Sprinkle Financial Consultants LLC
SEC Form 13F institutional filer · CIK 0002011593
13F-HR · 34 reported holdings · 2026-03-31
Reported long-US-equity value
$0.09B
Top-10 concentration
81.8%
Sprinkle Financial Consultants LLC — $92.5M AUM allocation strategy
Sprinkle Financial Consultants LLC files SEC Form 13F and reports $92.5M of long US equity value across 34 reported holdings for 2026-03-31.
Its largest sector bet is Financials 37.0%, followed by Energy 13.8% and Communication Services 5.7%.
The top 10 holdings account for 82% 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.
Sprinkle Financial Consultants LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$92.5M
total across 34 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
82% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$T +49.5K sh · +$1.5M+$OKE +9.81K sh · +$2.88M+$TROW +9.03K sh · −$11.7K
Biggest trims (shares)
−$SCHW −10.3K sh · −$1.5M−$EOG −5.25K sh · −$213K−$GE −600 sh · −$229K
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)
- Investment Banking & Brokerage26.9%—
- Oil & Gas Storage & Transportation12.5%—
- Asset Management & Custody Banks8.6%—
- Integrated Telecommunication Services3.2%—
- Technology Hardware, Storage & Peripherals2.9%—
- Broadline Retail2.5%—
- Interactive Media & Services2.5%—
- Multi-Sector Holdings1.5%—
- Other holdings39.4%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 956K | $24.9M | -10.3K | 26.9% |
| $OKE | ONEOK Inc | 128K | $11.5M | +9.81K | 12.5% |
| $TROW | T. Rowe Price Group Inc | 136K | $4.83M | +9.03K | 5.2% |
| $BLK | BlackRock Inc | 27.1K | $3.1M | -506 | 3.4% |
| $AAPL | Apple Inc | 10.4K | $2.65M | -10 | 2.9% |
| $AMZN | Amazon.com Inc | 11.3K | $2.36M | +0 | 2.6% |
| $T | AT&T Inc | 64.7K | $1.88M | +49.5K | 2.0% |
…and 27 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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