R.H. Dinel Investment Counsel, Inc.
SEC Form 13F institutional filer · CIK 0001598352
13F-HR · 32 reported holdings · 2026-03-31
Reported long-US-equity value
$0.12B
Top-10 concentration
64.1%
R.H. Dinel Investment Counsel, Inc. — $117M AUM allocation strategy
R.H. Dinel Investment Counsel, Inc. files SEC Form 13F and reports $117M of long US equity value across 32 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 29.3%, followed by Health Care 18.2% and Consumer Staples 9.7%.
The top 10 holdings account for 64% 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.
R.H. Dinel Investment Counsel, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$117M
total across 32 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
64% of value
higher = narrower conviction; lower = spread / hedging
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)
- Systems Software14.4%—
- Application Software9.3%—
- Interactive Media & Services7.7%—
- Life Sciences Tools & Services7.6%—
- Integrated Oil & Gas7.4%—
- Biotechnology5.8%—
- Semiconductors5.6%—
- Restaurants5.1%—
- Other holdings37.1%—
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 |
|---|---|---|---|---|---|
| $MSFT | Microsoft Corporation | 45.6K | $16.9M | -300 | 14.4% |
| $META | Meta Platforms Inc | 15.8K | $9.05M | +0 | 7.7% |
| $TMO | Thermo Fisher Scientific Inc | 17.9K | $8.81M | +0 | 7.5% |
| $AMGN | Amgen Inc | 19.3K | $6.8M | +0 | 5.8% |
| $QCOM | QUALCOMM Incorporated | 50.7K | $6.53M | +0 | 5.6% |
| $SBUX | Starbucks Corporation | 65.7K | $5.88M | +0 | 5.0% |
| $ORCL | Oracle Corporation | 39.6K | $5.83M | +0 | 5.0% |
| $CVX | Chevron Corporation | 25.2K | $5.21M | +0 | 4.5% |
| $ADBE | Adobe Inc | 20.7K | $5.03M | +0 | 4.3% |
| $ADP | Automatic Data Processing Inc | 24.6K | $5M | +0 | 4.3% |
…and 22 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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