0001193125-12-355048.txt : 20120814 0001193125-12-355048.hdr.sgml : 20120814 20120814135925 ACCESSION NUMBER: 0001193125-12-355048 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120814 DATE AS OF CHANGE: 20120814 EFFECTIVENESS DATE: 20120814 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: 121031610 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 d395803d13fhr.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: June 30, 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 August 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: 40 Form 13F Information Table Value Total: 10714345 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 EXCHANGE GUGGENHEIM ENHANCED SHORT 18383M654 97307 1948877 SH Sole 1948877 TRADED FD DURATION EATON VANCE TAX MNGD GL BUY WR 27829C105 103 10088 SH Sole 10088 EATON VANCE TAX MNGED BUY WR 27828X100 303 22947 SH Sole 22947 ISHARES FTSE NAREIT DEV EX US R/E 464288489 413029 14878564 SH Sole 14878564 ISHARES MSCI JAPAN INDEX FD 464286848 3708 402196 SH Sole 402196 ISHARES RUSELL 2000 464287655 327617 4237713 SH Sole 4237713 ISHARES GOLD TRUST ISHARES 464285105 345994 22822846 SH Sole 22822846 ISHARES TR BARCLYS 1-3 YR 464287457 191654 2271586 SH Sole 2271586 ISHARES TR BARCLYS 7-10yr 464287440 334961 3089195 SH Sole 3089195 ISHARES TR INDEX BARCLYS TIPS BD 464287176 920846 7674995 SH Sole 7674995 ISHARES INC JP MORGAN USD EMERGING 464288281 4054 35584 SH Sole 35584 ISHARES MSCI EAFE MIN VOL 46429B689 1675 33403 SH Sole 33403 ISHARES IBOXX INV CPBD 464287242 270104 2296412 SH Sole 2296412 MERCK & CO INC COM 58933Y105 243 3918 SH Sole 3918 MARKET VECTORS ETF TR GOLD MINERS ETF 57060U100 90835 2097329 SH Sole 2097329 PIMCO ETF TR ENHAN SHRT MAT 72201R833 97679 965589 SH Sole 965589
PIMCO ETF TR 15+ YR US TIPS 72201R304 230188 3276697 SH Sole 3276697 POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI 73936T557 145928 7820396 SH Sole 7820396 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1028470 16534883 SH Sole 16534883 POWERSHARES ETF TR S&P 500 LOW VOL 73937B779 454995 16758570 SH Sole 16758570 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 393265 15934586 SH Sole 15934586 POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 1602 112746 SH Sole 112746 SPDR SERIES TRUST BARCLAYS CAPITAL YLD 78464A417 254091 6486870 SH Sole 6486870 SPDR S&P 500 ETF TRUST TR Unit 78462F103 2223 16742 SH Sole 16742 SPDR SERIES TRUST BARC CAPTL ETF 78464A474 366532 12025348 SH Sole 12025348 SPDR GOLD TRUST GOLD SHS 78463V107 581173 3847555 SH Sole 3847555 SPDR SERIES TRUST DB INT GVT ETF 78464A490 1981 33956 SH Sole 33956 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 2290 39210 SH Sole 39210 UNILEVER N.V COM 904784709 469 14565 SH Sole 14565 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 1135938 13452605 SH Sole 13452605 VANGUARD INDEX FDS REIT ETF 922908553 1016476 15932226 SH Sole 15932226 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 501 11347 SH Sole 11347 VANGUARD INDEX FDS STK MRK ETF 922908769 395428 5821976 SH Sole 5821976 VANGUARD TAX-MANAGED INTL FD MSCI EAFE ETF 921943858 291709 9567386 SH Sole 9567386 VANGUARD TAX-MANAGED FD EMR MKT ETF 922042858 317537 8286481 SH Sole 8286481 VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 725112 13076863 SH Sole 13076863
WISDOMTREE TRUST ASIA LC DBT FD 97717X842 261300 5164047 SH Sole 5164047 WISDOMTREE TR EM LCL DEBT FD 97717X867 3534 71160 SH Sole 71160 WISDOMTREE TR INDIAN RUPEE FD 97717W166 3491 177665 SH Sole 177665