0001193125-13-221279.txt : 20130515
0001193125-13-221279.hdr.sgml : 20130515
20130515100321
ACCESSION NUMBER: 0001193125-13-221279
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130515
DATE AS OF CHANGE: 20130515
EFFECTIVENESS DATE: 20130515
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: 13844224
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
d538552d13fhr.txt
HOLDINGS REPORT
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, 2013
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, 2013
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: 15361125
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
-------------- -------------- --------- -------- -------- ---- ----- ---------- -------- -------- ------ ---
EGS EMKTCONS ETF EGA 268461779 209728 7940040 SH Sole 7940040
EMERGING
GLOBAL SHS
TR
CLAYMORE EXCHANGE TRADED FD GUGGENHEIM 18383M654 142071 2827281 SH Sole 2827281
ENHANCED
SHORT
DURATION
ISHARES TR AAA A RATED 46429B291 327224 6324383 SH Sole 6324383
CP
ISHARES EPRA/NAR DEV 464288489 1015438 29699846 SH Sole 29699846
R/E
ISHARES RUSELL 2000 464287655 503066 5333953 SH Sole 5333953
ISHARES INC MSCI UTD 464286699 3620 199691 SH Sole 199691
KINGD
ISHARES INC MSCI 464286673 3670 263814 SH Sole 263814
SINGAPORE
ISHARES INC MSCI HONG 464286871 956132 48362749 SH Sole 48362749
KONG
ISHARES INC MSCI GERMAN 464286806 490354 20179163 SH Sole 20179163
ISHARES GOLD TRUST ISHARES 464285105 534358 34253720 SH Sole 34253720
ISHARES TR BARCLYS 1-3 464287457 86293 1021704 SH Sole 1021704
YR
ISHARES TR BARCLYS 464287440 442741 4116990 SH Sole 4116990
7-10YR
ISHARES TR BARCLYS TIPS 464287176 327073 2695951 SH Sole 2695951
BD
ISHARES TR FLTG RATE NT 46429B655 115084 2271689 SH Sole 2271689
ISHARES TR JPMORGAN 464288281 895 7612 SH Sole 7612
USD
ISHARES TR EAFE MIN VOL 46429B689 1659 27924 SH Sole 27924
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
-------------- -------------- --------- -------- -------- ---- ----- ---------- -------- -------- ------ ---
PIMCO ETF TR 0-5 HIGH YIELD 72201R783 160279 1527630 SH Sole 1527630
PIMCO ETF TR ENHAN SHRT
MAT 72201R833 141888 1397221 SH Sole 1397221
POWERSHARES GLOBAL ETF TRUST FDM HG YLD
RAFI 73936T557 2365 122338 SH Sole 122338
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 962708 13992646 SH Sole 13992646
POWERSHARES ETF TR II S&P 500 LOW
VOL 73937B779 647814 21039754 SH Sole 21039754
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 569869 20669898 SH Sole 20669898
POWERSHARES ETF TRUST INTL DIV ACHV 73935X716 1595 95167 SH Sole 95167
SPDR S&P 500 ETF TRUST TR Unit 78462F103 488863 3129925 SH Sole 3129925
SPDR SERIES TRUST BARC SHT TR CP 78464A474 818138 26597473 SH Sole 26597473
SPDR GOLD TRUST GOLD SHS 78463V107 83742 539025 SH Sole 539025
SPDR SERIES TRUST DB INT GVT ETF 78464A490 1793 28993 SH Sole 28993
SPDR SERIES TRUST BRCLYS INTL
ETF 78464A516 2096 35944 SH Sole 35944
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 3408 48290 SH Sole 48290
VANGUARD BD INDEX FD INC TOTAL BND
MRKT 921937835 1610723 19260107 SH Sole 19260107
VANGUARD INDEX FDS REIT ETF 922908553 968053 13772269 SH Sole 13772269
VANGUARD INDEX FDS TOTAL STK MKT 922908769 590070 7313712 SH Sole 7313712
VANGUARD TAX- MANAGED INTL FD MSCI EAFE ETF 921943858 433510 11942419 SH Sole 11942419
VANGUARD INTL EQUITY INDEX F MSCI EMR MKT
ETF 922042858 247948 5782360 SH Sole 5782360
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 1077709 16493872 SH Sole 16493872
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
-------------- -------------- --------- -------- -------- ---- ----- ---------- -------- -------- ------ ---
WISDOMTREE TR ASIA LC DBT
FD 97717X842 354441 6769315 SH Sole 6769315
WISDOMTREE TR EM LCL DEBT
FD 97717X867 2352 44807 SH Sole 44807
WISDOMTREE TR JAPN HEDGE
EQT 97717W851 1032355 23705063 SH Sole 23705063