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WCM
Windham Capital Management Portfolio holdings
AUM
$128M
1-Year Est. Return
12.44%
This Fund
S&P 500
This Quarter
Est. Return
+2.13%
1 Year Est. Return
+12.44%
3 Year Est. Return
+8.3%
5 Year Est. Return
+36.22%
10 Year Est. Return
+54.19%
AUM
$452M
AUM Growth
-$137M
(-23%)
Cap. Flow
-$152M
Cap. Flow
% of AUM
-33.63%
Top 10 Holdings %
Top 10 Hldgs %
80.62%
Holding
32
New
6
Increased
6
Reduced
8
Closed
8
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
|
+$31.5M |
| 2 |
Vanguard Value ETF
VTV
|
+$31.3M |
| 3 |
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
|
+$30.6M |
| 4 |
Vanguard Short-Term Corporate Bond ETF
VCSH
|
+$26.5M |
| 5 |
Invesco Senior Loan ETF
BKLN
|
+$16.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Total Stock Market ETF
VTI
|
+$102M |
| 2 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$53M |
| 3 |
Invesco DB Commodity Index Tracking Fund
DBC
|
+$33.5M |
| 4 |
Vanguard Short-Term Bond ETF
BSV
|
+$27.4M |
| 5 |
Vanguard Total International Bond ETF
BNDX
|
+$23.3M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
26
Vanguard Total International Bond ETF
BNDX
$82B
| – | – |
-419,039
| Closed | -$23.3M |
|
|
27
Vanguard Short-Term Bond ETF
BSV
$44.7B
| – | – |
-337,797
| Closed | -$27.4M |
|
28
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$801M
| – | – |
-16,716
| Closed | -$413K |
|
29
iShares National Muni Bond ETF
MUB
$45.2B
| – | – |
-37,802
| Closed | -$4.31M |
|
30
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.87B
| – | – |
-241,174
| Closed | -$6.51M |
|
31
Vanguard Consumer Discretionary ETF
VCR
$5.97B
| – | – |
-1,942
| Closed | -$237K |
|
32
Vanguard Real Estate ETF
VNQ
$39.9B
| – | – |
-121,966
| Closed | -$10.8M |
|
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Windham Capital Management's Q3 2016 Portfolio in Review
As of Q3 2016, Windham Capital Management held 32 positions worth $452M, down 23% from $588M the previous quarter. Its ten largest holdings account for 81% of the portfolio.
Windham Capital Management withdrew a net $152M in Q3 2016, closing 8 positions and reducing 8 holdings. Its most notable exit was Vanguard Short-Term Bond ETF, an estimated $27.4M position sold in full.
Against the trend, Windham Capital Management opened a new position in Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF worth $32.2M.
- Windham Capital Management's largest Q3 2016 buy was Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF: 1,844,873 shares worth $32.2M.
- Windham Capital Management added most to State Street SPDR Bloomberg International Treasury Bond ETF in Q3 2016, an estimated $30.6M increase.
- Windham Capital Management's biggest Q3 2016 reduction was Vanguard Total Stock Market ETF, cutting an estimated $102M.
- Windham Capital Management fully exited Vanguard Short-Term Bond ETF in Q3 2016, selling an estimated $27.4M.
- Windham Capital Management's ten largest holdings make up 81% of its $452M portfolio in Q3 2016.
- Windham Capital Management opened 6 new positions and closed 8 in Q3 2016.
- Windham Capital Management's portfolio value fell 23% quarter-over-quarter to $452M.
Based on Windham Capital Management's 13F filing for Q3 2016, filed 8 Nov 2016.