Windsor Group LTD
- SEC CIK
- 0001731713
- Latest filing
- Oct 24, 2023
The latest 13F from Windsor Group LTD covers Q3 2023 (filed Oct 24, 2023): 157 long positions worth $546.1M. The top 10 holdings make up 47.0% of the portfolio, and the largest is iShares Core S&P US Value ETF at 8.2%. Livermore has 11 filings on Form 13F from this institution, going back to Q1 2021.
What changed in Q3 2023
Share counts compared with Q2 2023: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.
- New
- 1
- Est. +$212.0K
- Added
- 52
- Est. +$18.1M
- Reduced
- 64
- Est. −$17.7M
- Sold out
- 9
- Est. −$2.10M
Top 5 holdings
Share of this quarter's portfolio value
- iShares Core S&P US Value ETF4642876638.2%$45.0M
- iShares Core S&P U.S. Growth ETF4642876717.0%$38.5M
- iShares Russell Mid-Cap Value ETF4642874735.7%$31.2M
- LLYEli Lilly & Co
- Pacer US Cash Cows 100 ETF69374H8814.6%$25.2M
Biggest buys
New and added positions, by estimated amount bought
- Pacer US Cash Cows 100 ETF69374H881+$3.44MAdded
- J P Morgan Exchange Traded F46641Q670+$2.92MAdded
- Fidelity Merrimack STR Tr316188309+$2.05MAdded
- Vanguard Short-Term Bond ETF921937827+$1.48MAdded
- American Centy ETF Tr025072877+$1.13MAdded
Largest weight increases
New and added positions, by percentage points of the portfolio gained
- Pacer US Cash Cows 100 ETF69374H881+0.83 pp3.8% → 4.6%
- J P Morgan Exchange Traded F46641Q670+0.48 pp2.4% → 2.9%
- Fidelity Merrimack STR Tr316188309+0.33 pp2.3% → 2.7%
- Vanguard Short-Term Bond ETF921937827+0.31 pp2.8% → 3.1%
- American Centy ETF Tr025072877+0.30 pp3.7% → 4.0%
Biggest sells
Reduced and sold-out positions, by estimated amount sold
- Vanguard Scottsdale FDS92206C680−$5.34MReduced
- LLYEli Lilly & Co
- iShares Russell Mid-Cap Value ETF464287473−$1.31MReduced
- iShares Tr464287630−$1.16MReduced
- iShares MSCI USA Quality Factor ETF46432F339−$539.7KReduced
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
- Vanguard Scottsdale FDS92206C680−1.01 pp2.4% → 1.3%
- iShares Russell Mid-Cap Value ETF464287473−0.43 pp6.1% → 5.7%
- iShares Core S&P US Value ETF464287663−0.31 pp8.6% → 8.2%
- iShares Tr464287630−0.23 pp0.9% → 0.7%
- Vanguard Mun BD FDS922907746−0.15 pp3.8% → 3.6%
Metrics
13F metrics for Q3 2023, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $546.1M
- −$11.0M (−2.0%) vs. prior quarter
- Positions
- 157
- −8 vs. prior quarter
- Top 10 concentration
- 47.0%
- Top 10 as share of value
- Turnover
- 3.3%
- Q3 2023, one quarter
- Average holding period
- 9.6 quarters
- Weighted by value
How these are calculated
- Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
- Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
- Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
- Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.
13F filings by quarter
11 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $557.1M (Q2 2023)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q3 2023 | Oct 24, 2023 | 157 | $546.1M | iShares Core S&P US Value ETFiShares Core S&P U.S. Growth ETFiShares Russell Mid-Cap Value ETF | vs. Q2 2023 | SEC |
| Q2 2023 | Jul 12, 2023 | 165 | $557.1M | iShares Core S&P US Value ETFiShares Core S&P U.S. Growth ETFiShares Russell Mid-Cap Value ETF | vs. Q1 2023 | SEC |
| Q1 2023 | Apr 19, 2023 | 162 | $515.7M | iShares Core S&P US Value ETFiShares Russell Mid-Cap Value ETFiShares Core S&P U.S. Growth ETF | vs. Q4 2022 | SEC |
| Q4 2022 | Feb 2, 2023 | 161 | $483.9M | iShares Core S&P US Value ETFiShares Russell Mid-Cap Value ETFiShares Core S&P U.S. Growth ETF | vs. Q3 2022 | SEC |
| Q3 2022 | Nov 7, 2022 | 150 | $401.5M | iShares Russell Mid-Cap Value ETFiShares Core S&P US Value ETFVanguard Mun BD FDS | vs. Q2 2022 | SEC |
| Q2 2022 | Aug 8, 2022 | 153 | $391.4M | iShares Russell Mid-Cap Value ETFiShares Core S&P US Value ETFiShares Tr | vs. Q1 2022 | SEC |
| Q1 2022 | May 4, 2022 | 230 | $540.6M | iShares Russell Mid-Cap Value ETFiShares Core S&P US Value ETFiShares Core S&P Small Cap ETF | vs. Q4 2021 | SEC |
| Q4 2021 | Jan 21, 2022 | 235 | $545.3M | iShares Russell Mid-Cap Value ETFiShares Core S&P US Value ETFiShares Core S&P Small Cap ETF | vs. Q3 2021 | SEC |
| Q3 2021 | Oct 12, 2021 | 222 | $477.9M | iShares Russell Mid-Cap Value ETFiShares Core S&P US Value ETFiShares Core S&P Small Cap ETF | vs. Q2 2021 | SEC |
| Q2 2021 | Jul 26, 2021 | 213 | $462.7M | iShares Russell Mid-Cap Value ETFiShares Core S&P Small Cap ETFiShares Core S&P US Value ETF | vs. Q1 2021 | SEC |
| Q1 2021 | May 12, 2021 | 198 | $419.6M | iShares Russell Mid-Cap Value ETFiShares Core S&P Small Cap ETFiShares Core S&P US Value ETF | – | SEC |