NTV Asset Management LLC
SEC Form 13F institutional filer · CIK 0001284208
13F-HR · 153 reported holdings · 2026-03-31
Reported long-US-equity value
$0.68B
Top-10 concentration
51.8%
NTV Asset Management LLC — $682M AUM allocation strategy
NTV Asset Management LLC files SEC Form 13F and reports $682M of long US equity value across 153 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 10.9%, followed by Financials 8.9% and Health Care 5.4%.
The top 10 holdings account for 52% 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.
NTV Asset Management LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$682M
total across 153 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
52% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$BLK +61.7K sh · +$2.62M+$IVV +30.7K sh · +$2.52M+$IYY +16.5K sh · +$2.25M
Biggest trims (shares)
−$XLE −41.1K sh · +$1.6M−$UBER −12.1K sh · −$1.06M−$PLTR −10.4K sh · −$5.19M
Exited to nil (held last quarter, gone now)
$COIN ($348K last qtr)$NSC ($228K last qtr)$ANET ($210K last qtr)$USB ($205K last qtr)$BR ($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)
- Asset Management & Custody Banks7.6%—
- Pharmaceuticals5.4%—
- Technology Hardware, Storage & Peripherals4.3%—
- Systems Software3.0%—
- Application Software2.3%—
- Interactive Media & Services1.8%—
- Integrated Oil & Gas1.8%—
- Diversified Banks1.4%—
- Other holdings72.6%—
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
5 of 5 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 438K | $39.6M | +7.07K | 5.8% |
| $AAPL | Apple Inc | 115K | $29.2M | -4.57K | 4.3% |
| $LLY | Eli Lilly and Company | 31K | $28.6M | -1.79K | 4.2% |
| $MSFT | Microsoft Corporation | 54.4K | $20.1M | +2.52K | 3.0% |
| $PLTR | Palantir Technologies Inc | 106K | $15.5M | -10.4K | 2.3% |
…and 148 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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