PETERSON WEALTH MANAGEMENT
SEC Form 13F institutional filer · CIK 0001785144
13F-HR · 88 reported holdings · 2026-03-31
Reported long-US-equity value
$0.13B
Top-10 concentration
71.7%
PETERSON WEALTH MANAGEMENT — $132M AUM allocation strategy
PETERSON WEALTH MANAGEMENT files SEC Form 13F and reports $132M of long US equity value across 88 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 12.5%, followed by Consumer Staples 10.3% and Financials 7.5%.
The top 10 holdings account for 72% 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.
PETERSON WEALTH MANAGEMENT — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$132M
total across 88 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
72% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +4.13K sh · +$125K+$NEE +2.53K sh · +$819K+$XLY +1.75K sh · −$209K
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)
- Consumer Staples Merchandise Retail9.1%—
- Systems Software8.9%—
- Broadline Retail5.6%—
- Semiconductors3.6%—
- Multi-Utilities3.4%—
- Multi-Sector Holdings3.0%—
- Diversified Banks3.0%—
- Interactive Media & Services2.0%—
- Other holdings61.3%—
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 |
|---|---|---|---|---|---|
| $AMZN | Amazon.com Inc | 35.7K | $7.44M | +888 | 5.6% |
| $COST | Costco Wholesale Corporation | 6.58K | $6.56M | +506 | 5.0% |
| $WMT | Walmart Inc | 44.3K | $5.5M | +1.36K | 4.2% |
| $CRWD | CrowdStrike Holdings Inc | 14K | $5.48M | +888 | 4.1% |
| $MSFT | Microsoft Corporation | 12.3K | $4.57M | — | 3.5% |
| $NEE | NextEra Energy Inc | 48.9K | $4.54M | +2.53K | 3.4% |
…and 82 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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