Park Square Financial Group, LLC
SEC Form 13F institutional filer · CIK 0002058285
13F-HR · 115 reported holdings · 2026-03-31
Reported long-US-equity value
$0.00B
Top-10 concentration
79.4%
Park Square Financial Group, LLC — $4.85M AUM allocation strategy
Park Square Financial Group, LLC files SEC Form 13F and reports $4.85M of long US equity value across 115 reported holdings for 2026-03-31.
Its largest sector bet is Financials 44.5%, followed by Health Care 2.9% and Information Technology 1.7%.
The top 10 holdings account for 79% 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.
Park Square Financial Group, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$4.85M
total across 115 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
79% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$BLK −7.36K sh · −$650K−$SPGI −2.44K sh · −$81.9K−$IVZ −1.79K sh · −$206K
Exited to nil (held last quarter, gone now)
$IWM ($76K last qtr)$NTAP ($29.4K last qtr)$FRT ($24.7K last qtr)$FTV ($24.4K last qtr)$CSX ($19.9K 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 Banks41.9%—
- Pharmaceuticals2.9%—
- Financial Exchanges & Data1.6%—
- Interactive Media & Services1.3%—
- Semiconductors0.7%—
- Diversified Banks0.6%—
- Technology Hardware, Storage & Peripherals0.5%—
- Systems Software0.5%—
- Other holdings50.1%—
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 |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 6.04K | $1.13M | -1.79K | 23.2% |
| $BLK | BlackRock Inc | 11.4K | $856K | -7.36K | 17.6% |
| $LLY | Eli Lilly and Company | 125 | $115K | -11 | 2.4% |
| $SPGI | S&P Global Inc | 3.07K | $76.8K | -2.44K | 1.6% |
| $BEN | Franklin Templeton Inc | 1.68K | $48.5K | +702 | 1.0% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 146 | $42K | -128 | 0.9% |
…and 109 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.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.