Willis Johnson & Associates, Inc.
SEC Form 13F institutional filer · CIK 0001853239
13F-HR · 75 reported holdings · 2026-03-31
Reported long-US-equity value
$0.30B
Top-10 concentration
83.0%
Willis Johnson & Associates, Inc. — $296M AUM allocation strategy
Willis Johnson & Associates, Inc. files SEC Form 13F and reports $296M of long US equity value across 75 reported holdings for 2026-03-31.
Its largest sector bet is Financials 45.9%, followed by Information Technology 7.8% and Energy 6.6%.
The top 10 holdings account for 83% 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.
Willis Johnson & Associates, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$296M
total across 75 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
83% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVZ +155K sh · +$3.67M+$JPM +8.04K sh · +$796K+$JNJ +587 sh · +$200K
Biggest trims (shares)
−$SPGI −20.7K sh · −$227K−$SCHW −19.7K sh · −$487K−$IVV −9.22K sh · −$2.02M
Exited to nil (held last quarter, gone now)
$DELL ($308K last qtr)$TMO ($221K last qtr)$OXY ($208K last qtr)$MS ($205K 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)
- Financial Exchanges & Data29.3%—
- Asset Management & Custody Banks10.8%—
- Integrated Oil & Gas6.6%—
- Diversified Banks5.3%—
- Technology Hardware, Storage & Peripherals4.6%—
- Semiconductors2.0%—
- Systems Software1.2%—
- Automobile Manufacturers1.0%—
- Other holdings39.3%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SPGI | S&P Global Inc | 751K | $86.8M | -20.7K | 29.3% |
| $BLK | BlackRock Inc | 329K | $27.7M | -2.44K | 9.3% |
| $JPM | JP Morgan Chase & Co | 160K | $15.8M | +8.04K | 5.3% |
| $AAPL | Apple Inc | 53.8K | $13.7M | +198 | 4.6% |
| $XOM | ExxonMobil Holdings Corporation | 80.4K | $13.6M | +136 | 4.6% |
| $NVDA | NVIDIA Corporation | 34.1K | $5.94M | -544 | 2.0% |
| $CVX | Chevron Corporation | 28.4K | $5.88M | -2.58K | 2.0% |
…and 68 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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