UNTITLED INVESTMENTS LP
SEC Form 13F institutional filer · CIK 0001808696
13F-HR · 8 reported holdings · 2026-03-31
Reported long-US-equity value
$0.10B
Top-10 concentration
100.0%
UNTITLED INVESTMENTS LP — $101M AUM allocation strategy
UNTITLED INVESTMENTS LP files SEC Form 13F and reports $101M of long US equity value across 8 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 41.6%, followed by Communication Services 18.9% and Industrials 17.9%.
The top 10 holdings account for 100% 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.
UNTITLED INVESTMENTS LP — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$101M
total across 8 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
100% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$CBRE −67.9K sh · −$13.1M−$META −8.27K sh · −$7.4M−$MSFT −3.31K sh · −$8.12M
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 Software21.0%—
- Interactive Media & Services18.9%—
- Semiconductors18.8%—
- Building Products17.9%—
- Real Estate Services11.4%—
- Transaction & Payment Processing Services10.1%—
- Semiconductor Materials & Equipment1.8%—
- Other holdings0.1%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $MSFT | Microsoft Corporation | 57.4K | $21.3M | -3.31K | 21.0% |
| $NVDA | NVIDIA Corporation | 109K | $19M | +51.9K | 18.8% |
| $JCI | Johnson Controls International plc | 139K | $18.1M | +116K | 17.9% |
| $META | Meta Platforms Inc | 22.1K | $12.6M | -8.27K | 12.5% |
| $CBRE | CBRE Group Inc Common Stock Class A | 85.1K | $11.5M | -67.9K | 11.4% |
| $MA | Mastercard Incorporated | 20.5K | $10.2M | — | 10.1% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 22.6K | $6.49M | +0 | 6.4% |
| $AMAT | Applied Materials Inc | 5.39K | $1.84M | — | 1.8% |
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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