ADIRONDACK TRUST CO
SEC Form 13F institutional filer · CIK 0001054257
13F-HR · 243 reported holdings · 2026-03-31
Reported long-US-equity value
$0.25B
Top-10 concentration
49.7%
ADIRONDACK TRUST CO — $246M AUM allocation strategy
ADIRONDACK TRUST CO files SEC Form 13F and reports $246M of long US equity value across 243 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 16.5%, followed by Financials 6.5% and Health Care 4.6%.
The top 10 holdings account for 50% 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.
ADIRONDACK TRUST CO — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$246M
total across 243 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
50% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$VTWO +3.87K sh · +$682K+$IVZ +1.96K sh · +$214K+$T +1.29K sh · +$137K
Biggest trims (shares)
−$BMY −3.1K sh · −$32.6K−$AAPL −2.58K sh · −$1.87M−$AMCR −2.55K sh · −$1.24K
Exited to nil (held last quarter, gone now)
$CDNS ($12.5K last qtr)$CBRE ($7.88K last qtr)$PPL ($3.5K last qtr)$MAA ($3.47K last qtr)$ICE ($3.4K 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)
- Technology Hardware, Storage & Peripherals6.7%—
- Semiconductors6.2%—
- Systems Software3.6%—
- Pharmaceuticals3.4%—
- Broadline Retail3.1%—
- Integrated Oil & Gas2.9%—
- Financial Exchanges & Data2.4%—
- Diversified Banks2.4%—
- Other holdings69.4%—
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 |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 64.7K | $16.4M | -2.58K | 6.7% |
| $NVDA | NVIDIA Corporation | 87.7K | $15.3M | -1.75K | 6.2% |
| $MSFT | Microsoft Corporation | 23.8K | $8.8M | -640 | 3.6% |
| $AMZN | Amazon.com Inc | 37.1K | $7.73M | -683 | 3.1% |
| $SPGI | S&P Global Inc | 10K | $5.94M | -796 | 2.4% |
| $JPM | JP Morgan Chase & Co | 20.1K | $5.92M | -1.6K | 2.4% |
…and 237 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
← All 13F filers·← QuantOrb.pro
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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