Skip to main content
Livermore
Livermore
ZHEN

SevenOneSeven Capital Management

SEC CIK
0001821035
Latest filing
Feb 12, 2024

The latest 13F from SevenOneSeven Capital Management covers Q4 2023 (filed Feb 12, 2024): 12 long positions worth $2.17M. The top 10 holdings make up 98.8% of the portfolio, and the largest is Vanguard S&P 500 ETF at 17.1%. Livermore has 13 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q4 2023

Share counts compared with Q3 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
3
Est. +$278.5K
Added
0
Reduced
9
Est. −$21.4M
Sold out
44
Est. −$21.0M

Top 5 holdings

Share of this quarter's portfolio value

  1. Vanguard S&P 500 ETF922908363
    17.1%$370.2K
  2. PIMCO ETF Tr72201R817
    11.6%$252.7K
  3. Schwab US Aggregate Bond ETF808524839
    11.5%$249.0K
  4. Invesco Exchange Traded FD T46137V464
    10.9%$237.3K
  5. Schwab US Dividend Equity ETF808524797
    10.6%$230.0K

Share of portfolio

Top 5 holdings and the other 7 positions, by share of portfolio value

  1. Vanguard S&P 500 ETF17.1%
  2. PIMCO ETF Tr11.6%
  3. Schwab US Aggregate Bond ETF11.5%
  4. Invesco Exchange Traded FD T10.9%
  5. Schwab US Dividend Equity ETF10.6%
  6. Other 7 positions38.3%

Biggest buys

New and added positions, by estimated amount bought

  1. Invesco Exchange Traded FD T46137V464
    +$237.3KNew
  2. Schwab Intermediate-Term US Treasury ETF808524854
    +$31.9KNew
  3. Invesco S&P 500 Quality ETF46137V241
    +$9.35KNew

Largest weight increases

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

  1. Invesco Exchange Traded FD T46137V464
    +10.94 pp0.0% → 10.9%
  2. Schwab Intermediate-Term US Treasury ETF808524854
    +1.47 pp0.0% → 1.5%
  3. Invesco S&P 500 Quality ETF46137V241
    +0.43 pp0.0% → 0.4%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. Vanguard S&P 500 ETF922908363
    −$4.44MReduced
  2. iShares MSCI USA Momentum Factor ETF46432F396
    −$3.55MSold out
  3. Schwab US Dividend Equity ETF808524797
    −$3.31MReduced
  4. Schwab International Equity ETF808524805
    −$3.01MReduced
  5. PIMCO ETF Tr72201R817
    −$2.65MReduced

Largest weight decreases

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

  1. iShares MSCI USA Momentum Factor ETF46432F396
    −8.24 pp8.2% → 0.0%
  2. IAUiShares Gold Trust
    −3.59 pp3.6% → 0.0%History
  3. SLViShares Silver Trust
    −3.30 pp3.3% → 0.0%History
  4. iShares Tr464288661
    −3.10 pp3.1% → 0.0%
  5. iShares Tr464287440
    −3.05 pp3.0% → 0.0%

Metrics

13F metrics for Q4 2023, computed only from the numbers in the filings. Definitions below.

Portfolio value
$2.17M
−$40.9M (−95.0%) vs. prior quarter
Positions
12
−41 vs. prior quarter
Top 10 concentration
98.8%
Top 10 as share of value
Turnover
1.2%
Q4 2023, one quarter
Average holding period
8.4 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

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

Peak $50.7M (Q4 2021)

Q1 2021: $27.1MQ2 2021: $38.5MQ3 2021: $39.6MQ4 2021: $50.7MQ1 2022: $48.3MQ2 2022: $43.0MQ3 2022: $42.8MQ4 2022: $46.4MQ1 2023: $44.4MQ2 2023: $44.5MQ3 2023: $43.0MQ4 2023: $2.17M
Q1 2021Q4 2023
13F filings of SevenOneSeven Capital Management by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q4 2023Feb 12, 202412$2.17MVanguard S&P 500 ETFPIMCO ETF TrSchwab US Aggregate Bond ETFvs. Q3 2023SEC
Q3 2023Nov 15, 202353$43.0MVanguard S&P 500 ETFiShares MSCI USA Momentum Factor ETFSchwab US Dividend Equity ETFvs. Q2 2023SEC
Q2 2023Aug 15, 202353$44.5MVanguard S&P 500 ETFSchwab Strategic TriShares MSCI USA Momentum Factor ETFvs. Q1 2023SEC
Q1 2023May 15, 202356$44.4MVanguard S&P 500 ETFiShares MSCI USA Momentum Factor ETFSchwab US Dividend Equity ETFvs. Q4 2022SEC
Q4 2022Feb 14, 202357$46.4MVanguard S&P 500 ETFiShares MSCI USA Momentum Factor ETFSchwab US Dividend Equity ETFvs. Q3 2022SEC
Q3 2022Nov 18, 2022Amended51$42.8MPIMCO ETF TrVanguard S&P 500 ETFiShares MSCI USA Momentum Factor ETFvs. Q2 2022SEC
Q2 2022Aug 12, 202255$43.0MPIMCO ETF TrVanguard S&P 500 ETFSchwab US Dividend Equity ETFvs. Q1 2022SEC
Q1 2022May 16, 202249$48.3MPIMCO ETF TrVanguard S&P 500 ETFSchwab US Dividend Equity ETFvs. Q4 2021SEC
Q4 2021Feb 14, 202252$50.7MPIMCO ETF TrVanguard S&P 500 ETFSchwab US Dividend Equity ETFvs. Q3 2021SEC
Q3 2021Nov 15, 202149$39.6MPIMCO ETF TrVanguard S&P 500 ETFSchwab US Dividend Equity ETFvs. Q2 2021SEC
Q2 2021Aug 13, 202149$38.5MPIMCO ETF TrVanguard S&P 500 ETFSchwab US Dividend Equity ETFvs. Q1 2021SEC
Q1 2021May 13, 202160$27.1MNorthern LTS FD Tr IVNorthern LTS FD Tr IViShares Tr–SEC