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Livermore
Livermore
ZHEN

Colony Group LLC

SEC CIK
0001080628
Latest filing
Nov 14, 2023

The latest 13F from Colony Group LLC covers Q3 2023 (filed Nov 14, 2023): 754 long positions worth $6.66B. The top 10 holdings make up 27.6% of the portfolio, and the largest is iShares Core MSCI Total International Stock ETF at 4.7%. Livermore has 11 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q3 2023

Share counts compared with Q2 2023: 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
32
Est. +$21.4M
Added
210
Est. +$201.5M
Reduced
451
Est. −$383.8M
Sold out
38
Est. −$22.8M

Top 5 holdings

Share of this quarter's portfolio value

  1. iShares Core MSCI Total International Stock ETF46432F834
    4.7%$314.4M
  2. Vanguard S&P 500 ETF922908363
    4.4%$294.2M
  3. BRK.ABerkshire Hathaway Inc
    3.2%$215.8MHistory
  4. MSFTMicrosoft Corp
    3.1%$204.2MHistory
  5. AAPLApple Inc.
    2.8%$183.6MHistory

Biggest buys

New and added positions, by estimated amount bought

  1. SPDR Series Trust78468R812
    +$18.0MAdded
  2. iShares Tr46436E866
    +$10.5MAdded
  3. Invesco Exchange Traded FD T46137V357
    +$10.2MAdded
  4. MKLMarkel Group Inc.
    +$9.81MAddedHistory
  5. ABNBAirbnb, Inc.
    +$9.70MAddedHistory

Largest weight increases

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

  1. SPDR Series Trust78468R812
    +0.36 pp2.3% → 2.6%
  2. GOOGLAlphabet Inc.
    +0.25 pp1.1% → 1.4%History
  3. Vanguard S&P 500 ETF922908363
    +0.20 pp4.2% → 4.4%
  4. iShares Tr46436E866
    +0.20 pp0.7% → 0.9%
  5. ABNBAirbnb, Inc.
    +0.18 pp0.3% → 0.4%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. iShares Tr46435U697
    −$77.6MReduced
  2. iShares Tr46436E874
    −$76.5MReduced
  3. LINLinde PLC
    −$23.4MReducedHistory
  4. CATCaterpillar Inc
    −$17.1MReducedHistory
  5. EAElectronic Arts Inc.
    −$14.3MReducedHistory

Largest weight decreases

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

  1. iShares Tr46435U697
    −1.10 pp1.2% → 0.1%
  2. iShares Tr46436E874
    −1.07 pp1.3% → 0.2%
  3. LINLinde PLC
    −0.34 pp0.3% → <0.1%History
  4. AAPLApple Inc.
    −0.26 pp3.0% → 2.8%History
  5. EAElectronic Arts Inc.
    −0.22 pp0.2% → <0.1%History

Metrics

13F metrics for Q3 2023, computed only from the numbers in the filings. Definitions below.

Portfolio value
$6.66B
−$386.6M (−5.5%) vs. prior quarter
Positions
754
−6 vs. prior quarter
Top 10 concentration
27.6%
Top 10 as share of value
Turnover
3.3%
Q3 2023, one quarter
Average holding period
10.2 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

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

Peak $7.11B (Q4 2022)

Q1 2021: $4.76BQ2 2021: $5.03BQ3 2021: $5.22BQ4 2021: $5.69BQ1 2022: $6.70BQ2 2022: $5.81BQ3 2022: $5.67BQ4 2022: $7.11BQ1 2023: $6.75BQ2 2023: $7.04BQ3 2023: $6.66B
Q1 2021Q3 2023
13F filings of Colony Group LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q3 2023Nov 14, 2023754$6.66BiShares Core MSCI Total International Stock ETFVanguard S&P 500 ETFBRK.Avs. Q2 2023SEC
Q2 2023Aug 15, 2023760$7.04BiShares Core MSCI Total International Stock ETFVanguard S&P 500 ETFMSFTvs. Q1 2023SEC
Q1 2023May 16, 2023782$6.75BiShares Core MSCI Total International Stock ETFVanguard S&P 500 ETFMSFTvs. Q4 2022SEC
Q4 2022Feb 14, 2023831$7.11BiShares Core MSCI Total International Stock ETFBRK.AVanguard S&P 500 ETFvs. Q3 2022SEC
Q3 2022Nov 15, 2022769$5.67BVanguard S&P 500 ETFiShares Core MSCI Total International Stock ETFBRK.Avs. Q2 2022SEC
Q2 2022Aug 16, 2022814$5.81BiShares Core MSCI Total International Stock ETFVanguard S&P 500 ETFMSFTvs. Q1 2022SEC
Q1 2022May 16, 2022834$6.70BiShares Core MSCI Total International Stock ETFVanguard S&P 500 ETFBRK.Avs. Q4 2021SEC
Q4 2021Feb 15, 2022789$5.69BiShares Core MSCI Total International Stock ETFVanguard S&P 500 ETFBRK.Avs. Q3 2021SEC
Q3 2021Nov 17, 2021818$5.22BiShares Core MSCI Total International Stock ETFVanguard Dividend Appreciation ETFVanguard S&P 500 ETFvs. Q2 2021SEC
Q2 2021Aug 18, 2021764$5.03BiShares Core MSCI Total International Stock ETFVanguard Dividend Appreciation ETFBRK.Avs. Q1 2021SEC
Q1 2021May 21, 2021755$4.76BiShares Core MSCI Total International Stock ETFVanguard Dividend Appreciation ETFBRK.A–SEC