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