0001193125-11-310661.txt : 20111114
0001193125-11-310661.hdr.sgml : 20111111
20111114153024
ACCESSION NUMBER: 0001193125-11-310661
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111114
DATE AS OF CHANGE: 20111114
EFFECTIVENESS DATE: 20111114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Windhaven Investment Management, Inc.
CENTRAL INDEX KEY: 0001507640
IRS NUMBER: 273763801
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14230
FILM NUMBER: 111201879
BUSINESS ADDRESS:
STREET 1: 60 STATE STREET
STREET 2: SUITE 3600
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 6172418600
MAIL ADDRESS:
STREET 1: 60 STATE STREET
STREET 2: SUITE 3600
CITY: BOSTON
STATE: MA
ZIP: 02109
13F-HR
1
d255986d13fhr.txt
FORM 13F
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2011
Check here if Amendment [_]; Amendment Number:
This Amendment (Check only one.): [_] is a restatement.
[_] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Windhaven Investment Management, Inc.
Address: 60 State Street
Suite 3600
Boston, MA 02109
13F File Number: 028-14230
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this submission.
Person Signing this Report on Behalf of Reporting Manager:
Name: Michael F. Hogan
Title: Chief Compliance Officer
Phone: 415-667-1987
Signature, Place, and Date of Signing:
--------------------- ---------------------- -------------------------
Michael F. Hogan San Francisco, CA November 14, 2011
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[_] 13F NOTICE.
[_] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 55
Form 13F Information Table Value Total: 6286736
List of Other Included Managers: NONE
Form 13F Information Table
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Voting Authority
Value SHRS or SH / PUT / Investment Other --------------------
Name of Issuer Title of Class CUSIP (x$1000) PRN Amt PRN CALL Discretion Managers Sole Shared Non
----------------------------- ---------------------- --------- -------- -------- ---- ----- ---------- -------- -------- ------ ----
Coca Cola Co COM 191216100 711 10545 SH Sole 10545
Disney Walt Co COM DISNEY 254687106 394 13059 SH Sole 13059
Entremed Inc. New COM NEW 29382F202 41 27000 SH Sole 27000
Exxon Mobil Corp COM 30231G102 965 13292 SH Sole 13292
FX ENERGY INC COM 302695101 315 76367 SH Sole 76367
General Electric Co COM 369604103 170 13799 SH Sole 13799
General Mls Inc COM 370334104 387 10060 SH Sole 10060
HEINZ H J CO COM 423074103 270 5349 SH Sole 5349
Home Depot Inc COM 437076102 387 11770 SH Sole 11770
Intel Corp COM 458140100 954 44743 SH Sole 44743
ISHARES INC MSCI GERMAN 464286806 1083 59317 SH Sole 59317
ISHARES GOLD TRUST ISHARES 464285105 161247 10186187 SH Sole 10186187
ISHARES TR BARCLYS 1-3 YR 464287457 130271 1540391 SH Sole 1540391
ISHARES TR BARCLYS 7-10YR 464287440 244423 2327240 SH Sole 2327240
ISHARES TR INDEX BARCLYS TIPS BD 464287176 761473 6662957 SH Sole 6662957
ISHARES INC JP MORGAN USD EMERGING 464288281 1514 14594 SH Sole 14594
Johnson & Johnson COM 478160104 411 6470 SH Sole 6470
Medco Health Solutions Inc COM 58405U102 204 4353 SH Sole 4353
Microsoft Corp COM 594918104 1251 50901 SH Sole 50901
PIMCO ETF TR ENHAN SHRT MAT 72201R833 302254 3009899 SH Sole 3009899
PIMCO ETF TR 15+ YR US TIPS 72201R304 250946 4001244 SH Sole 4001244
PIMCO ETF TR BROAD US TIPS 72201R403 240 5565 SH Sole 5565
POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI 73936T557 1414 80568 SH Sole 80568
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 174840 3332364 SH Sole 3332364
POWERSHARES ETF TR GOLD 73936B606 253 4445 SH Sole 4445
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 249870 9706883 SH Sole 9706883
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 1645 119649 SH Sole 119649
Procter & Gamble Co COM 742718109 1207 19147 SH Sole 19147
Royal Dutch Shell PLC SPONS ADR A 780259206 252 4100 SH Sole 4100
Sigma Aldrich Corp COM 826552101 642 10400 SH Sole 10400
SPDR S&P 500 ETF TRUST TR Unit 78462F103 1437 13007 SH Sole 13007
SPDR SERIES TRUST BARC CAPTL ETF 78464A474 91182 3007436 SH Sole 3007436
SPDR GOLD TRUST GOLD SHS 78463V107 634640 4017430 SH Sole 4017430
SPDR SERIES TRUST DB INT GVT ETF 78464A490 2607 45565 SH Sole 45565
SPDR SERIES TRUST BRCLYS 1-3MT ETF 78464A680 5162 112587 SH Sole 112587
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 4579 76183 SH Sole 76183
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 4230 131989 SH Sole 131989
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 2760 49449 SH Sole 49449
SPECTRANETICS CORP COM 84760C107 321 45000 SH Sole 45000
Sysco Corp COM 871829107 1082 41800 SH Sole 41800
US BANCORP DEL COM NEW 902973304 260 11028 SH Sole 11028
UNITED STATES COMMODITY INDEX
FD COMM INDX FD 911717106 2584 44430 SH Sole 44430
THE CHARLES SCHWAB CORP NEW COM 808513105 4509 400575 SH Sole 400575
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 5757443 9046092 SH Sole 9046092
VANGUARD INDEX FDS REIT ETF 922908553 599608 11791977 SH Sole 11791977
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 559 13761 SH Sole 13761
VANGUARD INDEX FDS STK MRK ETF 922908769 846930 14680947 SH Sole 14680947
VANGUARD TAX-MANAGED INTL FD MSCI EAFE ETF 921943858 179267 5952728 SH Sole 5952728
VANGUARD TAX-MANAGED FD EMR MKT ETF 922042858 167218 4669283 SH Sole 4669283
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 495344 10163734 SH Sole 10163734
Wal Mart Stores Inc COM 931142103 2879 55478 SH Sole 55478
WISDOMTREE TRUST ASIA LC DBT FD 97717X842 179527 3634118 SH Sole 3634118
WISDOMTREE TRUST BRAZILN RL ETF 97717W240 5355 219311 SH Sole 219311
WISDOMTREE TRUST DRYFS CURR ETF 97717W133 1394 67405 SH Sole 67405
WISDOMTREE TR EM LCL DEBT FD 97717X867 5815 120867 SH Sole 120867