TKG Advisors, LLC
SEC Form 13F institutional filer · CIK 0001843275
13F-HR · 55 reported holdings · 2026-03-31
Reported long-US-equity value
$0.17B
Top-10 concentration
53.9%
TKG Advisors, LLC — $167M AUM allocation strategy
TKG Advisors, LLC files SEC Form 13F and reports $167M of long US equity value across 55 reported holdings for 2026-03-31.
Its largest sector bet is Financials 18.2%, followed by Information Technology 11.2% and Materials 5.5%.
The top 10 holdings account for 54% 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.
TKG Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$167M
total across 55 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
54% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$NDAQ +16.5K sh · +$1.21M+$DELL +11.1K sh · +$2.23M+$RTX +7K sh · +$1.42M
Biggest trims (shares)
−$IVZ −103K sh · −$4.54M−$IBM −18.3K sh · −$5.94M−$JCI −16K sh · −$1.8M
Exited to nil (held last quarter, gone now)
$GILD ($5.71M last qtr)$AMD ($5.27M last qtr)$UNH ($3.05M last qtr)$BAC ($1.42M last qtr)$PANW ($609K 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)
- Semiconductors7.1%—
- Financial Exchanges & Data6.0%—
- Diversified Banks5.4%—
- Electric Utilities4.1%—
- Commodity Chemicals3.9%—
- Property & Casualty Insurance3.6%—
- Consumer Finance3.3%—
- Building Products3.1%—
- Other holdings63.5%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SPGI | S&P Global Inc | 51.5K | $9.91M | +5.04K | 5.9% |
| $ETR | Entergy Corporation | 61.2K | $6.87M | -594 | 4.1% |
| $NVDA | NVIDIA Corporation | 39K | $6.79M | -8.71K | 4.1% |
| $DOW | Dow Inc | 157K | $6.52M | — | 3.9% |
| $C | Citigroup Inc | 57K | $6.47M | -555 | 3.9% |
| $HIG | The Hartford Insurance Group Inc | 44.1K | $5.97M | +304 | 3.6% |
| $AXP | American Express Company | 18.3K | $5.53M | +153 | 3.3% |
…and 48 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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