Tribridge Partners Financial LLC
SEC Form 13F institutional filer · CIK 0002083677
13F-HR · 35 reported holdings · 2026-03-31
Reported long-US-equity value
$0.06B
Top-10 concentration
86.8%
Tribridge Partners Financial LLC — $61.4M AUM allocation strategy
Tribridge Partners Financial LLC files SEC Form 13F and reports $61.4M of long US equity value across 35 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 9.9%, followed by Financials 2.3% and Consumer Discretionary 2.2%.
The top 10 holdings account for 87% 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.
Tribridge Partners Financial LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$61.4M
total across 35 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
87% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VB +1.95K sh · +$920K+$VOO +1.06K sh · −$283K+$JPM +500 sh · +$114K
Biggest trims (shares)
−$SBUX −572 sh · −$8.93K−$AMZN −106 sh · −$99.7K−$XOM −40 sh · +$221K
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)
- Systems Software4.5%—
- Technology Hardware, Storage & Peripherals2.9%—
- Application Software1.9%—
- Interactive Media & Services1.8%—
- Integrated Oil & Gas1.5%—
- Broadline Retail1.2%—
- Restaurants0.9%—
- Investment Banking & Brokerage0.8%—
- Other holdings84.4%—
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 |
|---|---|---|---|---|---|
| $MSFT | Microsoft Corporation | 7.46K | $2.79M | +271 | 4.5% |
| $AAPL | Apple Inc | 6.96K | $1.78M | +367 | 2.9% |
| $INTU | Intuit Inc | 2.75K | $1.16M | +1 | 1.9% |
| $XOM | ExxonMobil Holdings Corporation | 5.59K | $898K | -40 | 1.5% |
| $AMZN | Amazon.com Inc | 3.58K | $750K | -106 | 1.2% |
| $GOOGL | Alphabet Inc | 2.12K | $625K | +64 | 1.0% |
| $SBUX | Starbucks Corporation | 6.37K | $576K | -572 | 0.9% |
…and 28 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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