SWMG, LLC
SEC Form 13F institutional filer · CIK 0001839255
13F-HR · 45 reported holdings · 2026-03-31
Reported long-US-equity value
$0.20B
Top-10 concentration
91.4%
SWMG, LLC — $204M AUM allocation strategy
SWMG, LLC files SEC Form 13F and reports $204M of long US equity value across 45 reported holdings for 2026-03-31.
Its largest sector bet is Financials 23.7%, followed by Information Technology 2.1% and Health Care 1.4%.
The top 10 holdings account for 91% 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.
SWMG, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$204M
total across 45 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
91% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +18.9K sh · +$749K+$BLK +14.4K sh · +$153K+$IVZ +14.2K sh · +$447K
Biggest trims (shares)
−$IYY −20.4K sh · −$5.3M−$SPGI −9.55K sh · −$3.22M−$BR −1.53K sh · −$327K
Exited to nil (held last quarter, gone now)
$IWM ($1.96M last qtr)$QQQM ($588K last qtr)$VOO ($323K last qtr)$QQQ ($242K last qtr)$DIS ($218K 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 Banks12.8%—
- Financial Exchanges & Data10.5%—
- Technology Hardware, Storage & Peripherals0.9%—
- Health Care Distributors0.7%—
- Semiconductors0.7%—
- Systems Software0.6%—
- Investment Banking & Brokerage0.5%—
- Apparel Retail0.5%—
- Other holdings73.0%—
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 | 236K | $25.3M | +14.4K | 12.4% |
| $SPGI | S&P Global Inc | 103K | $21.3M | -9.55K | 10.4% |
| $AAPL | Apple Inc | 7.09K | $1.8M | -521 | 0.9% |
| $COR | Cencora Inc | 4.38K | $1.38M | -478 | 0.7% |
| $NVDA | NVIDIA Corporation | 7.87K | $1.37M | -271 | 0.7% |
| $MSFT | Microsoft Corporation | 2.92K | $1.08M | -230 | 0.5% |
…and 39 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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