Chung Wu Investment Group, LLC
SEC Form 13F institutional filer · CIK 0002054278
13F-HR · 115 reported holdings · 2026-03-31
Reported long-US-equity value
$0.08B
Top-10 concentration
61.5%
Chung Wu Investment Group, LLC — $75.8M AUM allocation strategy
Chung Wu Investment Group, LLC files SEC Form 13F and reports $75.8M of long US equity value across 115 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 24.9%, followed by Financials 11.7% and Energy 5.0%.
The top 10 holdings account for 61% 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.
Chung Wu Investment Group, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$75.8M
total across 115 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
61% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$OKE −6.46K sh · −$381K−$NFLX −3.5K sh · −$322K−$AMZN −2.98K sh · −$699K
Exited to nil (held last quarter, gone now)
$APP ($728K last qtr)$DAL ($626K last qtr)$LLY ($430K last qtr)$T ($363K last qtr)$WBD ($144K 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)
- Semiconductors8.4%—
- Systems Software7.9%—
- Technology Hardware, Storage & Peripherals6.8%—
- Diversified Banks6.0%—
- Integrated Oil & Gas5.0%—
- Investment Banking & Brokerage4.0%—
- Heavy Electrical Equipment2.8%—
- Biotechnology2.0%—
- Other holdings57.1%—
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 |
|---|---|---|---|---|---|
| $MSFT | Microsoft Corporation | 16.2K | $5.99M | -578 | 7.9% |
| $AAPL | Apple Inc | 20.3K | $5.14M | -600 | 6.8% |
| $JPM | JP Morgan Chase & Co | 15.4K | $4.54M | -880 | 6.0% |
| $MU | Micron Technology Inc | 10.1K | $3.42M | +985 | 4.5% |
| $NVDA | NVIDIA Corporation | 16.7K | $2.92M | -50 | 3.9% |
| $XOM | ExxonMobil Holdings Corporation | 15.4K | $2.61M | +440 | 3.4% |
| $GEV | GE Vernova Inc | 2.37K | $2.07M | -144 | 2.7% |
…and 108 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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