Verdence Capital Advisors LLC
SEC Form 13F institutional filer · CIK 0001719305
13F-HR · 304 reported holdings · 2026-03-31
Verdence Capital Advisors LLC is a wealth management firm.
Reported long-US-equity value
$1.13B
Top-10 concentration
32.1%
Verdence Capital Advisors LLC — $1.13B AUM allocation strategy
Verdence Capital Advisors LLC files SEC Form 13F and reports $1.13B of long US equity value across 304 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 15.4%, followed by Financials 5.4% and Communication Services 3.1%.
The top 10 holdings account for 32% 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.
Verdence Capital Advisors LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$1.13B
total across 304 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
32% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +53.9K sh · +$3.92M+$BLK +31.3K sh · +$308K+$SCHW +28K sh · −$1.31M
Biggest trims (shares)
−$VTWO −106K sh · −$9.38M−$AMCR −96.6K sh · +$362K−$MU −32.1K sh · −$6.02M
Exited to nil (held last quarter, gone now)
$FLEX ($892K last qtr)$ALLE ($698K last qtr)$JBHT ($646K last qtr)$EG ($616K last qtr)$NI ($604K 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)
- Semiconductors5.2%—
- Technology Hardware, Storage & Peripherals4.6%—
- Interactive Media & Services3.1%—
- Systems Software3.0%—
- Semiconductor Materials & Equipment2.7%—
- Diversified Banks2.2%—
- Investment Banking & Brokerage2.0%—
- Integrated Oil & Gas1.8%—
- Other holdings75.5%—
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 |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 202K | $51.3M | -270 | 4.5% |
| $MSFT | Microsoft Corporation | 91.4K | $33.8M | +277 | 3.0% |
| $JPM | JP Morgan Chase & Co | 82.9K | $24.4M | -2.38K | 2.2% |
| $SCHW | Charles Schwab Corporation | 765K | $22.6M | +28K | 2.0% |
| $AVGO | Broadcom Inc | 69.3K | $21.5M | -7.33K | 1.9% |
…and 299 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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