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River & Mercantile LLC

SEC CIK
0001633903
Latest filing
Jan 30, 2025

The latest 13F from River & Mercantile LLC covers Q4 2024 (filed Jan 30, 2025): 25 long positions worth $332.2M. The top 10 holdings make up 88.6% of the portfolio, and the largest is Vanguard Morningstar Total Stock Market ETF at 42.3%. Livermore has 17 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q4 2024

Share counts compared with Q3 2024: 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
0
Added
11
Est. +$12.2M
Reduced
10
Est. −$12.2M
Sold out
0

Top 5 holdings

Share of this quarter's portfolio value

  1. Vanguard Morningstar Total Stock Market ETF922908769
    42.3%$140.5M
  2. Schwab U.S. Broad Market ETF808524102
    17.9%$59.6M
  3. Vanguard Scottsdale FDS92206C813
    6.4%$21.4M
  4. iShares Tr464289511
    6.3%$20.9M
  5. PIMCO ETF Tr72201R817
    3.8%$12.7M

Biggest buys

New and added positions, by estimated amount bought

  1. iShares Tr464289511
    +$10.2MAdded
  2. Vanguard Ftse Developed Markets ETF921943858
    +$496.3KAdded
  3. Vanguard Total Bond Market ETF921937835
    +$343.7KAdded
  4. iShares Core MSCI Total International Stock ETF46432F834
    +$231.1KAdded
  5. Vanguard Real Estate ETF922908553
    +$199.4KAdded

Largest weight increases

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

  1. Vanguard Total Bond Market ETF921937835
    +0.15 pp1.8% → 1.9%
  2. iShares Iboxx $ Investment Grade Corporate Bond ETF464287242
    +0.06 pp0.6% → 0.7%
  3. Vanguard Ftse Developed Markets ETF921943858
    +0.06 pp3.4% → 3.5%
  4. First Tr Exch Traded FD III33739E108
    +0.05 pp1.0% → 1.1%
  5. SPDR Series Trust78468R622
    +0.04 pp0.7% → 0.8%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. Vanguard Scottsdale FDS92206C813
    −$8.78MReduced
  2. Vanguard Morningstar Total Stock Market ETF922908769
    −$1.66MReduced
  3. PIMCO ETF Tr72201R817
    −$829.2KReduced
  4. Schwab U.S. Broad Market ETF808524102
    −$492.6KReducedConverted for a 3-for-1 split
  5. Vanguard High Dividend Yield Index ETF921946406
    −$155.3KReduced

Largest weight decreases

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

  1. Vanguard Scottsdale FDS92206C813
    −2.74 pp9.2% → 6.4%
  2. PIMCO ETF Tr72201R817
    −0.14 pp4.0% → 3.8%

Metrics

13F metrics for Q4 2024, computed only from the numbers in the filings. Definitions below.

Portfolio value
$332.2M
−$24.9M (−7.0%) vs. prior quarter
Positions
25
0 vs. prior quarter
Top 10 concentration
88.6%
Top 10 as share of value
Turnover
3.5%
Q4 2024, one quarter
Average holding period
11.7 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 (Q1 2021), so positions held before then are understated.

13F filings by quarter

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

Peak $391.8M (Q1 2024)

Q1 2021: $219.8MQ2 2021: $181.1MQ3 2021: $201.2MQ4 2021: $199.9MQ1 2022: $200.0MQ2 2022: $161.6MQ3 2022: $158.6MQ4 2022: $215.5MQ1 2023: $226.1MQ2 2023: $256.0MQ3 2023: $277.7MQ4 2023: $380.1MQ1 2024: $391.8MQ2 2024: $328.6MQ3 2024: $357.1MQ4 2024: $332.2M
Q1 2021Q4 2024
13F filings of River & Mercantile LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q4 2024Jan 30, 202525$332.2MVanguard Morningstar Total Stock Market ETFSchwab U.S. Broad Market ETFVanguard Scottsdale FDSvs. Q3 2024SEC
Q3 2024Nov 6, 202425$357.1MVanguard Morningstar Total Stock Market ETFSchwab U.S. Broad Market ETFVanguard Scottsdale FDSvs. Q2 2024SEC
Q2 2024Aug 7, 202425$328.6MVanguard Morningstar Total Stock Market ETFSchwab U.S. Broad Market ETFVanguard Scottsdale FDSvs. Q1 2024SEC
Q1 2024May 8, 202425$391.8MVanguard Morningstar Total Stock Market ETFVanguard Scottsdale FDSiShares Trvs. Q4 2023SEC
Q4 2023Feb 22, 2024Amended25$380.1MVanguard Morningstar Total Stock Market ETFVanguard Scottsdale FDSiShares Trvs. Q3 2023SEC
Q3 2023Oct 31, 202323$277.7MVanguard Morningstar Total Stock Market ETFSchwab U.S. Broad Market ETFiShares Trvs. Q2 2023SEC
Q2 2023Jul 7, 202323$256.0MVanguard Morningstar Total Stock Market ETFSchwab U.S. Broad Market ETFiShares MSCI USA Min Vol Factor ETFvs. Q1 2023SEC
Q1 2023May 1, 202322$226.1MVanguard Morningstar Total Stock Market ETFSchwab U.S. Broad Market ETFiShares MSCI USA Min Vol Factor ETFvs. Q4 2022SEC
Q4 2022Feb 6, 202322$215.5MVanguard Morningstar Total Stock Market ETFSchwab U.S. Broad Market ETFiShares MSCI USA Min Vol Factor ETFvs. Q3 2022SEC
Q3 2022Nov 4, 202222$158.6MSchwab U.S. Broad Market ETFiShares MSCI USA Min Vol Factor ETFiShares Trust iShares 0-1 Year Treasury Bond ETFvs. Q2 2022SEC
Q2 2022Aug 10, 202223$161.6MSchwab U.S. Broad Market ETFiShares MSCI USA Min Vol Factor ETFiShares Trust iShares 0-1 Year Treasury Bond ETFvs. Q1 2022SEC
Q1 2022May 11, 202223$200.0MSchwab U.S. Broad Market ETFiShares MSCI USA Min Vol Factor ETFiShares Trust iShares 0-1 Year Treasury Bond ETFvs. Q4 2021SEC
Q4 2021Feb 8, 202226$199.9MSchwab U.S. Broad Market ETFiShares MSCI USA Min Vol Factor ETFiShares Trust iShares 0-1 Year Treasury Bond ETFvs. Q3 2021SEC
Q3 2021Nov 5, 202127$201.2MSchwab U.S. Broad Market ETFiShares MSCI USA Min Vol Factor ETFiShares Core MSCI Total International Stock ETFvs. Q2 2021SEC
Q2 2021Aug 12, 202126$181.1MSchwab U.S. Broad Market ETFiShares MSCI USA Min Vol Factor ETFiShares Core MSCI Total International Stock ETFvs. Q1 2021SEC
Q1 2021May 10, 202127$219.8MSchwab U.S. Broad Market ETFiShares MSCI USA Min Vol Factor ETFiShares Core MSCI Total International Stock ETF–SEC