Windham Capital Management LLC's Q3 2019 13F: 5 new positions, 1 exit

Form 13F-HR for the quarter ended Sep 30, 2019 · filed Nov 7, 2019 · 66 reported positions · accession 0000950123-19-010276

View the filing on SEC.gov

What changed this quarter

Activity Security Weight before Weight now Change Shares Shares %
Reduced VANGUARD TAX MANAGED INTL FD F (VEA) 13.0% 5.6% −7.4 pts −1.26M sh −67%
Reduced VANGUARD INTL EQUITY INDEX FD (VWO) 10.3% 7.0% −3.3 pts −678K sh −47%
Reduced VANGUARD INDEX FDS TOTAL STK M (VTI) 8.9% 6.6% −2.3 pts −161K sh −45%
Reduced INVESCO OPTIMUM YIELD DIVERSIF (PDBC) 7.3% 3.9% −3.3 pts −1.54M sh −58%
New VANGUARD INDEX FDS GROWTH ETF (VUG) — 4.9% +4.9 pts +133K sh new
Reduced VANGUARD INDEX FDS VALUE ETF (VTV) 7.1% 4.8% −2.3 pts −194K sh −50%
Reduced VANGUARD FTSE EUROPE ETF (VGK) 4.5% 1.6% −2.9 pts −356K sh −73%
New VANGUARD BD INDEX FD INC SHORT (BSV) — 3.9% +3.9 pts +215K sh new
Reduced VANGUARD GLOBAL EX US REAL EST (VNQI) 4.1% 2.7% −1.4 pts −211K sh −50%
Increased VANGUARD CHARLOTTE FDS INTL BD (BNDX) 0.6% 2.9% +2.3 pts +160K sh +256%
Reduced SPDR SERIES TRUST PORTFOLIO SH (SPSB) 6.0% 6.1% +0.1 pts −289K sh −25%
Increased ISHARES TR SHRT NAT MUN ETF (SUB) 5.9% 9.3% +3.4 pts +60,611 sh +18%
Reduced JP MORGAN EXCH TRADED NT ALERI (JPM) 2.7% 2.1% −0.5 pts −229K sh −36%
Reduced VANGUARD MALVERN FDS STRM INFP (VTIP) 3.9% 4.1% +0.2 pts −97,280 sh −21%
Increased VANECK VECTORS JP MORGAN EM LO (EMLC) 0.4% 1.5% +1.1 pts +141K sh +214%
Reduced VANGUARD INTL EQUITY INDEX FD (VSS) 4.0% 4.3% +0.3 pts −37,106 sh −16%
Reduced SPDR SER TR BLOOMBERG BRC INV (FLRN) 4.2% 5.5% +1.3 pts −23,898 sh −3%
Increased SSGA ACTIVE ETF TR BLKSTN GSOS (SRLN) 3.4% 4.7% +1.3 pts +15,243 sh +3%
Reduced SPDR SERIES TRUST SHRT INTL ET (BWZ) 4.7% 6.0% +1.3 pts −13,369 sh −1%
Reduced VANGUARD WORLD FDS FINANCIALS (VFH) 0.1% 0.1% 0.0 pts −5,432 sh −62%
New VANGUARD SECTOR INDEXFDS VANGU (VDE) — 0.1% +0.1 pts +3,190 sh new
New SPDR SER TR SHT TRM HGH YLD (SJNK) — 0.0% 0.0 pts +7,668 sh new
New PS BUSINESS PKS INC CALIF COM (PSB) — 0.0% 0.0 pts +1,100 sh new
Exited EBIX INC COM NEW (EBIXQ) 0.0% — 0.0 pts −4,000 sh −100%
Increased VANGUARD WORLD FDS CONSUM DIS (VCR) 0.0% 0.1% 0.0 pts +781 sh +68%
Reduced VANGUARD INDEX FDS REAL ESTATE (VNQ) 0.4% 0.6% +0.2 pts −1,085 sh −4%
Reduced VANGUARD WORLD FDS CONSUM STP (VDC) 0.1% 0.1% 0.0 pts −479 sh −11%
Reduced VANGUARD WORLD FDS UTILITIES E (VPU) 0.1% 0.2% 0.0 pts −460 sh −9%
Reduced VANGUARD WORLD FDS HEALTH CAR (VHT) 0.4% 0.5% +0.1 pts −361 sh −2%
Reduced VANGUARD INTL EQUITY INDEX FD (VEU) 0.2% 0.2% +0.1 pts −715 sh −3%
Reduced VANGUARD WHITEHALL FDS INC EME (VWOB) 0.4% 0.5% +0.1 pts −47 sh 0%
Increased VANGUARD INTL EQUITY INDEX FD (VT) 0.5% 0.6% +0.2 pts +35 sh 0%

Reported by the fund in its Form 13F filed with the SEC; holdings are as of the quarter-end report date and may have changed since. For informational purposes only — not investment advice or a recommendation to buy or sell any security. FilingExplorer is not affiliated with or endorsed by this fund. How this brief is compiled

Top 10 positions — 60.5% of the equity book

Changes in the top 10 this quarter: VUG entered · SRLN entered · PDBC left · VGK left

# Security Weight before Weight now
1 ISHARES TR SHRT NAT MUN ETF (SUB) 5.9% 9.3%
2 VANGUARD INTL EQUITY INDEX FD (VWO) 10.3% 7.0%
3 VANGUARD INDEX FDS TOTAL STK M (VTI) 8.9% 6.6%
4 SPDR SERIES TRUST PORTFOLIO SH (SPSB) 6.0% 6.1%
5 SPDR SERIES TRUST SHRT INTL ET (BWZ) 4.7% 6.0%
6 VANGUARD TAX MANAGED INTL FD F (VEA) 13.0% 5.6%
7 SPDR SER TR BLOOMBERG BRC INV (FLRN) 4.2% 5.5%
8 VANGUARD INDEX FDS GROWTH ETF (VUG) 0.0% 4.9% Entered the top 10
9 VANGUARD INDEX FDS VALUE ETF (VTV) 7.1% 4.8%
10 SSGA ACTIVE ETF TR BLKSTN GSOS (SRLN) 3.4% 4.7% Entered the top 10
— INVESCO OPTIMUM YIELD DIVERSIF (PDBC) 7.3% 3.9% Left the top 10
— VANGUARD FTSE EUROPE ETF (VGK) 4.5% 1.6% Left the top 10

Weights are each position's reported value as a share of the fund's reported equity positions (options and principal-amount holdings excluded).