0001047469-11-009575.txt : 20111115 0001047469-11-009575.hdr.sgml : 20111115 20111115061656 ACCESSION NUMBER: 0001047469-11-009575 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111115 DATE AS OF CHANGE: 20111115 EFFECTIVENESS DATE: 20111115 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: 111205511 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 a2206375z13f-hr.txt 13F-HR Form 13F Cover Page Report for the Calendar Year or Quarter Ended: September 30, 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] November 15, 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: 209 Form 13F Information Table Value Total: $540,028,374.90 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 423,345.63 5,897 Sole 0 Sole ADOBE SYSTEMS INC. Common Stock 00724F101 USD 5,341.58 221 Sole 0 Sole AFFILIATED MANAGERS GROUP INC. Common Stock 008252108 USD 458,777.91 5,878 Sole 0 Sole AGILENT TECHNOLOGIES INC. Common Stock 00846U101 USD 6,593.74 211 Sole 0 Sole AGNICO EAGLE MINES LTD Common Stock 008474108 USD 3,607,231.20 60,000 Sole 0 Sole AIRGAS INC. Common Stock 009363102 USD 6,318.19 99 Sole 0 Sole ALLIED NEVADA GOLD CORP Common Stock 019344100 USD 1,559,362.19 43,000 Sole 0 Sole ALLSTATE CORP. Common Stock 020002101 USD 226,429.02 9,558 Sole 0 Sole ALTERA CORP. Common Stock 021441100 USD 3,153.00 100 Sole 0 Sole ALTRIA GROUP INC. Common Stock 02209S103 USD 290,754.45 10,845 Sole 0 Sole AMAZON COM INC. Common Stock 023135106 USD 1,729,840.00 8,000 Sole 0 Sole AMERICAN TOWER CORP. Common Stock 029912201 USD 209,820.00 3,900 Sole 0 Sole AMGEN INC. Common Stock 031162100 USD 206,100.00 3,750 Sole 0 Sole ANGLOGOLD ASHANTI LTD American Depository Receipt 035128206 USD 3,432,880.01 83,000 Sole 0 Sole APACHE CORP. Common Stock 037411105 USD 251,632.64 3,136 Sole 0 Sole APARTMENT INVESTMENT MANAG.CO. Common Stock 03748R101 USD 10,396.40 470 Sole 0 Sole APOLLO INVESTMENT CORP. Common Stock 03761U106 USD 9,769.49 1,300 Sole 0 Sole APPLE INC. Common Stock 037833100 USD 1,773,138.00 4,650 Sole 0 Sole ARES CAPITAL CORP. Common Stock 04010L103 USD 471,209.40 34,220 Sole 0 Sole ARROW ELECTRONICS INC. Common Stock 042735100 USD 5,861.58 211 Sole 0 Sole AT AND T INC. Common Stock 00206R102 USD 504,091.01 17,675 Sole 0 Sole ATMEL CORP. Common Stock 049513104 USD 211,588.80 25,930 Sole 0 Shared AURICO GOLD INC. Common Stock 05155C105 USD 635,876.46 67,000 Sole 0 Sole AURIZON MINES LTD Common Stock 05155P106 USD 898,449.11 175,000 Sole 0 Sole AUTOLIV INC. Common Stock 052800109 USD 6,111.00 126 Sole 0 Sole AUTOLIV INC. Common Stock 052800109 USD 2,478,216.01 50,700 Sole 0 Shared AUTOMATIC DATA PROCESSING INC. Common Stock 053015103 USD 127,305.00 2,700 Sole 0 Sole BAIDU.COM American Depository Receipt 056752108 USD 172,125.10 1,610 Sole 0 Shared BARRICK GOLD CORP. Common Stock 067901108 USD 6,857,006.80 145,500 Sole 0 Sole BECTON DICKINSON AND CO. Common Stock 075887109 USD 582,014.16 7,938 Sole 0 Sole BHP BILLITON PLC Common Stock 05545E209 USD 5,918,420.00 111,500 Sole 0 Sole BIG LOTS INC. Common Stock 089302103 USD 7,662.60 220 Sole 0 Sole BRASILEIRA DIST.PAO ACUCAR Common Stock 20440T201 USD 2,003,778.01 65,100 Sole 0 Sole BRASKEM S.A. American Depository Receipt 105532105 USD 140,580.00 9,000 Sole 0 Sole CANADIAN NATIONAL RAILWAY CO. Common Stock 136375102 USD 154,998.24 2,328 Sole 0 Sole CBS CORP.(EX VIACOM INC.) Common Stock 124857202 USD 16,568.94 813 Sole 0 Sole CELANESE AG. Common Stock 150870103 USD 251,229.19 7,723 Sole 0 Sole CEMIG-CIA ENER.DE MINAS GERAIS Common Stock 204409601 USD 1,284,995.60 86,590 Sole 0 Shared CHASE MANHATTAN CORP NEW Common Stock 46625H100 USD 86,956.44 2,887 Sole 0 Sole CHURCH AND DWIGHT CO.INC. Common Stock 171340102 USD 2,651,999.99 60,000 Sole 0 Sole CIMAREX ENERGY CO. Common Stock 171798101 USD 8,689.20 156 Sole 0 Sole CISCO SYSTEMS INC. Common Stock 17275R102 USD 1,554,960.00 100,320 Sole 0 Shared CISCO SYSTEMS INC. Common Stock 17275R102 USD 322,400.00 20,800 Sole 0 Sole CLAUDE RESOURCES INC. Common Stock 182873109 USD 546,986.38 300,000 Sole 0 Sole COCA-COLA CO. Common Stock 191216100 USD 809,763.50 11,830 Sole 0 Shared COCA-COLA CO. Common Stock 191216100 USD 3,715,800.01 55,000 Sole 0 Sole COCA-COLA ENTERPRISES INC. Common Stock 19122T109 USD 5,092,200.00 205,000 Sole 0 Shared COLGATE PALMOLIVE CO. Common Stock 194162103 USD 2,660,400.00 30,000 Sole 0 Sole COMCAST CORP. Common Stock 20030N101 USD 185,142.00 8,850 Sole 0 Sole CORNING INC. Common Stock 219350105 USD 96,408.00 7,800 Sole 0 Sole
CORRECTIONS CORP.OF AMERICA Common Stock 22025Y407 USD 248,183.22 10,938 Sole 0 Sole CREDICORP LTD Common Stock G2519Y108 USD 331,920.00 3,600 Sole 0 Sole CROWN CASTLE INTL CORP. Common Stock 228368106 USD 291,590.86 9,526 Sole 0 Sole DANAHER CORP. Common Stock 235851102 USD 125,820.00 3,000 Sole 0 Sole DIGITAL RIVER INC. Common Stock 25388B104 USD 8,789.52 424 Sole 0 Sole DIRECTV GROUP INC. Common Stock 25490A101 USD 62,348.25 1,475 Sole 0 Sole DISCOVERY HOLDING CO. Common Stock 25470F104 USD 9,517.86 253 Sole 0 Sole DOLLAR GENERAL CORP. Common Stock 256677105 USD 6,343.68 168 Sole 0 Sole DOVER CORP. Common Stock 260003108 USD 83,016.00 1,800 Sole 0 Shared DR PEPPER SNAPPLE GROUP INC. Common Stock 26138E109 USD 4,032,150.50 103,975 Sole 0 Sole DRESSER RAND GROUP INC. Common Stock 261608103 USD 10,618.86 262 Sole 0 Sole DUN AND BRADSTREET CORP.(DEL.) Common Stock 26483E100 USD 206,752.49 3,375 Sole 0 Sole EBAY INC. Common Stock 278642103 USD 2,771,440.71 93,979 Sole 0 Shared EBAY INC. Common Stock 278642103 USD 244,265.66 8,283 Sole 0 Sole EL PASO CORP. Common Stock 28336L109 USD 11,257.12 644 Sole 0 Sole ELDORADO GOLD CORP.(NEW) Common Stock 284902103 USD 2,650,148.98 153,000 Sole 0 Sole ELI LILLY & CO Common Stock 532457108 USD 1,530,144.01 41,400 Sole 0 Shared EMC CORP. Common Stock 268648102 USD 161,622.99 7,700 Sole 0 Sole EXXON MOBIL CORP. Common Stock 30231G102 USD 3,783,520.01 52,000 Sole 0 Shared EXXON MOBIL CORP. Common Stock 30231G102 USD 298,872.45 4,115 Sole 0 Sole FLOWSERVE CORP Common Stock 34354P105 USD 7,918.00 107 Sole 0 Sole FLUOR CORP. Common Stock 343412102 USD 8,658.30 186 Sole 0 Sole FMC CORP. Common Stock 302491303 USD 20,748.00 300 Sole 0 Sole FRANCO-NEVADA MINING CORP.LTD Common Stock 351858105 USD 1,346,037.50 37,000 Sole 0 Sole GENERAL ELECTRIC CO. Common Stock 369604103 USD 37,328,380.00 2,385,200 Sole 0 Shared GENERAL MILLS INC. Common Stock 370334104 USD 3,464,100.00 90,000 Sole 0 Sole GERDAU S.A. Common Stock 373737105 USD 417,105.00 58,500 Sole 0 Sole GILEAD SCIENCES INC. Common Stock 375558103 USD 135,800.00 3,500 Sole 0 Sole GOLD FIELDS LTD American Depository Receipt 38059T106 USD 1,486,040.01 97,000 Sole 0 Sole GOLDCORP INC. Common Stock 380956409 USD 7,795,832.14 169,000 Sole 0 Sole GOOGLE INC. Common Stock 38259P508 USD 427,483.20 830 Sole 0 Sole GRAFTECH INTERNATIONAL LTD Common Stock 384313102 USD 4,775.20 376 Sole 0 Sole GUESS ? INC Common Stock 401617105 USD 7,236.46 254 Sole 0 Sole HANSEN NATURAL CORP Common Stock 411310105 USD 16,235.94 186 Sole 0 Sole HARMONY GOLD MINING CO. LTD Common Stock 413216300 USD 1,225,785.00 104,500 Sole 0 Sole HEINZ CO.(H.J.) Common Stock 423074103 USD 1,009,600.00 20,000 Sole 0 Sole HEWLETT PACKARD CO. Common Stock 428236103 USD 3,127,285.00 139,300 Sole 0 Shared HEWLETT PACKARD CO. Common Stock 428236103 USD 209,907.50 9,350 Sole 0 Sole HOST HOTELS AND RESORTS INC. Common Stock 44107P104 USD 8,752.00 800 Sole 0 Sole HUBBELL INC. Common Stock 443510201 USD 5,053.08 102 Sole 0 Sole IAMGOLD CORP. Common Stock 450913108 USD 2,218,778.25 111,000 Sole 0 Sole IBM INTERNATIONAL BUSINESS MACHINES CORP Common Stock 459200101 USD 935,904.24 5,352 Sole 0 Sole INTEL CORP. Common Stock 458140100 USD 414,965.75 19,450 Sole 0 Sole INTL FLAVORS FRAGRANCES INC. Common Stock 459506101 USD 9,332.52 166 Sole 0 Sole INTUIT Common Stock 461202103 USD 4,933.77 104 Sole 0 Sole INVESCO LTD Common Stock G491BT108 USD 7,568.88 488 Sole 0 Sole ISHARES INC. Exchange Traded Fund 464287234 USD 2,001,056.58 55,000 Sole 0 Sole ISHARES INC. Exchange Traded Fund 464286509 USD 2,312,090.55 90,000 Sole 0 Shared ISHARES INC. Exchange Traded Fund 464286509 USD 146,329,359.33 5,695,989 Sole 0 Sole ISHARES INC. Exchange Traded Fund 464286640 USD 8,117,400.00 150,000 Sole 0 Sole ISHARES INC. Exchange Traded Fund 464286665 USD 3,409,752.77 90,000 Sole 0 Sole ISHARES INC. Exchange Traded Fund 464286731 USD 1,972,291.67 160,000 Sole 0 Sole
ISHARES INC. Exchange Traded Fund 464286822 USD 986,970.82 20,000 Sole 0 Sole ISHARES INC. Exchange Traded Fund 464286830 USD 6,270,242.50 500,000 Sole 0 Sole ISHARES MSCI INDIA Exchange Traded Fund 464286772 USD 897,930.94 18,182 Sole 0 Sole ISHARES P.L.C. Exchange Traded Fund 464286624 USD 1,094,864.66 20,000 Sole 0 Sole ISHARES P.L.C. Exchange Traded Fund 464286780 USD 2,929,794.75 50,000 Sole 0 Sole ISHARES TRUST Exchange Traded Fund 464287184 USD 10,851,570.56 340,000 Sole 0 Sole ISHARES TRUST Exchange Traded Fund 464287200 USD 5,334,705.53 47,000 Sole 0 Sole ISHARES TRUST Exchange Traded Fund 46429B309 USD 2,519,820.63 90,000 Sole 0 Sole ITAU UNIBANCO HOLDING SA American Depository Receipt 465562106 USD 1,396,800.01 90,000 Sole 0 Sole JARDEN CORP. Common Stock 471109108 USD 11,304.00 400 Sole 0 Sole KENNAMETAL INC. Common Stock 489170100 USD 7,693.90 235 Sole 0 Sole KINROSS GOLD CORP. Common Stock 496902404 USD 4,108,875.28 275,000 Sole 0 Sole KRAFT FOODS INC. Common Stock 50075N104 USD 223,071.94 6,643 Sole 0 Sole LIFE TECHNOLOGIES CORP Common Stock 53217V109 USD 9,184.77 239 Sole 0 Sole LINCOLN NATIONAL CORP. Common Stock 534187109 USD 7,846.26 502 Sole 0 Sole LORILLARD INC Common Stock 544147101 USD 425,198.70 3,841 Sole 0 Sole MAG SILVER CORP. Common Stock 55903Q104 USD 314,757.08 40,000 Sole 0 Sole MANITOWOC CO.INC. Common Stock 563571108 USD 4,337,850.00 605,000 Sole 0 Shared MARKET VECTORS ETF TRUST Exchange Traded Fund 57060U100 USD 979,380.01 18,000 Sole 0 Sole MARSH AND MC LENNAN CO.INC. Common Stock 571748102 USD 3,995,493.00 149,700 Sole 0 Shared MASTERCARD INC. Common Stock 57636Q104 USD 700,289.29 2,208 Sole 0 Sole MCDERMOTT INTERNATIONAL INC. Common Stock 580037109 USD 2,238.08 208 Sole 0 Sole MEAD JOHNSON NUTRITION CO Common Stock 582839106 USD 6,896,766.00 100,200 Sole 0 Sole METHANEX CORP. Common Stock 59151K108 USD 291,968.40 14,010 Sole 0 Sole MICROSOFT CORP. Common Stock 594918104 USD 842,700.73 33,857 Sole 0 Sole MINAS BUENAVENTURA S.A.(CIA) American Depository Receipt 204448104 USD 313,242.00 8,300 Sole 0 Sole MINEFINDERS LTD Common Stock 602900102 USD 972,004.39 70,000 Sole 0 Sole MOBILE TELESYSTEMS OJSC American Depository Receipt 607409109 USD 2,669,100.00 217,000 Sole 0 Shared MOBILE TELESYSTEMS OJSC American Depository Receipt 607409109 USD 448,949.99 36,500 Sole 0 Sole MOLEX INC. Common Stock 608554101 USD 179,174.52 8,796 Sole 0 Sole MOSAIC CO/THE Common Stock 61945C103 USD 972,935.96 19,868 Sole 0 Shared NAVISTAR INTERNATIONAL CORP. Common Stock 63934E108 USD 6,777.32 211 Sole 0 Sole NCR CORP. Common Stock 62886E108 USD 7,127.58 422 Sole 0 Sole NEW GOLD INC Common Stock 644535106 USD 1,557,471.72 150,000 Sole 0 Sole NEWMONT MINING CORP. Common Stock 651639106 USD 7,799,505.01 123,900 Sole 0 Sole NEWS CORP. LTD Common Stock 65248E104 USD 198,531.00 12,825 Sole 0 Sole NOBLE ENERGY INC. Common Stock 655044105 USD 9,133.19 129 Sole 0 Sole NORTH AMERICAN PALLADIUM LTD Common Stock 656912102 USD 205,743.64 80,000 Sole 0 Sole NUANCE COMMUNICATIONS INC. Common Stock 67020Y100 USD 24,408.01 1,200 Sole 0 Sole NUCOR CORP. Common Stock 670346105 USD 1,911,056.00 60,400 Sole 0 Shared NYSE EURONEXT Common Stock 629491101 USD 3,107,000.57 132,592 Sole 0 None OFFICE DEPOT INC. Common Stock 676220106 USD 271,360.01 128,000 Sole 0 Shared OIL STATES INTERNATIONAL INC. Common Stock 678026105 USD 92,776.23 1,822 Sole 0 Sole OMNICOM GROUP INC. Common Stock 681919106 USD 432,943.67 11,752 Sole 0 Sole ORACLE CORP. Common Stock 68389X105 USD 586,439.69 20,405 Sole 0 Sole P.P.G. INDUSTRIES INC. Common Stock 693506107 USD 16,998,522.60 239,180 Sole 0 Shared PACKAGING CORP.OF AMERICA Common Stock 695156109 USD 127,614.10 5,477 Sole 0 Sole PARAMETRIC TECHNOLOGY CORP. Common Stock 699173209 USD 5,536.79 360 Sole 0 Sole PAYLESS SHOESOURCE INC. Common Stock 19421W100 USD 4,276.80 330 Sole 0 Sole PEPSICO INC. Common Stock 713448108 USD 1,869,380.00 30,200 Sole 0 Sole PETROLEO BRASILEIRO S.A. American Depository Receipt 71654V101 USD 1,243,199.99 60,000 Sole 0 Sole PETROLEO BRASILEIRO S.A. American Depository Receipt 71654V408 USD 898,000.00 40,000 Sole 0 Sole
PHILLIPS VAN HEUSEN CORP. Common Stock 693656100 USD 413,969.92 7,108 Sole 0 Sole PIONEER NATURAL RESOURCES CO. Common Stock 723787107 USD 286,559.88 4,357 Sole 0 Sole PNC FINANCIAL SERVICES GRP INC Common Stock 693475105 USD 220,951.16 4,585 Sole 0 Sole POLYCOM INC. Common Stock 73172K104 USD 5,768.18 314 Sole 0 Sole POTASH CORP.OF SASKATCHEWAN Common Stock 46121Y102 USD 1,265,932.74 50,902 Sole 0 Shared POTASH CORP.OF SASKATCHEWAN Common Stock 46121Y102 USD 746,100.00 30,000 Sole 0 Sole PRAXAIR INC. Common Stock 74005P104 USD 495,724.45 5,303 Sole 0 Sole PROCTER AND GAMBLE CO. Common Stock 742718109 USD 88,284,499.99 1,392,500 Sole 0 Shared QUALCOMM INC. Common Stock 747525103 USD 301,506.01 6,200 Sole 0 Sole RALCORP HOLDINGS INC. (NEW) Common Stock 751028101 USD 15,342.00 200 Sole 0 Sole RANDGOLD RESOURCES LTD American Depository Receipt 752344309 USD 2,456,688.00 25,400 Sole 0 Sole REINSURANCE GROUP AMERICA INC. Common Stock 759351604 USD 11,257.75 245 Sole 0 Sole REYNOLDS AMERICAN INC. Common Stock 761713106 USD 2,248,800.00 60,000 Sole 0 Sole ROCKWELL COLLINS INC. Common Stock 774341101 USD 777,042.00 14,700 Sole 0 Shared ROPER INDUSTRIES INC. Common Stock 776696106 USD 2,371,262.01 34,411 Sole 0 Shared ROPER INDUSTRIES INC. Common Stock 776696106 USD 682,898.10 9,910 Sole 0 Sole SCOTTS COMPAGNY Common Stock 810186106 USD 208,059.00 4,665 Sole 0 Sole SCOTTS COMPAGNY Common Stock 810186106 USD 1,229,299.00 27,850 Sole 0 Shared SEADRILL LTD Common Stock G7945E105 USD 278,369.05 9,941 Sole 0 Sole SIGNET JEWELERS LTD Common Stock G81276100 USD 668,114.41 19,700 Sole 0 Shared SIGNET JEWELERS LTD Common Stock G81276100 USD 7,864,716.31 232,000 Sole 0 Sole SILVER WHEATON CORP Common Stock 828336107 USD 979,796.54 33,000 Sole 0 Sole SMUCKER CO.(THE J.M.) Common Stock 832696405 USD 272,244.15 3,735 Sole 0 Sole SOLUTIA INC COM NEW Common Stock 834376501 USD 3,777.91 294 Sole 0 Sole SOUTHERN COPPER CORP. Common Stock 84265V105 USD 212,415.01 8,500 Sole 0 Sole SPX CORP. Common Stock 784635104 USD 4,802.86 106 Sole 0 Sole SUPERIOR ENERGY SERVICES INC. Common Stock 868157108 USD 11,073.28 422 Sole 0 Sole SWIFT TRANSPORTATION CO. Common Stock 87074U101 USD 5,680.07 882 Sole 0 Sole SYSCO CORP. Common Stock 871829107 USD 2,590,000.00 100,000 Sole 0 Sole TAIWAN SEMICONDUCTOR MFG CO. American Depository Receipt 874039100 USD 310,153.05 27,135 Sole 0 Sole TENNECO INC. (TENNECO AUTOMOTIVE INC.) Common Stock 880349105 USD 4,814.68 188 Sole 0 Sole TEXAS INSTRUMENTS INC. Common Stock 882508104 USD 10,644,010.00 399,400 Sole 0 Shared TEXAS INSTRUMENTS INC. Common Stock 882508104 USD 187,882.50 7,050 Sole 0 Sole THERMO FISHER SCIENTIFIC INC. Common Stock 883556102 USD 3,315,502.08 65,472 Sole 0 Shared THERMO FISHER SCIENTIFIC INC. Common Stock 883556102 USD 427,654.80 8,445 Sole 0 Sole THOMSON REUTERS CORP Common Stock 884903105 USD 174,530.50 6,404 Sole 0 Sole TIME WARNER INC. (NOUV.STE) Common Stock 887317303 USD 221,807.97 7,401 Sole 0 Sole TOTAL SYSTEM SERVICES INC. Common Stock 891906109 USD 16.93 1 Sole 0 Sole TOWERS WATSON AND CO. Common Stock 891894107 USD 689,442.74 11,533 Sole 0 Sole UNITED TECHNOLOGIES CORP. Common Stock 913017109 USD 223,744.80 3,180 Sole 0 Sole UNITED TECHNOLOGIES CORP. Common Stock 913017109 USD 5,459,936.00 77,600 Sole 0 Shared VALE S.A. American Depository Receipt 91912E105 USD 980,399.99 43,000 Sole 0 Sole VALEANT PHARMACEUTICALS INTERNATIONAL INC Common Stock 91911K102 USD 17,372.16 468 Sole 0 Sole VEECO INSTRUMENTS INC. Common Stock 922417100 USD 265,935.61 10,899 Sole 0 Sole VERIZON COMMUNICATIONS INC. Common Stock 92343V104 USD 337,640.00 9,175 Sole 0 Sole VF CORP. Common Stock 918204108 USD 12,030.47 99 Sole 0 Sole VIMPELCOM LTD American Depository Receipt 92719A106 USD 629,933.00 66,100 Sole 0 Shared VIMPELCOM LTD American Depository Receipt 92719A106 USD 223,954.99 23,500 Sole 0 Sole VISA INC. Common Stock 92826C839 USD 137,152.00 1,600 Sole 0 Sole VULCAN MATERIALS CO. Common Stock 929160109 USD 1,815,652.80 65,880 Sole 0 Shared WABCO HOLDINGS INC. Common Stock 92927K102 USD 5,224.67 138 Sole 0 Sole WALT DISNEY CO. Common Stock 254687106 USD 244,296.00 8,100 Sole 0 Sole
WALTER INDUSTRIES INC. Common Stock 93317Q105 USD 3,720.61 62 Sole 0 Sole WESCO INTERNATIONAL INC. Common Stock 95082P105 USD 3,355.00 100 Sole 0 Sole YAMANA GOLD INC. Common Stock 98462Y100 USD 3,104,867.40 225,000 Sole 0 Sole