Caliber Wealth Management, LLC / KS
SEC Form 13F institutional filer · CIK 0002067120
13F-HR · 122 reported holdings · 2026-03-31
Reported long-US-equity value
$0.61B
Top-10 concentration
65.6%
Caliber Wealth Management, LLC / KS — $610M AUM allocation strategy
Caliber Wealth Management, LLC / KS files SEC Form 13F and reports $610M of long US equity value across 122 reported holdings for 2026-03-31.
Its largest sector bet is Financials 3.7%, followed by Information Technology 3.3% and Consumer Staples 1.9%.
The top 10 holdings account for 66% 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.
Caliber Wealth Management, LLC / KS — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$610M
total across 122 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
66% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +74.4K sh · +$14.5M+$CMG +13.9K sh · +$271K+$LUV +6.32K sh · +$193K
Biggest trims (shares)
−$SPGI −20.3K sh · −$695K−$IVZ −10.8K sh · −$636K−$FISV −8.62K sh · −$627K
Exited to nil (held last quarter, gone now)
$NOW ($406K last qtr)$ABT ($262K last qtr)$NEM ($254K last qtr)$AMAT ($243K last qtr)$INTU ($207K 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)
- Consumer Staples Merchandise Retail1.9%—
- Financial Exchanges & Data1.7%—
- Interactive Media & Services1.3%—
- Systems Software1.3%—
- Diversified Banks1.1%—
- Technology Hardware, Storage & Peripherals1.0%—
- Semiconductors1.0%—
- Broadline Retail1.0%—
- Other holdings89.7%—
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
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $WMT | Walmart Inc | 92.4K | $11.5M | +214 | 1.9% |
| $SPGI | S&P Global Inc | 52.7K | $10.5M | -20.3K | 1.7% |
| $GOOGL | Alphabet Inc | 28.2K | $8.09M | -267 | 1.3% |
| $MSFT | Microsoft Corporation | 20.6K | $7.64M | +1.81K | 1.3% |
…and 118 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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