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Livermore
Livermore
ZHEN

Roosevelt Investment Group LLC

SEC CIK
0001020617
Latest filing
Oct 19, 2022

The latest 13F from Roosevelt Investment Group LLC covers Q3 2022 (filed Oct 19, 2022): 288 long positions worth $1.39B. The top 10 holdings make up 32.9% of the portfolio, and the largest is iShares Core MSCI Eafe ETF at 5.5%. Livermore has 7 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q3 2022

Share counts compared with Q2 2022: 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
15
Est. +$28.6M
Added
121
Est. +$66.9M
Reduced
92
Est. −$73.0M
Sold out
14
Est. −$3.35M

Top 5 holdings

Share of this quarter's portfolio value

  1. iShares Core MSCI Eafe ETF46432F842
    5.5%$76.8M
  2. AAPLApple Inc.
    5.3%$73.3MHistory
  3. MSFTMicrosoft Corp
    4.3%$59.7MHistory
  4. BRK.BBerkshire Hathaway Inc
    3.4%$47.4MHistory
  5. Vanguard Morningstar Value ETF922908744
    3.1%$43.3M

Share of portfolio

Top 5 holdings and the other 283 positions, by share of portfolio value

  1. iShares Core MSCI Eafe ETF5.5%
  2. AAPL5.3%
  3. MSFT4.3%
  4. BRK.B3.4%
  5. Vanguard Morningstar Value ETF3.1%
  6. Other 283 positions78.4%

Biggest buys

New and added positions, by estimated amount bought

  1. PYPLPayPal Holdings, Inc.
    +$16.8MNewHistory
  2. MDLZMondelez International, Inc.
    +$14.5MAddedHistory
  3. HRMYHarmony Biosciences Holdings, Inc.
    +$8.60MNewHistory
  4. TSLATesla, Inc.
    +$7.93MAddedConverted for a 3-for-1 splitHistory
  5. MCKMcKesson Corp
    +$7.84MAddedHistory

Largest weight increases

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

  1. PYPLPayPal Holdings, Inc.
    +1.21 pp0.0% → 1.2%History
  2. MDLZMondelez International, Inc.
    +1.04 pp<0.1% → 1.1%History
  3. CEGConstellation Energy Corp
    +0.64 pp1.4% → 2.0%History
  4. HRMYHarmony Biosciences Holdings, Inc.
    +0.62 pp0.0% → 0.6%History
  5. MCKMcKesson Corp
    +0.60 pp0.8% → 1.4%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. GBTGlobal Blood Therapeutics, Inc.
    −$44.6MReducedHistory
  2. DVNDevon Energy Corp
    −$12.8MReducedHistory
  3. HESHess Corp
    −$10.3MReducedHistory
  4. LKQLKQ Corp
    −$1.06MReducedHistory
  5. GSKGSK plc
    −$659.0KSold outHistory

Largest weight decreases

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

  1. GBTGlobal Blood Therapeutics, Inc.
    −1.12 pp1.8% → 0.7%History
  2. DVNDevon Energy Corp
    −0.84 pp0.9% → <0.1%History
  3. HESHess Corp
    −0.72 pp0.8% → 0.1%History
  4. First Rep BK San Francisco C33616C100
    −0.15 pp1.6% → 1.4%
  5. SPGIS&P Global Inc.
    −0.11 pp1.2% → 1.1%History

Metrics

13F metrics for Q3 2022, computed only from the numbers in the filings. Definitions below.

Portfolio value
$1.39B
−$2.27M (−0.2%) vs. prior quarter
Positions
288
+1 vs. prior quarter
Top 10 concentration
32.9%
Top 10 as share of value
Turnover
5.5%
Q3 2022, one quarter
Average holding period
6.4 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

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

Peak $1.81B (Q4 2021)

Q1 2021: $1.53BQ2 2021: $1.66BQ3 2021: $1.61BQ4 2021: $1.81BQ1 2022: $1.67BQ2 2022: $1.39BQ3 2022: $1.39B
Q1 2021Q3 2022
13F filings of Roosevelt Investment Group LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q3 2022Oct 19, 2022288$1.39BiShares Core MSCI Eafe ETFAAPLMSFTvs. Q2 2022SEC
Q2 2022Aug 3, 2022287$1.39BiShares Core MSCI Eafe ETFAAPLMSFTvs. Q1 2022SEC
Q1 2022May 2, 2022291$1.67BiShares Core MSCI Eafe ETFAAPLMSFTvs. Q4 2021SEC
Q4 2021Feb 2, 2022287$1.81BiShares Core MSCI Eafe ETFAAPLMSFTvs. Q3 2021SEC
Q3 2021Nov 5, 2021247$1.61BiShares Core MSCI Eafe ETFAAPLMSFTvs. Q2 2021SEC
Q2 2021Aug 11, 2021247$1.66BiShares Core MSCI Eafe ETFAAPLMSFTvs. Q1 2021SEC
Q1 2021May 4, 2021243$1.53BiShares Core MSCI Eafe ETFAAPLMSFT–SEC