Waycross Investment Management Co
SEC Form 13F institutional filer · CIK 0001922448
13F-HR · 24 reported holdings · 2026-03-31
Reported long-US-equity value
$0.06B
Top-10 concentration
77.8%
Waycross Investment Management Co — $58.9M AUM allocation strategy
Waycross Investment Management Co files SEC Form 13F and reports $58.9M of long US equity value across 24 reported holdings for 2026-03-31.
Its largest sector bet is Financials 35.7%, followed by Information Technology 14.9% and Industrials 8.6%.
The top 10 holdings account for 78% 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.
Waycross Investment Management Co — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$58.9M
total across 24 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
78% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$XLU +9.67K sh · +$866K+$SCHW +192 sh · −$47.8K+$COST +1 sh · +$130K
Biggest trims (shares)
−$IVZ −1.09K sh · +$4.16M−$GOOGL −726 sh · −$524K−$STLD −325 sh · +$82.2K
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)
- Asset Management & Custody Banks29.9%—
- Electronic Manufacturing Services5.5%—
- Interactive Media & Services5.3%—
- Systems Software4.7%—
- Consumer Staples Merchandise Retail4.3%—
- Steel4.0%—
- Aerospace & Defense3.7%—
- Investment Banking & Brokerage3.6%—
- Other holdings39.0%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 767K | $17.6M | -1.09K | 29.9% |
| $JBL | Jabil Inc | 12.2K | $3.25M | -164 | 5.5% |
| $GOOGL | Alphabet Inc | 11K | $3.16M | -726 | 5.4% |
| $MSFT | Microsoft Corporation | 7.34K | $2.72M | -116 | 4.6% |
| $STLD | Steel Dynamics Inc | 13K | $2.34M | -325 | 4.0% |
| $RTX | RTX Corporation | 11.4K | $2.2M | -125 | 3.7% |
| $SCHW | Charles Schwab Corporation | 85.5K | $2.14M | +192 | 3.6% |
| $DE | Deere & Company | 3.75K | $2.11M | -37 | 3.6% |
…and 16 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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