Montz Harcus Wealth Management LLC
SEC Form 13F institutional filer · CIK 0001918613
13F-HR · 57 reported holdings · 2026-03-31
Reported long-US-equity value
$0.18B
Top-10 concentration
81.4%
Montz Harcus Wealth Management LLC — $180M AUM allocation strategy
Montz Harcus Wealth Management LLC files SEC Form 13F and reports $180M of long US equity value across 57 reported holdings for 2026-03-31.
Its largest sector bet is Financials 25.1%, followed by Information Technology 9.5% and Consumer Discretionary 3.2%.
The top 10 holdings account for 81% 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.
Montz Harcus Wealth Management LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$180M
total across 57 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
81% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPGI +19.9K sh · +$1.45M+$IVZ +19.6K sh · +$1.2M+$SPYM +9.41K sh · −$900K
Biggest trims (shares)
−$SCHW −1.47K sh · −$76K−$IYY −1.44K sh · −$452K−$NVDA −562 sh · −$329K
Exited to nil (held last quarter, gone now)
$ORCL ($258K last qtr)$LLY ($249K last qtr)$ISRG ($238K 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)
- Financial Exchanges & Data12.3%—
- Asset Management & Custody Banks9.2%—
- Technology Hardware, Storage & Peripherals4.9%—
- Interactive Media & Services3.0%—
- Systems Software2.9%—
- Diversified Banks2.7%—
- Broadline Retail2.7%—
- Semiconductors1.8%—
- Other holdings60.5%—
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 |
|---|---|---|---|---|---|
| $SPGI | S&P Global Inc | 276K | $22.1M | +19.9K | 12.3% |
| $IVZ | Invesco Ltd | 335K | $16.4M | +19.6K | 9.1% |
| $AAPL | Apple Inc | 34.5K | $8.75M | -108 | 4.9% |
| $MSFT | Microsoft Corporation | 14.1K | $5.21M | +157 | 2.9% |
| $JPM | JP Morgan Chase & Co | 16.9K | $4.98M | +4.25K | 2.8% |
| $AMZN | Amazon.com Inc | 23.9K | $4.97M | -48 | 2.8% |
…and 51 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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