Interchange Capital Partners, LLC

Interchange Capital Partners, LLC is a registered investment advisory firm headquartered in Tampa, Florida, providing investment management, financial planning, and wealth advisory services to high-net-worth individuals, families, institutional clients, and select retail investors. The firm files with the SEC under CIK #0001845998 and operates as an independent RIA within Florida's rapidly expanding Tampa Bay financial services corridor — a region that has experienced substantial growth in wealth management activity driven by favorable tax policies, demographic migration patterns, and the relocation of both affluent individuals and financial services professionals from higher-tax northeastern states. The firm was founded by Peter Kambolin, who serves as Chief Executive Officer and leads the firm's strategic direction, client relationships, and business development. Chad Roach serves as Chief Investment Officer, directing the firm's investment process, portfolio construction, and market research activities. This dual-leadership structure — separating the CEO and CIO functions — reflects a mature organizational design that allows each principal to focus on their core competency: Kambolin on firm leadership and client engagement, Roach on investment decision-making and portfolio management. This functional specialization is a hallmark of advisory firms that have evolved beyond the single-founder-does-everything model into a more institutional operating framework. Interchange Capital Partners' relatively recent entry into the 13F filing record — with the CIK registration suggesting initial filings beginning around 2021-2022 — positions the firm among a newer cohort of advisory practices that have built their client relationships and investment track records during a period of significant macroeconomic transition. This period has encompassed the post-pandemic recovery, the speculative growth rally of 2020-2021, the aggressive Federal Reserve tightening cycle of 2022-2023, and the AI-driven market concentration of 2023-2024 — a compressed but remarkably diverse set of market environments that has tested investment frameworks across every dimension of style, factor, and sector exposure. Tampa Bay's emergence as a significant wealth management hub provides Interchange Capital Partners with a favorable competitive landscape. The region's expanding base of affluent transplants, business owners, and retirees creates a growing addressable market for sophisticated advisory services, while the lower operating cost structure relative to traditional financial centers like New York or Connecticut allows the firm to deliver institutional-quality investment management with competitive fee dynamics. Access to the firm's 13F History through advanced analytics platforms enables independent evaluation of Interchange Capital Partners' equity positioning, portfolio construction decisions, and allocation evolution across the market regimes experienced since the firm's establishment.

Interchange Capital Partners employs a growth-oriented tactical blend strategy that combines secular growth equity positioning with active allocation management across market conditions. The firm's investment philosophy integrates fundamental analysis with macroeconomic awareness, producing a portfolio that maintains structural growth exposure while incorporating tactical adjustments designed to navigate shifting market regimes and evolving risk environments. The firm's 13F Portfolio Composition reveals a diversified equity portfolio with a meaningful growth orientation. Technology, healthcare, financials, and communication services tend to represent core allocations, reflecting a portfolio architecture that captures the primary engines of U.S. equity market growth and innovation. Within these sectors, the firm demonstrates selectivity in security selection, favoring companies with demonstrated growth trajectories, scalable business models, and competitive positioning that supports sustained earnings expansion. The tactical dimension of Interchange Capital Partners' approach distinguishes the firm from static, benchmark-hugging allocation models. The Sector Allocation History across sequential 13F filings reveals a portfolio that actively modulates sector weightings and position sizing in response to evolving market conditions, valuation dynamics, and macroeconomic signals. This tactical flexibility suggests an investment process that incorporates top-down macroeconomic assessment alongside bottom-up security selection — a multi-layered analytical framework that seeks to optimize not just which companies to own but when and at what relative weighting to own them. This tactical capability is particularly relevant given the market environment in which Interchange Capital Partners has established its filing record. The 2021-2024 period has been characterized by rapid and dramatic shifts in market leadership — from pandemic-era growth and stay-at-home beneficiaries, to reopening and value rotation, to rate-driven compression across all equities, to AI-fueled concentration in a narrow cohort of mega-cap technology names. A static allocation strategy would have experienced these transitions passively, absorbing the full impact of each regime shift. A tactical approach, by contrast, offers the potential to adapt positioning proactively, reducing exposure to deteriorating themes while increasing allocation to emerging opportunities. The growth component of the strategy is expressed through consistent exposure to technology and innovation-driven sectors that form the secular growth core of the U.S. equity market. Healthcare positions provide both growth potential — particularly in biotechnology, medical devices, and pharmaceutical innovation — and the defensive characteristics that the sector typically exhibits during economic uncertainty. Financial sector allocations offer exposure to credit cycle dynamics, interest rate sensitivity, and the operational leverage that financial institutions provide during periods of economic expansion. Portfolio turnover operates at a moderate level, reflecting the tactical nature of the investment approach. Unlike purely buy-and-hold strategies that maintain positions regardless of changing conditions, Interchange Capital Partners' active allocation management necessarily involves more frequent portfolio adjustments as sector weightings are modulated and individual positions are sized to reflect evolving conviction levels. However, the turnover profile suggests that tactical adjustments are measured and deliberate rather than hyperactive — consistent with a strategic framework that makes meaningful allocation shifts at regime transition points rather than engaging in constant, high-frequency repositioning. The Top 10 Holdings Concentration in the portfolio provides insight into the firm's conviction architecture. The balance between top-holdings concentration and broader diversification reveals how the firm manages the tension between expressing high-conviction investment views and maintaining the risk distribution appropriate for its wealth management client base. A moderately concentrated top-holdings profile would suggest a firm comfortable expressing meaningful conviction in its best ideas while maintaining sufficient diversification to protect against idiosyncratic position-level risk.

Interchange Capital Partners, LLC represents an emerging, dual-leadership RIA operating from Tampa, Florida with a growth-oriented tactical blend strategy that combines secular growth equity exposure with active allocation management. Under the leadership of CEO Peter Kambolin and CIO Chad Roach, the firm delivers an investment approach that aspires to capture long-term growth while adapting to shifting market conditions through measured tactical adjustments. Key characteristics observable through the firm's 13F filing history include a growth-sector orientation anchored by technology, healthcare, financials, and communication services; active sector allocation management with measurable quarter-to-quarter positioning changes; moderate portfolio turnover reflecting the tactical dimension of the strategy; and a portfolio construction framework that balances growth conviction with sufficient diversification for wealth management appropriateness. The Alpha Generation vs S&P 500 derived from historical replication of Interchange Capital Partners' disclosed positioning is the central metric for evaluating whether the firm's combined stock selection and tactical allocation capabilities have generated excess risk-adjusted outcomes above passive alternatives. For a growth-oriented tactical strategy, this metric captures two distinct sources of potential value-add: the security selection skill within growth sectors, and the timing skill embedded in tactical allocation adjustments. Decomposing alpha into these component sources provides a more granular understanding of where the firm's investment edge resides. The Sortino Ratio offers a particularly relevant efficiency measure for evaluating the tactical component of the strategy. If the tactical overlay is functioning as designed — reducing downside exposure during deteriorating conditions while maintaining upside participation during favorable environments — the Sortino Ratio should reflect superior downside risk-adjusted outcomes relative to static growth allocations. Performance backtests online using Interchange Capital Partners' 13F filings can calculate this metric and compare it against both passive benchmarks and static growth factor allocations. Areas of analytical interest include the empirical effectiveness of the firm's tactical allocation shifts — whether they have demonstrably reduced drawdowns or enhanced risk-adjusted outcomes relative to a static growth allocation — the consistency of security selection quality across the portfolio's growth-sector holdings, and the portfolio's behavior during the dramatic market leadership shifts that have characterized the 2021-2024 period. The essential diagnostic question for evaluating Interchange Capital Partners' investment model is this: Given the firm's relatively brief but eventful filing history and its explicitly tactical investment framework, has the active allocation management component generated measurable, statistically meaningful improvements in risk-adjusted capital trajectory relative to a comparable static growth allocation — and as the firm accumulates a longer observable track record encompassing a broader range of macroeconomic environments, will the tactical value-add prove to be a durable, repeatable skill or a pattern that reflects favorable alignment with a specific and potentially non-recurring market regime?

Interchange Capital Partners presents a risk profile shaped by the interaction of its growth orientation, tactical allocation approach, and relatively brief observable filing history. Each of these dimensions introduces specific risk characteristics that require evaluation through frameworks appropriate for actively managed, growth-biased portfolios. The Volatility Profile of the firm's disclosed equity positioning is expected to be moderate to moderately elevated relative to broad equity benchmarks, driven by the portfolio's structural growth-sector overweight. Technology and communication services positions — which form a significant portion of the allocation — introduce higher beta characteristics and greater sensitivity to interest rate expectations, growth sentiment, and risk appetite shifts. However, the tactical allocation component of the strategy potentially offsets some of this structural volatility by enabling the firm to reduce growth exposure during deteriorating conditions and increase defensive positioning when risk indicators warrant caution. The effectiveness of the tactical overlay is a critical analytical question. Tactical allocation strategies introduce a dimension of timing risk that does not exist in static portfolios: if tactical adjustments are well-timed, they can meaningfully reduce drawdown severity and enhance risk-adjusted outcomes; if poorly timed, they can amplify losses — reducing exposure to rallies prematurely or increasing risk exposure just before corrections. The Max Drawdown Depth across the firm's filing history provides the most direct empirical test of whether the tactical approach has added protective value during stress episodes or whether it has introduced additional behavioral risk. The firm's relatively brief filing history — encompassing roughly 2021-2024 — means that the observable analytical record covers a compact but extraordinarily eventful period. This compressed history includes the tail end of the speculative 2021 rally, the severe 2022 correction, and the AI-driven recovery and concentration of 2023-2024. While this period provides valuable evidence of the portfolio's behavior across multiple distinct regimes, it does not capture the firm's potential response to slower-developing stress scenarios — prolonged bear markets, extended recessions, or inflationary environments lasting multiple years. Evaluating the portfolio's risk characteristics therefore requires supplementing the observable record with stress testing against hypothetical scenarios beyond the firm's filing period. Correlation dynamics within the portfolio are influenced by both the structural growth bias and the tactical allocation component. The growth orientation creates meaningful correlation with technology and growth factor indices, while tactical adjustments potentially introduce time-varying correlation patterns as sector weightings shift. For allocators evaluating Interchange Capital Partners within the context of a broader portfolio, understanding these dynamic correlation characteristics is essential for assessing the diversification value — or redundancy — of the strategy. Liquidity risk is well-managed given the firm's focus on established, publicly traded equities with substantial daily trading volumes. The portfolio's orientation toward large-cap growth companies ensures that positions can be adjusted tactically without significant market impact — a critical requirement for a strategy that depends on the ability to execute allocation shifts efficiently and at favorable prices. A Portfolio Simulator reconstructing the firm's historical positioning across the distinct market episodes of its filing period can quantify drawdown behavior, recovery dynamics, and the empirical value-add of the tactical allocation overlay with analytical precision.