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Livermore
Livermore
ZHEN

Antonetti Capital Management LLC

SEC CIK
0001568859
Latest filing
Nov 9, 2023

The latest 13F from Antonetti Capital Management LLC covers Q3 2023 (filed Nov 9, 2023): 337 long positions worth $64.0M. The top 10 holdings make up 64.0% of the portfolio, and the largest is iShares U.S. Treasury Bond ETF at 18.4%. Livermore has 11 filings on Form 13F from this institution, going back to Q3 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
18
Est. +$1.01M
Added
43
Est. +$983.0K
Reduced
71
Est. −$3.60M
Sold out
20
Est. −$206.7K

Top 5 holdings

Share of this quarter's portfolio value

  1. iShares U.S. Treasury Bond ETF46429B267
    18.4%$11.8M
  2. PIMCO ETF Tr72201R718
    10.0%$6.38M
  3. iShares Tr464287440
    8.6%$5.48M
  4. UPSUnited Parcel Service Inc
    5.4%$3.47MHistory
  5. iShares Tr464288661
    5.2%$3.30M

Share of portfolio

Top 5 holdings and the other 332 positions, by share of portfolio value

  1. iShares U.S. Treasury Bond ETF18.4%
  2. PIMCO ETF Tr10.0%
  3. iShares Tr8.6%
  4. UPS5.4%
  5. iShares Tr5.2%
  6. Other 332 positions52.5%

Biggest buys

New and added positions, by estimated amount bought

  1. PHYSSprott Physical Gold Trust
    +$954.4KNewHistory
  2. ProShares Tr74348A210
    +$196.2KAdded
  3. MMM3M Co
    +$181.6KAddedHistory
  4. RTXRTX Corp
    +$175.6KAddedHistory
  5. MOAltria Group, Inc.
    +$106.5KAddedHistory

Largest weight increases

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

  1. PHYSSprott Physical Gold Trust
    +1.49 pp0.0% → 1.5%History
  2. ProShares Tr74348A210
    +0.31 pp<0.1% → 0.3%
  3. MMM3M Co
    +0.28 pp<0.1% → 0.3%History
  4. OMEXOdyssey Marine Exploration Inc
    +0.22 pp1.4% → 1.6%History
  5. RTXRTX Corp
    +0.20 pp0.4% → 0.6%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. AAPLApple Inc.
    −$1.35MReducedHistory
  2. AMZNAmazon Com Inc
    −$294.2KReducedHistory
  3. iShares U.S. Treasury Bond ETF46429B267
    −$236.9KReduced
  4. iShares Tr464288661
    −$215.0KReduced
  5. iShares Tr464287440
    −$202.5KReduced

Largest weight decreases

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

  1. AAPLApple Inc.
    −2.43 pp7.5% → 5.1%History
  2. iShares Tr464287432
    −0.52 pp5.2% → 4.7%
  3. AMZNAmazon Com Inc
    −0.42 pp0.7% → 0.3%History
  4. UPSUnited Parcel Service Inc
    −0.37 pp5.8% → 5.4%History
  5. NEENextera Energy Inc
    −0.30 pp0.7% → 0.4%History

Metrics

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

Portfolio value
$64.0M
−$5.43M (−7.8%) vs. prior quarter
Positions
337
−2 vs. prior quarter
Top 10 concentration
64.0%
Top 10 as share of value
Turnover
3.0%
Q3 2023, one quarter
Average holding period
8.7 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 (Q3 2021), so positions held before then are understated.

13F filings by quarter

9 quarters, going back to Q3 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $127.7M (Q4 2021)

Q3 2021: $122.6MQ4 2021: $127.7MQ1 2022: $106.4MQ2 2022: $95.2MQ3 2022: $86.8MQ4 2022: $73.1MQ1 2023: $68.9MQ2 2023: $69.4MQ3 2023: $64.0M
Q3 2021Q3 2023
13F filings of Antonetti Capital Management LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q3 2023Nov 9, 2023337$64.0MiShares U.S. Treasury Bond ETFPIMCO ETF TriShares Trvs. Q2 2023SEC
Q2 2023Jul 31, 2023339$69.4MiShares U.S. Treasury Bond ETFPIMCO ETF TriShares Trvs. Q1 2023SEC
Q1 2023Apr 20, 2023343$68.9MiShares U.S. Treasury Bond ETFPIMCO ETF TriShares Trvs. Q4 2022SEC
Q4 2022Feb 1, 2023341$73.1MiShares U.S. Treasury Bond ETFPIMCO ETF TriShares Trvs. Q3 2022SEC
Q3 2022Oct 31, 2022349$86.8MiShares U.S. Treasury Bond ETFPIMCO ETF TrPIMCO Enhanced Short Maturity Active Exchange-Traded Fundvs. Q2 2022SEC
Q2 2022Aug 8, 2022345$95.2MiShares U.S. Treasury Bond ETFPIMCO ETF TrPIMCO Enhanced Short Maturity Active Exchange-Traded Fundvs. Q1 2022SEC
Q1 2022May 12, 2022358$106.4MiShares U.S. Treasury Bond ETFPIMCO ETF TrPIMCO Enhanced Short Maturity Active Exchange-Traded Fundvs. Q4 2021SEC
Q4 2021Feb 16, 2022Amended405$127.7MiShares U.S. Treasury Bond ETFPIMCO ETF TrAAPLvs. Q3 2021SEC
Q3 2021Feb 15, 2022Amended421$122.6MiShares U.S. Treasury Bond ETFPIMCO ETF TrAAPL–SEC