Windham Capital Management LLC's Q1 2024 13F: 4 new positions, 44 exits
Form 13F-HR for the quarter ended Mar 31, 2024 · filed May 13, 2024 · 44 reported positions · accession 0000950123-24-004672
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Reduced | VANGUARD INDEX FDS TOTAL STK M (VTI) | 19.0% | 28.8% | +9.8 pts | −76,515 sh | −35% |
| Reduced | ISHARES TR SHRT NAT MUN ETF (SUB) | 10.3% | 7.0% | −3.3 pts | −180K sh | −68% |
| Reduced | SPDR SERIES TRUST PORTFOLIO SH (SPSB) | 4.5% | 0.8% | −3.7 pts | −377K sh | −92% |
| Reduced | VANGUARD TAX MANAGED INTL FD F (VEA) | 4.1% | 2.1% | −2.0 pts | −179K sh | −77% |
| Reduced | VANGUARD INTL EQUITY INDEX FD (VSS) | 2.4% | 0.4% | −2.0 pts | −52,002 sh | −92% |
| Reduced | VANGUARD MALVERN FDS STRM INFP (VTIP) | 2.3% | 0.3% | −1.9 pts | −121K sh | −93% |
| Reduced | VANGUARD WORLD FDS HEALTH CAR (VHT) | 1.5% | 0.5% | −1.0 pts | −13,926 sh | −86% |
| Exited | SPDR S&P 500 ETF TR (SPY) | 2.7% | — | −2.7 pts | −15,406 sh | −100% |
| Exited | INVESCO QQQ TR (QQQ) | 2.3% | — | −2.3 pts | −15,357 sh | −100% |
| Reduced | VANGUARD INTL EQUITY INDEX FDS (VGK) | 1.8% | 2.3% | +0.5 pts | −32,117 sh | −42% |
| Exited | VANGUARD INDEX FDS (VBR) | 1.6% | — | −1.6 pts | −24,615 sh | −100% |
| Exited | ISHARES TR (USMV) | 1.6% | — | −1.6 pts | −56,494 sh | −100% |
| Exited | VANGUARD INDEX FDS (VOO) | 1.4% | — | −1.4 pts | −8,760 sh | −100% |
| Exited | VANGUARD INTL EQUITY INDEX F (VT) | 1.3% | — | −1.3 pts | −35,572 sh | −100% |
| Reduced | VANGUARD INDEX FDS MID CAP ETF (VO) | 1.2% | 1.6% | +0.4 pts | −6,053 sh | −43% |
| Exited | VANGUARD CHARLOTTE FDS (BNDX) | 1.2% | — | −1.2 pts | −64,741 sh | −100% |
| Exited | ISHARES TR (ITOT) | 1.0% | — | −1.0 pts | −25,409 sh | −100% |
| Exited | VANGUARD WHITEHALL FDS (VYM) | 1.0% | — | −1.0 pts | −23,900 sh | −100% |
| Exited | OLD DOMINION FGHT LINES INC CO (ODFL) | 1.0% | — | −1.0 pts | −6,408 sh | −100% |
| Exited | ISHARES TR (ICF) | 0.9% | — | −0.9 pts | −43,622 sh | −100% |
| Reduced | VANGUARD INDEX FDS SMALL CP ET (VB) | 1.0% | 1.5% | +0.4 pts | −5,138 sh | −39% |
| Reduced | VANGUARD INDEX FDS VALUE ETF (VTV) | 4.1% | 8.6% | +4.5 pts | −6,919 sh | −9% |
| Reduced | MICROSOFT CORP COM (MSFT) | 0.5% | 0.5% | −0.1 pts | −2,533 sh | −64% |
| Exited | VANGUARD INDEX FDS (VNQ) | 0.8% | — | −0.8 pts | −24,894 sh | −100% |
| Exited | INVESCO ACTIVLY MANGD ETC FD (PDBC) | 0.8% | — | −0.8 pts | −157K sh | −100% |
| Exited | ISHARES TR (IBB) | 0.8% | — | −0.8 pts | −15,301 sh | −100% |
| Exited | VANGUARD SPECIALIZED FUNDS (VIG) | 0.7% | — | −0.7 pts | −11,401 sh | −100% |
| Exited | VANECK VECTORS ETF TR (MOO) | 0.7% | — | −0.7 pts | −25,041 sh | −100% |
| Exited | SPDR SER TR (XHB) | 0.7% | — | −0.7 pts | −19,560 sh | −100% |
| Reduced | VANGUARD WORLD FDS CONSUM STP (VDC) | 0.4% | 0.2% | −0.2 pts | −4,008 sh | −76% |
| Exited | SELECT SECTOR SPDR TR (XLU) | 0.6% | — | −0.6 pts | −27,272 sh | −100% |
| New | ISHARES 0-3 MONTH TREASURY BON (SGOV) | — | 0.6% | +0.6 pts | +6,973 sh | new |
| Exited | VANGUARD WORLD FDS (VAW) | 0.5% | — | −0.5 pts | −6,755 sh | −100% |
| Exited | SPDR SER TR (XBI) | 0.5% | — | −0.5 pts | −14,212 sh | −100% |
| Exited | VANGUARD INDEX FDS (VOE) | 0.4% | — | −0.4 pts | −8,087 sh | −100% |
| Reduced | VANGUARD INDEX FDS GROWTH ETF (VUG) | 3.0% | 6.6% | +3.6 pts | −1,444 sh | −6% |
| Exited | SPDR SER TR (SJNK) | 0.4% | — | −0.4 pts | −41,228 sh | −100% |
| Exited | SSGA ACTIVE ETF TR (SRLN) | 0.4% | — | −0.4 pts | −24,169 sh | −100% |
| Exited | SELECT SECTOR SPDR TR (XLP) | 0.3% | — | −0.3 pts | −13,187 sh | −100% |
| Exited | ISHARES INC (EWJ) | 0.3% | — | −0.3 pts | −13,940 sh | −100% |
| New | VANGUARD WORLD FDS INF TECH ET (VGT) | — | 0.3% | +0.3 pts | +779 sh | new |
| Exited | VANGUARD WORLD FDS (VPU) | 0.2% | — | −0.2 pts | −4,878 sh | −100% |
| New | VANGUARD WORLD FDS INDUSTRIAL (VIS) | — | 0.2% | +0.2 pts | +1,173 sh | new |
| Exited | SCHWAB STRATEGIC TR (SCHD) | 0.2% | — | −0.2 pts | −7,936 sh | −100% |
| Exited | VANGUARD WORLD FD (MGK) | 0.2% | — | −0.2 pts | −2,198 sh | −100% |
| Exited | ISHARES TR (AGG) | 0.2% | — | −0.2 pts | −4,924 sh | −100% |
| New | FIDELITY TOTAL MARKET INDEX FU | — | 0.2% | +0.2 pts | +1,469 sh | new |
| Reduced | SELECT SECTOR SPDR TR SBI MATE (XLB) | 0.3% | 0.5% | +0.2 pts | −2,217 sh | −26% |
| Exited | ISHARES TR (IEFA) | 0.2% | — | −0.2 pts | −6,083 sh | −100% |
| Exited | ESSEX PPTY TR INC (ESS) | 0.2% | — | −0.2 pts | −1,706 sh | −100% |
The 50 largest of 75 changes, by size of the trade. Full holdings for this quarter.
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 — 69.3% of the equity book
Changes in the top 10 this quarter: IVV entered · IWM entered · TIP entered · GBIL entered · HYLB entered · VGK entered · SPSB left · VEA left · SPY left · VSS left · QQQ left · VTIP left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | VANGUARD INDEX FDS TOTAL STK M (VTI) | 19.0% | 28.8% | |
| 2 | VANGUARD INDEX FDS VALUE ETF (VTV) | 4.1% | 8.6% | |
| 3 | ISHARES TR SHRT NAT MUN ETF (SUB) | 10.3% | 7.0% | |
| 4 | VANGUARD INDEX FDS GROWTH ETF (VUG) | 3.0% | 6.6% | |
| 5 | ISHARES TR S&P 500 INDEX (IVV) | 1.7% | 4.1% | Entered the top 10 |
| 6 | ISHARES TR RUSSELL 2000 (IWM) | 1.4% | 3.2% | Entered the top 10 |
| 7 | ISHARES TR TIPS BD ETF (TIP) | 1.4% | 3.0% | Entered the top 10 |
| 8 | GOLDMAN SACHS ACCESS TREASURY (GBIL) | 1.4% | 2.9% | Entered the top 10 |
| 9 | XTRACKERS USD HIGH YIELD CORPO (HYLB) | 1.3% | 2.7% | Entered the top 10 |
| 10 | VANGUARD INTL EQUITY INDEX FDS (VGK) | 1.8% | 2.3% | Entered the top 10 |
| — | SPDR SERIES TRUST PORTFOLIO SH (SPSB) | 4.5% | 0.8% | Left the top 10 |
| — | VANGUARD TAX MANAGED INTL FD F (VEA) | 4.1% | 2.1% | Left the top 10 |
| — | SPDR S&P 500 ETF TR (SPY) | 2.7% | 0.0% | Left the top 10 |
| — | VANGUARD INTL EQUITY INDEX FD (VSS) | 2.4% | 0.4% | Left the top 10 |
| — | INVESCO QQQ TR (QQQ) | 2.3% | 0.0% | Left the top 10 |
| — | VANGUARD MALVERN FDS STRM INFP (VTIP) | 2.3% | 0.3% | 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).