Morton Capital Management LLC/CA
SEC Form 13F institutional filer · CIK 0002002628
13F-HR · 74 reported holdings · 2026-03-31
Reported long-US-equity value
$0.13B
Top-10 concentration
59.2%
Morton Capital Management LLC/CA — $131M AUM allocation strategy
Morton Capital Management LLC/CA files SEC Form 13F and reports $131M of long US equity value across 74 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 25.9%, followed by Financials 7.4% and Communication Services 4.5%.
The top 10 holdings account for 59% 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.
Morton Capital Management LLC/CA — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$131M
total across 74 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
59% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +13.5K sh · +$1.2M+$SCHW +8.9K sh · +$194K+$AAPL +3K sh · −$231K
Biggest trims (shares)
−$BAC −5.02K sh · −$316K−$IWM −2.12K sh · −$590K−$IVZ −1.37K sh · +$31.3K
Exited to nil (held last quarter, gone now)
$GE ($311K last qtr)$UNH ($216K last qtr)$INVH ($211K 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)
- Technology Hardware, Storage & Peripherals11.2%—
- Systems Software10.9%—
- Asset Management & Custody Banks4.7%—
- Interactive Media & Services4.5%—
- Biotechnology3.4%—
- Broadline Retail3.1%—
- Diversified Banks2.7%—
- Personal Care Products2.5%—
- Other holdings57.1%—
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 |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 57.8K | $14.7M | +3K | 11.2% |
| $MSFT | Microsoft Corporation | 38.6K | $14.3M | +336 | 10.9% |
| $IVZ | Invesco Ltd | 248K | $6.21M | -1.37K | 4.7% |
| $AMZN | Amazon.com Inc | 19.4K | $4.03M | -144 | 3.1% |
| $JPM | JP Morgan Chase & Co | 14.5K | $3.53M | -625 | 2.7% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 11.9K | $3.41M | -272 | 2.6% |
…and 68 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
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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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