Carson Group Investing, LLC — 13F Portfolio

Carson Group Investing, LLC is the central investment management entity within the Carson Group platform, an Omaha, NE–based wealth management and advisor support organization founded by Ron Carson. As an SEC-registered investment adviser, Carson Group Investing designs and manages model portfolios, strategies, and discretionary solutions used by affiliated advisers and, in some cases, external advisory relationships. The firm appears in U.S. regulatory records as an institutional investment manager and files Form 13F with the SEC under CIK #0001879648. These filings report the U.S.-listed long equity and certain equity-linked positions over which Carson Group Investing, LLC has investment discretion, aggregated across applicable managed accounts, models, and strategies. In practice, the 13F portfolio reflects the direct equity and ETF sleeve of a broader advisory platform that also relies heavily on mutual funds and other instruments not captured by Form 13F. Carson Group operates a multi-custodial, turnkey asset management and advice platform serving financial advisers and their end-clients. Carson Group Investing, LLC provides the centralized portfolio construction, due diligence, and trading implementation that sit behind many of the firm’s standardized strategies, including risk-based models, objective-based portfolios, and specialized mandates. The 13F dataset is therefore best interpreted as a composite snapshot of the firm’s direct exposure to U.S. securities, rather than as a single flagship fund. For allocators and analysts, the 13F History associated with CIK #0001879648 can be consolidated into a time series of disclosed holdings. This forms the factual foundation for examining Carson Group Investing’s 13F Portfolio Composition—the mix of ETFs versus individual equities, sector weights, and issuer-level concentration—through different market environments.

Carson Group Investing, LLC pursues a long-only, benchmark-aware investment approach designed to support financial planning and goals-based advice for a broad client base. The firm’s role is to translate capital markets research and risk budgeting into implementable model portfolios and discretionary strategies that advisers can use across a spectrum of risk profiles and time horizons. Core building blocks typically include: - Broad-market and style-specific ETFs providing exposure to U.S., international, and emerging-market equities; - Fixed income funds and ETFs spanning government, corporate, and diversified bond sleeves (not visible in 13F); - Select large- and mid-cap U.S. equities used in certain models or bespoke strategies; - Occasionally, thematic or factor exposures incorporated through ETFs or listed vehicles. Investment decisions combine top-down asset allocation with bottom-up manager and security selection. At the asset-allocation level, Carson’s investment team calibrates equity, fixed income, and diversifying exposures to align with defined risk bands (e.g., conservative to aggressive). Within equities, selection emphasizes liquidity, diversification, fee efficiency, and complementarity of underlying exposures, rather than concentrated single-stock risk. The style profile at the composite 13F level is best characterized as core/blend. Underlying allocations may tilt toward quality, dividend income, or growth/value styles depending on the model, but when aggregated they typically resemble a diversified, benchmark-aware equity exposure rather than a style-pure portfolio. The platform favors instruments with transparent index methodologies or well-defined active processes and monitors them for consistency, costs, and tracking characteristics. Turnover is generally low to moderate. Strategic asset-allocation shifts occur gradually, while tactical adjustments tend to be incremental—such as modest changes in regional weights, factor tilts, or preferred managers and ETFs. As a result, many core holdings, particularly large broad-market ETFs and widely used large-cap equities, appear in successive 13F filings over extended periods. Within an institutional analytics environment, the sequence of filings for Carson Group Investing, LLC can be transformed into a long-only proxy representing the U.S. equity sleeve of its centrally managed strategies. Using a Backtesting Service or Portfolio Simulator, this holdings history can be converted into a reconstructed Historical Track Record, normalized to a user-defined starting notional and compared with broad U.S. equity indices and blended style benchmarks.

Carson Group Investing, LLC serves as the investment engine of the Carson Group platform, delivering model portfolios and discretionary strategies for advisers and their clients from its base in Omaha, NE. Its Form 13F reports under CIK #0001879648 provide a regulator-defined, position-level record of the firm’s U.S.-listed long equity and ETF holdings, offering a clear view into how its centrally managed equity exposures are implemented over time. Across its 13F History, the firm’s disclosures exhibit the hallmarks of a planning-oriented advisory platform: persistent use of broad-based and style-specific ETFs, diversification across major sectors, reliance on large and mid-cap issuers, and turnover patterns aligned with medium-term asset-allocation and manager-selection decisions rather than short-term trading. Changes in the holdings mix reflect evolving capital markets assumptions, product due diligence outcomes, and refinements in model construction. By aggregating the filings into a continuous holdings dataset, an analytics platform can support allocator-grade diagnostics on 13F Portfolio Composition, including the balance between ETFs and individual stocks, sector and factor tilts, and issuer concentration through different market cycles. Within a Performance Backtests Online framework, this dataset can be mapped into a reconstructed capital trajectory for the disclosed long book, supporting estimation of a 13F-based Historical Track Record, indicative Max Drawdown Depth, and proxy Sharpe Ratio versus relevant benchmarks. Because Form 13F captures only U.S.-listed long positions above reporting thresholds, these analytics provide a focused but partial lens on Carson Group Investing, LLC’s activity. They nonetheless offer a robust, data-driven view of how the firm’s U.S. equity implementation has interacted with changing macro conditions, factor rotations, and index leadership—and invite the forward-looking question of how its model portfolios and security selection may adapt if future regimes are marked by more persistent style dispersion, higher interest-rate volatility, or shifts in the relative performance of U.S. versus non-U.S. markets.

The risk profile implied by Carson Group Investing, LLC’s 13F filings is that of a diversified, benchmark-aware U.S. equity component embedded in multi-asset, planning-driven portfolios. At the composite level, the U.S. sleeve spans major sectors—information technology, financials, healthcare, consumer discretionary and staples, industrials, and communication services—with weights that typically approximate broad-market allocations, adjusted for active tilts reflecting the firm’s capital markets views and model design. Because many positions are ETFs or large, liquid equities, single-name risk in the aggregate is contained, and portfolio behavior is more influenced by sector and factor exposures than by idiosyncratic events. Key risk dimensions include: - Equity market beta: The reconstructed long book will move broadly with U.S. equity markets, given its diversified exposure. - Style and factor tilts: Depending on the mix of underlying strategies at a given time, the composite may exhibit modest biases toward quality, dividend income, or growth/value, which can help or hinder relative outcomes in different regimes. - Sector allocation: Slight overweights or underweights in sectors such as technology, financials, or healthcare can introduce additional sensitivity to interest rates, earnings cycles, and regulatory developments. Because Carson Group Investing’s real-world implementation occurs within risk-banded, multi-asset portfolios, fixed income and other diversifiers play an important role in moderating volatility at the household or plan level—elements that are not visible in the 13F data. When the U.S. sleeve is isolated and treated as a stand-alone long-only portfolio, its variability and drawdowns will resemble those of diversified core equity allocations. Using only the 13F-derived holdings and market price history, risk analysts can construct a notional time series for the disclosed long book and estimate realized volatility, indicative Max Drawdown Depth, and a proxy Sharpe Ratio relative to broad U.S. and style-consistent benchmarks. These diagnostics describe the behavior of the visible U.S. equity sleeve under Carson Group Investing’s discretion; they do not capture the stabilizing impact of bonds, cash, or alternatives held alongside equities in client accounts.