KOM Wealth Management Group, LLC
SEC Form 13F institutional filer · CIK 0001804116
13F-HR · 37 reported holdings · 2026-03-31
Reported long-US-equity value
$0.08B
Top-10 concentration
86.9%
KOM Wealth Management Group, LLC — $79.3M AUM allocation strategy
KOM Wealth Management Group, LLC files SEC Form 13F and reports $79.3M of long US equity value across 37 reported holdings for 2026-03-31.
Its largest sector bet is Financials 7.6%, followed by Information Technology 5.3% and Industrials 4.0%.
The top 10 holdings account for 87% 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.
KOM Wealth Management Group, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$79.3M
total across 37 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
87% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +44.2K sh · +$1.22M+$VTI +4.01K sh · +$40.7K+$ITW +1.64K sh · +$448K
Biggest trims (shares)
−$IVV −9.85K sh · −$537K−$XLU −4.49K sh · +$3.98K−$IYY −3.76K sh · −$69.3K
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)
- Investment Banking & Brokerage7.2%—
- Systems Software2.7%—
- Integrated Oil & Gas2.5%—
- Gold2.0%—
- Semiconductors1.5%—
- Aerospace & Defense1.5%—
- Industrial Machinery & Supplies & Components1.0%—
- Construction & Engineering1.0%—
- Other holdings80.5%—
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 |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 229K | $5.67M | +44.2K | 7.1% |
| $MSFT | Microsoft Corporation | 5.8K | $2.15M | -71 | 2.7% |
| $XOM | ExxonMobil Holdings Corporation | 9.6K | $1.63M | +20 | 2.1% |
| $NEM | Newmont Corporation | 14.3K | $1.55M | -419 | 1.9% |
| $RTX | RTX Corporation | 6.02K | $1.16M | -74 | 1.5% |
| $ITW | Illinois Tool Works Inc | 3.08K | $801K | +1.64K | 1.0% |
…and 31 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.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.