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Livermore
Livermore
ZHEN

Rossby Financial, LCC

SEC CIK
0002056510
Latest filing
Aug 4, 2026

The latest 13F from Rossby Financial, LCC covers Q2 2026 (filed Aug 4, 2026): 2,144 long positions worth $547.1M. The top 10 holdings make up 24.9% of the portfolio, and the largest is Morgan Stanley ETF Trust at 6.1%. Livermore has 7 filings on Form 13F from this institution, going back to Q4 2024.

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
116
Est. +$6.05M
Added
812
Est. +$63.8M
Reduced
817
Est. −$35.6M
Sold out
229
Est. −$5.15M

Top 5 holdings

Share of this quarter's portfolio value

  1. Morgan Stanley ETF Trust61774R106
    6.1%$33.6M
  2. Morgan Stanley ETF Trust61774R205
    4.2%$23.0M
  3. iShares Tr46435G268
    2.3%$12.5M
  4. Ea Series Trust02072L607
    2.3%$12.4M
  5. Schwab U.S. Large-Cap Growth ETF808524300
    2.1%$11.3M

Share of portfolio

Top 5 holdings and the other 2,139 positions, by share of portfolio value

  1. Morgan Stanley ETF Trust6.1%
  2. Morgan Stanley ETF Trust4.2%
  3. iShares Tr2.3%
  4. Ea Series Trust2.3%
  5. Schwab U.S. Large-Cap Growth ETF2.1%
  6. Other 2,139 positions83.1%

Biggest buys

New and added positions, by estimated amount bought

  1. Schwab U.S. Large-Cap Growth ETF808524300
    +$4.90MAdded
  2. Morgan Stanley ETF Trust61774R106
    +$2.93MAdded
  3. Morgan Stanley ETF Trust61774R205
    +$2.24MAdded
  4. State Street SPDR Portfolio S&P 500 ETF78464A854
    +$1.87MAdded
  5. iShares Esg Aware US Aggregate Bond ETF46435U549
    +$1.40MAdded

Largest weight increases

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

  1. Schwab U.S. Large-Cap Growth ETF808524300
    +0.90 pp1.2% → 2.1%
  2. Morgan Stanley ETF Trust61774R106
    +0.57 pp5.6% → 6.1%
  3. Morgan Stanley ETF Trust61774R205
    +0.50 pp3.7% → 4.2%
  4. Ea Series Trust02072L607
    +0.35 pp1.9% → 2.3%
  5. State Street SPDR Portfolio S&P 500 ETF78464A854
    +0.34 pp0.7% → 1.0%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. iShares Tr46436E718
    −$2.56MReduced
  2. GOOGAlphabet Inc.
    −$1.84MReducedHistory
  3. Vanguard High Dividend Yield Index ETF921946406
    −$1.79MReduced
  4. Vanguard Morningstar Growth ETF922908736
    −$1.20MReducedConverted for a 6-for-1 split
  5. Vanguard Intermediate-Term Corporate Bond ETF92206C870
    −$848.1KReduced

Largest weight decreases

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

  1. iShares Tr46436E718
    −0.53 pp0.5% → <0.1%
  2. Vanguard High Dividend Yield Index ETF921946406
    −0.38 pp0.9% → 0.5%
  3. PSLVSprott Physical Silver Trust
    −0.33 pp1.0% → 0.7%History
  4. BPREBluerock Private Real Estate Fund
    −0.31 pp0.8% → 0.5%History
  5. GOOGAlphabet Inc.
    −0.29 pp1.0% → 0.7%History

Metrics

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

Portfolio value
$547.1M
+$68.4M (+14.3%) vs. prior quarter
Positions
2,144
−113 vs. prior quarter
Top 10 concentration
24.9%
Top 10 as share of value
Turnover
8.0%
Q2 2026, one quarter
Average holding period
6.1 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 2024), so positions held before then are understated.

13F filings by quarter

7 quarters, going back to Q4 2024. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $547.1M (Q2 2026)

Q4 2024: $157.6MQ1 2025: $231.6MQ2 2025: $266.1MQ3 2025: $301.4MQ4 2025: $318.1MQ1 2026: $478.7MQ2 2026: $547.1M
Q4 2024Q2 2026
13F filings of Rossby Financial, LCC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 4, 20262,144$547.1MMorgan Stanley ETF TrustMorgan Stanley ETF TrustiShares Trvs. Q1 2026SEC
Q1 2026May 11, 20262,257$478.7MMorgan Stanley ETF TrustMorgan Stanley ETF TrustiShares Trvs. Q4 2025SEC
Q4 2025Feb 12, 20261,799$318.1MMorgan Stanley ETF TrustMorgan Stanley ETF TrustEa Series Trustvs. Q3 2025SEC
Q3 2025Nov 10, 20251,475$301.4MMorgan Stanley ETF TrustMorgan Stanley ETF TrustEa Series Trustvs. Q2 2025SEC
Q2 2025Aug 1, 20251,236$266.1MMorgan Stanley ETF TrustMorgan Stanley ETF TrustEa Series Trustvs. Q1 2025SEC
Q1 2025Apr 28, 20251,066$231.6MMorgan Stanley ETF TrustiShares TrEa Series Trustvs. Q4 2024SEC
Q4 2024Feb 13, 2025199$157.6MiShares TrMorgan Stanley ETF TrustEa Series Trust–SEC