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