St. Johns Investment Management Company, LLC
SEC Form 13F institutional filer · CIK 0001605522
13F-HR · 129 reported holdings · 2026-03-31
Reported long-US-equity value
$0.23B
Top-10 concentration
56.0%
St. Johns Investment Management Company, LLC — $227M AUM allocation strategy
St. Johns Investment Management Company, LLC files SEC Form 13F and reports $227M of long US equity value across 129 reported holdings for 2026-03-31.
Its largest sector bet is Financials 31.5%, followed by Information Technology 11.2% and Communication Services 3.6%.
The top 10 holdings account for 56% 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.
St. Johns Investment Management Company, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$227M
total across 129 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
56% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +34.9K sh · +$1.1M+$BAC +2.41K sh · −$235K+$PFE +2.23K sh · +$147K
Biggest trims (shares)
−$GLW −3.98K sh · +$290K−$IWM −1.64K sh · −$89.8K−$GOOG −1.3K sh · −$856K
Added from nil (new positions)
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)
- Investment Banking & Brokerage26.1%—
- Technology Hardware, Storage & Peripherals5.6%—
- Interactive Media & Services3.6%—
- Systems Software3.3%—
- Diversified Banks2.8%—
- Semiconductors2.2%—
- Consumer Staples Merchandise Retail2.2%—
- Broadline Retail2.2%—
- Other holdings51.9%—
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 |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 2.12M | $59.2M | +34.9K | 26.1% |
| $AAPL | Apple Inc | 50.4K | $12.8M | +367 | 5.6% |
| $MSFT | Microsoft Corporation | 20.4K | $7.55M | +2.04K | 3.3% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 17.6K | $5.06M | -1.3K | 2.2% |
| $NVDA | NVIDIA Corporation | 29K | $5.06M | +597 | 2.2% |
| $WMT | Walmart Inc | 39.6K | $4.92M | -65 | 2.2% |
…and 123 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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