Successful Portfolios LLC
SEC Form 13F institutional filer · CIK 0001721780
13F-HR · 115 reported holdings · 2026-03-31
Reported long-US-equity value
$0.13B
Top-10 concentration
48.8%
Successful Portfolios LLC — $133M AUM allocation strategy
Successful Portfolios LLC files SEC Form 13F and reports $133M of long US equity value across 115 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 14.6%, followed by Financials 10.7% and Consumer Staples 4.8%.
The top 10 holdings account for 49% 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.
Successful Portfolios LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$133M
total across 115 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
49% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +2.07K sh · −$214K+$VTI +1.24K sh · −$52.5K+$HD +1.13K sh · +$23.7K
Biggest trims (shares)
−$KO −3.78K sh · −$192K−$WMT −3.09K sh · +$134K−$SCHW −3.02K sh · −$587K
Exited to nil (held last quarter, gone now)
$FITB ($431K last qtr)$LOW ($224K last qtr)$MA ($219K last qtr)$LUV ($217K last qtr)$QCOM ($217K 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 & Brokerage10.7%—
- Semiconductors6.1%—
- Consumer Staples Merchandise Retail4.8%—
- Technology Hardware, Storage & Peripherals3.7%—
- Interactive Media & Services3.5%—
- Systems Software3.2%—
- Home Improvement Retail2.1%—
- Broadline Retail2.1%—
- Other holdings63.8%—
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
6 of 6 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 454K | $11.6M | -3.02K | 8.7% |
| $WMT | Walmart Inc | 51.1K | $6.34M | -3.09K | 4.8% |
| $AAPL | Apple Inc | 19.9K | $4.98M | -324 | 3.8% |
| $NVDA | NVIDIA Corporation | 28.9K | $4.83M | -135 | 3.6% |
| $MSFT | Microsoft Corporation | 11.7K | $4.25M | -608 | 3.2% |
| $HD | Home Depot Inc | 8.58K | $2.81M | +1.13K | 2.1% |
…and 109 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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