Luken Investment Analytics, LLC
SEC Form 13F institutional filer · CIK 0001730546
13F-HR · 98 reported holdings · 2026-03-31
Reported long-US-equity value
$0.10B
Top-10 concentration
85.8%
Luken Investment Analytics, LLC — $102M AUM allocation strategy
Luken Investment Analytics, LLC files SEC Form 13F and reports $102M of long US equity value across 98 reported holdings for 2026-03-31.
Its largest sector bet is Financials 19.2%, followed by Industrials 6.7% and Health Care 1.3%.
The top 10 holdings account for 86% 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.
Luken Investment Analytics, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$102M
total across 98 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
86% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPGI +74.6K sh · +$3.6M+$QQQM +6.84K sh · +$1.44M+$QQQ +6.54K sh · +$2.97M
Biggest trims (shares)
−$TROW −24.4K sh · −$1.25M−$IVZ −14.1K sh · −$1.76M−$PFE −2.8K sh · +$28.4K
Added from nil (new positions)
None this quarter
Exited to nil (held last quarter, gone now)
$AVGO ($18.3K last qtr)$TMO ($17.4K last qtr)$DHR ($16.5K last qtr)$BLK ($15K last qtr)$PLD ($13.8K 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)
- Financial Exchanges & Data10.4%—
- Asset Management & Custody Banks7.5%—
- Industrial Conglomerates2.4%—
- Diversified Banks1.4%—
- Electrical Components & Equipment1.3%—
- Aerospace & Defense1.3%—
- Pharmaceuticals1.3%—
- Diversified Support Services1.3%—
- Other holdings73.0%—
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
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SPGI | S&P Global Inc | 233K | $10.6M | +74.6K | 10.4% |
| $IVZ | Invesco Ltd | 39.8K | $7.56M | -14.1K | 7.4% |
| $EMR | Emerson Electric Company | 10.4K | $1.36M | -5 | 1.3% |
| $HON | Honeywell International Inc | 5.91K | $1.34M | -78 | 1.3% |
…and 94 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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