RMR Wealth Builders
SEC Form 13F institutional filer · CIK 0001803848
13F-HR · 162 reported holdings · 2026-03-31
Reported long-US-equity value
$0.79B
Top-10 concentration
62.7%
RMR Wealth Builders — $790M AUM allocation strategy
RMR Wealth Builders files SEC Form 13F and reports $790M of long US equity value across 162 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 14.7%, followed by Financials 5.2% and Consumer Discretionary 2.8%.
The top 10 holdings account for 63% 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.
RMR Wealth Builders — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$790M
total across 162 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
63% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$MO +38.2K sh · +$2.56M+$AAPL +21.5K sh · +$3.07M+$VOO +15.7K sh · +$3.28M
Biggest trims (shares)
−$IWM −19.4K sh · −$9.06M−$IVV −13.8K sh · +$787K−$PG −12.9K sh · −$1.84M
Exited to nil (held last quarter, gone now)
$QCOM ($2.28M last qtr)$NOW ($1.57M last qtr)$VTWO ($531K last qtr)$ARES ($274K last qtr)$DE ($254K 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)
- Semiconductors7.3%—
- Technology Hardware, Storage & Peripherals5.0%—
- Systems Software2.5%—
- Interactive Media & Services2.2%—
- Broadline Retail2.0%—
- Diversified Banks1.4%—
- Financial Exchanges & Data1.2%—
- Investment Banking & Brokerage0.9%—
- Other holdings77.5%—
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 |
|---|---|---|---|---|---|
| $NVDA | NVIDIA Corporation | 249K | $43.5M | -3.25K | 5.5% |
| $AAPL | Apple Inc | 154K | $39.1M | +21.5K | 4.9% |
| $MSFT | Microsoft Corporation | 53.6K | $19.9M | +2.37K | 2.5% |
| $AMZN | Amazon.com Inc | 76.3K | $15.9M | +2.39K | 2.0% |
| $AVGO | Broadcom Inc | 45.6K | $14.1M | -529 | 1.8% |
| $JPM | JP Morgan Chase & Co | 38.9K | $11.5M | +1.41K | 1.4% |
…and 156 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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