1900 WEALTH MANAGEMENT LLC
SEC Form 13F institutional filer · CIK 0001791996
13F-HR · 124 reported holdings · 2026-03-31
Reported long-US-equity value
$0.85B
Top-10 concentration
84.7%
1900 WEALTH MANAGEMENT LLC — $853M AUM allocation strategy
1900 WEALTH MANAGEMENT LLC files SEC Form 13F and reports $853M of long US equity value across 124 reported holdings for 2026-03-31.
Its largest sector bet is Financials 11.6%, followed by Energy 1.7% and Information Technology 1.7%.
The top 10 holdings account for 85% 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.
1900 WEALTH MANAGEMENT LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$853M
total across 124 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
85% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPYM +73.9K sh · −$16.2M+$BRK.B +25.1K sh · +$11.9M+$IVZ +12.1K sh · −$206K
Biggest trims (shares)
−$GS −8.07K sh · −$1.83M−$IVV −5.96K sh · −$3.48M−$GLW −2.18K sh · +$108K
Exited to nil (held last quarter, gone now)
$PANW ($367K last qtr)$BAC ($352K last qtr)$INTC ($340K last qtr)$KMB ($214K last qtr)$MS ($208K last qtr)
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 & Brokerage8.3%—
- Multi-Sector Holdings1.7%—
- Asset Management & Custody Banks1.7%—
- Technology Hardware, Storage & Peripherals1.1%—
- Oil & Gas Exploration & Production1.0%—
- Interactive Media & Services0.9%—
- Integrated Oil & Gas0.8%—
- Aerospace & Defense0.6%—
- Other holdings83.8%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $GS | Goldman Sachs Group Inc | 672K | $50.7M | -8.07K | 5.9% |
| $SCHW | Charles Schwab Corporation | 555K | $20.2M | +2.87K | 2.4% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 30.4K | $14.6M | +25.1K | 1.7% |
| $IVZ | Invesco Ltd | 305K | $14.1M | +12.1K | 1.7% |
| $AAPL | Apple Inc | 36.6K | $9.29M | -590 | 1.1% |
…and 119 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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