Procyon Advisors, LLC
SEC Form 13F institutional filer · CIK 0001804329
13F-HR · 300 reported holdings · 2026-03-31
Procyon Advisors, LLC is a registered investment advisor.
Reported long-US-equity value
$1.25B
Top-10 concentration
39.6%
Procyon Advisors, LLC — $1.25B AUM allocation strategy
Procyon Advisors, LLC files SEC Form 13F and reports $1.25B of long US equity value across 300 reported holdings for 2026-03-31.
Its largest sector bet is Financials 11.4%, followed by Information Technology 9.1% and Communication Services 3.4%.
The top 10 holdings account for 40% 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.
Procyon Advisors, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$1.25B
total across 300 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
40% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPGI +113K sh · +$5.4M+$SPYM +102K sh · +$5.42M+$CMCSA +83.8K sh · +$2.36M
Biggest trims (shares)
−$SCHW −168K sh · −$2.84M−$IVV −34.3K sh · −$6.21M−$SPY −27.4K sh · −$21.5M
Exited to nil (held last quarter, gone now)
$HPQ ($1.16M last qtr)$VST ($909K last qtr)$HRL ($568K last qtr)$VLTO ($353K last qtr)$SMCI ($312K 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 & Brokerage6.5%—
- Technology Hardware, Storage & Peripherals3.6%—
- Interactive Media & Services3.4%—
- Semiconductors3.2%—
- Financial Exchanges & Data2.6%—
- Broadline Retail2.3%—
- Systems Software2.3%—
- Diversified Banks1.4%—
- Other holdings74.6%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 2.96M | $81.6M | -168K | 6.5% |
| $AAPL | Apple Inc | 176K | $44.8M | -8 | 3.6% |
| $SPGI | S&P Global Inc | 658K | $32.6M | +113K | 2.6% |
| $AMZN | Amazon.com Inc | 141K | $29.5M | +3.1K | 2.4% |
| $MSFT | Microsoft Corporation | 79.3K | $29.3M | +1.66K | 2.3% |
…and 295 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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