GRIFFIN ASSET MANAGEMENT, INC.
SEC Form 13F institutional filer · CIK 0000883803
13F-HR · 141 reported holdings · 2026-03-31
Asset manager.
Reported long-US-equity value
$0.76B
Top-10 concentration
28.6%
GRIFFIN ASSET MANAGEMENT, INC. — $762M AUM allocation strategy
GRIFFIN ASSET MANAGEMENT, INC. files SEC Form 13F and reports $762M of long US equity value across 141 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 11.6%, followed by Financials 10.9% and Consumer Discretionary 6.8%.
The top 10 holdings account for 29% 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.
GRIFFIN ASSET MANAGEMENT, INC. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$762M
total across 141 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
29% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$NVDA +14.1K sh · +$1.54M+$DIS +13.7K sh · −$112K+$ACN +10.7K sh · −$290K
Biggest trims (shares)
−$BX −16.2K sh · −$5.3M−$PFE −16K sh · −$7.24K−$TJX −10.1K sh · −$718K
Exited to nil (held last quarter, gone now)
$VRSK ($3.06M last qtr)$EQIX ($1.31M last qtr)$PANW ($852K last qtr)$CRWD ($739K last qtr)$IWM ($610K 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)
- Diversified Banks6.9%—
- Technology Hardware, Storage & Peripherals5.7%—
- Integrated Oil & Gas3.9%—
- Systems Software3.8%—
- Apparel Retail2.9%—
- Pharmaceuticals2.4%—
- Interactive Media & Services2.3%—
- Consumer Staples Merchandise Retail2.3%—
- Other holdings69.7%—
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 |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 172K | $43.5M | -2.7K | 5.7% |
| $MSFT | Microsoft Corporation | 78.5K | $29.1M | -2.65K | 3.8% |
| $TJX | TJX Companies Inc | 136K | $21.8M | -10.1K | 2.9% |
| $JPM | JP Morgan Chase & Co | 64.2K | $18.9M | -1.45K | 2.5% |
| $JNJ | Johnson & Johnson | 76.4K | $18.7M | -1.39K | 2.5% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 61.2K | $17.6M | +950 | 2.3% |
| $WMT | Walmart Inc | 142K | $17.6M | -2.98K | 2.3% |
| $WFC | Wells Fargo & Company | 216K | $17.2M | -4.06K | 2.3% |
| $ABBV | AbbVie Inc | 78.7K | $17.1M | -2.2K | 2.2% |
| $BAC | Bank of America Corporation | 342K | $16.7M | -2.49K | 2.2% |
…and 131 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.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.