Windsor Creek Advisors, LLC
- SEC CIK
- 0001766553
- Latest filing
- Feb 3, 2022
The latest 13F from Windsor Creek Advisors, LLC covers Q4 2021 (filed Feb 3, 2022): 81 long positions worth $225.8M. The top 10 holdings make up 40.4% of the portfolio, and the largest is Vanguard Morningstar Total Stock Market ETF at 10.9%. Livermore has 4 filings on Form 13F from this institution, going back to Q1 2021.
What changed in Q4 2021
Share counts compared with Q3 2021: 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
- 9
- Est. +$26.0M
- Added
- 14
- Est. +$34.7M
- Reduced
- 31
- Est. −$29.5M
- Sold out
- 27
- Est. −$26.8M
Top 5 holdings
Share of this quarter's portfolio value
- Vanguard Morningstar Total Stock Market ETF92290876910.9%$24.6M
- State Street SPDR Portfolio Developed World Ex-US ETF78463X8895.4%$12.3M
- Vanguard Ftse Developed Markets ETF9219438584.0%$9.04M
- WisdomTree Tr97717W8513.5%$8.00M
- Vanguard Index FDS9229087103.3%$7.34M
Biggest buys
New and added positions, by estimated amount bought
- Vanguard Morningstar Total Stock Market ETF922908769+$19.7MAdded
- Vanguard Ftse Developed Markets ETF921943858+$9.04MNew
- Vanguard Index FDS922908710+$7.34MNew
- BRK.ABerkshire Hathaway Inc
- Vanguard Morningstar Small-Cap Value ETF922908611+$3.29MAdded
Largest weight increases
New and added positions, by percentage points of the portfolio gained
- Vanguard Morningstar Total Stock Market ETF922908769+8.84 pp2.1% → 10.9%
- Vanguard Ftse Developed Markets ETF921943858+4.00 pp0.0% → 4.0%
- Vanguard Index FDS922908710+3.25 pp0.0% → 3.3%
- Vanguard Morningstar Small-Cap Value ETF922908611+1.51 pp1.0% → 2.5%
- GLCNFGlencore plc
Biggest sells
Reduced and sold-out positions, by estimated amount sold
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
Metrics
13F metrics for Q4 2021, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $225.8M
- +$3.38M (+1.5%) vs. prior quarter
- Positions
- 81
- −18 vs. prior quarter
- Top 10 concentration
- 40.4%
- Top 10 as share of value
- Turnover
- 25.1%
- Q4 2021, one quarter
- Average holding period
- 3.5 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
4 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $266.2M (Q2 2021)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q4 2021 | Feb 3, 2022 | 81 | $225.8M | Vanguard Morningstar Total Stock Market ETFState Street SPDR Portfolio Developed World Ex-US ETFVanguard Ftse Developed Markets ETF | vs. Q3 2021 | SEC |
| Q3 2021 | Nov 3, 2021 | 99 | $222.4M | MSFTState Street SPDR Portfolio Developed World Ex-US ETFWisdomTree Tr | vs. Q2 2021 | SEC |
| Q2 2021 | Aug 5, 2021 | 144 | $266.2M | MSFTiShares IncWisdomTree Tr | vs. Q1 2021 | SEC |
| Q1 2021 | May 13, 2021 | 145 | $258.4M | MSFTiShares TrWisdomTree Tr | – | SEC |