Tidemark, LLC
SEC Form 13F institutional filer · CIK 0002009591
13F-HR · 395 reported holdings · 2026-03-31
Reported long-US-equity value
$0.11B
Top-10 concentration
69.3%
Tidemark, LLC — $111M AUM allocation strategy
Tidemark, LLC files SEC Form 13F and reports $111M of long US equity value across 395 reported holdings for 2026-03-31.
Its largest sector bet is Financials 41.1%, followed by Information Technology 7.1% and Consumer Discretionary 5.0%.
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.
Tidemark, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$111M
total across 395 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
69% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +32.3K sh · +$2.17M+$IVZ +29.7K sh · −$1.56M+$VTWO +5.57K sh · +$548K
Biggest trims (shares)
−$BLK −13.9K sh · −$938K−$XLK −1.45K sh · −$255K−$XLE −1.31K sh · +$83.3K
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 Banks37.5%—
- Technology Hardware, Storage & Peripherals3.9%—
- Automobile Manufacturers2.5%—
- Broadline Retail2.4%—
- Semiconductors2.0%—
- Construction Machinery & Heavy Transportation Equipment1.6%—
- Financial Exchanges & Data1.5%—
- Integrated Oil & Gas1.2%—
- Other holdings47.4%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 457K | $31.5M | +29.7K | 28.4% |
| $BLK | BlackRock Inc | 190K | $10.2M | -13.9K | 9.2% |
| $AAPL | Apple Inc | 17.2K | $4.36M | -1.25K | 3.9% |
| $TSLA | Tesla Inc | 7.66K | $2.85M | -703 | 2.6% |
| $AMZN | Amazon.com Inc | 12.8K | $2.67M | +2.07K | 2.4% |
| $NVDA | NVIDIA Corporation | 12.4K | $2.17M | +517 | 2.0% |
…and 389 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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