SELDON CAPITAL LP
SEC Form 13F institutional filer · CIK 0001867731
13F-HR · 29 reported holdings · 2026-03-31
Reported long-US-equity value
$0.08B
Top-10 concentration
88.9%
SELDON CAPITAL LP — $82.1M AUM allocation strategy
SELDON CAPITAL LP files SEC Form 13F and reports $82.1M of long US equity value across 29 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 36.9%, followed by Energy 13.7% and Materials 6.6%.
The top 10 holdings account for 89% 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.
SELDON CAPITAL LP — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$82.1M
total across 29 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
89% of value
higher = narrower conviction; lower = spread / hedging
Exited to nil (held last quarter, gone now)
$CRM ($4.1M last qtr)$INTU ($250K last qtr)$UNH ($227K last qtr)$CRH ($221K 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)
- Semiconductors16.7%—
- Oil & Gas Exploration & Production13.7%—
- Semiconductor Materials & Equipment10.3%—
- Technology Hardware, Storage & Peripherals7.2%—
- Fertilizers & Agricultural Chemicals6.6%—
- Electrical Components & Equipment5.9%—
- Interactive Media & Services3.7%—
- Systems Software2.3%—
- Other holdings33.6%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $EQT | EQT Corporation | 177K | $11.2M | +54.3K | 13.7% |
| $INTC | Intel Corporation | 226K | $9.98M | +0 | 12.2% |
| $TER | Teradyne Inc | 27.3K | $8.09M | -10.1K | 9.9% |
| $AAPL | Apple Inc | 23.3K | $5.91M | +0 | 7.2% |
| $CF | CF Industries Holdings Inc | 41.7K | $5.41M | — | 6.6% |
| $VRT | Vertiv Holdings LLC | 19.3K | $4.84M | +1.2K | 5.9% |
| $NVDA | NVIDIA Corporation | 17.8K | $3.11M | +0 | 3.8% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 7.72K | $2.22M | +0 | 2.7% |
…and 21 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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