Valley Financial Group, Inc.
SEC Form 13F institutional filer · CIK 0002010327
13F-HR · 24 reported holdings · 2026-03-31
Reported long-US-equity value
$0.09B
Top-10 concentration
95.5%
Valley Financial Group, Inc. — $85.8M AUM allocation strategy
Valley Financial Group, Inc. files SEC Form 13F and reports $85.8M of long US equity value across 24 reported holdings for 2026-03-31.
Its largest sector bet is Financials 31.4%, followed by Communication Services 4.2% and Information Technology 4.1%.
The top 10 holdings account for 95% 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.
Valley Financial Group, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$85.8M
total across 24 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
95% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$MS +22.4K sh · +$746K+$IVV +7.05K sh · +$117K+$VTI +1.2K sh · +$238K
Biggest trims (shares)
−$SCHW −1.25K sh · +$469−$AAPL −1.08K sh · −$436K−$MSFT −442 sh · −$372K
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)
- Investment Banking & Brokerage31.4%—
- Integrated Telecommunication Services3.4%—
- Technology Hardware, Storage & Peripherals2.3%—
- Interactive Media & Services0.7%—
- Application Software0.7%—
- Systems Software0.6%—
- Semiconductors0.5%—
- Broadline Retail0.4%—
- Other holdings60.1%—
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 |
|---|---|---|---|---|---|
| $MS | Morgan Stanley | 521K | $26.6M | +22.4K | 31.0% |
| $VZ | Verizon Communications Inc | 46.8K | $2.35M | -98 | 2.7% |
| $AAPL | Apple Inc | 7.81K | $1.98M | -1.08K | 2.3% |
| $T | AT&T Inc | 19.8K | $573K | -17 | 0.7% |
| $MSFT | Microsoft Corporation | 1.4K | $517K | -442 | 0.6% |
…and 19 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.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.