SJBENEN ADVISORY, LLC
SEC Form 13F institutional filer · CIK 0001813225
13F-HR · 13 reported holdings · 2026-03-31
Reported long-US-equity value
$0.09B
Top-10 concentration
98.0%
SJBENEN ADVISORY, LLC — $90.9M AUM allocation strategy
SJBENEN ADVISORY, LLC files SEC Form 13F and reports $90.9M of long US equity value across 13 reported holdings for 2026-03-31.
Its largest sector bet is Financials 18.8%, followed by Information Technology 10.1% and Consumer Discretionary 3.3%.
The top 10 holdings account for 98% 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.
SJBENEN ADVISORY, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$90.9M
total across 13 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
98% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$IVV −56.3K sh · −$8.27M−$SPY −30K sh · +$27.8M−$VTI −23.6K sh · +$179K
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)
- Financial Exchanges & Data10.9%—
- Technology Hardware, Storage & Peripherals5.4%—
- Application Software4.7%—
- Diversified Banks3.5%—
- Automobile Manufacturers3.3%—
- Investment Banking & Brokerage2.7%—
- Multi-Sector Holdings1.7%—
- Other holdings67.8%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $COIN | Coinbase Global Inc | 56.9K | $9.94M | -3K | 10.9% |
| $AAPL | Apple Inc | 19.2K | $4.88M | -34 | 5.4% |
| $PLTR | Palantir Technologies Inc | 29.4K | $4.3M | +0 | 4.7% |
| $TSLA | Tesla Inc | 8.1K | $3.01M | +0 | 3.3% |
| $JPM | JP Morgan Chase & Co | 9.7K | $2.85M | +582 | 3.1% |
| $SCHW | Charles Schwab Corporation | 82.2K | $2.46M | -22.9K | 2.7% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 3.24K | $1.55M | +2.13K | 1.7% |
…and 6 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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