NEW ENGLAND ASSET MANAGEMENT INC
SEC Form 13F institutional filer · CIK 0001004244
13F-HR · 80 reported holdings · 2026-03-31
Reported long-US-equity value
$0.71B
Top-10 concentration
55.1%
NEW ENGLAND ASSET MANAGEMENT INC — $715M AUM allocation strategy
NEW ENGLAND ASSET MANAGEMENT INC files SEC Form 13F and reports $715M of long US equity value across 80 reported holdings for 2026-03-31.
Its largest sector bet is Financials 11.4%, followed by Health Care 4.2% and Communication Services 2.9%.
The top 10 holdings account for 55% 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.
NEW ENGLAND ASSET MANAGEMENT INC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$715M
total across 80 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
55% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +74K sh · +$6.64M+$T +40.6K sh · +$2.47M+$ABT +23.8K sh · +$2.1M
Biggest trims (shares)
−$CSCO −19.8K sh · −$1.47M−$AEP −11.9K sh · −$1.02M−$JNJ −7.15K sh · +$656K
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 Banks9.3%—
- Pharmaceuticals3.1%—
- Integrated Telecommunication Services2.9%—
- Electric Utilities2.4%—
- Asset Management & Custody Banks2.0%—
- Food Distributors1.3%—
- Rail Transportation1.2%—
- Personal Care Products1.1%—
- Other holdings76.5%—
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 |
|---|---|---|---|---|---|
| $WFC | Wells Fargo & Company | 145K | $25.8M | +0 | 3.6% |
| $BAC | Bank of America Corporation | 178K | $19.5M | +0 | 2.7% |
| $IVZ | Invesco Ltd | 76.1K | $14.6M | +6.43K | 2.0% |
| $JNJ | Johnson & Johnson | 57K | $13.9M | -7.15K | 1.9% |
| $JPM | JP Morgan Chase & Co | 42.8K | $12.6M | -157 | 1.8% |
| $VZ | Verizon Communications Inc | 204K | $10.3M | +0 | 1.4% |
…and 74 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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