Coastline Complete Wealth LLC
SEC Form 13F institutional filer · CIK 0002112134
13F-HR · 29 reported holdings · 2026-03-31
Reported long-US-equity value
$0.10B
Top-10 concentration
90.8%
Coastline Complete Wealth LLC — $103M AUM allocation strategy
Coastline Complete Wealth LLC files SEC Form 13F and reports $103M of long US equity value across 29 reported holdings for 2026-03-31.
Its largest sector bet is Financials 43.2%, followed by Information Technology 3.2% and Communication Services 2.4%.
The top 10 holdings account for 91% 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.
Coastline Complete Wealth LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$103M
total across 29 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
91% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVZ +167K sh · +$2.16M+$VOO +35.5K sh · +$15M+$IVV +15.8K sh · +$1.72M
Biggest trims (shares)
−$BLK −109K sh · −$14M−$QQQ −14.9K sh · −$9.34M−$VB −489 sh · −$120K
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 Banks36.9%—
- Investment Banking & Brokerage4.7%—
- Interactive Media & Services2.4%—
- Broadline Retail2.2%—
- Systems Software1.3%—
- Multi-Sector Holdings1.0%—
- Pharmaceuticals0.9%—
- Semiconductors0.9%—
- Other holdings49.7%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 1.6M | $31.4M | +167K | 30.4% |
| $BLK | BlackRock Inc | 59.6K | $6.74M | -109K | 6.5% |
| $SCHW | Charles Schwab Corporation | 176K | $4.89M | +1.39K | 4.7% |
| $AMZN | Amazon.com Inc | 11.3K | $2.35M | +470 | 2.3% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 6.35K | $1.83M | -18 | 1.8% |
| $MSFT | Microsoft Corporation | 3.47K | $1.28M | +332 | 1.2% |
…and 23 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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