WOLVERINE ASSET MANAGEMENT LLC
SEC Form 13F institutional filer · CIK 0001279891
13F-HR · 143 reported holdings · 2026-03-31
Reported long-US-equity value
$0.55B
Top-10 concentration
52.1%
WOLVERINE ASSET MANAGEMENT LLC — $550M AUM allocation strategy
WOLVERINE ASSET MANAGEMENT LLC files SEC Form 13F and reports $550M of long US equity value across 143 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 20.2%, followed by Materials 20.1% and Financials 9.8%.
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.
WOLVERINE ASSET MANAGEMENT LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$550M
total across 143 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
52% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$ORCL +761K sh · +$37.6M+$WBD +164K sh · +$4.49M+$BAC +156K sh · +$6.93M
Biggest trims (shares)
−$BLK −225K sh · +$43.2K−$BEN −201K sh · −$2.24M−$BA −73.5K sh · −$17.1M
Exited to nil (held last quarter, gone now)
$CVX ($2.9M last qtr)$COP ($2.84M last qtr)$VZ ($2.48M last qtr)$CBRE ($2.35M last qtr)$WELL ($1.5M 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)
- Specialty Chemicals20.1%—
- Application Software9.7%—
- Semiconductors6.4%—
- Interactive Media & Services6.1%—
- Automobile Manufacturers5.1%—
- Asset Management & Custody Banks3.8%—
- Diversified Banks3.5%—
- Financial Exchanges & Data2.5%—
- Other holdings42.9%—
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 |
|---|---|---|---|---|---|
| $ALB | Albemarle Corporation | 1.53M | $110M | +74.7K | 20.1% |
| $ORCL | Oracle Corporation | 764K | $38M | +761K | 6.9% |
| $TSLA | Tesla Inc | 75K | $27.9M | — | 5.1% |
| $META | Meta Platforms Inc | 47.4K | $27.1M | +14.7K | 4.9% |
| $NVDA | NVIDIA Corporation | 114K | $19.9M | — | 3.6% |
| $COIN | Coinbase Global Inc | 80.3K | $14M | +48.4K | 2.5% |
| $BLK | BlackRock Inc | 1.28M | $13.6M | -225K | 2.5% |
| $HPE | Hewlett Packard Enterprise Company | 193K | $12.6M | +91.7K | 2.3% |
| $BA | Boeing Company | 61.9K | $12.3M | -73.5K | 2.2% |
| $AMZN | Amazon.com Inc | 53.1K | $11.1M | — | 2.0% |
…and 133 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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