J2 Capital Management Inc
SEC Form 13F institutional filer · CIK 0001586882
13F-HR · 52 reported holdings · 2026-03-31
Reported long-US-equity value
$0.04B
Top-10 concentration
43.7%
J2 Capital Management Inc — $38.4M AUM allocation strategy
J2 Capital Management Inc files SEC Form 13F and reports $38.4M of long US equity value across 52 reported holdings for 2026-03-31.
Its largest sector bet is Industrials 9.6%, followed by Financials 6.5% and Information Technology 6.5%.
The top 10 holdings account for 44% of reported value — a broadly spread portfolio. 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.
J2 Capital Management Inc — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$38.4M
total across 52 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
44% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$GPC +1.99K sh · +$140K+$CPRT +1.36K sh · −$32.8K+$AMAT +1.32K sh · +$116K
Biggest trims (shares)
−$IVV −23K sh · −$1.82M−$AMZN −652 sh · −$183K−$IWM −620 sh · −$320K
Exited to nil (held last quarter, gone now)
$COF ($731K last qtr)$VEEV ($507K last qtr)$CL ($322K last qtr)$PLTR ($287K 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)
- Systems Software4.5%—
- Pharmaceuticals3.9%—
- Asset Management & Custody Banks2.7%—
- Integrated Telecommunication Services2.4%—
- Construction Machinery & Heavy Transportation Equipment2.2%—
- Aerospace & Defense2.0%—
- Property & Casualty Insurance1.9%—
- Construction & Engineering1.9%—
- Other holdings78.3%—
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 |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 60.8K | $1.05M | -499 | 2.7% |
| $FTNT | Fortinet Inc | 12K | $977K | +775 | 2.5% |
| $VZ | Verizon Communications Inc | 18.8K | $942K | -31 | 2.5% |
| $CAT | Caterpillar Inc | 1.23K | $869K | -54 | 2.3% |
| $LLY | Eli Lilly and Company | 839 | $772K | +142 | 2.0% |
| $PANW | Palo Alto Networks Inc | 4.79K | $768K | +1.3K | 2.0% |
…and 46 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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