Stillwater Wealth Management Group
SEC Form 13F institutional filer · CIK 0002063941
13F-HR · 52 reported holdings · 2026-03-31
Reported long-US-equity value
$0.13B
Top-10 concentration
40.9%
Stillwater Wealth Management Group — $129M AUM allocation strategy
Stillwater Wealth Management Group files SEC Form 13F and reports $129M of long US equity value across 52 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 16.3%, followed by Financials 10.1% and Consumer Discretionary 8.9%.
The top 10 holdings account for 41% of reported value — a broadly spread portfolio. 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.
Stillwater Wealth Management Group — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$129M
total across 52 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
41% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +71.6K sh · +$2.14M+$GS +22.4K sh · +$1.93M+$PFE +9.39K sh · +$308K
Exited to nil (held last quarter, gone now)
None this quarter
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)
- Semiconductors7.9%—
- Consumer Staples Merchandise Retail7.7%—
- Investment Banking & Brokerage6.5%—
- Technology Hardware, Storage & Peripherals5.2%—
- Pharmaceuticals3.7%—
- Interactive Media & Services3.5%—
- Diversified Banks3.5%—
- Integrated Oil & Gas3.5%—
- Other holdings58.4%—
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 |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 26.4K | $6.71M | +203 | 5.2% |
| $AVGO | Broadcom Inc | 16.9K | $5.23M | +1.21K | 4.0% |
| $COST | Costco Wholesale Corporation | 5.19K | $5.17M | +275 | 4.0% |
| $SCHW | Charles Schwab Corporation | 183K | $5.16M | +71.6K | 4.0% |
| $NVDA | NVIDIA Corporation | 28.5K | $4.97M | +1.55K | 3.8% |
| $LLY | Eli Lilly and Company | 5.19K | $4.77M | +98 | 3.7% |
| $WMT | Walmart Inc | 37.9K | $4.71M | +889 | 3.6% |
| $GOOGL | Alphabet Inc | 16K | $4.59M | +206 | 3.6% |
…and 44 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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