TradeWell Securities, LLC.
SEC Form 13F institutional filer · CIK 0002066232
13F-HR · 31 reported holdings · 2026-03-31
Reported long-US-equity value
$0.19B
Top-10 concentration
91.9%
TradeWell Securities, LLC. — $195M AUM allocation strategy
TradeWell Securities, LLC. files SEC Form 13F and reports $195M of long US equity value across 31 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 31.4%, followed by Communication Services 7.2% and Consumer Discretionary 3.8%.
The top 10 holdings account for 92% 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.
TradeWell Securities, LLC. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$195M
total across 31 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
92% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VOO +2.98K sh · −$1.36M+$MSFT +2.5K sh · +$28.5K+$AMZN +1.87K sh · −$333K
Biggest trims (shares)
−$SCHW −12.7M sh · −$12.3M−$AAPL −3.83K sh · −$3.59M−$NVDA −3.25K sh · −$1.86M
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 & Peripherals20.1%—
- Semiconductors9.3%—
- Interactive Media & Services7.2%—
- Broadline Retail3.5%—
- Steel3.0%—
- Systems Software1.9%—
- Diversified Banks1.9%—
- Biotechnology1.1%—
- Other holdings52.1%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 153K | $39.1M | -3.83K | 20.1% |
| $NVDA | NVIDIA Corporation | 105K | $18.2M | -3.25K | 9.4% |
| $META | Meta Platforms Inc | 16.4K | $9.35M | +879 | 4.8% |
| $AMZN | Amazon.com Inc | 33.1K | $6.87M | +1.87K | 3.5% |
| $NUE | Nucor Corporation | 26.9K | $4.53M | +688 | 2.3% |
| $GOOGL | Alphabet Inc | 13.9K | $3.97M | -517 | 2.0% |
| $MSFT | Microsoft Corporation | 10.2K | $3.73M | +2.5K | 1.9% |
…and 24 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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