HFR Wealth Management, LLC
SEC Form 13F institutional filer · CIK 0001877822
13F-HR · 44 reported holdings · 2026-03-31
Reported long-US-equity value
$0.38B
Top-10 concentration
44.7%
HFR Wealth Management, LLC — $384M AUM allocation strategy
HFR Wealth Management, LLC files SEC Form 13F and reports $384M of long US equity value across 44 reported holdings for 2026-03-31.
Its largest sector bet is Industrials 18.0%, followed by Consumer Discretionary 13.8% and Information Technology 13.2%.
The top 10 holdings account for 45% 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.
HFR Wealth Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$384M
total across 44 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
45% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$APH −83.1K sh · −$12.4M−$ROL −5.27K sh · −$2.09M−$SCHW −3.84K sh · −$1.39M
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)
- Environmental & Facilities Services7.1%—
- Electric Utilities6.4%—
- Apparel Retail5.6%—
- Technology Hardware, Storage & Peripherals5.3%—
- Broadline Retail5.1%—
- Consumer Staples Merchandise Retail4.7%—
- Electronic Components4.3%—
- Diversified Support Services4.3%—
- Other holdings57.1%—
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
10 of 10 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $TJX | TJX Companies Inc | 135K | $21.6M | -3.68K | 5.6% |
| $AAPL | Apple Inc | 79.9K | $20.3M | -1.32K | 5.3% |
| $AMZN | Amazon.com Inc | 94K | $19.6M | -1.96K | 5.1% |
| $COST | Costco Wholesale Corporation | 18.3K | $18.2M | -402 | 4.8% |
| $APH | Amphenol Corporation | 132K | $16.6M | -83.1K | 4.3% |
| $CTAS | Cintas Corporation | 97.4K | $16.5M | -1.47K | 4.3% |
| $SCHW | Charles Schwab Corporation | 170K | $16M | -3.84K | 4.2% |
| $PG | Procter & Gamble Company | 100K | $14.5M | -2.16K | 3.8% |
| $ROL | Rollins Inc | 269K | $14.3M | -5.27K | 3.7% |
| $V | Visa Inc | 45.3K | $13.7M | -754 | 3.6% |
…and 34 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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