CASTLE WEALTH MANAGEMENT LLC
SEC Form 13F institutional filer · CIK 0001936420
13F-HR · 60 reported holdings · 2026-03-31
Reported long-US-equity value
$0.13B
Top-10 concentration
59.0%
CASTLE WEALTH MANAGEMENT LLC — $133M AUM allocation strategy
CASTLE WEALTH MANAGEMENT LLC files SEC Form 13F and reports $133M of long US equity value across 60 reported holdings for 2026-03-31.
Its largest sector bet is Financials 37.9%, followed by Information Technology 11.2% and Consumer Discretionary 2.1%.
The top 10 holdings account for 59% 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.
CASTLE WEALTH MANAGEMENT LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$133M
total across 60 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
59% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$BLK +24.3K sh · +$1.11M+$TROW +11.7K sh · +$325K+$IVV +2.65K sh · +$215K
Biggest trims (shares)
−$SCHW −3.38K sh · −$181K−$XLRE −2.72K sh · −$90.5K−$NVDA −1.62K sh · −$434K
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 Banks24.6%—
- Investment Banking & Brokerage9.9%—
- Technology Hardware, Storage & Peripherals4.2%—
- Semiconductors3.6%—
- Systems Software3.3%—
- Broadline Retail2.1%—
- Interactive Media & Services2.0%—
- Diversified Banks1.7%—
- Other holdings48.6%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $TROW | T. Rowe Price Group Inc | 267K | $13.4M | +11.7K | 10.1% |
| $SCHW | Charles Schwab Corporation | 435K | $13.3M | -3.38K | 10.0% |
| $IVZ | Invesco Ltd | 56.8K | $7.02M | -1.18K | 5.3% |
| $BLK | BlackRock Inc | 133K | $6.89M | +24.3K | 5.2% |
| $AAPL | Apple Inc | 22.1K | $5.6M | -65 | 4.2% |
| $BEN | Franklin Templeton Inc | 167K | $5.42M | +498 | 4.1% |
| $MSFT | Microsoft Corporation | 11.9K | $4.41M | +1.27K | 3.3% |
…and 53 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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