVX | Chevron Corporation | 4.93K | $989K | +2 | 3.7% |
| $COST | Costco Wholesale Corporation | 630 | $635K | +201 | 2.4% |
| $IVZ | Invesco Ltd | 3.65K | $391K | — | 1.5% |
…and 5 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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