MBB PUBLIC MARKETS I LLC
SEC Form 13F institutional filer · CIK 0001892378
13F-HR · 7 reported holdings · 2026-03-31
Reported long-US-equity value
$0.51B
Top-10 concentration
100.0%
MBB PUBLIC MARKETS I LLC — $511M AUM allocation strategy
MBB PUBLIC MARKETS I LLC files SEC Form 13F and reports $511M of long US equity value across 7 reported holdings for 2026-03-31.
Its largest sector bet is Financials 34.6%, followed by Consumer Discretionary 27.8% and Industrials 24.1%.
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.
MBB PUBLIC MARKETS I LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$511M
total across 7 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
100% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$FERG +60K sh · +$19M+$AMZN +45.4K sh · −$4.88M+$PGR +25K sh · −$20.6M
Biggest trims (shares)
−$EQT −142K sh · −$2.82M−$GOOG −68K sh · −$23.6M−$AVGO −54.8K sh · −$19.3M
Added from nil (new positions)
None this quarter
Exited to nil (held last quarter, gone now)
$AMGN ($19.9M last qtr)$FCX ($5.08M last qtr)$WDC ($254K last qtr)$GOOGL ($245K last qtr)$STX ($205K 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)
- Property & Casualty Insurance34.6%—
- Broadline Retail27.8%—
- Building Products24.1%—
- Oil & Gas Exploration & Production5.9%—
- Interactive Media & Services5.1%—
- Agricultural Products & Services1.9%—
- Semiconductors0.6%—
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 |
|---|---|---|---|---|---|
| $PGR | Progressive Corporation | 891K | $177M | +25K | 34.6% |
| $AMZN | Amazon.com Inc | 681K | $142M | +45.4K | 27.8% |
| $FERG | Ferguson Enterprises Inc | 528K | $123M | +60K | 24.1% |
| $EQT | EQT Corporation | 475K | $30.2M | -142K | 5.9% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 90K | $25.9M | -68K | 5.1% |
| $BG | Bunge Limited | 77.4K | $9.85M | -23.5K | 1.9% |
| $AVGO | Broadcom Inc | 10K | $3.1M | -54.8K | 0.6% |
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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