Windham Capital Management, LLC
In its 13F for Q1 2024 (holdings as of March 31, 2024, filed May 13, 2024), Windham Capital Management, LLC reported 44 stock positions worth $127.1 million. Its top holding was VG Morningstar TS MKT ETF-US (VTI) at 28.8% of the portfolio, followed by Vanguard Mrngstr Val ETF-Aui (VTV, 8.6%) and iShares Short-Term National (SUB, 7.0%). Compared with Q4 2023, it opened 4 new positions, sold out of 44, added to 3 and reduced 24. The biggest buy was iShares Russell 2000 ETF (IWM, shares +0%) and the biggest sale SS SPDR P St C Corp. ETF (SPSB, shares −92%).
- Most Recent 13F
- Q3 2024
- Location
- BOSTON, MA
- CIK
- 0001512415
- Portfolio Value
- $127.1M (Q1 2024)
- SEC Filing
- 0000950123-24-004672 ↗ filed May 13, 2024
Holdings Value
Holdings 44 stocks · $127.1M
| VTI VG Morningstar TS MKT ETF-US | 28.81% | 140,856 | $36.6M | Reduce -35.2% |
| VTV Vanguard Mrngstr Val ETF-Aui | 8.60% | 67,096 | $10.9M | Reduce -9.3% |
| SUB iShares Short-Term National | 6.99% | 84,825 | $8.9M | Reduce -68.0% |
| VUG Vanguard Mrngstar GR ETF-Sui | 6.60% | 24,362 | $8.4M | Reduce -5.6% |
| IVV iShares Core S&P 500 ETF | 4.10% | 9,900 | $5.2M | No change |
| IWM iShares Russell 2000 ETF | 3.24% | 19,584 | $4.1M | Add +0.3% |
| TIP iShares Tips Bond ETF | 3.02% | 35,720 | $3.8M | No change |
| GBIL Goldman Sachs Access Treasur | 2.91% | 36,652 | $3.7M | Reduce -1.7% |
| HYLB Xtrackers Usd High Yield Cor | 2.71% | 96,514 | $3.4M | Reduce -1.6% |
| VGK Vanguard Ftse Europe ETF | 2.30% | 43,479 | $2.9M | Reduce -42.5% |
| VEA Vanguard Ftse Developed ETF | 2.14% | 54,223 | $2.7M | Reduce -76.8% |
| VNQI Vanguard GLBL Ex-US Real Est | 2.07% | 62,315 | $2.6M | Reduce -0.6% |
| ICVT iShares Convertible Bond ETF | 2.00% | 31,799 | $2.5M | No change |
| WIP State Street SPDR Ftse Inter | 1.92% | 61,141 | $2.4M | Reduce -1.8% |
| PCY Invesco Emerging Markets Sov | 1.79% | 110,997 | $2.3M | Reduce -0.9% |
| VTEB Vanguard Tax-Exempt Bond ETF | 1.69% | 42,331 | $2.1M | Add +1.1% |
| VO Vngrd Mrngstr MD-Cap ETF-Usd | 1.57% | 7,994 | $2.0M | Reduce -43.1% |
| ESGU iShares ESG Aware MSCI USA | 1.48% | 16,392 | $1.9M | No change |
| VB Vanguard Most SM-Cap ETF-Usd | 1.46% | 8,123 | $1.9M | Reduce -38.8% |
| XLK SS Technology Select Sector | 1.41% | 8,577 | $1.8M | No change |
| TLT iShares 20+ Year Treasury BD | 1.23% | 16,449 | $1.6M | Reduce -1.5% |
| XLV SS Health Care Select Sector | 1.09% | 9,337 | $1.4M | No change |
| ESGD iShares Trust iShares ESG Aw | 1.01% | 16,007 | $1.3M | No change |
| VWO Vanguard Ftse Emerging Marke | 0.97% | 29,512 | $1.2M | Reduce -1.9% |
| BBEU JPMorgan Betabuilders Europe | 0.89% | 19,025 | $1.1M | No change |
| EUHY iShares Euro High Yield Corp. | 0.84% | 22,048 | $1.1M | No change |
| SPSB SS SPDR P St C Corp. ETF | 0.82% | 34,953 | $1.0M | Reduce -91.5% |
| SCZ iShares MSCI Eafe Small-Cap | 0.79% | 15,849 | $1.0M | No change |
| SGOV iShares 0-3 Month Treasury B | 0.55% | 6,973 | $702K | New |
| VHT Vanguard Health Care ETF | 0.49% | 2,318 | $627K | Reduce -85.7% |
| PFF iShares Preferred & Income S | 0.48% | 18,754 | $604K | Reduce -4.3% |
| MSFT Microsoft Corp. | 0.46% | 1,397 | $588K | Reduce -64.5% |
| XLB SS Materials Select Sector | 0.46% | 6,306 | $586K | Reduce -26.0% |
| VSS Vanguard Ftse All Wo X-US SC | 0.39% | 4,252 | $497K | Reduce -92.4% |
| MUB iShares National Muni Bond E | 0.33% | 3,950 | $425K | No change |
| FLRN SS SPDR BB Ig Float RT ETF | 0.33% | 13,407 | $413K | Add +3.8% |
| VTIP Vanguard Short-Term Tips | 0.32% | 8,598 | $412K | Reduce -93.4% |
| VGT Vanguard Info Tech ETF | 0.32% | 779 | $408K | New |
| BWZ State Street SPDR Bloomberg | 0.32% | 15,317 | $404K | Reduce -5.4% |
| CWB SS SPDR BB Conv Sec ETF | 0.32% | 5,493 | $401K | No change |
| VIS Vanguard Industrials ETF | 0.23% | 1,173 | $286K | New |
| VDC Vanguard Consumer Staple ETF | 0.20% | 1,261 | $257K | Reduce -76.1% |
| AAPL Apple Inc. | 0.18% | 1,326 | $227K | No change |
| FSKAX Fidelity TTL MKT Indx | 0.17% | 1,469 | $213K | New |
Portfolio Sells Q4 2023 → Q1 2024
| SPSB SS SPDR P St C Corp. ETF | Reduce -91.5% | 0.82% | −3.69 |
| SUB iShares Short-Term National | Reduce -68.0% | 6.99% | −3.29 |
| SPY SS SPDR S&P 500 ETF Trust-US | Sold out | 0.00% | −2.70 |
| QQQ Invesco QQQ Trust Series 1 | Sold out | 0.00% | −2.32 |
| VSS Vanguard Ftse All Wo X-US SC | Reduce -92.4% | 0.39% | −1.99 |
| VEA Vanguard Ftse Developed ETF | Reduce -76.8% | 2.14% | −1.98 |
| VTIP Vanguard Short-Term Tips | Reduce -93.4% | 0.32% | −1.94 |
| VBR Vngrd Mrngst SL-CP Val ETF-U | Sold out | 0.00% | −1.63 |
| USMV iShares MSCI USA Min Vol Fac | Sold out | 0.00% | −1.62 |
| VOO Vanguard S&P 500 ETF | Sold out | 0.00% | −1.41 |
| VT Vanguard Tot World STK ETF | Sold out | 0.00% | −1.35 |
| BNDX Vanguard Total Intl Bond ETF | Sold out | 0.00% | −1.18 |
| VHT Vanguard Health Care ETF | Reduce -85.7% | 0.49% | −1.01 |
| ITOT iShares Core S&P Total U.S. | Sold out | 0.00% | −0.98 |
| VYM Vanguard High DVD Yield ETF | Sold out | 0.00% | −0.98 |
| ODFL Old Dominion Freight Line | Sold out | 0.00% | −0.96 |
| ICF iShares Select U.S. REIT ETF | Sold out | 0.00% | −0.94 |
| VNQ Vanguard Real Estate ETF | Sold out | 0.00% | −0.81 |
| PDBC Invesco Optimum Yield Divers | Sold out | 0.00% | −0.77 |
| IBB iShares Biotechnology ETF | Sold out | 0.00% | −0.77 |
| VIG Vanguard Dividend Apprec ETF | Sold out | 0.00% | −0.72 |
| MOO Vaneck Agribusiness ETF | Sold out | 0.00% | −0.70 |
| XHB SS SPDR S&P Homebldrs ETF | Sold out | 0.00% | −0.69 |
| XLU St Sr Utl SL SE SPDR ETF-Usd | Sold out | 0.00% | −0.64 |
| VAW Vanguard Materials ETF | Sold out | 0.00% | −0.47 |
| XBI SS SPDR S&P Biotech ETF | Sold out | 0.00% | −0.47 |
| VOE Vngrd Mrngstr MD-Cap Val ETF | Sold out | 0.00% | −0.43 |
| SJNK SS SPDR BB St Hi Yield ETF | Sold out | 0.00% | −0.38 |
| SRLN SS Blackstone Sr Loan ETF | Sold out | 0.00% | −0.37 |
| XLP SS Consumer Staples Sel Sect | Sold out | 0.00% | −0.35 |
| EWJ iShares MSCI Japan ETF | Sold out | 0.00% | −0.33 |
| VPU Vanguard Utilities ETF | Sold out | 0.00% | −0.25 |
| SCHD Schwab US DVD Equity ETF | Sold out | 0.00% | −0.22 |
| MGK Vngrd Mrgstr MG CP GR ETF-Ui | Sold out | 0.00% | −0.21 |
| AGG iShares Core U.S. Aggregate | Sold out | 0.00% | −0.18 |
| VDC Vanguard Consumer Staple ETF | Reduce -76.1% | 0.20% | −0.17 |
| IEFA iShares Core MSCI Eafe ETF | Sold out | 0.00% | −0.16 |
| ESS Essex Property Trust Inc. | Sold out | 0.00% | −0.16 |
| DIA SS SPDR Dow Jones Indus Avg | Sold out | 0.00% | −0.15 |
| VXF Vanguard Extended Market ETF | Sold out | 0.00% | −0.15 |
| IUSV iShares Core S&P U.S. Value | Sold out | 0.00% | −0.14 |
| ILCB iShares Morningstar U.S. Equ | Sold out | 0.00% | −0.14 |
| XLY SS Consumer Disc Select Sect | Sold out | 0.00% | −0.13 |
| EXR Extra Space Storage Inc. | Sold out | 0.00% | −0.13 |
| RZV Invesco S&P Smallcap 600 Pur | Sold out | 0.00% | −0.11 |
| XLI SS Industrial Select Sector | Sold out | 0.00% | −0.11 |
| VCR Vanguard Consumer Discre ETF | Sold out | 0.00% | −0.10 |
| PSA Public Storage | Sold out | 0.00% | −0.10 |
| VEU Vanguard Ftse All-World Ex-U | Sold out | 0.00% | −0.09 |
| MSFT Microsoft Corp. | Reduce -64.5% | 0.46% | −0.08 |
Portfolio Buys Q4 2023 → Q1 2024
| IWM iShares Russell 2000 ETF | Add +0.3% | 3.24% | +1.80 |
| VTEB Vanguard Tax-Exempt Bond ETF | Add +1.1% | 1.69% | +0.90 |
| SGOV iShares 0-3 Month Treasury B | New | 0.55% | +0.55 |
| VGT Vanguard Info Tech ETF | New | 0.32% | +0.32 |
| VIS Vanguard Industrials ETF | New | 0.23% | +0.23 |
| FLRN SS SPDR BB Ig Float RT ETF | Add +3.8% | 0.33% | +0.18 |
| FSKAX Fidelity TTL MKT Indx | New | 0.17% | +0.17 |