Citrine Capital LLC
SEC Form 13F institutional filer · CIK 0002053242
13F-HR · 28 reported holdings · 2026-03-31
Reported long-US-equity value
$0.05B
Top-10 concentration
86.7%
Citrine Capital LLC — $51.7M AUM allocation strategy
Citrine Capital LLC files SEC Form 13F and reports $51.7M of long US equity value across 28 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 68.8%, followed by Financials 9.8% and Health Care 4.9%.
The top 10 holdings account for 87% 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.
Citrine Capital LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$51.7M
total across 28 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
87% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +4.52K sh · +$195K+$SCHW +4.34K sh · +$212K+$AAPL +1.92K sh · +$420K
Biggest trims (shares)
−$META −124 sh · −$263K−$VTI −83 sh · −$80.6K−$SPGI −77 sh · −$335K
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)
- Semiconductors64.2%—
- Pharmaceuticals4.9%—
- Interactive Media & Services4.3%—
- Investment Banking & Brokerage3.5%—
- Technology Hardware, Storage & Peripherals2.8%—
- Financial Exchanges & Data2.5%—
- Insurance Brokers1.9%—
- Multi-Sector Holdings1.2%—
- Other holdings14.6%—
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 |
|---|---|---|---|---|---|
| $NVDA | NVIDIA Corporation | 187K | $32.5M | +26 | 63.0% |
| $JNJ | Johnson & Johnson | 10.5K | $2.56M | +553 | 4.9% |
| $SCHW | Charles Schwab Corporation | 68.2K | $1.79M | +4.34K | 3.5% |
| $AAPL | Apple Inc | 5.58K | $1.42M | +1.92K | 2.7% |
| $SPGI | S&P Global Inc | 3.03K | $1.29M | -77 | 2.5% |
| $META | Meta Platforms Inc | 2.05K | $1.18M | -124 | 2.3% |
| $AON | Aon plc | 3.07K | $991K | -30 | 1.9% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 1.38K | $659K | +583 | 1.3% |
…and 20 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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