JCP Investment Management, LLC
SEC Form 13F institutional filer · CIK 0001461945
13F-HR · 10 reported holdings · 2026-03-31
Reported long-US-equity value
$0.09B
Top-10 concentration
100.0%
JCP Investment Management, LLC — $87.2M AUM allocation strategy
JCP Investment Management, LLC files SEC Form 13F and reports $87.2M of long US equity value across 10 reported holdings for 2026-03-31.
Its largest sector bet is Financials 23.7%, followed by Utilities 11.9% and Energy 10.7%.
The top 10 holdings account for 100% 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.
JCP Investment Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$87.2M
total across 10 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
100% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$GNRC +16.5K sh · +$4.52M+$SPY +15.9K sh · +$9.36M+$FIS +14.5K sh · −$1.81M
Exited to nil (held last quarter, gone now)
None this quarter
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)
- Transaction & Payment Processing Services20.0%—
- Multi-Utilities11.9%—
- Oil & Gas Storage & Transportation10.7%—
- Heavy Electrical Equipment8.6%—
- Restaurants4.2%—
- Multi-Sector Holdings3.7%—
- Specialized Consumer Services1.1%—
- Food Retail1.0%—
- Other holdings38.8%—
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 |
|---|---|---|---|---|---|
| $FIS | Fidelity National Information Services Inc | 377K | $17.5M | +14.5K | 20.0% |
| $SRE | DBA Sempra | 106K | $10.4M | — | 11.9% |
| $KMI | Kinder Morgan Inc | 279K | $9.36M | +0 | 10.7% |
| $GNRC | Generac Holdlings Inc | 38.5K | $7.52M | +16.5K | 8.6% |
| $MCD | McDonald's Corporation | 11.8K | $3.67M | — | 4.2% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 6.67K | $3.2M | — | 3.7% |
| $DASH | DoorDash Inc | 6.6K | $991K | — | 1.1% |
| $KR | Kroger Company | 12.3K | $890K | -3K | 1.0% |
…and 2 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.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.