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Livermore
Livermore
ZHEN

Capital Performance Advisors LLP

SEC CIK
0001905663
Latest filing
Aug 14, 2026

The latest 13F from Capital Performance Advisors LLP covers Q2 2026 (filed Aug 14, 2026): 310 long positions worth $1.55B. The top 10 holdings make up 47.2% of the portfolio, and the largest is Dimensional ETF Trust at 9.1%. Livermore has 21 filings on Form 13F from this institution, going back to Q4 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: 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
28
Est. +$9.31M
Added
76
Est. +$57.6M
Reduced
194
Est. −$112.5M
Sold out
184
Est. −$64.7M

Top 5 holdings

Share of this quarter's portfolio value

  1. Dimensional ETF Trust25434V401
    9.1%$141.5M
  2. Dimensional U.S. Targeted Value ETF25434V609
    6.8%$105.3M
  3. iShares Core S&P 500 ETF464287200
    5.1%$79.1M
  4. State Street SPDR Portfolio S&P 500 ETF78464A854
    4.8%$74.0M
  5. Vanguard Ftse Emerging Markets ETF922042858
    4.5%$69.2M

Biggest buys

New and added positions, by estimated amount bought

  1. Dimensional ETF Trust25434V807
    +$8.25MAdded
  2. iShares Core U.S. Aggregate Bond ETF464287226
    +$7.97MAdded
  3. iShares Core S&P 500 ETF464287200
    +$7.10MAdded
  4. First Tr Exchng Traded FD VI33740F888
    +$3.85MAdded
  5. State Street SPDR Portfolio S&P 500 ETF78464A854
    +$3.43MAdded

Largest weight increases

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

  1. Dimensional ETF Trust25434V401
    +1.11 pp8.0% → 9.1%
  2. iShares Core S&P 500 ETF464287200
    +0.91 pp4.2% → 5.1%
  3. State Street SPDR Portfolio S&P 500 ETF78464A854
    +0.67 pp4.1% → 4.8%
  4. Dimensional U.S. Targeted Value ETF25434V609
    +0.55 pp6.2% → 6.8%
  5. Dimensional ETF Trust25434V807
    +0.49 pp3.6% → 4.1%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. AAPLApple Inc.
    −$15.2MReducedHistory
  2. NVDANVIDIA Corp
    −$10.4MReducedHistory
  3. GOOGLAlphabet Inc.
    −$4.33MReducedHistory
  4. AMZNAmazon Com Inc
    −$3.88MReducedHistory
  5. MSFTMicrosoft Corp
    −$3.54MReducedHistory

Largest weight decreases

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

  1. AAPLApple Inc.
    −0.64 pp3.4% → 2.7%History
  2. NVDANVIDIA Corp
    −0.51 pp1.5% → 1.0%History
  3. MSFTMicrosoft Corp
    −0.25 pp0.9% → 0.7%History
  4. AMZNAmazon Com Inc
    −0.17 pp0.7% → 0.5%History
  5. GOOGLAlphabet Inc.
    −0.16 pp0.6% → 0.5%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$1.55B
+$53.2M (+3.6%) vs. prior quarter
Positions
310
−156 vs. prior quarter
Top 10 concentration
47.2%
Top 10 as share of value
Turnover
4.4%
Q2 2026, one quarter
Average holding period
11.5 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 (Q4 2021), so positions held before then are understated.

13F filings by quarter

19 quarters, going back to Q4 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $1.55B (Q2 2026)

Q4 2021: $165.2MQ1 2022: $175.2MQ2 2022: $162.7MQ3 2022: $155.0MQ4 2022: $174.2MQ1 2023: $186.0MQ2 2023: $202.6MQ3 2023: $196.4MQ4 2023: $231.4MQ1 2024: $261.6MQ2 2024: $263.3MQ3 2024: $328.9MQ4 2024: $312.7MQ1 2025: $453.8MQ2 2025: $510.1MQ3 2025: $607.2MQ4 2025: $1.41BQ1 2026: $1.50BQ2 2026: $1.55B
Q4 2021Q2 2026
13F filings of Capital Performance Advisors LLP by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 14, 2026310$1.55BDimensional ETF TrustDimensional U.S. Targeted Value ETFiShares Core S&P 500 ETFvs. Q1 2026SEC
Q1 2026May 7, 2026466$1.50BDimensional ETF TrustDimensional U.S. Targeted Value ETFiShares Core S&P 500 ETFvs. Q4 2025SEC
Q4 2025Jan 27, 2026Amended443$1.41BDimensional ETF TrustDimensional U.S. Targeted Value ETFiShares Core S&P 500 ETFvs. Q3 2025SECSEC
Q3 2025Oct 22, 2025346$607.2MDimensional U.S. Core Equity 2 ETFiShares Core S&P 500 ETFDimensional U.S. Targeted Value ETFvs. Q2 2025SEC
Q2 2025Aug 4, 2025272$510.1MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFiShares Core S&P 500 ETFvs. Q1 2025SEC
Q1 2025May 9, 2025260$453.8MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFiShares Core S&P 500 ETFvs. Q4 2024SEC
Q4 2024Jan 31, 2025164$312.7MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q3 2024SEC
Q3 2024Nov 1, 20242,898$328.9MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q2 2024SEC
Q2 2024Aug 2, 202492$263.3MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q1 2024SEC
Q1 2024Apr 26, 202483$261.6MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q4 2023SEC
Q4 2023Feb 6, 202479$231.4MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q3 2023SEC
Q3 2023Nov 2, 202356$196.4MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q2 2023SEC
Q2 2023Aug 11, 202359$202.6MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q1 2023SEC
Q1 2023May 8, 202353$186.0MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q4 2022SEC
Q4 2022Feb 6, 202351$174.2MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q3 2022SEC
Q3 2022Oct 26, 202246$155.0MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q2 2022SEC
Q2 2022Jul 26, 202249$162.7MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q1 2022SEC
Q1 2022Apr 14, 202254$175.2MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trustvs. Q4 2021SEC
Q4 2021Jan 28, 202249$165.2MDimensional U.S. Core Equity 2 ETFDimensional U.S. Targeted Value ETFDimensional ETF Trust–SEC