0001193125-12-060214.txt : 20120214 0001193125-12-060214.hdr.sgml : 20120214 20120214145555 ACCESSION NUMBER: 0001193125-12-060214 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 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: 12608185 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 d300775d13fhr.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: December 31, 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: /s/ Michael F. Hogan ------------------------------------ Michael F. Hogan San Francisco, CA February 14, 2012 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: 39 Form 13F Information Table Value Total: 8350340 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 None ---------------------------- ---------------------- --------- -------- -------- ---- ----- ---------- -------- -------- ------ ---- ISHARES IPTH JPY/USD ETN 067395851 361 4732 SH Sole 4732 ISHARES CURRENCY SHARES 23130A102 303829 2375643 SH Sole 2375643 JAPANESE YEN TR ISHARES INC DJ US TECH SEC 464287721 384 6014 SH Sole 6014 ISHARES GOLD TRUST ISHARES 464285105 251199 16497709 SH Sole 16497709 ISHARES TR BARCLYS 1-3 YR 464287457 150432 1783026 SH Sole 1783026 ISHARES TR BARCLYS 7-10YR 464287440 259623 2459936 SH Sole 2459936 ISHARES TR INDEX BARCLYS TIPS BD 464287176 901180 7724982 SH Sole 7724981 ISHARES INC JP MORGAN USD EMERGING 464288281 1084 10173 SH Sole 10173 ISHARES MSCI EAFE INDEX 464287465 1840 39164 SH Sole 39164 ISHARES MSCI EMERG MKT 464287234 1735 48205 SH Sole 48205 ISHARES MSCI HONG KONG 464286871 509577 32949393 SH Sole 32949393 ISHARES IBOXX INV CPBD 464287242 206804 1818554 SH Sole 1818554 PIMCO ETF TR ENHAN SHRT MAT 72201R833 351156 3506538 SH Sole 3506538 PIMCO ETF TR 15+ YR US TIPS 72201R304 258091 3956389 SH Sole 3956389 PIMCO ETF TR BROAD US TIPS 72201R403 262 4498 SH Sole 4498 POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI 73936T557 2018 109259 SH Sole 109259
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 314946 5644566 SH Sole 5644566 POWERSHARES ETF TR GOLD 73936B606 239743 5431 SH Sole 5431 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 307672 11466782 SH Sole 11466782 POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 1396 95833 SH Sole 95833 SPDR S&P 500 ETF TRUST TR Unit 78462F103 2173 17312 SH Sole 17312 SPDR SERIES TRUST BARC CAPTL ETF 78464A474 104975 3486392 SH Sole 3486392 SPDR GOLD TRUST GOLD SHS 78463V107 535233 3522653 SH Sole 3522653 SPDR SERIES TRUST DB INT GVT ETF 78464A490 5670 99926 SH Sole 99926 SPDR SERIES TRUST BRCLYS 1-3MT ETF 78464A680 467 12951 SH Sole 12951 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 3423 58229 SH Sole 58229 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 3909 122832 SH Sole 122832 SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 1360 21843 SH Sole 21843 THE CHARLES SCHWAB CORP NEW COM 808513105 4511 400934 SH Sole 400934 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 840721 10064931 SH Sole 10064931 VANGUARD INDEX FDS REIT ETF 922908553 610505 10530277 SH Sole 10530277 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 588 13620 SH Sole 13620 VANGUARD INDEX FDS STK MRK ETF 922908769 1153830 17951390 SH Sole 17951390 VANGUARD TAX-MANAGED INTL FD MSCI EAFE ETF 921943858 224581 7334573 SH Sole 7334573 VANGUARD TAX-MANAGED FD EMR MKT ETF 922042858 230240 6028303 SH Sole 6028303 VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 592304 10842082 SH Sole 10842082
WISDOMTREE TRUST ASIA LC DBT FD 97717X842 204202 4078225 SH Sole 4078225 WISDOMTREE TRUST BRAZILN RL ETF 97717W240 2809 144300 SH Sole 144300 WISDOMTREE TR EM LCL DEBT FD 97717X867 4997 102739 SH Sole 102739