Benchmark Financial, LLC
SEC Form 13F institutional filer · CIK 0002107260
13F-HR · 21 reported holdings · 2026-03-31
Reported long-US-equity value
$0.03B
Top-10 concentration
85.0%
Benchmark Financial, LLC — $27.4M AUM allocation strategy
Benchmark Financial, LLC files SEC Form 13F and reports $27.4M of long US equity value across 21 reported holdings for 2026-03-31.
Its largest sector bet is Financials 54.7%, followed by Information Technology 6.5% and Health Care 5.8%.
The top 10 holdings account for 85% 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.
Benchmark Financial, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$27.4M
total across 21 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
85% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SPGI +45.5K sh · +$1.68M+$JPM +3.71K sh · +$338K+$IVV +2.16K sh · +$196K
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 & Data43.5%—
- Diversified Banks6.2%—
- Systems Software4.7%—
- Multi-Sector Holdings4.0%—
- Pharmaceuticals3.2%—
- Consumer Staples Merchandise Retail2.9%—
- Biotechnology2.6%—
- Automobile Manufacturers2.3%—
- Other holdings30.8%—
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 |
|---|---|---|---|---|---|
| $SPGI | S&P Global Inc | 345K | $11.9M | +45.5K | 43.5% |
| $JPM | JP Morgan Chase & Co | 48.8K | $1.69M | +3.71K | 6.2% |
| $MSFT | Microsoft Corporation | 3.46K | $1.28M | +101 | 4.7% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 2.25K | $1.08M | +0 | 3.9% |
| $COST | Costco Wholesale Corporation | 797 | $795K | +54 | 2.9% |
| $INCY | Incyte Corp | 7.45K | $701K | +0 | 2.6% |
| $TSLA | Tesla Inc | 1.66K | $617K | +0 | 2.3% |
…and 14 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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