Versant Capital Management, Inc
SEC Form 13F institutional filer · CIK 0001735057
13F-HR · 518 reported holdings · 2026-03-31
Reported long-US-equity value
$0.47B
Top-10 concentration
47.2%
Versant Capital Management, Inc — $466M AUM allocation strategy
Versant Capital Management, Inc files SEC Form 13F and reports $466M of long US equity value across 518 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 25.9%, followed by Financials 9.8% and Communication Services 3.9%.
The top 10 holdings account for 47% 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.
Versant Capital Management, Inc — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$466M
total across 518 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
47% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +230K sh · +$18.2M+$MSFT +138K sh · +$45.5M+$IWM +109K sh · +$13.4M
Biggest trims (shares)
−$AMCR −17.1K sh · −$48.6K−$GEN −8.71K sh · −$276K−$MDT −3.75K sh · −$410K
Exited to nil (held last quarter, gone now)
None this quarter
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)
- Systems Software14.8%—
- Semiconductors7.2%—
- Asset Management & Custody Banks6.8%—
- Interactive Media & Services3.9%—
- Technology Hardware, Storage & Peripherals3.9%—
- Integrated Oil & Gas2.1%—
- Pharmaceuticals1.8%—
- Broadline Retail1.7%—
- Other holdings57.8%—
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 |
|---|---|---|---|---|---|
| $MSFT | Microsoft Corporation | 187K | $69.2M | +138K | 14.8% |
| $BLK | BlackRock Inc | 512K | $31.7M | +36K | 6.8% |
| $AAPL | Apple Inc | 70.7K | $17.9M | +13.7K | 3.8% |
| $AVGO | Broadcom Inc | 55K | $17M | +40.7K | 3.7% |
| $NVDA | NVIDIA Corporation | 95.9K | $16.7M | +20K | 3.6% |
| $XOM | ExxonMobil Holdings Corporation | 56.6K | $9.6M | +4.5K | 2.1% |
| $AMZN | Amazon.com Inc | 37.6K | $7.82M | +6.04K | 1.7% |
…and 511 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
← All 13F filers·← QuantOrb.pro
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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