MOSAIC FINANCIAL GROUP, LLC
SEC Form 13F institutional filer · CIK 0002011050
13F-HR · 71 reported holdings · 2026-03-31
Reported long-US-equity value
$0.00B
Top-10 concentration
55.1%
MOSAIC FINANCIAL GROUP, LLC — $94.7K AUM allocation strategy
MOSAIC FINANCIAL GROUP, LLC files SEC Form 13F and reports $94.7K of long US equity value across 71 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 14.9%, followed by Financials 7.5% and Industrials 7.5%.
The top 10 holdings account for 55% 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.
MOSAIC FINANCIAL GROUP, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$94.7K
total across 71 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
55% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$IVZ −85.6K sh · −$984−$IWM −1.41K sh · −$614−$PG −1.13K sh · −$159
Exited to nil (held last quarter, gone now)
$CRH ($258 last qtr)$PLTR ($232 last qtr)$BLK ($203 last qtr)$EW ($203 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)
- Systems Software6.4%—
- Rail Transportation6.0%—
- Technology Hardware, Storage & Peripherals5.0%—
- Asset Management & Custody Banks4.7%—
- Integrated Telecommunication Services3.9%—
- Semiconductors3.6%—
- Interactive Media & Services3.0%—
- Diversified Banks2.8%—
- Other holdings64.6%—
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 |
|---|---|---|---|---|---|
| $MSFT | Microsoft Corporation | 16.3K | $6.04K | +6 | 6.4% |
| $UNP | Union Pacific Corporation | 23.5K | $5.69K | -274 | 6.0% |
| $AAPL | Apple Inc | 18.7K | $4.74K | -524 | 5.0% |
| $IVZ | Invesco Ltd | 40.8K | $4.41K | -85.6K | 4.7% |
| $T | AT&T Inc | 129K | $3.74K | +45 | 4.0% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 9.89K | $2.84K | +38 | 3.0% |
| $JPM | JP Morgan Chase & Co | 9.24K | $2.72K | -16 | 2.9% |
…and 64 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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