Eagle Bay Advisors LLC
SEC Form 13F institutional filer · CIK 0001862864
13F-HR · 79 reported holdings · 2026-03-31
Reported long-US-equity value
$0.09B
Top-10 concentration
53.5%
Eagle Bay Advisors LLC — $86M AUM allocation strategy
Eagle Bay Advisors LLC files SEC Form 13F and reports $86M of long US equity value across 79 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 19.3%, followed by Consumer Discretionary 12.4% and Financials 7.6%.
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.
Eagle Bay Advisors LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$86M
total across 79 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
54% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VOO +5.72K sh · +$840K+$NVDA +3.48K sh · +$488K+$NFLX +1.74K sh · +$174K
Biggest trims (shares)
−$SCHW −82.4K sh · −$2.18M−$UBER −37.3K sh · −$3.08M−$IVV −5.42K sh · −$1.16M
Exited to nil (held last quarter, gone now)
$UNH ($332K last qtr)$NEE ($290K last qtr)$PLTR ($278K last qtr)$SYK ($250K last qtr)$BR ($238K 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)
- Technology Hardware, Storage & Peripherals11.5%—
- Automobile Manufacturers10.7%—
- Interactive Media & Services5.2%—
- Investment Banking & Brokerage3.8%—
- Systems Software3.7%—
- Integrated Oil & Gas3.4%—
- Semiconductors2.7%—
- Multi-Sector Holdings2.4%—
- Other holdings56.6%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 38.9K | $9.88M | -2.41K | 11.5% |
| $TSLA | Tesla Inc | 24.8K | $9.22M | +275 | 10.7% |
| $MS | Morgan Stanley | 64.7K | $3.27M | -958 | 3.8% |
| $MSFT | Microsoft Corporation | 8.44K | $3.13M | -2.03K | 3.6% |
| $XOM | ExxonMobil Holdings Corporation | 17.2K | $2.92M | -2.63K | 3.4% |
| $GOOGL | Alphabet Inc | 8.94K | $2.56M | -51 | 3.0% |
…and 73 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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