0001047469-11-005204.txt : 20110516
0001047469-11-005204.hdr.sgml : 20110516
20110516124719
ACCESSION NUMBER: 0001047469-11-005204
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110516
DATE AS OF CHANGE: 20110516
EFFECTIVENESS DATE: 20110516
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Natixis Asset Management
CENTRAL INDEX KEY: 0001166767
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10092
FILM NUMBER: 11844916
BUSINESS ADDRESS:
STREET 1: 21 QUAI D'AUSTERLITZ, 75013
CITY: PARIS
STATE: I0
ZIP: 00000
BUSINESS PHONE: (617) 449-2133
MAIL ADDRESS:
STREET 1: 21 QUAI D'AUSTERLITZ, 75013
CITY: PARIS
STATE: I0
ZIP: 00000
FORMER COMPANY:
FORMER CONFORMED NAME: CDC IXIS ASSET MANAGEMENT
DATE OF NAME CHANGE: 20020208
13F-HR
1
a2204178z13f-hr.txt
13F-HR
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: March 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: Natixis Asset Management
Address: Immeuble Grand Seine
21, quai d'Austerlitz
75634 Paris cedex 13
France
Form 13F File Number: 28-10092
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: Xavier Marmin
Title: Head of Compliance
Natixis Asset Management
Phone: 011 331 78 408124
Signature, Place, and Date of Signing:
/s/ Xavier Marmin
--------------------------------------
[Signature]
Paris, France
--------------------------------------
[City, State]
May 16, 2011
--------------------------------------
[Date]
Report Type (Check only one):
/ / 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).)
/X/ 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).)
List of Other Managers Reporting for this Manager:
NAME 13F FILE NUMBER
---- ---------------
Harris Associates L.P. 28-2013
Loomis, Sayles & Company, L.P. 28-398
Vaughan Nelson Investment Management, L.P. 28-5840
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 225
Form 13F Information Table Value Total: $714,067,820.24
List of Other Included Managers:
QUOT_ INVESTMENT_ OTHER_ VOTING_
NAME_OF_ISSUER TITLE_OF_CLASS CUSIP CURRENCY MARKET_VALUE SHARE DISCRETION MANAGERS AUTHORITY
3M CO. Common Stock 88579Y101 USD 185,130.00 1,980 Sole 0 Sole
ADOBE SYSTEMS INC. Common Stock 00724F101 USD 7,328.36 221 Sole 0 Sole
AFFILIATED MANAGERS GROUP INC. Common Stock 008252108 USD 301,970.57 2,761 Sole 0 Sole
AGILENT TECHNOLOGIES INC. Common Stock 00846U101 USD 9,448.58 211 Sole 0 Sole
AGNICO EAGLE MINES LTD Common Stock 008474108 USD 2,981,451.53 45,000 Sole 0 Sole
ALLIED NEVADA GOLD CORP Common Stock 019344100 USD 1,682,678.71 47,500 Sole 0 Sole
ALLSTATE CORP. Common Stock 020002101 USD 303,753.25 9,558 Sole 0 Sole
ALTERA CORP. Common Stock 021441100 USD 4,402.01 100 Sole 0 Sole
ALTRIA GROUP INC. Common Stock 02209S103 USD 282,295.35 10,845 Sole 0 Sole
AMAZON COM INC. Common Stock 023135106 USD 1,441,040.00 8,000 Sole 0 Sole
AMERICAN ELECTRIC POWER CO.INC Common Stock 025537101 USD 128,928.66 3,669 Sole 0 Sole
AMERICAN TOWER CORP. Common Stock 029912201 USD 202,098.00 3,900 Sole 0 Sole
AMGEN INC. Common Stock 031162100 USD 200,437.50 3,750 Sole 0 Sole
ANALOG DEVICES INC. Common Stock 032654105 USD 292,357.12 7,424 Sole 0 Sole
ANGLOGOLD ASHANTI LTD American Depository
Receipt 035128206 USD 2,637,249.99 55,000 Sole 0 Sole
APARTMENT INVESTMENT MANAG.CO. Common Stock 03748R101 USD 11,970.90 470 Sole 0 Sole
APOLLO INVESTMENT CORP. Common Stock 03761U106 USD 15,684.50 1,300 Sole 0 Sole
APPLE INC. Common Stock 037833100 USD 818,992.62 2,350 Sole 0 Sole
ARES CAPITAL CORP. Common Stock 04010L103 USD 13,049.58 770 Sole 0 Sole
AT AND T INC. Common Stock 00206R102 USD 541,031.75 17,675 Sole 0 Sole
ATMEL CORP. Common Stock 049513104 USD 314,664.90 23,430 Sole 0 Shared
AU OPTRONICS ADR Common Stock 002255107 USD 526,800.00 60,000 Sole 0 Sole
AURIZON MINES LTD Common Stock 05155P106 USD 1,051,642.08 150,000 Sole 0 Sole
AUTOLIV INC. Common Stock 052800109 USD 3,677,131.01 49,900 Sole 0 Shared
AUTOLIV INC. Common Stock 052800109 USD 132,426.32 1,784 Sole 0 Sole
AUTOMATIC DATA PROCESSING INC. Common Stock 053015103 USD 138,537.00 2,700 Sole 0 Sole
BAIDU.COM American Depository
Receipt 056752108 USD 168,128.20 1,220 Sole 0 Shared
BANK OF AMERICA CORP Common Stock 060505104 USD 2,747,312.99 206,100 Sole 0 Sole
BARRICK GOLD CORP. Common Stock 067901108 USD 6,760,007.67 130,500 Sole 0 Sole
BIG LOTS INC. Common Stock 089302103 USD 9,554.60 220 Sole 0 Sole
BLACKSTONE GROUP L.P. Common Stock 09253U108 USD 1,165,775.99 65,200 Sole 0 Sole
BRASILEIRA DIST.PAO ACUCAR Common Stock 20440T201 USD 3,144,749.99 75,000 Sole 0 Sole
CAMDEN PROPERTY TRUST Common Stock 133131102 USD 12,102.67 213 Sole 0 Sole
CANADIAN NATIONAL RAILWAY CO. Common Stock 136375102 USD 175,228.57 2,328 Sole 0 Sole
CARNIVAL CORP. Common Stock 143658300 USD 1,494,850.83 38,969 Sole 0 Sole
CBS CORP.(EX VIACOM INC.) Common Stock 124857202 USD 415,939.44 16,611 Sole 0 Sole
CELANESE AG. Common Stock 150870103 USD 342,669.51 7,723 Sole 0 Sole
CEMIG-CIA ENER.DE MINAS GERAIS Common Stock 204409601 USD 1,878,632.30 97,490 Sole 0 Shared
CENTRAL EUROPEAN DISTRIBUTION
CORPORATION Common Stock 153435102 USD 922,755.00 81,300 Sole 0 Shared
CENTRAL EUROPEAN DISTRIBUTION
CORPORATION Common Stock 153435102 USD 122,580.00 10,800 Sole 0 Sole
CENTRAL EUROPEAN MEDIA ENT.LTD Common Stock G20045202 USD 294,840.01 14,000 Sole 0 Sole
CENTRAL EUROPEAN MEDIA ENT.LTD Common Stock G20045202 USD 1,095,120.00 52,000 Sole 0 Shared
CHASE MANHATTAN CORP NEW Common Stock 46625H100 USD 677,070.70 14,687 Sole 0 Sole
CHESAPEAKE ENERGY CORP. Common Stock 165167107 USD 1,883,824.00 56,200 Sole 0 Shared
CHURCH AND DWIGHT CO.INC. Common Stock 171340102 USD 2,380,200.01 30,000 Sole 0 Sole
CIMAREX ENERGY CO. Common Stock 171798101 USD 17,977.44 156 Sole 0 Sole
CISCO SYSTEMS INC. Common Stock 17275R102 USD 2,749,488.00 160,320 Sole 0 Shared
CISCO SYSTEMS INC. Common Stock 17275R102 USD 542,162.95 31,613 Sole 0 Sole
CITIGROUP INC. Common Stock 172967101 USD 896,818.00 202,900 Sole 0 Sole
CLAUDE RESOURCES INC. Common Stock 182873109 USD 246,719.55 100,000 Sole 0 Sole
CMS ENERGY CORP. Common Stock 125896100 USD 13,571.24 691 Sole 0 Sole
COCA-COLA CO. Common Stock 191216100 USD 898,177.33 13,617 Sole 0 Shared
COCA-COLA CO. Common Stock 191216100 USD 3,648,700.01 55,000 Sole 0 Sole
COCA-COLA ENTERPRISES INC. Common Stock 19122T109 USD 4,706,120.25 172,575 Sole 0 Shared
COLGATE PALMOLIVE CO. Common Stock 194162103 USD 2,422,800.00 30,000 Sole 0 Sole
COMCAST CORP. Common Stock 20030N101 USD 218,772.00 8,850 Sole 0 Sole
CONCHO RESSOURCES INC Common Stock 20605P101 USD 263,528.80 2,456 Sole 0 Sole
CORNING INC. Common Stock 219350105 USD 160,914.01 7,800 Sole 0 Sole
CORPORATE OFFICE PROP.TRST INC Common Stock 22002T108 USD 10,010.79 277 Sole 0 Sole
CROWN CASTLE INTL CORP. Common Stock 228368106 USD 367,513.08 9,526 Sole 0 Sole
CTC MEDIA INC. Common Stock 12642X106 USD 282,840.00 12,000 Sole 0 Shared
DANAHER CORP. Common Stock 235851102 USD 155,700.00 3,000 Sole 0 Sole
DEVON ENERGY CORP. Common Stock 25179M103 USD 474,359.14 5,169 Sole 0 Sole
DIGITAL RIVER INC. Common Stock 25388B104 USD 15,870.32 424 Sole 0 Sole
DOLLAR GENERAL CORP. Common Stock 256677105 USD 5,266.81 168 Sole 0 Sole
DOVER CORP. Common Stock 260003108 USD 116,982.00 1,800 Sole 0 Shared
DR PEPPER SNAPPLE GROUP INC. Common Stock 26138E109 USD 3,863,711.00 103,975 Sole 0 Sole
DRESSER RAND GROUP INC. Common Stock 261608103 USD 14,048.44 262 Sole 0 Sole
EATON CORP. Common Stock 278058102 USD 6,874.56 124 Sole 0 Sole
EBAY INC. Common Stock 278642103 USD 3,323,328.64 107,066 Sole 0 Shared
EBAY INC. Common Stock 278642103 USD 257,104.31 8,283 Sole 0 Sole
EL PASO CORP. Common Stock 28336L109 USD 422,982.00 23,499 Sole 0 Sole
ELDORADO GOLD CORP.(NEW) Common Stock 284902103 USD 2,437,897.53 150,000 Sole 0 Sole
ELI LILLY & CO Common Stock 532457108 USD 1,427,625.00 40,500 Sole 0 Shared
EMC CORP. Common Stock 268648102 USD 164,672.00 6,200 Sole 0 Sole
EXXON MOBIL CORP. Common Stock 30231G102 USD 4,495,460.00 53,000 Sole 0 Shared
EXXON MOBIL CORP. Common Stock 30231G102 USD 346,194.95 4,115 Sole 0 Sole
FIFTH THIRD BANCORP. Common Stock 316773100 USD 6,484.29 467 Sole 0 Sole
FLOWSERVE CORP Common Stock 34354P105 USD 13,781.60 107 Sole 0 Sole
FLUOR CORP. Common Stock 343412102 USD 304,436.78 4,133 Sole 0 Sole
FMC CORP. Common Stock 302491303 USD 25,479.00 300 Sole 0 Sole
FREEPORT-MCMORAN COP.GOLD INC. Common Stock 35671D857 USD 354,575.64 6,383 Sole 0 Sole
GENERAL ELECTRIC CO. Common Stock 369604103 USD 1,512,231.15 75,423 Sole 0 Sole
GENERAL ELECTRIC CO. Common Stock 369604103 USD 43,676,008.01 2,175,100 Sole 0 Shared
GENERAL MILLS INC. Common Stock 370334104 USD 3,289,500.00 90,000 Sole 0 Sole
GENZYME CORP. Common Stock 372917104 USD 5,361,312.00 70,400 Sole 0 Sole
GILEAD SCIENCES INC. Common Stock 375558103 USD 148,540.01 3,500 Sole 0 Sole
GOLD FIELDS LTD American Depository
Receipt 38059T106 USD 1,746,000.00 100,000 Sole 0 Sole
GOLDCORP INC. Common Stock 380956409 USD 7,205,547.20 145,000 Sole 0 Sole
GOLDMAN SACHS GROUP INC. Common Stock 38141G104 USD 341,307.20 2,152 Sole 0 Sole
GOOGLE INC. Common Stock 38259P508 USD 487,010.80 830 Sole 0 Sole
GRAFTECH INTERNATIONAL LTD Common Stock 384313102 USD 7,756.89 376 Sole 0 Sole
HANSEN NATURAL CORP Common Stock 411310105 USD 11,202.79 186 Sole 0 Sole
HARMONY GOLD MINING CO. LTD Common Stock 413216300 USD 1,263,950.00 85,000 Sole 0 Sole
HARTFORD FINANCIAL SERVICES GROUP
INC. Common Stock 416515104 USD 543,985.99 20,200 Sole 0 Sole
HEINZ CO.(H.J.) Common Stock 423074103 USD 976,400.00 20,000 Sole 0 Sole
HEWLETT PACKARD CO. Common Stock 428236103 USD 637,657.07 15,564 Sole 0 Sole
HEWLETT PACKARD CO. Common Stock 428236103 USD 5,403,943.00 131,900 Sole 0 Shared
HEXCEL CORP. Common Stock 428291108 USD 740,344.00 37,600 Sole 0 Sole
HONEYWELL INTERNATIONAL INC. Common Stock 438516106 USD 328,524.42 5,502 Sole 0 Sole
HOST HOTELS AND RESORTS INC. Common Stock 44107P104 USD 308,844.18 17,538 Sole 0 Sole
HUBBELL INC. Common Stock 443510201 USD 7,245.06 102 Sole 0 Sole
IAMGOLD CORP. Common Stock 450913108 USD 2,196,831.98 100,000 Sole 0 Sole
ILLINOIS TOOL WORKS INC. Common Stock 452308109 USD 87,671.03 1,632 Sole 0 Sole
INTEL CORP. Common Stock 458140100 USD 415,708.00 20,600 Sole 0 Sole
INTERNATIONAL BUSINESS MACHINES CORP Common Stock 459200101 USD 1,932,705.64 11,852 Sole 0 Sole
INTL FLAVORS FRAGRANCES INC. Common Stock 459506101 USD 10,341.80 166 Sole 0 Sole
INTUIT Common Stock 461202103 USD 5,523.44 104 Sole 0 Sole
INVESCO LTD Common Stock G491BT108 USD 215,240.76 8,421 Sole 0 Sole
ISHARES COMEX GOLD TRUST Exchange Traded
Fund 464285105 USD 2,757,806.95 196,565 Sole 0 Sole
ISHARES INC. Exchange Traded
Fund 464286665 USD 938,036.15 19,413 Sole 0 Sole
ISHARES INC. Exchange Traded
Fund 464286400 USD 1,767,925.55 23,000 Sole 0 Sole
ISHARES INC. Exchange Traded
Fund 464286509 USD 188,631,659.47 5,626,377 Sole 0 Sole
ISHARES INC. Exchange Traded
Fund 464286731 USD 2,378,000.00 160,000 Sole 0 Sole
ISHARES INC. Exchange Traded
Fund 464286822 USD 15,864,209.51 253,039 Sole 0 Sole
ISHARES INC. Exchange Traded
Fund 464286830 USD 11,378,607.24 770,000 Sole 0 Sole
ISHARES INC. Exchange Traded
Fund 464287234 USD 8,955,480.92 185,000 Sole 0 Sole
ISHARES INC. Exchange Traded
Fund 464286640 USD 3,756,919.35 52,000 Sole 0 Sole
ISHARES MSCI INDIA Exchange Traded
Fund 464286772 USD 1,168,636.80 18,182 Sole 0 Sole
ISHARES P.L.C. Exchange Traded
Fund 464286624 USD 8,609,234.40 130,000 Sole 0 Sole
ISHARES TRUST Exchange Traded
Fund 464289842 USD 1,592,361.06 35,000 Sole 0 Sole
ISHARES TRUST Exchange Traded
Fund 46429B309 USD 10,447,500.00 350,000 Sole 0 Sole
ISHARES TRUST Exchange Traded
Fund 464288281 USD 4,662,033.58 43,970 Sole 0 Sole
ISHARES TRUST Exchange Traded
Fund 464287408 USD 2,309,788.55 36,488 Sole 0 Sole
ISHARES TRUST Exchange Traded
Fund 46429B606 USD 2,854,975.20 80,000 Sole 0 Sole
ISHARES TRUST Exchange Traded
Fund 464287200 USD 12,539,650.76 94,276 Sole 0 Sole
ISHARES TRUST Exchange Traded
Fund 464287184 USD 9,941,666.83 222,992 Sole 0 Sole
ISHARES TRUST Exchange Traded
Fund 464287887 USD 3,506,308.48 44,380 Sole 0 Sole
JARDEN CORP. Common Stock 471109108 USD 14,228.00 400 Sole 0 Sole
KENNAMETAL INC. Common Stock 489170100 USD 9,165.00 235 Sole 0 Sole
KINROSS GOLD CORP. Common Stock 496902404 USD 4,509,712.61 287,100 Sole 0 Sole
KKR FINANCIAL CORP. Common Stock 48248A306 USD 946,693.01 96,700 Sole 0 Sole
KRAFT FOODS INC. Common Stock 50075N104 USD 171,288.32 5,462 Sole 0 Sole
LAZARD LTD Common Stock G54050102 USD 960,498.00 23,100 Sole 0 Sole
LINCARE HOLDINGS INC. Common Stock 532791100 USD 619,894.00 20,900 Sole 0 Sole
LINCOLN NATIONAL CORP. Common Stock 534187109 USD 245,787.28 8,182 Sole 0 Sole
MAG SILVER CORP. Common Stock 55903Q104 USD 713,636.30 60,000 Sole 0 Sole
MANITOWOC CO.INC. Common Stock 563571108 USD 13,203,840.00 598,000 Sole 0 Shared
MARSH AND MC LENNAN CO.INC. Common Stock 571748102 USD 4,594,134.99 153,650 Sole 0 Shared
MCDERMOTT INTERNATIONAL INC. Common Stock 580037109 USD 5,281.12 208 Sole 0 Sole
MEAD JOHNSON NUTRITION CO Common Stock 582839106 USD 6,244,854.00 107,800 Sole 0 Sole
MECHEL OAO American Depository
Receipt 583840103 USD 1,701,301.45 55,255 Sole 0 Shared
MECHEL OAO American Depository
Receipt 583840103 USD 424,902.00 13,800 Sole 0 Sole
METLIFE INC. Common Stock 59156R108 USD 185,495.31 4,147 Sole 0 Sole
MICROSOFT CORP. Common Stock 594918104 USD 5,148,508.03 202,777 Sole 0 Sole
MINEFINDERS LTD Common Stock 602900102 USD 788,885.75 60,000 Sole 0 Sole
MOBILE TELESYSTEMS OJSC American Depository
Receipt 607409109 USD 6,048,427.00 284,900 Sole 0 Shared
MOBILE TELESYSTEMS OJSC American Depository
Receipt 607409109 USD 906,520.99 42,700 Sole 0 Sole
MOLEX INC. Common Stock 608554101 USD 220,955.52 8,796 Sole 0 Sole
MORGAN STANLEY Common Stock 617446448 USD 546,399.99 20,000 Sole 0 Sole
MOSAIC CO/THE Common Stock 61945A107 USD 2,029,151.25 25,767 Sole 0 Shared
NEW GOLD INC Common Stock 644535106 USD 1,759,418.77 150,000 Sole 0 Sole
NEWMONT MINING CORP. Common Stock 651639106 USD 4,366,400.00 80,000 Sole 0 Sole
NEWS CORP. LTD Common Stock 65248E104 USD 328,746.00 18,700 Sole 0 Sole
NOBLE ENERGY INC. Common Stock 655044105 USD 655,770.25 6,785 Sole 0 Sole
NORTH AMERICAN PALLADIUM LTD Common Stock 656912102 USD 652,778.81 100,000 Sole 0 Sole
NUANCE COMMUNICATIONS INC. Common Stock 67020Y100 USD 23,459.99 1,200 Sole 0 Sole
NUCOR CORP. Common Stock 670346105 USD 2,779,608.00 60,400 Sole 0 Shared
NYSE EURONEXT Common Stock 629491101 USD 4,670,163.64 132,592 Sole 0 None
NYSE EURONEXT Common Stock 629491101 USD 6,506,450.00 185,000 Sole 0 Sole
OFFICE DEPOT INC. Common Stock 676220106 USD 526,032.00 112,400 Sole 0 Shared
OMNICOM GROUP INC. Common Stock 681919106 USD 397,386.00 8,100 Sole 0 Sole
ORACLE CORP. Common Stock 68389X105 USD 680,914.85 20,405 Sole 0 Sole
P.P.G. INDUSTRIES INC. Common Stock 693506107 USD 24,181,174.01 253,100 Sole 0 Shared
PACKAGING CORP.OF AMERICA Common Stock 695156109 USD 14,445.00 500 Sole 0 Sole
PAYLESS SHOESOURCE INC. Common Stock 19421W100 USD 7,121.40 330 Sole 0 Sole
PEPSICO INC. Common Stock 713448108 USD 1,945,182.00 30,200 Sole 0 Sole
PFIZER INC. Common Stock 717081103 USD 1,462,320.00 72,000 Sole 0 Sole
PHILLIPS VAN HEUSEN CORP. Common Stock 718592108 USD 462,233.24 7,108 Sole 0 Sole
PIONEER NATURAL RESOURCES CO. Common Stock 723787107 USD 444,065.44 4,357 Sole 0 Sole
POLYCOM INC. Common Stock 73172K104 USD 8,140.45 157 Sole 0 Sole
POTASH CORP.OF SASKATCHEWAN Common Stock 46121Y102 USD 2,389,835.88 68,634 Sole 0 Shared
POTASH CORP.OF SASKATCHEWAN Common Stock 46121Y102 USD 1,044,600.01 30,000 Sole 0 Sole
PROCTER AND GAMBLE CO. Common Stock 742718109 USD 85,414,080.01 1,383,000 Sole 0 Shared
QUALCOMM INC. Common Stock 747525103 USD 339,946.00 6,200 Sole 0 Sole
RALCORP HOLDINGS INC.(NEW) Common Stock 751028101 USD 13,686.00 200 Sole 0 Sole
RANDGOLD RESOURCES LTD American Depository
Receipt 752344309 USD 1,834,650.00 22,500 Sole 0 Sole
REINSURANCE GROUP AMERICA INC. Common Stock 759351604 USD 15,381.10 245 Sole 0 Sole
RESEARCH IN MOTION LTD Common Stock 760975102 USD 73,274.68 1,300 Sole 0 Sole
ROCKWELL COLLINS INC. Common Stock 774341101 USD 818,673.50 12,850 Sole 0 Shared
ROPER INDUSTRIES INC. Common Stock 776696106 USD 2,325,514.62 26,897 Sole 0 Shared
SASOL LTD Common Stock 803866300 USD 1,396,595.00 24,100 Sole 0 Sole
SCOTTS COMPAGNY Common Stock 810186106 USD 1,622,600.00 28,000 Sole 0 Shared
SEADRILL LTD Common Stock G7945E105 USD 660,731.77 18,275 Sole 0 Sole
SEMICONDUCTOR HOLDERS TRUST Common Stock 816636203 USD 1,684,533.01 48,700 Sole 0 Sole
SIGNET JEWELERS LTD Common Stock G81276100 USD 585,561.09 13,000 Sole 0 Shared
SIGNET JEWELERS LTD Common Stock G81276100 USD 13,460,950.43 298,195 Sole 0 Sole
SILVER WHEATON CORP Common Stock 828336107 USD 2,597,956.84 60,000 Sole 0 Sole
SIMON PROPERTY GROUP LP Common Stock 828806109 USD 143,380.07 1,338 Sole 0 Sole
SKYWORKS SOLUTIONS INC. Common Stock 83088M102 USD 9,363.60 289 Sole 0 Sole
SMUCKER CO.(THE J.M.) Common Stock 832696405 USD 172,049.90 2,410 Sole 0 Sole
SPX CORP. Common Stock 784635104 USD 8,415.33 106 Sole 0 Sole
SUPERIOR ENERGY SERVICES INC. Common Stock 868157108 USD 17,301.99 422 Sole 0 Sole
SYMANTEC CORP. Common Stock 871503108 USD 1,003,014.00 54,100 Sole 0 Sole
SYSCO CORP. Common Stock 871829107 USD 2,770,000.00 100,000 Sole 0 Sole
TAIWAN SEMICONDUCTOR MFG CO. American Depository
Receipt 874039100 USD 330,504.30 27,135 Sole 0 Sole
TENNECO INC. (TENNECO AUTOMOTIVE
INC.) Common Stock 880349105 USD 7,980.61 188 Sole 0 Sole
TEXAS INSTRUMENTS INC. Common Stock 882508104 USD 13,433,472.00 388,700 Sole 0 Shared
TEXAS INSTRUMENTS INC. Common Stock 882508104 USD 243,648.00 7,050 Sole 0 Sole
THERMO FISHER SCIENTIFIC INC. Common Stock 883556102 USD 2,625,626.30 47,266 Sole 0 Shared
THERMO FISHER SCIENTIFIC INC. Common Stock 883556102 USD 469,119.75 8,445 Sole 0 Sole
THOMSON REUTERS CORP Common Stock 884903105 USD 207,467.69 5,304 Sole 0 Sole
TIME WARNER INC. (NOUV.STE) Common Stock 887317303 USD 465,278.10 13,033 Sole 0 Sole
TOTAL SYSTEM SERVICES INC. Common Stock 891906109 USD 18.02 1 Sole 0 Sole
TOWERS WATSON AND CO. Common Stock 891894107 USD 3,826.75 69 Sole 0 Sole
TOYOTA MOTOR CORP. American Depository
Receipt 892331307 USD 1,139,550.00 14,200 Sole 0 Sole
UNITED TECHNOLOGIES CORP. Common Stock 913017109 USD 6,628,941.50 78,310 Sole 0 Shared
UNITED TECHNOLOGIES CORP. Common Stock 913017109 USD 269,186.99 3,180 Sole 0 Sole
VALEANT PHARMACEUTICALS
INTERNATIONAL INC Common Stock 91911K102 USD 776,438.29 15,588 Sole 0 Sole
VALUECLICK INC. Common Stock 92046N102 USD 1,232,584.99 85,300 Sole 0 Sole
VERIZON COMMUNICATIONS INC. Common Stock 92343V104 USD 353,604.50 9,175 Sole 0 Sole
VF CORP. Common Stock 918204108 USD 246,324.99 2,500 Sole 0 Sole
VIMPELCOM LTD American Depository
Receipt 92719A106 USD 1,710,440.32 121,136 Sole 0 Shared
VIMPELCOM LTD American Depository
Receipt 92719A106 USD 266,868.00 18,900 Sole 0 Sole
VISA INC. Common Stock 92826C839 USD 117,792.00 1,600 Sole 0 Sole
VODAFONE GROUP P.L.C. American Depository
Receipt 92857W209 USD 977,499.99 34,000 Sole 0 Sole
VULCAN MATERIALS CO. Common Stock 929160109 USD 3,004,128.00 65,880 Sole 0 Shared
WABCO HOLDINGS INC. Common Stock 92927K102 USD 8,506.33 138 Sole 0 Sole
WALT DISNEY CO. Common Stock 254687106 USD 490,278.02 11,378 Sole 0 Sole
WALTER INDUSTRIES INC. Common Stock 93317Q105 USD 8,396.66 62 Sole 0 Sole
WESCO INTERNATIONAL INC. Common Stock 95082P105 USD 6,250.00 100 Sole 0 Sole
WISCONSIN ENERGY CORP. Common Stock 976657106 USD 348,493.00 11,426 Sole 0 Sole
YAHOO INC. Common Stock 984332106 USD 442,020.01 26,500 Sole 0 Sole
YAMANA GOLD INC. Common Stock 98462Y100 USD 2,463,083.49 200,000 Sole 0 Sole
YINGLI GREEN ENERGY HOLDING CO American Depository
Receipt 98584B103 USD 1,082,103.60 83,884 Sole 0 Shared