Greenwoods Asset Management Hong Kong Ltd.
SEC Form 13F institutional filer · CIK 0001848138
13F-HR · 8 reported holdings · 2026-03-31
Asset management firm.
Reported long-US-equity value
$1.90B
Top-10 concentration
100.0%
Greenwoods Asset Management Hong Kong Ltd. — $1.9B AUM allocation strategy
Greenwoods Asset Management Hong Kong Ltd. files SEC Form 13F and reports $1.9B of long US equity value across 8 reported holdings for 2026-03-31.
Its largest sector bet is Communication Services 60.4%, followed by Information Technology 26.7% and Consumer Discretionary 11.0%.
The top 10 holdings account for 100% 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.
Greenwoods Asset Management Hong Kong Ltd. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$1.9B
total across 8 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
100% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$INTC +4.33M sh · +$210M+$GOOG +232K sh · −$1.82M+$AAPL +35.3K sh · +$5.1M
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)
- Interactive Media & Services60.4%—
- Semiconductors23.0%—
- Broadline Retail11.0%—
- Technology Hardware, Storage & Peripherals3.3%—
- Managed Health Care1.9%—
- Communications Equipment0.4%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $GOOG | Alphabet Inc. Class C Capital Stock | 2.92M | $840M | +232K | 44.1% |
| $META | Meta Platforms Inc | 542K | $310M | -455K | 16.3% |
| $INTC | Intel Corporation | 6.92M | $306M | +4.33M | 16.0% |
| $AMZN | Amazon.com Inc | 1M | $209M | — | 11.0% |
| $NVDA | NVIDIA Corporation | 763K | $133M | -75.2K | 7.0% |
| $AAPL | Apple Inc | 248K | $63M | +35.3K | 3.3% |
| $UNH | UnitedHealth Group Incorporated | 130K | $35.3M | +0 | 1.9% |
| $LITE | Lumentum Holdings Inc | 10.8K | $7.61M | — | 0.4% |
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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