HB Wealth Management, LLC
SEC Form 13F institutional filer · CIK 0001911253
13F-HR · 515 reported holdings · 2026-03-31
Wealth management firm.
Reported long-US-equity value
$9.32B
Top-10 concentration
58.2%
HB Wealth Management, LLC — $9.32B AUM allocation strategy
HB Wealth Management, LLC files SEC Form 13F and reports $9.32B of long US equity value across 515 reported holdings for 2026-03-31.
Its largest sector bet is Financials 13.5%, followed by Information Technology 9.4% and Consumer Discretionary 3.8%.
The top 10 holdings account for 58% 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.
HB Wealth Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$9.32B
total across 515 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
58% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$NVDA +89.6K sh · +$3.33M+$VTI +78.2K sh · −$97.6M+$MKC +55.2K sh · +$187K
Biggest trims (shares)
−$IVZ −155K sh · −$2.77M−$SCHW −122K sh · −$14.2M−$TROW −114K sh · −$24.4M
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 & Brokerage7.9%—
- Technology Hardware, Storage & Peripherals4.3%—
- Asset Management & Custody Banks3.8%—
- Semiconductors2.9%—
- Interactive Media & Services2.4%—
- Home Improvement Retail2.4%—
- Systems Software2.2%—
- Broadline Retail1.5%—
- Other holdings72.6%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 15.4M | $413M | -122K | 4.4% |
| $AAPL | Apple Inc | 1.59M | $403M | +48.5K | 4.3% |
| $GS | Goldman Sachs Group Inc | 4.84M | $325M | -67.7K | 3.5% |
| $BLK | BlackRock Inc | 2.36M | $270M | -81.1K | 2.9% |
| $HD | Home Depot Inc | 680K | $224M | -4.99K | 2.4% |
| $MSFT | Microsoft Corporation | 541K | $200M | +10.3K | 2.1% |
| $NVDA | NVIDIA Corporation | 1.11M | $193M | +89.6K | 2.1% |
…and 508 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.