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