Gleason Group, Inc.
SEC Form 13F institutional filer · CIK 0001822632
13F-HR · 133 reported holdings · 2026-03-31
Reported long-US-equity value
$0.50B
Top-10 concentration
93.4%
Gleason Group, Inc. — $497M AUM allocation strategy
Gleason Group, Inc. files SEC Form 13F and reports $497M of long US equity value across 133 reported holdings for 2026-03-31.
Its largest sector bet is Financials 14.8%, followed by Consumer Staples 1.1% and Energy 1.1%.
The top 10 holdings account for 93% 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.
Gleason Group, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$497M
total across 133 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
93% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VTI +9.92K sh · −$2.9M+$KO +2.3K sh · +$269K+$BF.B +1.42K sh · +$38.4K
Biggest trims (shares)
−$WSM −5.93K sh · −$1.03M−$VOO −5.59K sh · −$14M−$WMT −2.28K sh · −$158K
Exited to nil (held last quarter, gone now)
$CRM ($232K last qtr)$PANW ($184K last qtr)$VICI ($7.03K 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 & Brokerage13.7%—
- Integrated Oil & Gas1.1%—
- Diversified Banks1.1%—
- Pharmaceuticals0.6%—
- Personal Care Products0.5%—
- Communications Equipment0.4%—
- Electric Utilities0.4%—
- Diversified Support Services0.4%—
- Other holdings82.0%—
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 |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 2.55M | $68.1M | -713 | 13.7% |
| $JPM | JP Morgan Chase & Co | 10.5K | $3.09M | -1.69K | 0.6% |
| $XOM | ExxonMobil Holdings Corporation | 17.3K | $2.94M | +362 | 0.6% |
| $PG | Procter & Gamble Company | 17.7K | $2.56M | +63 | 0.5% |
| $CVX | Chevron Corporation | 11K | $2.27M | +101 | 0.5% |
| $BAC | Bank of America Corporation | 42.5K | $2.07M | -136 | 0.4% |
…and 127 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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