Windham Capital Management 13F annual report

Windham Capital Management is an investment fund managing more than $128 billion ran by Justin Dausch. There are currently 42 companies in Mr. Dausch’s portfolio. The largest investments include Vanguard Index Fds Total Stk M and Vanguard Index Fds Value Etf, together worth $48 billion.

Limited to 30 biggest holdings

$128 billion Assets Under Management (AUM)

As of 7th August 2024, Windham Capital Management’s top holding is 139,496 shares of Vanguard Index Fds Total Stk M currently worth over $37.3 billion and making up 29.2% of the portfolio value. In addition, the fund holds 66,581 shares of Vanguard Index Fds Value Etf worth $10.7 billion. The third-largest holding is Vanguard Index Fds Growth Etf worth $9.11 billion and the next is Ishares Tr Shrt Nat Mun Etf worth $8.74 billion, with 83,624 shares owned.

Currently, Windham Capital Management's portfolio is worth at least $128 billion. The total portfolio value may be much higher due to cash assets that are not publicly disclosed such as fixed income, real estate, or cash equivalents.

Careers at Windham Capital Management

The Windham Capital Management office and employees reside in Boston, Massachusetts. According to the last 13-F report filed with the SEC, Justin Dausch serves as the Chief Compliance Officer at Windham Capital Management.

Recent trades

In the most recent 13F filing, Windham Capital Management revealed that it had opened a new position in Ishares 0-3 Month Treasury Bon and bought 6,973 shares worth $702 million.

The investment fund also strengthened its position in Vanguard Index Fds Growth Etf by buying 1,840 additional shares. This makes their stake in Vanguard Index Fds Growth Etf total 23,775 shares worth $9.11 billion.

On the other hand, there are companies that Windham Capital Management is getting rid of from its portfolio. Windham Capital Management closed its position in Spdr S&p 500 Etf Tr on 14th August 2024. It sold the previously owned 15,347 shares for $6.8 billion. Justin Dausch also disclosed a decreased stake in Vanguard Index Fds Total Stk M by 0.4%. This leaves the value of the investment at $37.3 billion and 139,496 shares.

One of the smallest hedge funds

The two most similar investment funds to Windham Capital Management are Tenon and Atmos Advisory. They manage $128 billion and $128 billion respectively.

Justin Dausch investment strategy

Windham Capital Management’s portfolio is diversified across 2 sectors. Currently, their heaviest sector is Consumer Discretionary — making up 0.2% of the total portfolio value. The fund focuses on investments in the United States as 2.4% of the portfolio companies are based in the United States.

The majority of the companies in the fund’s portfolio are large-cap stocks. Stocks with a size of more than $10 billion in market cap make up 2% of the total holdings value. On the other hand, small-cap stocks make up only approximately 0.1% of the portfolio. The average market cap of the portfolio companies is close to $1.97 trillion.

The complete list of Windham Capital Management trades based on 13F SEC filings

These positions were updated on August 14th based on the fund’s latest 13F filing. Quickly find out what the most recently closed or increased positions are.

Security	Shares Owned	Value	Allocation
Vanguard Index Fds Total Stk M	37.27% 139,496	$37,316,575,000	29.21%
Vanguard Index Fds Value Etf	4.39% 66,581	$10,680,258,000	8.36%
Vanguard Index Fds Growth Etf	8.39% 23,775	$9,111,631,000	7.13%
Ishares Tr Shrt Nat Mun Etf	68.74% 83,624	$8,742,889,000	6.84%
Spdr S&p 500 Etf Tr	Closed 15,347	$6,803,018,000
Ishares Tr S&p 500 Index	1.10% 9,900	$5,417,577,000	4.24%
Ishares Tr	Closed 175,776	$13,382,369,000
Vanguard Index Fds	Closed 67,899	$11,078,678,000
Ishares Tr Russell 2000	11.56% 19,366	$3,929,168,000	3.08%
Ishares Tr Tips Bd Etf	1.43% 35,720	$3,814,181,000	2.99%
Goldman Sachs Access Treasury	5.64% 36,843	$3,687,247,000	2.89%
Vanguard Intl Equity Index F	Closed 42,315	$3,812,700,000
Xtrackers Usd High Yield Corpo	8.68% 96,514	$3,422,386,000	2.68%
Vanguard Charlotte Fds	Closed 62,591	$3,059,448,000
Vanguard Intl Equity Index Fds	30.38% 72,657	$4,172,237,000	3.27%
Vanguard Tax Managed Intl Fd F	76.48% 54,223	$2,679,700,000	2.10%
Vanguard Intl Equity Index Fd	43.33% 66,404	$3,021,074,000	2.37%
Ishares Convertible Bond Etf	No change 31,799	$2,500,355,000	1.96%
Vanguard Whitehall Fds	Closed 23,494	$2,492,009,000
Spdr Db Intl Government Inflat	30.88% 61,532	$2,369,597,000	1.86%
Old Dominion Freight Line In	Closed 6,395	$2,364,551,000
Invesco Exchng Traded Fd Tr Ii	3.71% 110,997	$2,219,940,000	1.74%
Invesco Activly Mangd Etc Fd	Closed 163,096	$2,218,921,000
Vanguard Mun Bd Fd Inc Tax Exe	3.28% 41,640	$2,086,580,000	1.63%
Vaneck Vectors Etf Tr	Closed 24,317	$1,987,428,000
Ishares Esg Aware Msci Usa Etf	1.51% 16,392	$1,955,893,000	1.53%
Select Sector Spdr Tr Sbi Int-	1.52% 8,577	$1,940,374,000	1.52%
Vanguard Index Fds Mid Cap Etf	42.88% 7,994	$1,935,347,000	1.52%
Vanguard Specialized Funds	Closed 11,284	$1,832,860,000
Vanguard Index Fds Small Cp Et	38.54% 8,123	$1,771,138,000	1.39%
Select Sector Spdr Tr	Closed 44,300	$3,325,922,000
Spdr Ser Tr	Closed 73,630	$3,732,755,000
Ishares Barclays 20 Year Treas	47.14% 16,449	$1,509,689,000	1.18%
Vanguard World Fds	Closed 15,141	$2,617,607,000
Select Sector Spdr Tr Sbi Heal	1.51% 9,337	$1,360,867,000	1.07%
Ishares Trust Ishares Esg	1.79% 16,007	$1,261,031,000	0.99%
Jpmorgan Betabuilders Europe E	No change 19,025	$1,120,192,000	0.88%
Ishares Gl Hgyl Cp Etf	No change 22,048	$1,073,808,000	0.84%
Spdr Series Trust Portfolio Sh	91.36% 34,953	$1,038,104,000	0.81%
Ishares Tr Msci Small Cap	No change 15,849	$976,932,000	0.76%
Ssga Active Etf Tr	Closed 23,250	$973,477,000
Ishares Inc	Closed 13,750	$851,125,000
Ishares 0-3 Month Treasury Bon	Opened 6,973	$702,250,000	0.55%
Microsoft Corp Com	64.41% 1,397	$624,389,000	0.49%
Vanguard World Fds Health Car	83.99% 2,318	$616,588,000	0.48%
Ishares Tr S&p Us Pfd Stk	27.52% 18,754	$591,688,000	0.46%
Schwab Strategic Tr	Closed 7,784	$565,274,000
Select Sector Spdr Tr Sbi Mate	26.62% 6,306	$556,882,000	0.44%
Vanguard World Fd	Closed 2,191	$515,586,000
Vanguard World Fds Inf Tech Et	Opened 779	$449,163,000	0.35%
Spdr Series Trust Blomberg Brc	0.87% 13,652	$421,164,000	0.33%
Ishares Tr National Mun Etf	No change 3,950	$420,872,000	0.33%
Vanguard Malvern Fds Strm Infp	93.27% 8,598	$417,346,000	0.33%
Spdr Barclays Capital Converti	0.81% 5,493	$395,825,000	0.31%
Essex Ppty Tr	Closed 1,688	$395,498,000
Spdr Series Trust Shrt Intl Et	23.63% 15,317	$392,727,000	0.31%
Spdr Dow Jones Indl Average	Closed 1,093	$375,828,000
Life Storage Inc	Closed 2,400	$319,104,000
Apple Inc	No change 1,326	$279,282,000	0.22%
Vanguard World Fds Industrial	Opened 1,173	$275,913,000	0.22%
Vanguard World Fds Consum Stp	78.99% 1,261	$256,020,000	0.20%
Invesco Exchange Traded Fd T	Closed 2,735	$255,802,000
Public Storage	Closed 856	$249,849,000
Fidelity Total Market Index Fu	Opened 1,469	$219,483,000	0.17%
Coterra Energy Inc	Closed 8,377	$211,938,000
Monarch Casino & Resort, Inc.	Closed 3,000	$211,350,000
No transactions found
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