0001193125-12-327577.txt : 20120801
0001193125-12-327577.hdr.sgml : 20120801
20120801104759
ACCESSION NUMBER: 0001193125-12-327577
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120801
DATE AS OF CHANGE: 20120801
EFFECTIVENESS DATE: 20120801
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Windham Capital Management, LLC
CENTRAL INDEX KEY: 0001512415
IRS NUMBER: 043204704
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1211
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14140
FILM NUMBER: 12998909
BUSINESS ADDRESS:
STREET 1: 200 CLARENDON STREET, T-26
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: 617-576-7360
MAIL ADDRESS:
STREET 1: 200 CLARENDON STREET, T-26
CITY: BOSTON
STATE: MA
ZIP: 02116
13F-HR
1
d389132d13fhr.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: 06/30/2012
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: Windham Capital Management, LLC
Address: 200 Clarendon St, 26th Floor
Boston, MA 02116
Form 13F File Number: 28-14140
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 form.
Person signing this Report on Behalf of Reporting Manager:
Name: Charles Cutrell
Title: Managing Partner
Phone: (617)419-3911
Signature, Place, and Date of Signing:
/s/ Charles Cutrell Boston, MA 07/25/2012
--------------------- --------------- -----------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
================================================================================
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 28
Form 13F Information Table Value Total: $709,845,904.80
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------- --------------- --------- ----------- ------------------- ---------- -------- ------------------------
VALUE SHRS OR SH/PUT INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
---------------------- --------------- --------- ----------- ---------- -------- ---------- -------- ------- ------ ---------
VANGUARD INDEX
FDS VANGUARDLARGE
CAP VIPER LARGE CAP ETF 922908637 383.0328 6168 SH SOLE 0 6168
PIMCO ETF TR 1-5 US
TIP IDX 1-5 US TIP IDX 72201R205 3335.38342 62518.9 SH SOLE 4774 57744.9
iShares Tr S&P Natl S&P NTL
Muni Bond AMTFREE 464288414 9904.21919 89981.1 SH SOLE 6890 83091.1
Vanguard Bond Index
Fund Inc Short Term SHORT TRM
Bo BOND 921937827 7495.71363 92391.39 SH SOLE 60940 31451.39
Vanguard Index Funds
Value ETF VALUE ETF 922908744 5232.4365 93536.58 SH SOLE 5922 87614.58
VANGUARD INTL
EQTY IDX GLB EX
US ETF GLB EX US ETF 922042676 5690.86777 119055.81 SH SOLE 7159 111896.81
iShares Tr iBoxx Inv
Grade Corp Bond IBOXX INV CPBD 464287242 14967.29122 127283.71 SH SOLE 84236 43047.71
iShares Tr Barclays BARCLYS 1-3YR
1-3Yr Cr CR 464288646 15696.1846 149901.49 SH SOLE 94087 55814.49
iShares Tr Barclays BARCLYS TIPS
TIPS Bond BD 464287176 18129.1582 151454.96 SH SOLE 84721 66733.96
SPDR Series Trust DB
Int Govt ETF DB INT GVT ETF 78464a490 9776.00008 166032.61 SH SOLE 84811 81221.61
Vanguard Intl Equity
Index Fund All World ALLWRLD EX US 922042775 7854.77679 191673.42 SH SOLE 14890 176783.42
SPDR Series Trust
Barclays High Yield BRCLYS YLD
Bond ETF 78464a417 8370.61914 212129.22 SH SOLE 123824 88305.22
Vanguard Index Funds
Mid Cap ETF MID CAP ETF 922908629 23380.03428 302850.18 SH SOLE 246377 56473.18
PowerShares DB
Commodity Index
Track UNIT BEN INT 73935s105 8707.85175 338169 SH SOLE 330480 7689
SPDR Series Trust NUVN BRCLY
Barclays Muni ETF MUNI 78464a458 8364.48573 346641.15 SH SOLE 31366 315275.15
JPMorgan Chase & Co ALERIAN ML
Alerian ML ETN ETN 46625h365 13925.65404 359279 SH SOLE 244510 114769
Vanguard Index Funds
REIT ETF REIT ETF 922908553 24634.73083 376505.13 SH SOLE 245328 131177.13
SPDR Series Trust
Barclays Short Term NUVN BR SHT
Muni MUNI 78464a425 9935.47635 406691.62 SH SOLE 35009 371682.62
Vanguard Intl Equity
Index Fund FTSE
Small FTSE SMCAP ETF 922042718 34871.55518 428502.77 SH SOLE 330452 98050.77
SPDR Series Trust BRCLYS INTL
Barclays Intl ETF ETF 78464a516 28722.1167 485745.25 SH SOLE 253853 231892.25
Vanguard Index Funds
Small Cap ETF SMAll CAP ETF 922908751 38480.27582 506053.07 SH SOLE 412569 93484.07
Vanguard Bond Index
Fund Inc Total Bond TOTAL BND
Mk MRKT 921937835 43751.17915 518501.77 SH SOLE 323713 194788.77
SPDR Index Funds DJ
Intl Real Estate ETF DJ INTL RL ETF 78463x863 20927.91897 569002.69 SH SOLE 471632 97370.69
PowerShares Global
ETF Trust Sovereign SOVEREIGN
Deb DEBT 73936t573 20313.77034 704605.28 SH SOLE 367910 336695.28
Barclays Bank PLC DJ
UBS Commodity DJUBS CMDT
ETN ETN36 06738c778 32652.79934 812663 SH SOLE 511279 301384
Vanguard Intl Equity
Index Fund Emerg
Mkt EMR MKT ETF 922042858 52572.02735 1316604.74 SH SOLE 1006275 310329.74
Vanguard Index Funds
Stock Mkt ETF STK MRK ETF 922908769 139222.0247 1997446.55 SH SOLE 1513100 484346.55
Vanguard Tax-Managed
Fund Europe Pac ETF EUROPE PAC ETF 921943858 102548.321 3248283.84 SH SOLE 2545262 703021.84