Longboard Asset Management, LP
SEC Form 13F institutional filer · CIK 0002045792
13F-HR · 15 reported holdings · 2026-03-31
Reported long-US-equity value
$0.00B
Top-10 concentration
69.9%
Longboard Asset Management, LP — $3.44M AUM allocation strategy
Longboard Asset Management, LP files SEC Form 13F and reports $3.44M of long US equity value across 15 reported holdings for 2026-03-31.
Its largest sector bet is Utilities 62.5%, followed by Financials 13.3% and Real Estate 12.4%.
The top 10 holdings account for 70% 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.
Longboard Asset Management, LP — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$3.44M
total across 15 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
70% of value
higher = narrower conviction; lower = spread / hedging
Exited to nil (held last quarter, gone now)
$L ($288K last qtr)$HIG ($286K last qtr)$ATO ($281K last qtr)$NSC ($281K last qtr)$LHX ($276K 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)
- Electric Utilities35.4%—
- Multi-Utilities27.1%—
- Retail REITs12.4%—
- Health Care Services11.8%—
- Life & Health Insurance7.3%—
- Asset Management & Custody Banks5.9%—
- Other holdings0.1%—
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
10 of 10 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $LNT | Alliant Energy Corporation | 3.52K | $253K | +0 | 7.3% |
| $AFL | AFLAC Incorporated | 2.3K | $253K | +0 | 7.3% |
| $FE | FirstEnergy Corp | 4.98K | $252K | +0 | 7.3% |
| $WEC | WEC Energy Group Inc | 2.18K | $252K | +0 | 7.3% |
| $SO | Southern Company | 2.57K | $248K | +0 | 7.2% |
| $CNP | CenterPoint Energy Inc | 5.52K | $238K | +0 | 6.9% |
| $AEE | Ameren Corporation | 2.15K | $236K | +0 | 6.9% |
| $CMS | CMS Energy Corporation | 2.98K | $231K | +0 | 6.7% |
| $XEL | Xcel Energy Inc | 2.87K | $228K | +0 | 6.6% |
| $SPG | Simon Property Group Inc | 1.15K | $214K | +0 | 6.2% |
…and 5 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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