0001193125-12-468839.txt : 20121114 0001193125-12-468839.hdr.sgml : 20121114 20121114061354 ACCESSION NUMBER: 0001193125-12-468839 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121114 DATE AS OF CHANGE: 20121114 EFFECTIVENESS DATE: 20121114 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: 121200889 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 d441444d13fhr.txt FORM 13F-HR 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, 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 33/rd/ 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 November 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: 37 Form 13F Information Table Value Total: 12232375 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 TRADED FD GUGGENHEIM ENHANCED SHORT DURATION 18383M654 110497 2206849 SH Sole 2206849 ISHARES FTSE NAREIT DEV EX US R/E 464288489 787308 25009781 SH Sole 25009781 ISHARES MSCI JAPAN INDEX FD 464286848 3563 381102 SH Sole 381102 ISHARES RUSELL 2000 464287655 381913 4544415 SH Sole 4544415 ISHARES MSCI HONG KONG 464286871 1009 55425 SH Sole 55425 ISHARES MSCI GERMAN 464286806 2771 120663 SH Sole 120663 ISHARES GOLD TRUST ISHARES 464285105 434368 25107965 SH Sole 25107965 ISHARES TR BARCLYS 1-3 YR 464287457 217851 2579335 SH Sole 2579335 ISHARES TR BARCLYS 7-10YR 464287440 363673 3353057 SH Sole 3353057 ISHARES TR INDEX BARCLYS TIPS BD 464287176 1022255 8390142 SH Sole 8390142 ISHARES INC JP Morgan usd emerging 464288281 4052 33528 SH Sole 33528 ISHARES MSCI EAFE MIN VOL 46429B689 1637 29626 SH Sole 29626 ISHARES IBOXX INV CPBD 464287242 300041 2469474 SH Sole 2469474 MARKET VECTORS ETF TR GOLD MINERS ETF 57060U100 121153 2248157 SH Sole 2248157 PIMCO ETF TR ENHAN SHRT MAT 72201R833 110920 1092060 SH Sole 1092060 PIMCO ETF TR 15+ YR US TIPS 72201R304 252463 3530460 SH Sole 3530460 POWERSHARES GLOBAL ETF TRUST FDM HG YLD RAFI 73936T557 164306 8588911 SH Sole 8588911
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1215742 17583776 SH Sole 17583776 POWERSHARES ETF TR S&P 500 LOW VOL 73937B779 505417 17922598 SH Sole 17922598 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 488263 17126029 SH Sole 17126029 POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 1536 99947 SH Sole 99947 SPDR SERIES TRUST BARCLAYS CAPITAL YLD 78464A417 279699 6940417 SH Sole 6940417 SPDR S&P 500 ETF TRUST TR Unit 78462F103 2344 16206 SH Sole 16206 SPDR SERIES TRUST BARC CAPTL ETF 78464A474 410588 13317823 SH Sole 13317823 SPDR GOLD TRUST GOLD SHS 78463V107 355147 2060732 SH Sole 2060732 SPDR SERIES TRUST DB INT GVT ETF 78464A490 1871 30053 SH Sole 30053 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 2147 34712 SH Sole 34712 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 1257921 14786894 SH Sole 14786894 VANGUARD INDEX FDS REIT ETF 922908553 1112683 17099792 SH Sole 17099792 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 277 5701 SH Sole 5701 VANGUARD INDEX FDS STK MRK ETF 922908769 462955 6256999 SH Sole 6256999 VANGUARD TAX-MANAGED INTL FD MSCI EAFE ETF 921943858 343546 10248977 SH Sole 10248977 VANGUARD TAX-MANAGED FD EMR MKT ETF 922042858 374004 8911215 SH Sole 8911215 VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 839076 14012629 SH Sole 14012629 WISDOMTREE TRUST ASIA LC DBT FD 97717X842 292240 5576561 SH Sole 5576561 WISDOMTREE TR EM LCL DEBT FD 97717X867 3535 67470 SH Sole 67470 WISDOMTREE TR INDIAN RUPEE FD 97717W166 3604 166728 SH Sole 166728