JUNCTURE WEALTH STRATEGIES, LLC
SEC Form 13F institutional filer · CIK 0001632866
13F-HR · 57 reported holdings · 2026-03-31
Reported long-US-equity value
$0.12B
Top-10 concentration
79.5%
JUNCTURE WEALTH STRATEGIES, LLC — $122M AUM allocation strategy
JUNCTURE WEALTH STRATEGIES, LLC files SEC Form 13F and reports $122M of long US equity value across 57 reported holdings for 2026-03-31.
Its largest sector bet is Financials 58.4%, followed by Information Technology 5.0% and Energy 1.9%.
The top 10 holdings account for 79% 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.
JUNCTURE WEALTH STRATEGIES, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$122M
total across 57 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
79% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVZ +48K sh · +$9.07M+$BEN +8.75K sh · −$141K+$FITB +7.57K sh · +$349K
Biggest trims (shares)
−$SCHW −9.98K sh · −$179K−$IWM −1.18K sh · −$325K−$XLK −889 sh · −$177K
Exited to nil (held last quarter, gone now)
$PODD ($380K last qtr)$UNH ($300K last qtr)$V ($228K 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)
- Investment Banking & Brokerage41.3%—
- Asset Management & Custody Banks16.4%—
- Semiconductors2.5%—
- Integrated Oil & Gas1.9%—
- Systems Software1.4%—
- Aerospace & Defense1.3%—
- Communications Equipment1.0%—
- Multi-Sector Holdings0.8%—
- Other holdings33.5%—
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 | 1.89M | $50.4M | -9.98K | 41.2% |
| $IVZ | Invesco Ltd | 102K | $15.2M | +48K | 12.4% |
| $BEN | Franklin Templeton Inc | 89.1K | $2.96M | +8.75K | 2.4% |
| $NVDA | NVIDIA Corporation | 10.9K | $1.9M | +266 | 1.6% |
| $BLK | BlackRock Inc | 8.28K | $1.87M | -733 | 1.5% |
| $AXON | Axon Enterprise Inc | 3.7K | $1.57M | -42 | 1.3% |
…and 51 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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