OUTFITTERS FINANCIAL LLC
SEC Form 13F institutional filer · CIK 0001846505
13F-HR · 57 reported holdings · 2026-03-31
Reported long-US-equity value
$0.10B
Top-10 concentration
44.8%
OUTFITTERS FINANCIAL LLC — $97.8M AUM allocation strategy
OUTFITTERS FINANCIAL LLC files SEC Form 13F and reports $97.8M of long US equity value across 57 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 12.4%, followed by Financials 12.3% and Communication Services 7.9%.
The top 10 holdings account for 45% of reported value — a broadly spread portfolio. 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.
OUTFITTERS FINANCIAL LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$97.8M
total across 57 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
45% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$SCHW −8.22K sh · −$86.7K−$CVX −2.49K sh · +$410K−$AMAT −1.99K sh · +$724K
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)
- Interactive Media & Services7.9%—
- Investment Banking & Brokerage7.6%—
- Semiconductor Materials & Equipment5.1%—
- Diversified Banks4.7%—
- Technology Hardware, Storage & Peripherals4.6%—
- Broadline Retail3.9%—
- Pharmaceuticals3.9%—
- Consumer Staples Merchandise Retail3.6%—
- Other holdings58.7%—
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
9 of 9 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 262K | $7.43M | -8.22K | 7.6% |
| $AMAT | Applied Materials Inc | 14.6K | $4.98M | -1.99K | 5.1% |
| $JPM | JP Morgan Chase & Co | 15.5K | $4.57M | -90 | 4.7% |
| $AAPL | Apple Inc | 17.7K | $4.49M | -190 | 4.6% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 14.4K | $4.14M | -1.9K | 4.2% |
| $AMZN | Amazon.com Inc | 18.4K | $3.84M | -145 | 3.9% |
| $JNJ | Johnson & Johnson | 15.7K | $3.83M | -140 | 3.9% |
| $META | Meta Platforms Inc | 6.28K | $3.59M | -48 | 3.7% |
| $WMT | Walmart Inc | 28.6K | $3.55M | -1.4K | 3.6% |
…and 48 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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