MOLLER WEALTH PARTNERS
SEC Form 13F institutional filer · CIK 0001475271
13F-HR · 26 reported holdings · 2026-03-31
Reported long-US-equity value
$0.23B
Top-10 concentration
97.0%
MOLLER WEALTH PARTNERS — $232M AUM allocation strategy
MOLLER WEALTH PARTNERS files SEC Form 13F and reports $232M of long US equity value across 26 reported holdings for 2026-03-31.
Its largest sector bet is Financials 46.5%, followed by Industrials 1.0% and Health Care 0.6%.
The top 10 holdings account for 97% 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.
MOLLER WEALTH PARTNERS — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$232M
total across 26 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
97% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +96.5K sh · +$7.05M+$VOO +73.4K sh · +$4M+$IVV +4.28K sh · +$2.02M
Biggest trims (shares)
−$IVZ −3.38K sh · −$305K−$TROW −1.6K sh · −$223K−$T −275 sh · +$27.8K
Exited to nil (held last quarter, gone now)
$MSFT ($240K last qtr)$PSX ($226K last qtr)$LLY ($206K 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)
- Investment Banking & Brokerage44.2%—
- Asset Management & Custody Banks1.3%—
- Diversified Banks0.8%—
- Pharmaceuticals0.6%—
- Personal Care Products0.5%—
- Aerospace & Defense0.5%—
- Heavy Electrical Equipment0.3%—
- Semiconductor Materials & Equipment0.2%—
- Other holdings51.6%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 3.05M | $103M | +96.5K | 44.2% |
| $JPM | JP Morgan Chase & Co | 5.98K | $1.76M | +187 | 0.8% |
| $BLK | BlackRock Inc | 75.9K | $1.39M | -154 | 0.6% |
| $JNJ | Johnson & Johnson | 5.48K | $1.34M | +20 | 0.6% |
| $IVZ | Invesco Ltd | 22.1K | $1.2M | -3.38K | 0.5% |
| $PG | Procter & Gamble Company | 7.82K | $1.13M | -266 | 0.5% |
…and 20 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.
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