Drexel Morgan & Co.
SEC Form 13F institutional filer · CIK 0001508512
13F-HR · 52 reported holdings · 2026-03-31
Reported long-US-equity value
$0.61B
Top-10 concentration
76.4%
Drexel Morgan & Co. — $609M AUM allocation strategy
Drexel Morgan & Co. files SEC Form 13F and reports $609M of long US equity value across 52 reported holdings for 2026-03-31.
Its largest sector bet is Communication Services 23.3%, followed by Industrials 19.7% and Financials 12.7%.
The top 10 holdings account for 76% 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.
Drexel Morgan & Co. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$609M
total across 52 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
76% of value
higher = narrower conviction; lower = spread / hedging
Exited to nil (held last quarter, gone now)
None this quarter
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)
- Integrated Telecommunication Services21.5%—
- Air Freight & Logistics13.1%—
- Pharmaceuticals11.3%—
- Diversified Banks7.9%—
- Soft Drinks & Non-alcoholic Beverages5.7%—
- IT Consulting & Other Services5.6%—
- Consumer Finance4.7%—
- Automobile Manufacturers4.0%—
- Other holdings26.2%—
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 |
|---|---|---|---|---|---|
| $T | AT&T Inc | 4.32M | $125M | +0 | 20.6% |
| $UPS | United Parcel Service Inc | 812K | $79.9M | +100K | 13.1% |
| $JNJ | Johnson & Johnson | 216K | $52.8M | +0 | 8.7% |
| $JPM | JP Morgan Chase & Co | 164K | $48.1M | +0 | 7.9% |
| $KO | Coca-Cola Company | 456K | $34.7M | +0 | 5.7% |
| $IBM | International Business Machines Corporation | 140K | $33.9M | +0 | 5.6% |
| $AXP | American Express Company | 95.9K | $29M | +0 | 4.8% |
| $F | Ford Motor Company | 2.1M | $24.2M | +0 | 4.0% |
| $CAT | Caterpillar Inc | 27.9K | $19.8M | +0 | 3.2% |
| $SLB | SLB Limited | 345K | $17.8M | +0 | 2.9% |
…and 42 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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