Jackson, Grant Investment Advisers, Inc.
SEC Form 13F institutional filer · CIK 0001650300
13F-HR · 239 reported holdings · 2026-03-31
Reported long-US-equity value
$0.21B
Top-10 concentration
62.4%
Jackson, Grant Investment Advisers, Inc. — $210M AUM allocation strategy
Jackson, Grant Investment Advisers, Inc. files SEC Form 13F and reports $210M of long US equity value across 239 reported holdings for 2026-03-31.
Its largest sector bet is Financials 18.6%, followed by Health Care 5.9% and Information Technology 5.8%.
The top 10 holdings account for 62% 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.
Jackson, Grant Investment Advisers, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$210M
total across 239 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
62% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$XLF +4.57K sh · +$95K+$BLK +758 sh · −$105K+$IWM +648 sh · +$150K
Biggest trims (shares)
−$IVZ −9.05K sh · −$251K−$BMY −3.05K sh · −$141K−$SPYM −1.81K sh · −$410K
Added from nil (new positions)
None this quarter
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)
- Asset Management & Custody Banks18.6%—
- Systems Software3.2%—
- Biotechnology3.2%—
- Pharmaceuticals2.8%—
- Technology Hardware, Storage & Peripherals2.5%—
- Personal Care Products1.9%—
- Apparel Retail1.7%—
- Integrated Oil & Gas1.2%—
- Other holdings64.8%—
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
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 377K | $39.1M | -9.05K | 18.6% |
| $MSFT | Microsoft Corporation | 18.4K | $6.83M | +64 | 3.3% |
| $ABBV | AbbVie Inc | 30.6K | $6.66M | -557 | 3.2% |
| $AAPL | Apple Inc | 20.8K | $5.28M | -375 | 2.5% |
…and 235 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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