Two West Capital Advisors LLC
SEC Form 13F institutional filer · CIK 0002026617
13F-HR · 23 reported holdings · 2026-03-31
Reported long-US-equity value
$0.04B
Top-10 concentration
88.7%
Two West Capital Advisors LLC — $43.9M AUM allocation strategy
Two West Capital Advisors LLC files SEC Form 13F and reports $43.9M of long US equity value across 23 reported holdings for 2026-03-31.
Its largest sector bet is Financials 43.8%, followed by Information Technology 5.4% and Consumer Discretionary 2.6%.
The top 10 holdings account for 89% 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.
Two West Capital Advisors LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$43.9M
total across 23 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
89% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +80.2K sh · +$4.12M+$SCHW +8.45K sh · +$319K+$BLK +5.53K sh · +$539K
Biggest trims (shares)
−$XLF −1.47K sh · −$110K−$XLK −384 sh · +$24.9K−$BRK.B −365 sh · −$283K
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 & Brokerage25.1%—
- Asset Management & Custody Banks9.0%—
- Financial Exchanges & Data5.8%—
- Multi-Sector Holdings3.9%—
- Semiconductors1.9%—
- Technology Hardware, Storage & Peripherals1.9%—
- Consumer Staples Merchandise Retail1.4%—
- Broadline Retail1.3%—
- Other holdings49.8%—
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
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 399K | $11M | +8.45K | 25.0% |
| $BLK | BlackRock Inc | 46.9K | $3.96M | +5.53K | 9.0% |
| $SPGI | S&P Global Inc | 11.6K | $2.55M | +743 | 5.8% |
| $BRK.B | Berkshire Hathaway Inc.-Class B | 3.65K | $1.74M | -365 | 4.0% |
| $NVDA | NVIDIA Corporation | 3.97K | $831K | +411 | 1.9% |
| $AAPL | Apple Inc | 2.99K | $809K | +41 | 1.8% |
| $WMT | Walmart Inc | 4.83K | $618K | +34 | 1.4% |
…and 16 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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