Pacific Excel Wealth Advisors, Inc.
SEC Form 13F institutional filer · CIK 0002110884
13F-HR · 39 reported holdings · 2026-03-31
Reported long-US-equity value
$0.03B
Top-10 concentration
61.1%
Pacific Excel Wealth Advisors, Inc. — $30M AUM allocation strategy
Pacific Excel Wealth Advisors, Inc. files SEC Form 13F and reports $30M of long US equity value across 39 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 18.0%, followed by Financials 13.2% and Energy 11.5%.
The top 10 holdings account for 61% 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.
Pacific Excel Wealth Advisors, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$30M
total across 39 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
61% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +48.2K sh · +$2.36M+$IVZ +11.6K sh · +$411K+$BLK +9.78K sh · +$848K
Exited to nil (held last quarter, gone now)
None this quarter
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)
- Integrated Oil & Gas11.5%—
- Asset Management & Custody Banks11.0%—
- Technology Hardware, Storage & Peripherals7.3%—
- Semiconductors7.1%—
- Interactive Media & Services5.6%—
- Systems Software3.7%—
- Broadline Retail3.1%—
- Automobile Manufacturers2.5%—
- Other holdings48.3%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $CVX | Chevron Corporation | 13.4K | $2.77M | +6.46K | 9.3% |
| $AAPL | Apple Inc | 8.59K | $2.18M | +551 | 7.3% |
| $BLK | BlackRock Inc | 20.3K | $1.86M | +9.78K | 6.2% |
| $IVZ | Invesco Ltd | 51.6K | $1.46M | +11.6K | 4.9% |
| $NVDA | NVIDIA Corporation | 6.83K | $1.19M | +2.81K | 4.0% |
| $MSFT | Microsoft Corporation | 2.96K | $1.09M | +1.09K | 3.7% |
| $META | Meta Platforms Inc | 1.83K | $1.05M | +654 | 3.5% |
| $AVGO | Broadcom Inc | 3.02K | $934K | +899 | 3.1% |
…and 31 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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