Great Waters Wealth Management
SEC Form 13F institutional filer · CIK 0001964535
13F-HR · 67 reported holdings · 2026-03-31
Reported long-US-equity value
$0.10B
Top-10 concentration
69.2%
Great Waters Wealth Management — $96M AUM allocation strategy
Great Waters Wealth Management files SEC Form 13F and reports $96M of long US equity value across 67 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 18.5%, followed by Financials 15.1% and Industrials 8.4%.
The top 10 holdings account for 69% 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.
Great Waters Wealth Management — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$96M
total across 67 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
69% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$UNH +1.54K sh · −$607K+$TT +1.27K sh · +$546K+$MMM +267 sh · −$322K
Biggest trims (shares)
−$SCHW −7.98K sh · −$109K−$IWM −5.3K sh · −$1.38M−$NVDA −1.08K sh · −$617K
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 & Brokerage12.0%—
- Technology Hardware, Storage & Peripherals7.9%—
- Industrial Conglomerates7.6%—
- Semiconductors7.4%—
- Managed Health Care5.3%—
- Asset Management & Custody Banks2.3%—
- Systems Software1.9%—
- Consumer Staples Merchandise Retail1.8%—
- Other holdings53.8%—
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
9 of 9 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 419K | $11.5M | -7.98K | 12.0% |
| $AAPL | Apple Inc | 29.9K | $7.58M | -67 | 7.9% |
| $NVDA | NVIDIA Corporation | 34.4K | $6M | -1.08K | 6.3% |
| $UNH | UnitedHealth Group Incorporated | 18.7K | $5.07M | +1.54K | 5.3% |
| $HON | Honeywell International Inc | 16.7K | $3.77M | -44 | 3.9% |
| $MMM | 3M Company | 24.5K | $3.56M | +267 | 3.7% |
| $IVZ | Invesco Ltd | 47.4K | $2.2M | -271 | 2.3% |
| $MSFT | Microsoft Corporation | 5.06K | $1.87M | +150 | 2.0% |
| $COST | Costco Wholesale Corporation | 1.71K | $1.7M | -12 | 1.8% |
…and 58 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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