Lodestone 13F Filing May 1, 2026

Lodestone Wealth Management submitted a Form 13F to the Securities and Exchange Commission on May 1, 2026, disclosing its U.S.-listed equity holdings as of the quarter end of March 31, 2026 (SEC Form 13F; Investing.com, May 1, 2026). The filing, required for institutional managers with at least $100 million in reportable securities under Rule 13f-1, is a backward-looking snapshot that becomes publicly available up to 45 days after the quarter close, and it continues to be a staple tool for investors, analysts and competitors assessing allocation trends (SEC Rule 13f-1). For institutional readers, the May 1 filing provides a timely window into Lodestone's positioning coming out of Q1 2026 but should be interpreted alongside contemporaneous trading and performance data because the report captures positions as of Mar 31, not intramonth changes. This article places Lodestone's 13F in context, quantifies the regulatory and timing parameters that govern it, and draws out sector and risk implications for asset allocators and peer managers.

Context

Form 13F filings such as Lodestone's play a distinct role in market intelligence: they are mandated disclosures rather than investment memos, and by design they omit short positions, most derivatives, and non-reportable assets, which can materially alter the true economic exposure of a manager (SEC Form 13F instructions). The filing Lodestone produced on May 1, 2026 covers holdings as of March 31, 2026 — a useful baseline for quarter-to-quarter comparisons because filings for Q1 are due within the 45-day statutory window (the 45-day deadline for quarterly forms under Rule 13f-1 is a fixed regulatory parameter). Investors should therefore view this report as a lagged but standardized source of position-level transparency.

Institutional readers often use 13F data to infer concentration, thematic tilts, and turnover patterns; however, limits to inference are clear. The 13F includes market values, share counts and issuer names for U.S. equities and certain ADRs but does not capture cash, unreported derivatives, or private holdings that may compose a material portion of a manager's portfolio. Lodestone's filing should be cross-referenced with company disclosures, 10-Q results where relevant, and industry-wide aggregated 13F datasets when making cross-manager comparisons.

Finally, the timing of the Lodestone disclosure — May 1, 2026 — situates it alongside a busy reporting calendar, including Q1 corporate earnings and central bank commentary that occurred in April. For decision-makers, reconciling positional data from March 31 with market moves through April is essential: the 13F describes the starting lineup for Q2, not the play-by-play that follows.

Data Deep Dive

The formal data points tied to any 13F filing are straightforward and verifiable: the filing date (May 1, 2026), the quarter end (March 31, 2026), the regulatory threshold ($100 million in reportable securities) and the 45-day filing window (SEC). These parameters matter because they set the cadence and comparability of filings. Lodestone's submission to the SEC was summarized by Investing.com on the same day (Investing.com, May 1, 2026); investors should refer to the original SEC EDGAR entry for line-item accuracy when reconciling share counts and market values.

When assessing the filing at a granular level, practitioners focus on three quantitative vectors: concentration (percentage of total 13F value in top positions), turnover (new vs. exited positions compared with the prior quarter), and sector exposure (weights vs. a benchmark). Although this article does not replicate Lodestone's entire holdings list, the reader can reconstruct concentration and sector math by downloading the machine-readable 13F XML from SEC EDGAR and cross-walking market values to a current benchmark such as the S&P 500. For convenience, asset allocators can use aggregated tools or internal analytics to translate the reported market-value fields into percent-of-portfolio metrics quickly.

A pragmatic approach to the data is to treat the 13F as a periodic quality-control instrument: confirm major positions that should be visible in public disclosures, flag unexpected off-benchmark concentrations, and look for signs of de-risking or accumulation. Given the reporting lag, a qualitative overlay — recent trade prints, reported block trades, or contemporaneous corporate filings — will often be necessary to convert the static 13F snapshot into actionable situational awareness. See our broader markets commentary for frameworks that institutional desks use to operationalize 13F data.

Sector Implications

For sector strategists, a single manager's 13F is most valuable when viewed against peer filings and market-cap-weighted benchmarks. If Lodestone's filing shows above-benchmark concentration in, for example, technology or healthcare names, that would suggest a preference for growth or secular innovation themes relative to market-cap weights. Conversely, a tilt toward industrials or energy could indicate a cyclical overlay. The key analytical step is converting the raw market values into sector weights and then benchmarking those weights against the S&P 500 or a bespoke peer composite.

Sector-level shifts observed in 13Fs can precede or lag market rotations; they are signals, not proof. For instance, an increase in reported exposure to a sector in Q1 filings may reflect position building in late March before earnings season or could be residual from longer-term rebalancing. Comparing Lodestone's sector allocations in the May 1 filing with the same filing a year prior (May 2025) is a valid YoY comparison to detect thematic inflection points — though users should control for valuation changes that alter market-value-based weights even when share counts are unchanged.

For desk heads and CIOs, the practical utility of Lodestone's 13F rests on the identification of either high-conviction, low-turnover names (which may indicate long-term bets) or a cluster of small, transient holdings that suggest transient tactical trading. We recommend integrating 13F-derived sector signals with forward-looking indicators such as earnings revisions and macro sensitivities to judge whether a sector tilt is structural or transient. For further sector weighting techniques, see our equities frameworks.

Risk Assessment

Interpreting a 13F without recognizing its blind spots constitutes a primary risk. The most salient is reverse survivorship: 13F numbers omit short positions and non-reportable holdings such as direct private investments or cash reserves, which can materially change a manager's net exposure. In practice, an apparent overweight could be hedged by off-balance-sheet derivatives that are invisible to the 13F reader, which elevates the risk of misattribution if the filing is taken at face value.

A second risk is timing mismatch. Market moves after the quarter end can render the weightings in the filing outdated. For example, a 10% move in a top holding in April would change its weight materially relative to the March 31 snapshot represented in Lodestone's May 1 filing. Risk managers should therefore combine 13F information with intraday position data or use the filing as a trigger for deeper due diligence rather than a final verdict.

Operational risks are also non-trivial: transcription errors, interpretation mistakes when converting market-value fields to percent-of-portfolio, and failure to map ADRs to their underlying economic exposure can all produce flawed analysis. Robust processes — automated EDGAR ingestion, ticker normalization, and reconciliation to market-cap sources — are necessary to convert the 13F into reliable intelligence.

Fazen Markets Perspective

From the Fazen Markets vantage point, Lodestone's May 1, 2026 13F should be read as a calibrated signal rather than a deterministic roadmap. Contrarian value can appear where consensus treats 13F disclosures as immediate endorsements of a security; in reality, the lag and disclosure limits mean that what looks like conviction may merely reflect legacy positions or liquidity management. We advise readers to pay particular attention to the ratio of top-10 position value to total reported value — a rising ratio over successive filings can indicate risky concentration even if headline performance is good.

A non-obvious insight is that smaller managers' 13F filings can have outsized informational value when cross-referenced with market microstructure data. For example, a smaller firm's sizable reported share count in a mid-cap issuer, combined with thin liquidity, can presage larger market movements if the manager rebalances. Lodestone's filing should therefore be layered against trade tape and block-trade reports to detect potential supply-demand imbalances that are not visible from aggregate indices.

Finally, practitioners should couple 13F analysis with qualitative signals: changes in CIO commentary, personnel moves, and shifts in the composition of the firm's advisory or analyst team can presage strategy changes that will show up only in later filings. Our view: 13F data are best used as an input to a broader mosaic analysis that includes real-time market data, company fundamentals and regulatory filings.

Outlook

Looking ahead from the March 31 snapshot, the utility of Lodestone's May 1 filing will depend on macro momentum and corporate earnings through Q2 2026. If market volatility remains elevated, managers with the ability to adjust exposures quickly will have an informational advantage that the static 13F cannot capture. For allocators monitoring Lodestone, the key questions are whether reported concentrations persist in subsequent filings and whether reported sector tilts align with shifting macro regimes.

For market participants who overlay 13F-derived signals into systematic strategies, it will be important to apply filters that account for the filing lag and the SEC reporting universe. Signal decay is real: a position disclosed on a May 1 filing that was opened in late March may already be fully executed or hedged by the time it becomes public. Prudent use of 13F inputs requires disciplined weighting that diminishes with time and a corroboration requirement from an independent data source.

In sum, the Lodestone 13F filed May 1, 2026 is a data-rich but time-lagged source that should be integrated into multi-source diligence. It illuminates part of the firm's public-equity footprint as of March 31, but it is neither exhaustive nor predictive on its own.

Bottom Line

Lodestone's May 1, 2026 Form 13F provides a verified snapshot of the firm's U.S.-listed equity positions as of Mar 31, 2026; treat it as one input among many and prioritize reconciliation with contemporaneous market data. Use the filing to flag concentration and sector tilts, but not as a substitute for real-time exposure analysis.

Disclaimer: This article is for informational purposes only and does not constitute investment advice.

FAQ

Q1: Can Form 13F tell me if Lodestone was net long or net short a sector?

A1: No. Form 13F discloses only long U.S.-listed equity positions and certain ADRs; it does not report short positions, most derivatives, or cash balances. To infer net exposure, analysts must combine 13F data with other disclosures, trade reports and, where available, regulatory filings that capture derivative exposures.

Q2: How timely is the May 1, 2026 Lodestone filing for anticipating portfolio moves in Q2?

A2: The filing reflects positions as of Mar 31, 2026 and is published within the 45-day SEC window; it is best viewed as a starting point for Q2 analysis. If Lodestone or its holdings experienced material movement in April, the 13F will not capture that intramonth activity, so corroborating sources are required for near-term signals.