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