Bristlecone Value Partners, LLC
SEC Form 13F institutional filer · CIK 0001313998
13F-HR · 24 reported holdings · 2026-03-31
Reported long-US-equity value
$0.04B
Top-10 concentration
83.5%
Bristlecone Value Partners, LLC — $42.4M AUM allocation strategy
Bristlecone Value Partners, LLC files SEC Form 13F and reports $42.4M of long US equity value across 24 reported holdings for 2026-03-31.
Its largest sector bet is Financials 44.0%, followed by Consumer Discretionary 5.4% and Industrials 3.7%.
The top 10 holdings account for 84% 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.
Bristlecone Value Partners, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$42.4M
total across 24 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
84% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +16.1K sh · +$877K+$VOO +10.2K sh · +$4.08M+$IVV +7.2K sh · +$396K
Biggest trims (shares)
−$IVZ −627 sh · −$28.1K−$EDOW −591 sh · −$8.95K−$BAC −222 sh · −$226K
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)
- Investment Banking & Brokerage31.1%—
- Diversified Banks4.0%—
- Building Products3.7%—
- Home Improvement Retail3.4%—
- Multi-Sector Holdings3.0%—
- Soft Drinks & Non-alcoholic Beverages2.8%—
- Consumer Finance2.5%—
- Asset Management & Custody Banks2.0%—
- Other holdings47.6%—
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 | 438K | $13.2M | +16.1K | 31.1% |
| $BAC | Bank of America Corporation | 34.2K | $1.67M | -222 | 3.9% |
| $JCI | Johnson Controls International plc | 11.8K | $1.55M | -64 | 3.7% |
| $LOW | Lowe's Companies Inc | 6.08K | $1.44M | — | 3.4% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 2.67K | $1.28M | — | 3.0% |
| $PEP | PepsiCo Inc | 7.61K | $1.18M | — | 2.8% |
| $AXP | American Express Company | 3.48K | $1.05M | — | 2.5% |
…and 17 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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