0001193125-12-233552.txt : 20120515
0001193125-12-233552.hdr.sgml : 20120515
20120515121254
ACCESSION NUMBER: 0001193125-12-233552
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120515
DATE AS OF CHANGE: 20120515
EFFECTIVENESS DATE: 20120515
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: 12842455
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
d353308d13fhr.txt
FORM 13-F
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2012
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: One International Place
33rd Floor
Boston, MA 02110
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 Gillespie
Title: Chief Compliance Officer
Phone: 617-960-5300
Signature, Place, and Date of Signing:
Michael Gillespie Boston, MA 02110 May 15, 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: 38
Form 13F Information Table Value Total: 10413667
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
---------------------- ---------------------------- --------- -------- -------- ---- ----- ---------- -------- -------- ------ ----
CLAYMORE GUGGENHEIM ENHANCED SHORT 18383M654 87300 1749842 SH Sole 1749842
DURATION FUND
ISHARES CURRENCY SHARES JAPANESE YEN
TR 23130A102 4467 37615 SH Sole 37615
ISHARES GOLD TRUST ISHARES 464285105 321552 19763486 SH Sole 19763486
ISHARES TR BARCLYS 1-3 YR 464287457 171708 2036385 SH Sole 2036385
ISHARES TR BARCLYS 7-10 YR 464287440 292020 2827465 SH Sole 2827465
ISHARES TR INDEX BARCLYS TIPS BD 464287176 1089262 9258492 SH Sole 9258492
ISHARES INC JP MORGAN USD EMERGING 464288281 4819 42760 SH Sole 42760
ISHARES MSCI EAFE MIN VOL 46429B689 1707 32539 SH Sole 32539
ISHARES RUSSELL 2000 464287655 322029 3888770 SH Sole 3888770
ISHARES S&P 500 INDEX 464287200 202 1435 SH Sole 1435
ISHARES MSCI HONG KONG 464286871 4059 232656 SH Sole 232656
ISHARES IBOXX INV CPBD 464287242 242810 2099893 SH Sole 2099893
PIMCO ETF TR ENHAN SHRT MAT 72201R833 88309 874091 SH Sole 874091
PIMCO ETF TR 15+ YR US TIPS 72201R304 195870 3029704 SH Sole 3029704
POWERSHARES GLOBAL
ETF TRUST FDM HG YLD RAFI 73936T557 131912 7084429 SH Sole 7084429
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1035774 15333441 SH Sole 15333441
POWERSHARES ETF TR S&P 500 LOW VOLATILITY 73937B779 415047 15486821 SH Sole 15486821
POWERSHARES DB CMDTY
IDX TRA UNIT BEN INT 73935S105 380240 13202783 SH Sole 13202783
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 1686 109794 SH Sole 109794
SPDR SERIES TRUST BARCLAYS CAPITAL HIGH YLD 78464A417 236745 6013329 SH Sole 6013329
SPDR S&P 500 ETF TRUST TR Unit 78462F103 323278 2295832 SH Sole 2295832
SPDR SERIES TRUST BARC CAPTL ETF 78464A474 332002 10874607 SH Sole 10874607
SPDR GOLD TRUST GOLD SHS 78463V107 651710 4019924 SH Sole 4019924
SPDR SERIES TRUST DB INT GVT ETF 78464A490 1999 33065 SH Sole 33065
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 2303 38428 SH Sole 38428
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 6006 163128 SH Sole 163128
THE CHARLES SCHWAB
CORP NEW COM 808513105 5752 400276 SH Sole 400276
VANGUARD BD INDEX FD
INC TOTAL BND MRKT 921937835 1018545 12230373 SH Sole 12230373
VANGUARD INDEX FDS REIT ETF 922908553 702460 11036287 SH Sole 11036287
VANGUARD INTL EQUITY
INDEX F TT WRLD ST ETF 922042742 647 13414 SH Sole 13414
VANGUARD INDEX FDS STK MRK ETF 922908769 387837 5367241 SH Sole 5367241
VANGUARD TAX-MANAGED
INTL FD MSCI EAFE ETF 921943858 287088 8436310 SH Sole 8436310
VANGUARD TAX-MANAGED
FD EMR MKT ETF 922042858 323104 7432796 SH Sole 7432796
VANGUARD SPECIALIZED
PORTFOL DIV APP ETF 921908844 772435 13192746 SH Sole 13192746
WISDOMTREE TRUST ASIA LC DBT FD 97717X842 241841 4705072 SH Sole 4705072
WISDOMTREE TRUST BRAZILN RL ETF 97717W240 3560 175472 SH Sole 175472
WISDOMTREE TR EM LCL DEBT FD 97717X867 3043 58643 SH Sole 58643
WISDOMTREE TR INDIAN RUPEE FD 97717W166 987 46038 SH Sole 46038