MorganRosel Wealth Management, LLC
SEC Form 13F institutional filer · CIK 0001753218
13F-HR · 45 reported holdings · 2026-03-31
Reported long-US-equity value
$0.16B
Top-10 concentration
86.4%
MorganRosel Wealth Management, LLC — $155M AUM allocation strategy
MorganRosel Wealth Management, LLC files SEC Form 13F and reports $155M of long US equity value across 45 reported holdings for 2026-03-31.
Its largest sector bet is Financials 33.3%, followed by Information Technology 4.8% and Industrials 0.6%.
The top 10 holdings account for 86% 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.
MorganRosel Wealth Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$155M
total across 45 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
86% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$SCHW −747K sh · −$17.8M−$VTI −89.8K sh · −$32.3M−$IVZ −70K sh · −$6.59M
Exited to nil (held last quarter, gone now)
$TSLA ($2.86M last qtr)$INTU ($687K last qtr)$CDNS ($593K last qtr)$LIN ($487K last qtr)$IYY ($358K 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 & Brokerage26.6%—
- Asset Management & Custody Banks6.8%—
- Technology Hardware, Storage & Peripherals1.9%—
- Systems Software1.0%—
- Semiconductors0.7%—
- Semiconductor Materials & Equipment0.6%—
- Construction & Engineering0.6%—
- Automobile Manufacturers0.6%—
- Other holdings61.0%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 1.4M | $41.3M | -747K | 26.6% |
| $IVZ | Invesco Ltd | 71.9K | $7.17M | -70K | 4.6% |
| $BLK | BlackRock Inc | 40.7K | $3.24M | -18.5K | 2.1% |
| $AAPL | Apple Inc | 11.7K | $2.98M | -1.44K | 1.9% |
| $MSFT | Microsoft Corporation | 4.14K | $1.53M | -2.27K | 1.0% |
…and 40 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.