Torren Management, LLC
SEC Form 13F institutional filer · CIK 0002096203
13F-HR · 358 reported holdings · 2026-03-31
Reported long-US-equity value
$0.01B
Top-10 concentration
42.4%
Torren Management, LLC — $6.66M AUM allocation strategy
Torren Management, LLC files SEC Form 13F and reports $6.66M of long US equity value across 358 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 16.1%, followed by Financials 14.1% and Communication Services 4.4%.
The top 10 holdings account for 42% 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.
Torren Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$6.66M
total across 358 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
42% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$HBAN +3.66K sh · +$51.1K+$VOO +1.38K sh · +$69.4K+$TMUS +16 sh · +$3.65K
Biggest trims (shares)
−$IVZ −37.3K sh · −$1.68M−$NVDA −8.01K sh · −$1.52M−$F −5.77K sh · −$76.1K
Exited to nil (held last quarter, gone now)
$UNH ($325K last qtr)$APP ($298K last qtr)$UAL ($127K last qtr)$FIX ($92.4K last qtr)$HII ($79.6K 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)
- Investment Banking & Brokerage9.5%—
- Semiconductors7.4%—
- Technology Hardware, Storage & Peripherals4.7%—
- Interactive Media & Services4.4%—
- Systems Software3.2%—
- Asset Management & Custody Banks1.8%—
- Regional Banks1.7%—
- Broadline Retail1.4%—
- Other holdings66.0%—
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 |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 24.4K | $631K | -849 | 9.5% |
| $NVDA | NVIDIA Corporation | 1.93K | $337K | -8.01K | 5.1% |
| $AAPL | Apple Inc | 918 | $233K | -3.41K | 3.5% |
| $MSFT | Microsoft Corporation | 573 | $212K | -2.46K | 3.2% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 565 | $162K | -4.43K | 2.4% |
| $IVZ | Invesco Ltd | 2.66K | $119K | -37.3K | 1.8% |
| $HBAN | Huntington Bancshares Incorporated | 7.25K | $113K | +3.66K | 1.7% |
…and 351 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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