Life Planning Partners, Inc
SEC Form 13F institutional filer · CIK 0001910934
13F-HR · 18 reported holdings · 2026-03-31
Reported long-US-equity value
$0.07B
Top-10 concentration
96.8%
Life Planning Partners, Inc — $69.4M AUM allocation strategy
Life Planning Partners, Inc files SEC Form 13F and reports $69.4M of long US equity value across 18 reported holdings for 2026-03-31.
Its largest sector bet is Financials 6.6%, followed by Consumer Discretionary 1.5% and Industrials 1.4%.
The top 10 holdings account for 97% 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.
Life Planning Partners, Inc — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$69.4M
total across 18 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
97% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +5.98K sh · −$527K+$VB +354 sh · +$126K+$MSFT +213 sh · +$19K
Biggest trims (shares)
−$SPGI −460 sh · +$63.6K−$PH −254 sh · −$206K−$JPM −204 sh · −$98.3K
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)
- Financial Exchanges & Data4.5%—
- Automobile Manufacturers1.5%—
- Industrial Machinery & Supplies & Components1.4%—
- Diversified Banks1.0%—
- Integrated Oil & Gas0.8%—
- Investment Banking & Brokerage0.7%—
- Biotechnology0.5%—
- Application Software0.4%—
- Other holdings89.2%—
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 |
|---|---|---|---|---|---|
| $SPGI | S&P Global Inc | 67.8K | $3.09M | -460 | 4.5% |
| $TSLA | Tesla Inc | 2.8K | $1.04M | +0 | 1.5% |
| $PH | Parker-Hannifin Corporation | 1.07K | $960K | -254 | 1.4% |
| $SCHW | Charles Schwab Corporation | 10.3K | $483K | +0 | 0.7% |
| $BAC | Bank of America Corporation | 7.84K | $382K | +3 | 0.6% |
| $CVX | Chevron Corporation | 1.84K | $380K | +2 | 0.5% |
…and 12 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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