DeGreen Capital Management LLC
- SEC CIK
- 0001536333
- Latest filing
- Oct 5, 2021
The latest 13F from DeGreen Capital Management LLC covers Q3 2021 (filed Oct 5, 2021): 21 long positions worth $301.4M. The top 10 holdings make up 84.1% of the portfolio, and the largest is iShares Core S&P 500 ETF at 19.8%. Livermore has 3 filings on Form 13F from this institution, going back to Q1 2021.
What changed in Q3 2021
Share counts compared with Q2 2021: 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
- 0
- Added
- 14
- Est. +$25.9M
- Reduced
- 7
- Est. −$13.8M
- Sold out
- 1
- Est. −$5.89M
Top 5 holdings
Share of this quarter's portfolio value
- iShares Core S&P 500 ETF46428720019.8%$59.6M
- Vanguard Mortgage-Backed Securities ETF92206C7719.6%$28.9M
- Invesco QQQ Trust Series I46090E1039.4%$28.4M
- Vanguard S&P 500 ETF9229083637.9%$23.7M
- Vanguard Ftse Developed Markets ETF9219438587.4%$22.2M
Share of portfolio
Top 5 holdings and the other 16 positions, by share of portfolio value
- iShares Core S&P 500 ETF19.8%
- Vanguard Mortgage-Backed Securities ETF9.6%
- Invesco QQQ Trust Series I9.4%
- Vanguard S&P 500 ETF7.9%
- Vanguard Ftse Developed Markets ETF7.4%
- Other 16 positions46.0%
Biggest buys
New and added positions, by estimated amount bought
- WisdomTree Tr97717X578+$8.17MAdded
- SPDR Series Trust78468R200+$5.54MAdded
- iShares Tr46429B655+$3.47MAdded
- Vanguard Mortgage-Backed Securities ETF92206C771+$1.60MAdded
- VanEck ETF Trust92189F486+$1.48MAdded
Largest weight increases
New and added positions, by percentage points of the portfolio gained
- WisdomTree Tr97717X578+2.10 pp4.9% → 7.1%
- SPDR Series Trust78468R200+1.82 pp1.5% → 3.3%
- iShares Tr46429B655+1.14 pp1.1% → 2.2%
- VanEck ETF Trust92189F486+0.48 pp0.5% → 1.0%
- Vanguard Mortgage-Backed Securities ETF92206C771+0.41 pp9.2% → 9.6%
Biggest sells
Reduced and sold-out positions, by estimated amount sold
- WisdomTree Tr97717X719−$5.89MSold out
- SPDR Series Trust78468R408−$4.55MReduced
- DBX ETF Tr233051283−$4.21MReduced
- Vanguard S&P 500 ETF922908363−$2.29MReduced
- Invesco QQQ Trust Series I46090E103−$1.31MReduced
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
- WisdomTree Tr97717X719−1.98 pp2.0% → 0.0%
- SPDR Series Trust78468R408−1.57 pp3.1% → 1.6%
- DBX ETF Tr233051283−1.45 pp3.2% → 1.7%
- Vanguard S&P 500 ETF922908363−0.84 pp8.7% → 7.9%
- Invesco QQQ Trust Series I46090E103−0.45 pp9.9% → 9.4%
Metrics
13F metrics for Q3 2021, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $301.4M
- +$3.46M (+1.2%) vs. prior quarter
- Positions
- 21
- −1 vs. prior quarter
- Top 10 concentration
- 84.1%
- Top 10 as share of value
- Turnover
- 6.6%
- Q3 2021, one quarter
- Average holding period
- 3.0 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
3 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $301.4M (Q3 2021)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q3 2021 | Oct 5, 2021 | 21 | $301.4M | iShares Core S&P 500 ETFVanguard Mortgage-Backed Securities ETFInvesco QQQ Trust Series I | vs. Q2 2021 | SEC |
| Q2 2021 | Jul 15, 2021 | 22 | $297.9M | iShares Core S&P 500 ETFInvesco QQQ Trust Series IVanguard Mortgage-Backed Securities ETF | vs. Q1 2021 | SEC |
| Q1 2021 | Apr 5, 2021 | 22 | $170.7M | iShares Core S&P 500 ETFInvesco QQQ Trust Series IVanguard S&P 500 ETF | – | SEC |