WINDHAM CAPITAL MANAGEMENT, LLC

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Windham Capital Management is based out of Boston. Windham Capital Management is a hedge fund with 86 clients and discretionary assets under management (AUM) of $1,000,574,975 (Form ADV from 2020-03-30). Their last reported 13F filing for Q1 2020 included $419,034,000 in managed 13F securities and a top 10 holdings concentration of 79.0%. Windham Capital Management's largest holding is iShares 7-10 Year Treasury Bond ETF with shares held of 1,447,878. Windham Capital Management has met the qualifications for inclusion in our WhaleScore system. Whalewisdom has at least 38 13F filings

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03/31/2020

13F Sector Allocation Over Time

03/31/2020

13F Activity

  • Market Value $419.034 Million
  • Prior Market Value $462.407 Million
  • New Purchases2 stocks
  • Additional Purchases11 stocks
  • Sold out of13 stocks
  • Reduced holdings in19 stocks
  • Top 10 Holdings % 79.00 %
  • Turnover % [1]:25.00%
  • Turnover Alt % [2]: 60.64 %
  • Time Held Top20:8.85 quarters
  • Time Held Top10:5.10 quarters
  • Time Held All:8.52 quarters

[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.

[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.

Portfolio Performance

Top 20 equal-weighted holdings. Performance numbers calculated through 2020-05-15

Performance for Q1 2020: -10.27%
Performance Last 4 Quarters: -6.96%
Performance Metrics
Stdev (5-yrs): Subscription required BETA (5-yrs): Subscription required ALPHA (3-yrs): Subscription required
Max Drawdown (all-years): Subscription required Annualized Perf (3-yrs): Subscription required Batting Avg vs S&P. (3-yrs): Subscription required
Sortino (3-yrs): Subscription required Stutzer (3-yrs): Subscription required Treynor (3-yrs): Subscription required
Sterling (3-yrs): Subscription required Calmar (3-yrs): Subscription required Information Ratio (3-yrs): Subscription required
Tracking Error (3 yrs): Subscription required Stdev Down (3-yrs): Subscription required Winning Months %: Subscription required
Losing Months %: Subscription required Best 12 Months: Subscription required Worst 12 Months: Subscription required
Efficiency Ratio (3-yrs): Subscription required Sharpe: Subscription required Stdev Sectors: Subscription required
Skewness (3-yrs): Subscription required Kurtosis (3-yrs): Subscription required Upside Potential (3-yrs): Subscription required

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*Shares are split adjusted

View Last Form Adv Compilation Report on Record

WINDHAM CAPITAL MANAGEMENT, LLC
Classified as Hedge Fund
800 BOYLSTON STREET 30TH FLOOR
BOSTON MA    02199
Country: United States

Business Phone: 617-419-3900
Fax:
Professional Investment Advisor Data
SEC Registration as : Large Advisory Firm
Form of Organization: Limited Liability Company
Organized in: MA
Number of employees: 20
Other Business Activities: commodity pool operator or commodity trading advisor ,,FINANCIAL RISK MANAGEMENT SOFTWARE AND CONSULTING
Advisor Fees/Compensation: Percentage of assets under management
Amount of client funds and securities: 493,213,000
Total Number of Clients: 86
Amount of client funds and securities by related persons: 493,213,000
Total Number of clients from related persons: 2
Disclosures:
Data above was derived from SEC filings.

Active Schedule 13D and 13G events

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WINDHAM CAPITAL MANAGEMENT, LLC

ownership team - last updated 2020-03-30
Name Title Start Date Direct/Indirect % Ownership

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
WINDHAM RISK PREMIA FUND (CAYMAN) MASTER FUND LP Cayman Islands 805-5392068790 Hedge Fund 513,781,112 1,000,000 Master Fund
WINDHAM RISK PREMIA FUND (DELAWARE) LP United States 805-2476455433 Hedge Fund 373,743,952 1,000,000 Feeder Fund
WINDHAM RISK PREMIA (CAYMAN) FUND LTD. Cayman Islands 805-6249591611 Hedge Fund 122,430,617 1,000,000 Feeder Fund

WINDHAM CAPITAL MANAGEMENT, LLC

ownership team - last updated 2019-11-07
Name Title Start Date Direct/Indirect % Ownership
KRITZMAN, MARK, PAUL MEMBER & CHIEF EXECUTIVE OFFICER 07/01/1993 Direct 75% or more
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT PARTNER direct 1988-04-01
WINDHAM CAPITAL MANAGEMENT, LLC MEMBER direct 1993-07-01
WINDHAM CAPITAL MANAGEMENT, LLC MANAGING PARTNER direct 1993-07-01 2005-08-29
WINDHAM CAPITAL MANAGEMENT, LLC PRESIDENT, CEO direct 1993-07-01 2007-12-17
WINDHAM CAPITAL MANAGEMENT, LLC CHIEF COMPLIANCE OFFICER direct 1993-07-01 2009-03-30
TIFF ADVISORY SERVICES, INC. DIRECTOR direct 2005-06-01 2011-03-29
SHELTON, STANLEY, WADE MEMBER 10/01/2013 Direct 10 - 25%
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT, LLC MANAGING DIRECTOR direct 2009-03-01
WINDHAM CAPITAL MANAGEMENT, LLC MEMBER direct 2013-10-01
THEDFORD, ELIZABETH CHIEF COMPLIANCE OFFICER 02/01/2019 Direct less than 5%
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT, LLC CHIEF COMPLIANCE OFFICER direct 2019-02-01

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
WINDHAM RISK PREMIA FUND (CAYMAN) MASTER FUND LP Cayman Islands 805-5392068790 Hedge Fund 401,752,162 1,000,000 Master Fund
WINDHAM RISK PREMIA FUND (DELAWARE) LP United States 805-2476455433 Hedge Fund 245,268,905 1,000,000 Feeder Fund
WINDHAM RISK PREMIA (CAYMAN) FUND LTD. Cayman Islands 805-6249591611 Hedge Fund 100,430,964 1,000,000 Feeder Fund

WINDHAM CAPITAL MANAGEMENT, LLC

ownership team - last updated 2019-03-29
Name Title Start Date Direct/Indirect % Ownership
KRITZMAN, MARK, PAUL MEMBER & CHIEF EXECUTIVE OFFICER 07/01/1993 Direct 25 - 50%
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT PARTNER direct 1988-04-01
WINDHAM CAPITAL MANAGEMENT, LLC MEMBER direct 1993-07-01
WINDHAM CAPITAL MANAGEMENT, LLC MANAGING PARTNER direct 1993-07-01 2005-08-29
WINDHAM CAPITAL MANAGEMENT, LLC PRESIDENT, CEO direct 1993-07-01 2007-12-17
WINDHAM CAPITAL MANAGEMENT, LLC CHIEF COMPLIANCE OFFICER direct 1993-07-01 2009-03-30
TIFF ADVISORY SERVICES, INC. DIRECTOR direct 2005-06-01 2011-03-29
TURTON, LUCAS, F MEMBER 07/01/2005 Direct 25 - 50%
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT, LLC VICE PRESIDENT direct 2004-07-01
WINDHAM CAPITAL MANAGEMENT, LLC MEMBER direct 2005-07-01
SHELTON, STANLEY, WADE MEMBER 10/01/2013 Direct 10 - 25%
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT, LLC MANAGING DIRECTOR direct 2009-03-01
WINDHAM CAPITAL MANAGEMENT, LLC MEMBER direct 2013-10-01
THEDFORD, ELIZABETH CHIEF COMPLIANCE OFFICER 02/01/2019 Direct less than 5%
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT, LLC CHIEF COMPLIANCE OFFICER direct 2019-02-01

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
WINDHAM RISK PREMIA FUND (CAYMAN) MASTER FUND LP Cayman Islands 805-5392068790 Hedge Fund 401,752,162 1,000,000 Master Fund
WINDHAM RISK PREMIA FUND (DELAWARE) LP United States 805-2476455433 Hedge Fund 245,268,905 1,000,000 Feeder Fund
WINDHAM RISK PREMIA (CAYMAN) FUND LTD. Cayman Islands 805-6249591611 Hedge Fund 100,430,964 1,000,000 Feeder Fund

WINDHAM CAPITAL MANAGEMENT, LLC

ownership team - last updated 2017-03-27
Name Title Start Date Direct/Indirect % Ownership
KRITZMAN, MARK, PAUL MEMBER 07/01/1993 Direct 25 - 50%
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT PARTNER direct 1988-04-01
WINDHAM CAPITAL MANAGEMENT, LLC MEMBER direct 1993-07-01
WINDHAM CAPITAL MANAGEMENT, LLC MANAGING PARTNER direct 1993-07-01 2005-08-29
WINDHAM CAPITAL MANAGEMENT, LLC PRESIDENT, CEO direct 1993-07-01 2007-12-17
WINDHAM CAPITAL MANAGEMENT, LLC CHIEF COMPLIANCE OFFICER direct 1993-07-01 2009-03-30
TIFF ADVISORY SERVICES, INC. DIRECTOR direct 2005-06-01 2011-03-29
TURTON, LUCAS, F MEMBER 07/01/2005 Direct 10 - 25%
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT, LLC VICE PRESIDENT direct 2004-07-01
WINDHAM CAPITAL MANAGEMENT, LLC MEMBER direct 2005-07-01
CUTRELL, CHARLES, C MEMBER & CCO 10/01/2013 Direct 10 - 25%
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT, LLC CHIEF COMPLIANCE OFFICER direct 2009-04-01
WINDHAM CAPITAL MANAGEMENT, LLC MEMBER & CCO direct 2013-10-01
SHELTON, STANLEY, WADE MEMBER 10/01/2013 Direct 10 - 25%
Fund Name Position direct/indirect start date end date
WINDHAM CAPITAL MANAGEMENT, LLC MANAGING DIRECTOR direct 2009-03-01
WINDHAM CAPITAL MANAGEMENT, LLC MEMBER direct 2013-10-01

Private Funds

Name Country Fund Identification Number Fund Type Gross Asset Value Minimum Investment Other
WINDHAM RISK PREMIA (CAYMAN) FUND LTD. Cayman Islands 805-6249591611 Hedge Fund 11,550,000 1,000,000

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