MORTON COMMUNITY BANK
SEC Form 13F institutional filer · CIK 0002011821
13F-HR · 98 reported holdings · 2026-03-31
Reported long-US-equity value
$0.44B
Top-10 concentration
28.0%
MORTON COMMUNITY BANK — $436M AUM allocation strategy
MORTON COMMUNITY BANK files SEC Form 13F and reports $436M of long US equity value across 98 reported holdings for 2026-03-31.
Its largest sector bet is Financials 13.8%, followed by Information Technology 5.8% and Energy 5.5%.
The top 10 holdings account for 28% 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.
MORTON COMMUNITY BANK — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$436M
total across 98 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
28% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVZ +26.8K sh · +$187K+$CNP +14.3K sh · +$870K+$MSI +2.84K sh · +$1.39M
Biggest trims (shares)
−$D −9.94K sh · −$591K−$RF −5.63K sh · −$653K−$ORCL −4.47K sh · −$863K
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)
- Asset Management & Custody Banks6.6%—
- Investment Banking & Brokerage5.6%—
- Integrated Oil & Gas2.7%—
- Semiconductor Materials & Equipment2.5%—
- Semiconductors2.0%—
- Diversified Banks1.6%—
- Electric Utilities1.6%—
- Pharmaceuticals1.5%—
- Other holdings75.9%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 1.56M | $28.7M | +26.8K | 6.6% |
| $SCHW | Charles Schwab Corporation | 595K | $18.4M | +2.11K | 4.2% |
| $LRCX | Lam Research Corporation | 51.1K | $10.9M | -1.41K | 2.5% |
| $AVGO | Broadcom Inc | 27.9K | $8.63M | -480 | 2.0% |
| $JPM | JP Morgan Chase & Co | 23.6K | $6.95M | +285 | 1.6% |
| $ETR | Entergy Corporation | 61.5K | $6.91M | -735 | 1.6% |
| $JNJ | Johnson & Johnson | 27.1K | $6.61M | -115 | 1.5% |
| $WMB | Williams Companies Inc | 88.7K | $6.45M | +10 | 1.5% |
…and 90 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.