0000950123-11-048823.txt : 20110511
0000950123-11-048823.hdr.sgml : 20110511
20110511141812
ACCESSION NUMBER: 0000950123-11-048823
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110511
DATE AS OF CHANGE: 20110511
EFFECTIVENESS DATE: 20110511
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: 11831447
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
c17039e13fvhr.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: 03/31/2011
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
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 05/10/2011
----------------------- ------------------------- ------------------------
[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: 76
Form 13F Information Table Value Total: $174,478.81
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
------------------------------ ---------------- --------- ----------- ---------- -------- ---------- -------- ----- ------ --------
BARCLAYS BK PLC IPMS INDIA ETN 06739F291 6 80 SH SOLE 0 80
ISHARES INC MSCI AUSTRALIA 464286103 3 98 SH SOLE 0 98
ISHARES INC MSCI SWEDEN 464286756 4.29549 131 SH SOLE 0 131
ISHARES INC MSCI GERMAN 464286806 4.07415 157 SH SOLE 0 157
POWERSHS DB MULTI SECT DB
AGRICULT FD DB AGRICULT FD 73936B408 5.92179 173 SH SOLE 0 173
SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 5.60344 215 SH SOLE 0 215
ISHARES INC MSCI THAILAND 464286624 14.76501 221 SH SOLE 0 221
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 19.1233 238 SH SOLE 0 238
ISHARES INC MSCI SPAIN 464286764 10.94436 258 SH SOLE 0 258
ISHARES INC MSCI HONG KONG 464286871 5.03538 266 SH SOLE 0 266
iShares Tr S&P GLO INFRAS 464288372 10.7097 290 SH SOLE 0 290
ISHARES INC MSCI MEX INVEST 464286822 18.4779 294 SH SOLE 0 294
SPDR INDEX SHS FDS MIDEAST AFRICA 78463X806 23.44992 312 SH SOLE 0 312
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 10.1728 340 SH SOLE 0 340
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 19.22802 357 SH SOLE 0 357
MARKET VECTORS ETF TR INDONESIA ETF 57060U753 10.7784 360 SH SOLE 0 360
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 29.5075 370 SH SOLE 0 370
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 13.93605 370 SH SOLE 0 370
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 16.92846 423 SH SOLE 0 423
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 16.05835 485 SH SOLE 0 485
ISHARES INC MSCI SINGAPORE 464286673 8.96752 656 SH SOLE 0 656
ISHARES INC MSCI NETHR INVES 464286814 15.92755 691 SH SOLE 0 691
SPDR INDEX SHS FDS EUROPE ETF 78463X608 44.42384 808 SH SOLE 0 808
SPDR SERIES TRUST BRCLYS CAP CONV 78464A359 34.35225 815 SH SOLE 692 123
Vanguard Intl Equity Index
Fund TT WRLD ST ETF 922042742 43.07904 864 SH SOLE 0 864
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 27.88625 875 SH SOLE 0 875
ISHARES INC MSCI BELG INVEST 464286301 12.88243 913 SH SOLE 0 913
ISHARES TR US PFD STK IDX 464288687 41.9497 1058 SH SOLE 903 155
ISHARES INC MSCI SWITZERLD 464286749 33.93918 1342 SH SOLE 0 1342
SPDR S&P 500 ETF TR TR UNIT 78462f103 184.83046 1394 SH SOLE 0 1394
ALPS ETF TR ALGERIAN MLF 00162Q866 26.37232 1612 SH SOLE 1102 510
iShares Tr S&P DEV EX-US 464288422 61.29919 1794 SH SOLE 0 1794
iShares Tr BARCLYS 7-10 YR 464287440 251.59205 2705 SH SOLE 0 2705
HSBC USA Inc S&P CTI ETN 23 4042ep602 26.19054 2853 SH SOLE 0 2853
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 47.0393 2870 SH SOLE 0 2870
ISHARES TR S&P 500 INDEX 464287200 418.58247 3147 SH SOLE 0 3147
iShares Tr BARCLYS MBS BD 464288588 359.70195 3415 SH SOLE 0 3415
ISHARES INC MSCI UTD KINGD 464286699 68.5953 3830 SH SOLE 0 3830
ISHARES TR MSCI EAFE IDX 464287465 238.23432 3965.285 SH SOLE 0 3965.285
iShares Tr S&P SH NTL AMTFR 464288158 433.75059 4136 SH SOLE 603 3533
iShares Tr HIGH YLD CORP 464288513 399.5662 4345 SH SOLE 391 3954
iShares Tr MSCI SMALL CAP 464288273 232.77914 5371 SH SOLE 0 5371
Vanguard Intl Equity Index
Fund ALLWRLD EX US 922042775 320.43204 6497 SH SOLE 0 6497
iShares Tr S&P CITINT TBD 464288117 1082.7245 10361 SH SOLE 681 9680
iShares Tr S&PCITI1-3YRTB 464288125 1129.43062 10532 SH SOLE 1027 9505
iShares S&P GSCI Commodity
Index UNIT BEN INT 46428r107 401.7366 10756 SH SOLE 0 10756
iShares Tr JPMORGAN USD 464288281 1305.1512 12240 SH SOLE 1463 10777
iShares Tr EPRA/NAR DEV R/E 464288489 568.27456 18121 SH SOLE 2493 15628
Vanguard Bond Index Fund SHORT TRM BOND 921937827 1890.36887 23582.446 SH SOLE 0 23582.45
PIMCO ETF TR 1-5 US TIP IDX 72201R205 1275.88328 23884 SH SOLE 1409 22475
iShares Tr BARCLYS 1-3YR CR 464288646 2574.89123 24654.263 SH SOLE 2627 22027.26
iShares Tr IBOXX INV CPBD 464287242 3548.59472 32796.624 SH SOLE 3451 29345.62
Vanguard Index Funds MID CAP ETF 922908629 2679.05941 33259.583 SH SOLE 2637 30622.58
PowerShares DB Commodity
Index Track UNIT BEN INT 73935s105 1231.32258 40358 SH SOLE 0 40358
SPDR Series Trust BRCLYS YLD ETF 78464a417 1673.16079 41302.414 SH SOLE 3604 37698.41
iShares Tr MSCI GRW IDX 464288885 2611.43219 41957.458 SH SOLE 4081 37876.46
Vanguard Intl Equity Index
Fund FTSE SMCAP ETF 922042718 4987.16856 48927.387 SH SOLE 3657 45270.39
iShares Tr MSCI VAL IDX 464288877 2705.74252 51042.115 SH SOLE 4974 46068.12
Vanguard Index Funds GROWTH ETF 922908736 3493.14875 54325.797 SH SOLE 4734 49591.8
Vanguard Index Funds VALUE ETF 922908744 3189.51194 56232.58 SH SOLE 3932 52300.58
iShares Tr BARCLYS TIPS BD 464287176 6923.58797 63426.0532 SH SOLE 6351 57075.05
Vanguard Index Funds SMAll CAP ETF 922908751 5141.86953 65095.196 SH SOLE 4939 60156.2
SPDR Series Trust DB INT GVT ETF 78464a490 4172.97062 69031.772 SH SOLE 6641 62390.77
iShares Tr S&P NTL AMTFREE 464288414 7051.50225 70905 SH SOLE 8681 62224
Vanguard Index Funds REIT ETF 922908553 6327.70058 108221.32 SH SOLE 9898 98323.32
JPMorgan Chase & Co ALERIAN ML ETN 46625h365 4296.19159 113147 SH SOLE 12485 100662
SPDR Index Funds DJ INTL RL ETF 78463x863 4432.32662 113562.045 SH SOLE 10576 102986
Vanguard Bond Index Fund TOTAL BND MRKT 921937835 10007.44644 125061.815 SH SOLE 7163 117898.8
PowerShares Global ETF Trust SOVEREIGN DEBT 73936t573 3517.13859 133124.095 SH SOLE 15585 117539.1
SPDR Series Trust BRCLYS INTL ETF 78464a516 8445.38693 141156.392 SH SOLE 13608 127548.4
Vanguard Intl Equity Index
Fund EMR MKT ETF 922042858 8686.55378 177457.687 SH SOLE 16205 161252.7
Barclays Bank PLC DJUBS CMDT ETN36 06738c778 9493.43395 184877 SH SOLE 20389 164488
SPDR Series Trust NUVN BRCLY MUNI 78464a458 4814.29269 218931 SH SOLE 27726 191205
SPDR Series Trust NUVN BR SHT MUNI 78464a425 5502.96658 230926 SH SOLE 28274 202652
Vanguard Index Funds STK MRK ETF 922908769 24985.36896 363635.118 SH SOLE 35036 328599.1
Vanguard Tax-Managed Fund EUROPE PAC ETF 921943858 20752.66252 556222.528 SH SOLE 55405 500817.5