Chatterton & Associates Inc.
- SEC CIK
- 0002102688
- Latest filing
- Jul 14, 2026
The latest 13F from Chatterton & Associates Inc. covers Q2 2026 (filed Jul 14, 2026): 101 long positions worth $169.9M. The top 10 holdings make up 43.7% of the portfolio, and the largest is State Street SPDR Portfolio S&P 500 ETF at 9.2%. Livermore has 3 filings on Form 13F from this institution, going back to Q4 2025.
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.
- New
- 13
- Est. +$8.51M
- Added
- 54
- Est. +$27.7M
- Reduced
- 23
- Est. −$10.8M
- Sold out
- 9
- Est. −$5.48M
Top 5 holdings
Share of this quarter's portfolio value
- State Street SPDR Portfolio S&P 500 ETF78464A8549.2%$15.7M
- iShares Tr46434V6135.3%$8.94M
- iShares Tr46436E7184.9%$8.36M
- Schwab US Aggregate Bond ETF8085248394.1%$6.96M
- iShares S&P 500 Growth ETF4642873094.0%$6.81M
Share of portfolio
Top 5 holdings and the other 96 positions, by share of portfolio value
- State Street SPDR Portfolio S&P 500 ETF9.2%
- iShares Tr5.3%
- iShares Tr4.9%
- Schwab US Aggregate Bond ETF4.1%
- iShares S&P 500 Growth ETF4.0%
- Other 96 positions72.5%
Biggest buys
New and added positions, by estimated amount bought
- State Street SPDR Portfolio S&P 500 ETF78464A854+$7.47MAdded
- iShares Tr46434V613+$4.58MAdded
- iShares Tr46436E718+$3.95MAdded
- BlackRock ETF Trust09290C665+$2.79MNew
- BlackRock ETF Trust II092528835+$2.43MNew
Largest weight increases
New and added positions, by percentage points of the portfolio gained
- State Street SPDR Portfolio S&P 500 ETF78464A854+4.03 pp5.2% → 9.2%
- iShares Tr46434V613+2.17 pp3.1% → 5.3%
- iShares Tr46436E718+1.83 pp3.1% → 4.9%
- BlackRock ETF Trust09290C665+1.64 pp0.0% → 1.6%
- BlackRock ETF Trust II092528835+1.43 pp0.0% → 1.4%
Biggest sells
Reduced and sold-out positions, by estimated amount sold
- iShares MSCI USA Quality Factor ETF46432F339−$2.44MReduced
- iShares Tr46435G672−$2.23MSold out
- iShares Tr464288877−$2.01MReduced
- iShares Flexible Income Active ETF092528603−$1.18MReduced
- Bondbloxx ETF Trust09789C812−$1.06MReduced
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
- iShares MSCI USA Quality Factor ETF46432F339−1.58 pp1.8% → 0.2%
- iShares Tr46435G672−1.56 pp1.6% → 0.0%
- iShares Tr464288877−1.48 pp1.9% → 0.4%
- Bondbloxx ETF Trust09789C812−1.15 pp3.0% → 1.8%
- iShares Flexible Income Active ETF092528603−0.91 pp1.4% → 0.5%
Metrics
13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $169.9M
- +$27.2M (+19.1%) vs. prior quarter
- Positions
- 101
- +4 vs. prior quarter
- Top 10 concentration
- 43.7%
- Top 10 as share of value
- Turnover
- 10.4%
- Q2 2026, one quarter
- Average holding period
- 2.8 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 2025), so positions held before then are understated.
13F filings by quarter
3 quarters, going back to Q4 2025. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $169.9M (Q2 2026)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q2 2026 | Jul 14, 2026 | 101 | $169.9M | State Street SPDR Portfolio S&P 500 ETFiShares TriShares Tr | vs. Q1 2026 | SEC |
| Q1 2026 | Apr 20, 2026 | 97 | $142.7M | State Street SPDR Portfolio S&P 500 ETFiShares S&P 500 Value ETFGLDM | vs. Q4 2025 | SEC |
| Q4 2025 | Jan 20, 2026 | 84 | $116.8M | GLDMState Street SPDR Portfolio S&P 500 Growth ETFBlackRock ETF Trust | – | SEC |