Matrix Trust Co
SEC Form 13F institutional filer · CIK 0001784277
13F-HR · 69 reported holdings · 2026-03-31
Reported long-US-equity value
$0.00B
Top-10 concentration
84.8%
Matrix Trust Co — $323K AUM allocation strategy
Matrix Trust Co files SEC Form 13F and reports $323K of long US equity value across 69 reported holdings for 2026-03-31.
Its largest sector bet is Financials 49.7%, followed by Information Technology 3.2% and Industrials 2.0%.
The top 10 holdings account for 85% 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.
Matrix Trust Co — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$323K
total across 69 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
85% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +152K sh · +$5.27K+$PCAR +8.49K sh · +$1.04K+$PAYX +7.39K sh · +$445
Biggest trims (shares)
−$IVV −59.3K sh · −$5.27K−$XLE −18.4K sh · +$402−$XOM −16.9K sh · −$1.99K
Exited to nil (held last quarter, gone now)
$SO ($1.92K last qtr)$PGR ($572 last qtr)$BKNG ($562 last qtr)$GE ($562 last qtr)$EMR ($114 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 & Brokerage47.1%—
- Diversified Banks1.6%—
- Semiconductors1.2%—
- Technology Hardware, Storage & Peripherals1.2%—
- Asset Management & Custody Banks1.0%—
- Pharmaceuticals1.0%—
- Biotechnology0.9%—
- Systems Software0.8%—
- Other holdings45.1%—
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 | 5.66M | $148K | +152K | 45.8% |
| $AVGO | Broadcom Inc | 12.6K | $3.91K | +2.18K | 1.2% |
| $AAPL | Apple Inc | 14.7K | $3.73K | +887 | 1.2% |
| $BLK | BlackRock Inc | 9.84K | $3.23K | +459 | 1.0% |
| $MRK | Merck & Company Inc | 26.1K | $3.13K | +1.13K | 1.0% |
| $ABBV | AbbVie Inc | 13.5K | $2.95K | +304 | 0.9% |
…and 63 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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