American National Bank of Texas
SEC Form 13F institutional filer · CIK 0002086953
13F-HR · 43 reported holdings · 2026-03-31
Reported long-US-equity value
$0.07B
Top-10 concentration
79.6%
American National Bank of Texas — $71.1M AUM allocation strategy
American National Bank of Texas files SEC Form 13F and reports $71.1M of long US equity value across 43 reported holdings for 2026-03-31.
Its largest sector bet is Financials 22.6%, followed by Information Technology 5.0% and Consumer Staples 3.3%.
The top 10 holdings account for 80% 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.
American National Bank of Texas — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$71.1M
total across 43 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
80% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +20.8K sh · +$2.62M+$IVZ +1.55K sh · +$214K+$GS +1.17K sh · −$119K
Biggest trims (shares)
−$MS −3.05K sh · −$199K−$XLP −1.99K sh · +$107K−$EW −598 sh · −$67.8K
Exited to nil (held last quarter, gone now)
$WFC ($221K last qtr)$BLK ($208K last qtr)$PG ($201K 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 & Brokerage12.2%—
- Asset Management & Custody Banks8.4%—
- Integrated Oil & Gas3.3%—
- Interactive Media & Services2.6%—
- Technology Hardware, Storage & Peripherals2.6%—
- Systems Software2.3%—
- Diversified Banks1.3%—
- Broadline Retail1.2%—
- Other holdings66.1%—
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 |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 57.9K | $5.99M | +1.55K | 8.4% |
| $MS | Morgan Stanley | 107K | $5.39M | -3.05K | 7.6% |
| $GS | Goldman Sachs Group Inc | 65.5K | $3.28M | +1.17K | 4.6% |
| $AAPL | Apple Inc | 7.21K | $1.83M | +55 | 2.6% |
| $MSFT | Microsoft Corporation | 4.54K | $1.68M | +7 | 2.4% |
| $XOM | ExxonMobil Holdings Corporation | 9.85K | $1.67M | -70 | 2.4% |
| $GOOGL | Alphabet Inc | 3.73K | $1.07M | +0 | 1.5% |
…and 36 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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