Marion Wealth Management
SEC Form 13F institutional filer · CIK 0001911097
13F-HR · 84 reported holdings · 2026-03-31
Reported long-US-equity value
$0.25B
Top-10 concentration
55.8%
Marion Wealth Management — $249M AUM allocation strategy
Marion Wealth Management files SEC Form 13F and reports $249M of long US equity value across 84 reported holdings for 2026-03-31.
Its largest sector bet is Financials 14.1%, followed by Information Technology 13.2% and Communication Services 4.0%.
The top 10 holdings account for 56% 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.
Marion Wealth Management — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$249M
total across 84 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
56% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$ANET +4.87K sh · +$576K+$CRM +4.54K sh · +$266K+$BX +4.51K sh · −$62.4K
Biggest trims (shares)
−$VOO −81.8K sh · −$6.62M−$IVZ −37.6K sh · +$1.75M−$IVV −33.7K sh · −$4.39M
Exited to nil (held last quarter, gone now)
$AXON ($315K last qtr)$TRGP ($258K last qtr)$QCOM ($244K last qtr)$CMG ($209K last qtr)$QQQ ($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)
- Asset Management & Custody Banks11.1%—
- Technology Hardware, Storage & Peripherals4.0%—
- Interactive Media & Services4.0%—
- Semiconductors3.9%—
- Systems Software2.5%—
- Diversified Banks1.8%—
- IT Consulting & Other Services1.5%—
- Broadline Retail1.4%—
- Other holdings69.9%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 1.29M | $27.6M | -37.6K | 11.1% |
| $AAPL | Apple Inc | 39.3K | $9.98M | +1.79K | 4.0% |
| $MSFT | Microsoft Corporation | 16.7K | $6.19M | +1.3K | 2.5% |
| $ADI | Analog Devices Inc | 19.4K | $6.17M | -1.87K | 2.5% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 19.6K | $5.63M | -572 | 2.3% |
| $JPM | JP Morgan Chase & Co | 15.2K | $4.47M | +1.36K | 1.8% |
| $META | Meta Platforms Inc | 7.49K | $4.28M | +535 | 1.7% |
…and 77 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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