I still have around 5 boxes of Sears 12 gauge shotshells with paper cases which I bought back in the late 1960s when Sears stopped selling ammunition. As I remember, they were closing them out at $1.50 per box, and I bought all I could get, which was several cases. #6 shot, but they worked OK for Trap. I am fairly certain they were made by Federal. Did the same for .22 ammo, but all the local Sears store had was .22 Short and I believe I have three bricks. I keep them mainly as collectibles, but I suppose I could make a pretty good profit by selling them today. I also have a few boxes of 20 gauge paper case shells I bought from Montgomery Wards long ago, probably also made by Federal. Back then, Federal was probably the largest (and maybe the only) player in making house-branded ammunition for the large chain stores.
I wouldn't be at all surprised to find that the new Blue Peters paper shells were being made by Federal since the takeover.