CKW FINANCIAL GROUP
SEC Form 13F institutional filer · CIK 0001600403
13F-HR · 90 reported holdings · 2026-03-31
Reported long-US-equity value
$0.00B
Top-10 concentration
98.8%
CKW FINANCIAL GROUP — $881K AUM allocation strategy
CKW FINANCIAL GROUP files SEC Form 13F and reports $881K of long US equity value across 90 reported holdings for 2026-03-31.
Its largest sector bet is Financials 5.4%, followed by Consumer Discretionary 4.5% and Information Technology 2.0%.
The top 10 holdings account for 99% 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.
CKW FINANCIAL GROUP — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$881K
total across 90 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
99% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +20K sh · +$227+$GS +2.86K sh · +$175+$VTWO +2.72K sh · −$193
Biggest trims (shares)
−$ADBE −16.8K sh · −$357−$MCD −7.59K sh · −$2.11K−$GOOG −6.16K sh · −$1.95K
Exited to nil (held last quarter, gone now)
$LLY ($647 last qtr)$MS ($178 last qtr)$MMM ($16 last qtr)$VTI ($10 last qtr)$A ($8 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)
- Investment Banking & Brokerage4.7%—
- Restaurants4.5%—
- Semiconductors1.1%—
- Technology Hardware, Storage & Peripherals0.4%—
- Diversified Banks0.4%—
- Systems Software0.4%—
- Multi-Sector Holdings0.2%—
- Consumer Staples Merchandise Retail0.1%—
- Other holdings88.3%—
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 |
|---|---|---|---|---|---|
| $GS | Goldman Sachs Group Inc | 488K | $41.5K | +2.86K | 4.7% |
| $MCD | McDonald's Corporation | 127K | $39.1K | -7.59K | 4.4% |
| $NVDA | NVIDIA Corporation | 52.2K | $9.17K | +0 | 1.0% |
| $AAPL | Apple Inc | 15.3K | $3.92K | -199 | 0.4% |
| $MSFT | Microsoft Corporation | 9.49K | $3.51K | -98 | 0.4% |
| $JPM | JP Morgan Chase & Co | 9.71K | $2.87K | +8 | 0.3% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 3.96K | $1.9K | +1.1K | 0.2% |
…and 83 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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