Pinnacle Wealth Planning Services, Inc.
SEC Form 13F institutional filer · CIK 0001726752
13F-HR · 520 reported holdings · 2026-03-31
Reported long-US-equity value
$0.41B
Top-10 concentration
35.1%
Pinnacle Wealth Planning Services, Inc. — $408M AUM allocation strategy
Pinnacle Wealth Planning Services, Inc. files SEC Form 13F and reports $408M of long US equity value across 520 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 16.0%, followed by Financials 6.1% and Consumer Discretionary 5.6%.
The top 10 holdings account for 35% 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.
Pinnacle Wealth Planning Services, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$408M
total across 520 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
35% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$BLK +41.1K sh · +$396K+$NKE +39.4K sh · +$1.92M+$KKR +19K sh · +$1.68M
Biggest trims (shares)
−$INTC −47.6K sh · −$1.47M−$SCHW −15.8K sh · −$293K−$CBRE −5.78K sh · −$106K
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)
- Semiconductors7.0%—
- Technology Hardware, Storage & Peripherals5.7%—
- Interactive Media & Services5.6%—
- Systems Software3.3%—
- Broadline Retail2.8%—
- Investment Banking & Brokerage2.0%—
- Automobile Manufacturers1.9%—
- Diversified Banks1.9%—
- Other holdings69.9%—
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 |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 92.1K | $23.4M | -857 | 5.7% |
| $NVDA | NVIDIA Corporation | 121K | $21.1M | +184 | 5.2% |
| $MSFT | Microsoft Corporation | 36.5K | $13.5M | -2.16K | 3.3% |
| $AMZN | Amazon.com Inc | 54.3K | $11.3M | -516 | 2.8% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 31.8K | $9.13M | +411 | 2.2% |
| $META | Meta Platforms Inc | 15.2K | $8.62M | +1.28K | 2.1% |
| $SCHW | Charles Schwab Corporation | 259K | $8.07M | -15.8K | 2.0% |
…and 513 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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