DIVERSIFIED MANAGEMENT INC
SEC Form 13F institutional filer · CIK 0000922372
13F-HR · 143 reported holdings · 2026-03-31
Reported long-US-equity value
$0.39B
Top-10 concentration
48.9%
DIVERSIFIED MANAGEMENT INC — $394M AUM allocation strategy
DIVERSIFIED MANAGEMENT INC files SEC Form 13F and reports $394M of long US equity value across 143 reported holdings for 2026-03-31.
Its largest sector bet is Financials 11.1%, followed by Industrials 11.0% and Information Technology 7.2%.
The top 10 holdings account for 49% 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.
DIVERSIFIED MANAGEMENT INC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$394M
total across 143 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
49% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$BX +76.1K sh · +$1.92M+$SCHW +48.4K sh · +$4.54M+$T +35K sh · +$1.13M
Biggest trims (shares)
−$JCI −2.7K sh · −$231K−$VTI −863 sh · −$495K−$BLK −633 sh · −$200K
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)
- Electrical Components & Equipment11.0%—
- Technology Hardware, Storage & Peripherals4.7%—
- Asset Management & Custody Banks3.2%—
- Investment Banking & Brokerage3.1%—
- Financial Exchanges & Data2.3%—
- Broadline Retail1.7%—
- Diversified Banks1.5%—
- Integrated Oil & Gas1.4%—
- Other holdings71.2%—
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 |
|---|---|---|---|---|---|
| $ROK | Rockwell Automation Inc | 120K | $43.1M | -571 | 10.9% |
| $AAPL | Apple Inc | 73K | $18.5M | +311 | 4.7% |
| $SPGI | S&P Global Inc | 29.3K | $8.85M | +5.11K | 2.3% |
| $SCHW | Charles Schwab Corporation | 142K | $8.04M | +48.4K | 2.0% |
| $IVZ | Invesco Ltd | 37.8K | $7.25M | +4.41K | 1.8% |
| $AMZN | Amazon.com Inc | 30.7K | $6.4M | +1.99K | 1.6% |
…and 137 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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