Shelter Mutual Insurance Co
SEC Form 13F institutional filer · CIK 0001455288
13F-HR · 35 reported holdings · 2026-03-31
Reported long-US-equity value
$0.36B
Top-10 concentration
55.0%
Shelter Mutual Insurance Co — $363M AUM allocation strategy
Shelter Mutual Insurance Co files SEC Form 13F and reports $363M of long US equity value across 35 reported holdings for 2026-03-31.
Its largest sector bet is Industrials 18.8%, followed by Financials 11.9% and Health Care 6.8%.
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.
Shelter Mutual Insurance Co — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$363M
total across 35 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
55% of value
higher = narrower conviction; lower = spread / hedging
Added from nil (new positions)
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)
- Biotechnology6.8%—
- Aerospace & Defense6.7%—
- Consumer Staples Merchandise Retail4.2%—
- Construction Machinery & Heavy Transportation Equipment4.0%—
- Financial Exchanges & Data3.8%—
- Industrial Gases3.6%—
- Transaction & Payment Processing Services3.4%—
- Application Software3.4%—
- Other holdings64.2%—
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
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $HONA | Honeywell Aerospace Inc | 34 | $24.4M | +0 | 6.7% |
| $WMT | Walmart Inc | 122K | $15.1M | +0 | 4.2% |
| $CAT | Caterpillar Inc | 20.7K | $14.7M | +0 | 4.0% |
| $CME | CME Group Inc | 45.9K | $13.6M | +0 | 3.7% |
| $LIN | Linde plc | 26.4K | $13.1M | +0 | 3.6% |
| $ABBV | AbbVie Inc | 56.9K | $12.4M | +0 | 3.4% |
| $VRTX | Vertex Pharmaceuticals Incorporated | 27.6K | $12.3M | +0 | 3.4% |
| $V | Visa Inc | 40.6K | $12.3M | +0 | 3.4% |
…and 27 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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