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Livermore
Livermore
ZHEN

Thompson Siegel & Walmsley LLC

SEC CIK
0001008322
Latest filing
Aug 11, 2026

The latest 13F from Thompson Siegel & Walmsley LLC covers Q2 2026 (filed Aug 11, 2026): 429 long positions worth $5.55B. The top 10 holdings make up 15.4% of the portfolio, and the largest is AerCap Holdings N.V. (AER) at 2.6%. Livermore has 23 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
42
Est. +$202.5M
Added
117
Est. +$338.0M
Reduced
230
Est. −$986.6M
Sold out
22
Est. −$42.8M

Top 5 holdings

Share of this quarter's portfolio value

  1. AERAerCap Holdings N.V.
    2.6%$144.1MHistory
  2. SWSmurfit Westrock plc
    2.0%$110.8MHistory
  3. CHKPCheck Point Software Technologies Ltd
    1.5%$83.0MHistory
  4. KHCKraft Heinz Co
    1.5%$82.6MHistory
  5. EVRGEvergy, Inc.
    1.4%$80.2MHistory

Share of portfolio

Top 5 holdings and the other 424 positions, by share of portfolio value

  1. AER2.6%
  2. SW2.0%
  3. CHKP1.5%
  4. KHC1.5%
  5. EVRG1.4%
  6. Other 424 positions91.0%

Biggest buys

New and added positions, by estimated amount bought

  1. ZTSZoetis Inc.
    +$55.1MNewHistory
  2. RYANRyan Specialty Holdings, Inc.
    +$44.4MNewHistory
  3. OXYOccidental Petroleum Corp
    +$40.2MAddedHistory
  4. CSGPCostar Group, Inc.
    +$32.0MAddedHistory
  5. CHTRCharter Communications, Inc.
    +$25.4MAddedHistory

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. ZTSZoetis Inc.
    +0.99 pp0.0% → 1.0%History
  2. RYANRyan Specialty Holdings, Inc.
    +0.80 pp0.0% → 0.8%History
  3. OXYOccidental Petroleum Corp
    +0.61 pp0.5% → 1.1%History
  4. CDWCDW Corp
    +0.49 pp0.5% → 1.0%History
  5. CSGPCostar Group, Inc.
    +0.45 pp0.4% → 0.9%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. SNXTD Synnex Corp
    −$63.8MReducedHistory
  2. MOHMolina Healthcare, Inc.
    −$56.6MReducedHistory
  3. CNCCentene Corp
    −$55.9MReducedHistory
  4. JAZZJazz Pharmaceuticals plc
    −$55.1MReducedHistory
  5. SIRISirius XM Holdings Inc.
    −$44.1MReducedHistory

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. JAZZJazz Pharmaceuticals plc
    −0.76 pp0.8% → <0.1%History
  2. LINLinde PLC
    −0.68 pp1.1% → 0.4%History
  3. VTRSViatris Inc
    −0.55 pp0.9% → 0.4%History
  4. SNXTD Synnex Corp
    −0.49 pp1.1% → 0.6%History
  5. SIRISirius XM Holdings Inc.
    −0.47 pp1.0% → 0.6%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$5.55B
−$115.5M (−2.0%) vs. prior quarter
Positions
429
+20 vs. prior quarter
Top 10 concentration
15.4%
Top 10 as share of value
Turnover
9.6%
Q2 2026, one quarter
Average holding period
14.1 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $7.30B (Q2 2021)

Q1 2021: $7.01BQ2 2021: $7.30BQ3 2021: $6.93BQ4 2021: $7.28BQ1 2022: $7.03BQ2 2022: $6.22BQ3 2022: $5.78BQ4 2022: $6.19BQ1 2023: $6.18BQ2 2023: $6.28BQ3 2023: $6.03BQ4 2023: $6.18BQ1 2024: $6.50BQ2 2024: $6.23BQ3 2024: $6.65BQ4 2024: $6.38BQ1 2025: $5.89BQ2 2025: $5.93BQ3 2025: $6.16BQ4 2025: $5.94BQ1 2026: $5.66BQ2 2026: $5.55B
Q1 2021Q2 2026
13F filings of Thompson Siegel & Walmsley LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 11, 2026429$5.55BAERSWCHKPvs. Q1 2026SEC
Q1 2026May 11, 2026409$5.66BAERDSWvs. Q4 2025SEC
Q4 2025Feb 10, 2026398$5.94BAERDSWvs. Q3 2025SEC
Q3 2025Nov 12, 2025402$6.16BAERLKQHIIvs. Q2 2025SEC
Q2 2025Aug 6, 2025386$5.93BAERDCHKPvs. Q1 2025SEC
Q1 2025May 9, 2025379$5.89BAERCNHCHKPvs. Q4 2024SEC
Q4 2024Feb 10, 2025377$6.38BAERDCNHvs. Q3 2024SEC
Q3 2024Nov 12, 2024379$6.65BAERDSWvs. Q2 2024SEC
Q2 2024Aug 8, 2024354$6.23BAERDNIvs. Q1 2024SEC
Q1 2024May 9, 2024353$6.50BAERDCNHvs. Q4 2023SEC
Q4 2023Feb 7, 2024533$6.18BAERDNIvs. Q3 2023SEC
Q3 2023Nov 8, 2023547$6.03BAERLINBIOvs. Q2 2023SEC
Q2 2023Aug 10, 2023539$6.28BAERLINNXPIvs. Q1 2023SEC
Q1 2023May 11, 2023550$6.18BAERLINCHKPvs. Q4 2022SEC
Q4 2022Feb 10, 2023559$6.19BAERLINPOSTvs. Q3 2022SEC
Q3 2022Dec 15, 2022Amended560$5.78BYPOSTLINvs. Q2 2022SECSEC
Q2 2022Jul 22, 2022568$6.22BYPOSTLINvs. Q1 2022SEC
Q1 2022Apr 26, 2022636$7.03BCHKPYLINvs. Q4 2021SEC
Q4 2021Feb 9, 2022656$7.28BPOSTLINNXPIvs. Q3 2021SEC
Q3 2021Nov 5, 2021723$6.93BPOSTLBTYKNIvs. Q2 2021SEC
Q2 2021Aug 9, 2021745$7.30BPOSTACGLNXPIvs. Q1 2021SEC
Q1 2021May 7, 2021759$7.01BPOSTNXPICHKP–SEC