Appalachian Capital Management Ltd
SEC Form 13F institutional filer · CIK 0002111450
13F-HR · 23 reported holdings · 2026-03-31
Reported long-US-equity value
$0.07B
Top-10 concentration
93.8%
Appalachian Capital Management Ltd — $72.6M AUM allocation strategy
Appalachian Capital Management Ltd files SEC Form 13F and reports $72.6M of long US equity value across 23 reported holdings for 2026-03-31.
Its largest sector bet is Financials 72.0%, followed by Energy 2.7% and Consumer Discretionary 2.1%.
The top 10 holdings account for 94% 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.
Appalachian Capital Management Ltd — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$72.6M
total across 23 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
94% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +28.7K sh · +$5.49K+$IVZ +2.62K sh · +$69.6K+$QQQM +1.46K sh · −$32.8K
Biggest trims (shares)
−$SPGI −1.53K sh · −$95.3K−$XLF −1.07K sh · −$350K−$NVDA −500 sh · −$132K
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 & Brokerage68.7%—
- Asset Management & Custody Banks2.2%—
- Integrated Oil & Gas2.0%—
- Aerospace & Defense1.6%—
- Broadline Retail1.2%—
- Semiconductors1.2%—
- Financial Exchanges & Data1.1%—
- Automobile Manufacturers0.9%—
- Other holdings21.2%—
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 | 1.92M | $49.9M | +28.7K | 68.7% |
| $IVZ | Invesco Ltd | 45.2K | $1.59M | +2.62K | 2.2% |
| $BA | Boeing Company | 5.77K | $1.15M | +430 | 1.6% |
| $XOM | ExxonMobil Holdings Corporation | 5.66K | $960K | +2 | 1.3% |
| $AMZN | Amazon.com Inc | 4.12K | $858K | +647 | 1.2% |
| $SPGI | S&P Global Inc | 11.9K | $775K | -1.53K | 1.1% |
| $TSLA | Tesla Inc | 1.75K | $652K | +139 | 0.9% |
…and 16 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.
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