WEST PACES ADVISORS INC.
SEC Form 13F institutional filer · CIK 0002004720
13F-HR · 115 reported holdings · 2026-03-31
Reported long-US-equity value
$0.34B
Top-10 concentration
74.1%
WEST PACES ADVISORS INC. — $339M AUM allocation strategy
WEST PACES ADVISORS INC. files SEC Form 13F and reports $339M of long US equity value across 115 reported holdings for 2026-03-31.
Its largest sector bet is Financials 6.9%, followed by Information Technology 4.3% and Consumer Staples 2.5%.
The top 10 holdings account for 74% 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.
WEST PACES ADVISORS INC. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$339M
total across 115 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
74% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$FAST +2.83K sh · +$166K+$PM +1.4K sh · +$239K+$XOM +1.16K sh · +$634K
Biggest trims (shares)
−$SCHW −38.6K sh · −$960K−$KO −37.5K sh · −$1.95M−$IVV −6.72K sh · +$1.5M
Exited to nil (held last quarter, gone now)
$PAYX ($493K last qtr)$APD ($288K last qtr)$ROP ($284K last qtr)$AXP ($222K last qtr)$CRM ($219K last qtr)
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)
- Investment Banking & Brokerage5.1%—
- Soft Drinks & Non-alcoholic Beverages2.5%—
- Rail Transportation1.8%—
- Technology Hardware, Storage & Peripherals1.6%—
- Semiconductors1.6%—
- Pharmaceuticals1.4%—
- Systems Software1.2%—
- Home Improvement Retail1.0%—
- Other holdings83.8%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 512K | $17.2M | -38.6K | 5.1% |
| $KO | Coca-Cola Company | 110K | $8.35M | -37.5K | 2.5% |
| $AAPL | Apple Inc | 20.5K | $5.19M | -600 | 1.5% |
| $MSFT | Microsoft Corporation | 11.1K | $4.11M | -201 | 1.2% |
| $HD | Home Depot Inc | 10.3K | $3.4M | -2.44K | 1.0% |
…and 110 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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