TURTLE CREEK ASSET MANAGEMENT INC.
SEC Form 13F institutional filer · CIK 0001484148
13F-HR · 5 reported holdings · 2026-03-31
Reported long-US-equity value
$0.44B
Top-10 concentration
100.0%
TURTLE CREEK ASSET MANAGEMENT INC. — $443M AUM allocation strategy
TURTLE CREEK ASSET MANAGEMENT INC. files SEC Form 13F and reports $443M of long US equity value across 5 reported holdings for 2026-03-31.
Its largest sector bet is Utilities 41.1%, followed by Financials 33.6% and Industrials 25.3%.
The top 10 holdings account for 100% 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.
TURTLE CREEK ASSET MANAGEMENT INC. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$443M
total across 5 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
100% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$IR −229K sh · −$17M−$LNT −120K sh · −$6.82M−$SYF −9.05K sh · −$1.12M
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)
- Electric Utilities41.1%—
- Transaction & Payment Processing Services33.3%—
- Industrial Machinery & Supplies & Components23.5%—
- Building Products1.8%—
- Consumer Finance0.4%—
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 |
|---|---|---|---|---|---|
| $LNT | Alliant Energy Corporation | 2.43M | $182M | -120K | 41.1% |
| $FISV | Fiserv Inc | 2.64M | $148M | +2.4M | 33.3% |
| $IR | Ingersoll Rand Inc | 1.3M | $104M | -229K | 23.5% |
| $BLDR | Builders FirstSource Inc | 95K | $7.82M | +27.4K | 1.8% |
| $SYF | Synchrony Financial | 23.9K | $1.62M | -9.05K | 0.4% |
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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