Cherokee Insurance Co
SEC Form 13F institutional filer · CIK 0002077903
13F-HR · 83 reported holdings · 2026-03-31
Reported long-US-equity value
$0.21B
Top-10 concentration
43.9%
Cherokee Insurance Co — $209M AUM allocation strategy
Cherokee Insurance Co files SEC Form 13F and reports $209M of long US equity value across 83 reported holdings for 2026-03-31.
Its largest sector bet is Energy 23.7%, followed by Industrials 13.1% and Information Technology 10.3%.
The top 10 holdings account for 44% of reported value — a broadly spread portfolio. 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.
Cherokee Insurance Co — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$209M
total across 83 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
44% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$WMB −5K sh · −$50.6K−$FCX −5K sh · −$80.6K−$MPC −4.5K sh · +$2.29M
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)
- Integrated Oil & Gas9.3%—
- Rail Transportation9.0%—
- Oil & Gas Refining & Marketing8.1%—
- Technology Hardware, Storage & Peripherals6.6%—
- Pharmaceuticals6.4%—
- Air Freight & Logistics4.1%—
- Paper & Plastic Packaging Products & Materials3.8%—
- Systems Software3.7%—
- Other holdings49.0%—
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 |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 53.9K | $13.7M | +0 | 6.5% |
| $CVX | Chevron Corporation | 55.3K | $11.4M | +0 | 5.5% |
| $LLY | Eli Lilly and Company | 10.8K | $9.93M | +0 | 4.8% |
| $MPC | Marathon Petroleum Corporation | 37.1K | $9.05M | -4.5K | 4.3% |
| $FDX | FedEx Corporation | 24.1K | $8.57M | -1K | 4.1% |
| $CSX | CSX Corporation | 204K | $8.37M | +0 | 4.0% |
| $IP | International Paper Company | 223K | $7.98M | +5K | 3.8% |
| $XOM | ExxonMobil Holdings Corporation | 46.4K | $7.87M | -2K | 3.8% |
| $MSFT | Microsoft Corporation | 20.8K | $7.71M | +600 | 3.7% |
| $OKE | ONEOK Inc | 78.5K | $7.1M | +0 | 3.4% |
…and 73 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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