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