Widmann Financial Services, Inc.
SEC Form 13F institutional filer · CIK 0001906640
13F-HR · 93 reported holdings · 2026-03-31
Reported long-US-equity value
$0.14B
Top-10 concentration
50.5%
Widmann Financial Services, Inc. — $141M AUM allocation strategy
Widmann Financial Services, Inc. files SEC Form 13F and reports $141M of long US equity value across 93 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 13.1%, followed by Energy 5.9% and Industrials 4.4%.
The top 10 holdings account for 51% 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.
Widmann Financial Services, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$141M
total across 93 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
51% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$XOM −3.46K sh · +$1.28M−$CSCO −1.1K sh · −$81.4K−$NVDA −1.02K sh · −$339K
Exited to nil (held last quarter, gone now)
None this quarter
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)
- Integrated Oil & Gas5.9%—
- Technology Hardware, Storage & Peripherals5.0%—
- Systems Software4.1%—
- Integrated Telecommunication Services2.7%—
- Pharmaceuticals2.6%—
- IT Consulting & Other Services2.6%—
- Construction Machinery & Heavy Transportation Equipment2.2%—
- Restaurants2.2%—
- Other holdings72.7%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 27.5K | $6.97M | -165 | 4.9% |
| $XOM | ExxonMobil Holdings Corporation | 34.3K | $5.83M | -3.46K | 4.1% |
| $MSFT | Microsoft Corporation | 15.4K | $5.71M | -104 | 4.1% |
| $JNJ | Johnson & Johnson | 15.2K | $3.71M | -30 | 2.6% |
| $IBM | International Business Machines Corporation | 15.1K | $3.65M | -18 | 2.6% |
| $CAT | Caterpillar Inc | 4.38K | $3.1M | -99 | 2.2% |
| $MCD | McDonald's Corporation | 9.92K | $3.08M | +35 | 2.2% |
| $RTX | RTX Corporation | 15.9K | $3.06M | -53 | 2.2% |
…and 85 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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