VERITY 13F Filed Apr 9, 2026

Context

VERITY Wealth Advisors submitted a Form 13F on April 9, 2026 that reports its holdings as of March 31, 2026, according to the Investing.com filing summary dated April 9, 2026. The filing date is nine days after the quarter-end snapshot and well within the SEC's 45-day disclosure window for institutional managers that meet the Section 13(f) threshold. Under SEC rules, institutional investment managers that exercise investment discretion over $100 million or more in 13(f) securities are required to disclose holdings on a quarterly basis; the timing and completeness of those disclosures provide a standardized but imperfect snapshot for market participants to analyse positioning across quarters.

For institutional investors and asset allocators who monitor 13F submissions, the VERITY filing is part of a continuing flow of data points that illuminate mid- to large-cap equity allocations, sector tilts and concentration risk at the end of Q1 2026. The report format and itemization used in 13F filings allow cross-comparison with peers, but readers should remember that 13Fs disclose positions only in Section 13(f) securities and reflect holdings as of the quarter end, not real-time trades. This delay and the limited scope (no disclosure of most cash, derivatives, or off-exchange instruments) means 13F data must be interpreted alongside other sources such as institutional Form ADV filings, public statements and market price action.

Investors and researchers often treat early filings — like VERITY's April 9 submission — as indicative of operational discipline or lower intra-quarter turnover, whereas late filings (those close to the 45-day deadline) may be associated with higher reporting latency. Comparing timing across filers offers a simple metric: VERITY filed on day 9 after quarter-end vs. the maximum 45-day allowance; this nine-day lag is a specific, measurable attribute of the filing that can be used when profiling an adviser’s reporting behaviour and apparent portfolio stability.

Data Deep Dive

The Form 13F mechanism is intentionally prescriptive: it lists long positions in 13(f) securities as of the quarter end and attaches market values and share counts that correspond to that date. The Investing.com summary of VERITY's filing (Apr 9, 2026) provides the raw disclosure date and indicates the universe of reported names. While the filing is a primary source for which equities an adviser reported at quarter-end, the dataset omits short positions, options exposures, and off-exchange assets, which can materially alter a true economic exposure calculation.

Three concrete, verifiable data points anchor the interpretation of this filing: the reporting date (Apr 9, 2026), the as-of date (Mar 31, 2026), and the regulatory filing window (45 days post-quarter-end). Those numbers are relevant because they set the temporal boundary for what the filing can and cannot tell us. For example, any price moves, corporate actions, or trades executed on April 1–9, 2026 would not appear in the 13F snapshot even though they may have been executed by the adviser prior to the filing date.

From a quantitative perspective, 13Fs are most useful when assembled into time-series and cross-sectional datasets. A single filing gives a point-in-time allocation; a sequence of filings allows calculation of quarter-over-quarter turnover ratios, changes in sector weights and concentration metrics (e.g., Herfindahl-Hirschman Index for portfolio weights). For institutional researchers wishing to replicate that analysis, combine the raw 13F entry (Investing.com reference Apr 9, 2026) with prior filings for YoY and QoQ comparisons and with benchmark weightings (S&P 500 or other relevant indexes) to measure active share and tracking error proxies.

Sector Implications

Even when a filing is issued by a boutique registered investment adviser rather than a large hedge fund or mutual fund, the positions reported can have informational value for sector rotation narratives. If VERITY's 13F shows concentration in large-cap technology or semiconductors at March 31, that could be interpreted as a persistence of risk-on posture into Q1 2026; conversely, a shift toward energy or industrials would suggest a different tactical emphasis. However, the 13F does not reveal the size of the adviser’s total assets under management outside 13(f) securities, so sector weights must be normalized to the reported market values to derive relative exposure.

Comparisons versus peers are instructive: smaller RIAs often exhibit higher single-name concentration than mutual funds, and their 13F filings can therefore overstate the influence of a single position relative to their total assets. Institutional managers who must file will frequently have overlapping names with large index constituents; the key analytic task is to compare an adviser’s percentage weight in a given security versus that security’s index weight (e.g., compare VERITY's weight in a listed name against its S&P 500 weight) to quantify active bets.

The sector-level interpretation also needs cross-reference to market liquidity and corporate calendars. Heavy exposure to thinly traded mid-caps, for example, implies different execution and liquidation risk than equivalent exposure to mega-cap equities. Market participants should cross-check any 13F-revealed sector tilt with subsequent corporate earnings calendars and macro releases for Q2 2026, because such events trigger rebalancing decisions that will not be visible until the next quarter's filing.

Risk Assessment

Reading a 13F without contextual risk metrics is risky. The filing's snapshot nature may understate turnover, leverage and short exposure; managers employing options or total-return swaps can materially alter net exposure without any change in the 13F long positions listed. Consequently, analysts should augment 13F readings with other public disclosures (Form ADV, 13D/G where applicable) and observed market activity (block trades, dark pool prints) to triangulate risk.

There is also the operational risk of false inference: retail and institutional observers sometimes attempt to front-run 13F positions, but the reporting lag reduces the efficacy of such strategies. Additionally, smaller advisers who are net passive holders may nonetheless report large dollar values in a handful of names, skewing headlines despite limited systemic relevance. From a compliance perspective, firms must treat 13F data as indicative rather than definitive evidence of strategy or intent.

Finally, when constructing any attribution or factor analysis using 13F inputs, remember that survivorship and selection biases can distort conclusions. A dataset that only includes advisers above the $100 million Section 13(f) threshold will necessarily exclude many boutique managers, and an analysis that conditions on early filers vs. late filers must control for size, mandate, and reporting incentives to avoid spurious correlations.

Fazen Capital Perspective

Fazen Capital views VERITY's April 9, 2026 13F as a useful but limited intelligence signal. The filing's early submission (day 9 after quarter-end) suggests lower intra-quarter turnover or disciplined reporting workflows rather than immediate trading intent. That said, we do not equate a listed position with conviction without corroborating evidence: trade prints, ownership changes across successive 13Fs, and the manager’s public commentary form the necessary supporting datapoints.

A contrarian insight worth highlighting is that early, modest-sized 13F filers can be more informative for qualitative research than headline-grabbing hedge fund disclosures. Smaller RIAs may hold names for strategic client-level reasons (tax management, concentrated client mandates) rather than as directional macro bets, and these non-directional holdings can be misread as conviction by quantitatively driven observers. We encourage institutional clients to treat such filings as signals to trigger further research rather than as direct investment signals.

For a systematic approach to integrating 13F signals with other public data sources, see our repository of methodological notes and research at Fazen Capital insights. For clients constructing multi-source models, our team recommends combining 13F time-series with trade-level data and public corporate filings; further guidance is available in our research section at Fazen Capital insights.

FAQ

Q: How current is the information in VERITY's 13F filing?

A: The filing reports positions as of March 31, 2026 and was submitted on April 9, 2026 (Investing.com summary, Apr 9, 2026). Because the SEC allows up to 45 days after quarter-end for submission, a filing can be as stale as mid-May for the same quarter. Use the as-of date (Mar 31) rather than the filing date when aligning holdings with market prices.

Q: Does a 13F filing show short positions or derivatives exposure?

A: No. Section 13(f) filings list long positions in 13(f) securities only. They omit short positions, most derivatives, swaps, and off-exchange holdings; therefore, 13Fs can understate net market exposure and leverage. Cross-referencing Form ADV, 13D/G filings, and observed market trades helps to fill those gaps.

Bottom Line

VERITY's April 9, 2026 Form 13F is a timely, structured snapshot that should be used as one input among many when assessing adviser positioning; it offers measurable dates — Mar 31, 2026 as-of and a nine-day post-quarter filing — but not a complete economic view. Treat the filing as a signal that triggers further, corroborative research rather than as a definitive map of strategy.

Disclaimer: This article is for informational purposes only and does not constitute investment advice.