UNIVERSITY OF TEXAS/TEXAS AM INVESTMENT MANAGEMENT CO
SEC Form 13F institutional filer · CIK 0001019231
13F-HR · 200 reported holdings · 2026-03-31
Reported long-US-equity value
$0.38B
Top-10 concentration
43.4%
UNIVERSITY OF TEXAS/TEXAS AM INVESTMENT MANAGEMENT CO — $375M AUM allocation strategy
UNIVERSITY OF TEXAS/TEXAS AM INVESTMENT MANAGEMENT CO files SEC Form 13F and reports $375M of long US equity value across 200 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 25.7%, followed by Communication Services 9.2% and Financials 7.0%.
The top 10 holdings account for 43% 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.
UNIVERSITY OF TEXAS/TEXAS AM INVESTMENT MANAGEMENT CO — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$375M
total across 200 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
43% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$DUK +34.5K sh · +$4.8M+$T +16.3K sh · +$1.1M+$CPT +14.5K sh · +$1.39M
Biggest trims (shares)
−$AAPL −51K sh · −$14.9M−$HPE −42.5K sh · −$1.02M−$NFLX −41.2K sh · −$3.85M
Exited to nil (held last quarter, gone now)
$MRK ($5.36M last qtr)$BMY ($4.14M last qtr)$BR ($2.69M last qtr)$EXC ($2.51M last qtr)$PFE ($2.51M 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)
- Semiconductors14.1%—
- Interactive Media & Services9.2%—
- Systems Software6.2%—
- Broadline Retail4.3%—
- Technology Hardware, Storage & Peripherals3.9%—
- Investment Banking & Brokerage3.3%—
- Integrated Oil & Gas3.0%—
- Diversified Banks2.3%—
- Other holdings53.7%—
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
10 of 10 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $NVDA | NVIDIA Corporation | 208K | $36.4M | +13.6K | 9.7% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 84.2K | $24.2M | +3.46K | 6.5% |
| $MSFT | Microsoft Corporation | 62.6K | $23.2M | +2.31K | 6.2% |
| $AMZN | Amazon.com Inc | 77.7K | $16.2M | +7.78K | 4.3% |
| $AAPL | Apple Inc | 58K | $14.7M | -51K | 3.9% |
| $XOM | ExxonMobil Holdings Corporation | 67.4K | $11.4M | +12.7K | 3.0% |
| $META | Meta Platforms Inc | 18.2K | $10.4M | +608 | 2.8% |
| $AVGO | Broadcom Inc | 33.2K | $10.3M | +480 | 2.7% |
| $JPM | JP Morgan Chase & Co | 29.4K | $8.64M | +3.23K | 2.3% |
| $MS | Morgan Stanley | 45.4K | $7.48M | -1.77K | 2.0% |
…and 190 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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