MBM WEALTH CONSULTANTS, LLC
SEC Form 13F institutional filer · CIK 0001762068
13F-HR · 191 reported holdings · 2026-03-31
Reported long-US-equity value
$0.15B
Top-10 concentration
61.2%
MBM WEALTH CONSULTANTS, LLC — $149M AUM allocation strategy
MBM WEALTH CONSULTANTS, LLC files SEC Form 13F and reports $149M of long US equity value across 191 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 8.0%, followed by Industrials 4.3% and Health Care 2.9%.
The top 10 holdings account for 61% 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.
MBM WEALTH CONSULTANTS, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$149M
total across 191 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
61% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +5.88K sh · +$130K+$BX +3.87K sh · −$104K+$PFE +1.79K sh · +$95.8K
Biggest trims (shares)
−$EMR −2.16K sh · −$287K−$COP −1.45K sh · −$105K−$WM −1.11K sh · −$159K
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)
- Biotechnology2.9%—
- Technology Hardware, Storage & Peripherals2.6%—
- Oil & Gas Refining & Marketing2.4%—
- Semiconductor Materials & Equipment2.2%—
- Semiconductors1.8%—
- Interactive Media & Services1.7%—
- Broadline Retail1.7%—
- Air Freight & Logistics1.6%—
- Other holdings83.0%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 15.2K | $3.86M | -397 | 2.6% |
| $VLO | Valero Energy Corporation | 14.7K | $3.62M | +610 | 2.4% |
| $LRCX | Lam Research Corporation | 15.5K | $3.32M | -48 | 2.2% |
| $NVDA | NVIDIA Corporation | 15.4K | $2.69M | +479 | 1.8% |
| $GOOGL | Alphabet Inc | 9.04K | $2.59M | +245 | 1.7% |
| $AMZN | Amazon.com Inc | 12.4K | $2.58M | +368 | 1.7% |
…and 185 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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