Eukles Asset Management
SEC Form 13F institutional filer · CIK 0001632553
13F-HR · 128 reported holdings · 2026-03-31
Reported long-US-equity value
$0.19B
Top-10 concentration
53.0%
Eukles Asset Management — $186M AUM allocation strategy
Eukles Asset Management files SEC Form 13F and reports $186M of long US equity value across 128 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 21.8%, followed by Industrials 13.1% and Consumer Discretionary 6.5%.
The top 10 holdings account for 53% 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.
Eukles Asset Management — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$186M
total across 128 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
53% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VOO +12.3K sh · +$944K+$IWM +11.8K sh · +$1.39M+$IVV +6.57K sh · +$314K
Biggest trims (shares)
−$NVDA −20.3K sh · −$5.08M−$FAST −11.5K sh · −$351K−$BALL −8.67K sh · −$138K
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)
- Semiconductors10.1%—
- Construction Machinery & Heavy Transportation Equipment7.8%—
- Technology Hardware, Storage & Peripherals6.5%—
- Systems Software5.2%—
- Apparel Retail4.8%—
- Transaction & Payment Processing Services3.4%—
- Health Care Equipment2.4%—
- Interactive Media & Services2.3%—
- Other holdings57.5%—
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 | 108K | $18.8M | -20.3K | 10.1% |
| $AAPL | Apple Inc | 47.3K | $12M | -4.34K | 6.5% |
| $MSFT | Microsoft Corporation | 26.2K | $9.68M | -1.69K | 5.2% |
| $CAT | Caterpillar Inc | 13.3K | $9.45M | -882 | 5.1% |
| $MA | Mastercard Incorporated | 12.5K | $6.25M | -918 | 3.4% |
| $TJX | TJX Companies Inc | 36.8K | $5.88M | -1.99K | 3.2% |
| $CMI | Cummins Inc | 9.35K | $5.03M | -1.6K | 2.7% |
| $RMD | ResMed Inc | 19.4K | $4.36M | -3.32K | 2.3% |
…and 120 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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