Head of Compliance

0001104659-16-139599.txt : 20160815 0001104659-16-139599.hdr.sgml : 20160815 20160815091733 ACCESSION NUMBER: 0001104659-16-139599 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 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: 161830349 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 primary_doc.xml 13F-HR LIVE 0001166767 XXXXXXXX 06-30-2016 06-30-2016 false Natixis Asset Management

21 QUAI D'AUSTERLITZ, 75013 Paris I0 00000

13F COMBINATION REPORT 028-10092 028-2013 Harris Associates L.P. 028-398 Loomis Sayles & Company, L.P. 028-5840 Vaughan Nelson Investment Management, L.P. N Xavier Marmin Head of Compliance 01133178408124 Xavier Marmin Paris I0 08-12-2016 2 435 914978 false 1 Mirova 2 Natixis Asset Management U.S., LLC INFORMATION TABLE 2 a16-16682_1informationtable.xml INFORMATION TABLE 3M CO. Common Stock 88579Y101 367 2095 SH SOLE 2 2095 0 0 ABBOTT LABORATORIES Common Stock 002824100 274 6967 SH SOLE 2 6967 0 0 ABBVIE INC Common Stock 00287Y109 309 4991 SH SOLE 2 4991 0 0 ACTIVISION BLIZZARD INC. Common Stock 00507V109 558 14073 SH SOLE 2 14073 0 0 ACUITY BRANDS INC. Common Stock 00508Y102 3392 13678 SH SOLE 1 0 13678 0 ACUITY BRANDS INC. Common Stock 00508Y102 529 2135 SH SOLE 2 2135 0 0 ADOBE SYSTEMS INC. Common Stock 00724F101 556 5805 SH SOLE 5805 0 0 ADOBE SYSTEMS INC. Common Stock 00724F101 263 2748 SH SOLE 2 2748 0 0 AECOM Common Stock 00766T100 260 8188 SH SOLE 1 0 8188 0 AGCO CORP. Common Stock 001084102 297 6310 SH SOLE 1 0 6310 0 AGL RESOURCES INC. Common Stock 001204106 547 8285 SH SOLE 2 8285 0 0 AGNICO EAGLE MINES LTD Common Stock 008474108 3942 74051 SH SOLE 22000 52051 0 AGRIUM INC. Common Stock 008916108 329 3640 SH SOLE 1 0 3640 0 ALAMOS GOLD INC. Common Stock 011532108 565 66000 SH SOLE 66000 0 0 ALBEMARLE CORP. Common Stock 012653101 247 3115 SH SOLE 1 0 3115 0 ALBEMARLE CORP. Common Stock 012653101 570 7192 SH SOLE 2 7192 0 0 ALLEGHANY CORP. Common Stock 017175100 1236 2249 SH SOLE 2 2249 0 0 ALLSTATE CORP. Common Stock 020002101 716 10233 SH SOLE 2 10233 0 0 ALLY FINANCIAL INC Common Stock 02005N100 638 37356 SH SOLE 2 37356 0 0 ALLY FINANCIAL INC Common Stock 37045V100 667 23568 SH SOLE 2 23568 0 0 ALNYLAM PHARMACEUTICALS INC. Common Stock 02043Q107 150 2698 SH SOLE 2698 0 0 ALPHABET INC Common Stock 02079K305 1567 2228 SH SOLE 2228 0 0 ALPHABET INC Common Stock 02079K107 3458 4997 SH SOLE 1 4997 0 0 ALPHABET INC Common Stock 02079K305 10570 15024 SH SOLE 1 1244 13780 0 ALPHABET INC Common Stock 02079K107 1052 1520 SH SOLE 2 1520 0 0 ALPHABET INC Common Stock 02079K305 1535 2182 SH SOLE 2 2182 0 0 ALTRIA GROUP INC. Common Stock 02209S103 376 5446 SH SOLE 2 5446 0 0 AMAZON COM INC. Common Stock 023135106 686 958 SH SOLE 958 0 0 AMAZON COM INC. Common Stock 023135106 5696 7959 SH SOLE 1 0 7959 0 AMAZON COM INC. Common Stock 023135106 1562 2183 SH SOLE 2 2183 0 0 AMERICAN CAPITAL STRATEGIES LTD Common Stock 02503X105 5951 300275 SH SOLE 0 300275 0 AMERICAN CAPITAL STRATEGIES LTD Common Stock 02503X105 1199 60499 SH SOLE 2 60499 0 0 AMERICAN WATER WORKS CO INC Common Stock 030420103 1140 13495 SH SOLE 0 13495 0 AMERICAN WATER WORKS CO INC Common Stock 030420103 10724 126892 SH SOLE 1 10108 116784 0 AMERICAN WATER WORKS CO INC Common Stock 030420103 2290 27099 SH SOLE 2 27099 0 0 AMERIPRISE FINANCIAL INC. Common Stock 03076C106 325 3612 SH SOLE 2 3612 0 0 AMGEN INC. Common Stock 031162100 481 3159 SH SOLE 3159 0 0 AMGEN INC. Common Stock 031162100 375 2465 SH SOLE 2 2465 0 0 ANADARKO PETROLEUM CORP. Common Stock 032511107 290 5447 SH SOLE 2 5447 0 0 ANDERSONS INC. Common Stock 034164103 78 2182 SH SOLE 1 0 2182 0 ANGLOGOLD ASHANTI LTD Common Stock 035128206 759 42000 SH SOLE 42000 0 0 ANNALY CAPITAL MANAGEMENT INC Common Stock 035710409 4761 430073 SH SOLE 0 430073 0 ANNALY CAPITAL MANAGEMENT INC Common Stock 035710409 1190 107515 SH SOLE 2 107515 0 0 ANSYS INC. Common Stock 03662Q105 1140 12559 SH SOLE 2 12559 0 0 ANTHEM INC Common Stock 036752103 643 4893 SH SOLE 2 4893 0 0 APOLLO GLOBAL MANAGEMENT LLC Common Stock 037612306 714 47124 SH SOLE 2 47124 0 0 APPLE INC. Common Stock 037833100 1058 11063 SH SOLE 11063 0 0 APPLE INC. Common Stock 037833100 3186 33327 SH SOLE 2 33327 0 0 APPLIED MATERIALS INC. Common Stock 038222105 412 17180 SH SOLE 17180 0 0 ARCH CAPITAL GROUP LTD Common Stock G0450A105 1111 15424 SH SOLE 2 15424 0 0 ARCHER DANIELS MIDLAND CO Common Stock 039483102 815 19009 SH SOLE 2 19009 0 0 ARISTA NETWORKS INC Common Stock 040413106 294 4571 SH SOLE 4571 0 0 ARROW ELECTRONICS INC. Common Stock 042735100 1282 20703 SH SOLE 2 20703 0 0 ASSURANT INC. Common Stock 04621X108 1318 15268 SH SOLE 2 15268 0 0 AT AND T INC. Common Stock 00206R102 2996 69340 SH SOLE 28478 40862 0 AT AND T INC. Common Stock 00206R102 1841 42613 SH SOLE 2 42613 0 0 ATMOS ENERGY CORP. Common Stock 049560105 620 7622 SH SOLE 2 7622 0 0 AUTOLIV INC. Common Stock 052800109 3664 34060 SH SOLE 0 34060 0 AUTOMATIC DATA PROCESSING INC. Common Stock 053015103 248 2699 SH SOLE 2699 0 0 AUTOMATIC DATA PROCESSING INC. Common Stock 053015103 330 3590 SH SOLE 2 3590 0 0 AUTONATION INC. Common Stock 05329W102 1454 30947 SH SOLE 2 30947 0 0 AUTOZONE INC Common Stock 053332102 236 297 SH SOLE 2 297 0 0 AVERY DENNISON CORP. Common Stock 053611109 1149 15367 SH SOLE 2 15367 0 0 AVNET INC. Common Stock 053807103 549 13553 SH SOLE 2 13553 0 0 AXALTA COATING SYSTEMS LTD Common Stock G0750C108 685 25823 SH SOLE 2 25823 0 0 AXIS CAPITAL HOLDINGS LTD Common Stock G0692U109 2227 40489 SH SOLE 0 40489 0 AXIS CAPITAL HOLDINGS LTD Common Stock G0692U109 1808 32866 SH SOLE 2 32866 0 0 B2GOLD CORP Common Stock 11777Q209 442 177000 SH SOLE 177000 0 0 BADGER METER INC. Common Stock 056525108 75 1025 SH SOLE 1 0 1025 0 BALL CORP. Common Stock 058498106 1117 15449 SH SOLE 13812 1637 0 BANK OF AMERICA CORP Common Stock 060505104 1152 86822 SH SOLE 2 86822 0 0 BANK OF NEW YORK MELLON CORP/THE Common Stock 064058100 274 7042 SH SOLE 2 7042 0 0 BARD INC. (C.R.) Common Stock 067383109 508 2160 SH SOLE 2 2160 0 0 BARRICK GOLD CORP. Common Stock 067901108 1402 66000 SH SOLE 66000 0 0 BE AEROSPACE INC. Common Stock 073302101 711 15394 SH SOLE 2 15394 0 0 BECTON DICKINSON AND CO. Common Stock 075887109 276 1628 SH SOLE 2 1628 0 0 BERKLEY CORP.(W.R.) Common Stock 084423102 1176 19621 SH SOLE 2 19621 0 0 BERKSHIRE HATHAWAY INC. Common Stock 084670702 1780 12293 SH SOLE 2 12293 0 0 BEST BUY CO.INC. Common Stock 086516101 659 21540 SH SOLE 2 21540 0 0 BIOGEN IDEC INC. Common Stock 09062X103 143 591 SH SOLE 591 0 0 BIOGEN IDEC INC. Common Stock 09062X103 203 840 SH SOLE 2 840 0 0 BLACKROCK INC. Common Stock 09247X101 280 817 SH SOLE 2 817 0 0 BOEING CO. Common Stock 097023105 295 2268 SH SOLE 2 2268 0 0 BORG WARNER INC. Common Stock 099724106 1580 53511 SH SOLE 1 0 53511 0 BRISTOL-MYERS SQUIBB CO. Common Stock 110122108 370 5026 SH SOLE 2 5026 0 0 BROOKFIELD RENEWABLE ENERGY PARTNERS LP/CA Common Stock G16258108 1550 52337 SH SOLE 1 0 52337 0 BROWN-FORMAN CORP. Common Stock 115637209 6549 65645 SH SOLE 65645 0 0 BUNGE LTD Common Stock G16962105 720 12170 SH SOLE 2 12170 0 0 CALGON CARBON CORP. Common Stock 129603106 331 25172 SH SOLE 1 0 25172 0 CALIFORNIA WATER SERVICE GROUP Common Stock 130788102 117 3340 SH SOLE 1 0 3340 0 CALPINE CORP. Common Stock 131347304 685 46457 SH SOLE 2 46457 0 0 CAMPBELL SOUP CO. Common Stock 134429109 596 8959 SH SOLE 2 8959 0 0 CANADIAN PACIFIC RAILWAY LTD Common Stock 13645T100 913 7100 SH SOLE 1 0 7100 0 CAPITAL ONE FINANCIAL CORP. Common Stock 14040H105 635 9995 SH SOLE 2 9995 0 0 CARDINAL HEALTH INC. Common Stock 14149Y108 212 2721 SH SOLE 2 2721 0 0 CARNIVAL CORP Common Stock 143658300 187 4236 SH SOLE 2 4236 0 0 CELGENE CORP. Common Stock 151020104 309 3129 SH SOLE 3129 0 0 CELGENE CORP. Common Stock 151020104 272 2753 SH SOLE 2 2753 0 0 CENTURYLINK INC Common Stock 156700106 634 21856 SH SOLE 2 21856 0 0 CF INDUSTRIES HOLDINGS INC. Common Stock 125269100 428 17768 SH SOLE 1 0 17768 0 CHEVRON CORP. Common Stock 166764100 745 7103 SH SOLE 2 7103 0 0 CHICAGO BRIDGE & IRON CO NV Common Stock 167250109 667 19266 SH SOLE 2 19266 0 0 CHURCH AND DWIGHT CO.INC. Common Stock 171340102 6173 60000 SH SOLE 60000 0 0 CHURCH AND DWIGHT CO.INC. Common Stock 171340102 2315 22498 SH SOLE 1 0 22498 0 CHURCH AND DWIGHT CO.INC. Common Stock 171340102 1228 11934 SH SOLE 2 11934 0 0 CINCINNATI FINANCIAL CORP. Common Stock 172062101 1854 24762 SH SOLE 2 24762 0 0 CINTAS CORP. Common Stock 172908105 1227 12506 SH SOLE 2 12506 0 0 CISCO SYSTEMS INC. Common Stock 17275R102 692 24109 SH SOLE 24109 0 0 CISCO SYSTEMS INC. Common Stock 17275R102 357 12459 SH SOLE 2 12459 0 0 CIT GROUP INC Common Stock 125581801 736 23061 SH SOLE 2 23061 0 0 CITIGROUP INC. Common Stock 172967424 1148 27091 SH SOLE 2 27091 0 0 CITRIX SYSTEMS INC. Common Stock 177376100 526 6572 SH SOLE 2 6572 0 0 CLOROX CO. Common Stock 189054109 1216 8785 SH SOLE 2 8785 0 0 COCA-COLA CO. Common Stock 191216100 8242 181825 SH SOLE 100000 81825 0 COCA-COLA CO. Common Stock 191216100 1637 36110 SH SOLE 2 36110 0 0 COLGATE PALMOLIVE CO. Common Stock 194162103 1147 15676 SH SOLE 2 15676 0 0 COMCAST CORP. Common Stock 20030N101 531 8143 SH SOLE 8143 0 0 COMCAST CORP. Common Stock 20030N101 495 7592 SH SOLE 2 7592 0 0 CONOCOPHILLIPS Common Stock 20825C104 431 9877 SH SOLE 2 9877 0 0 CONSTELLATION BRANDS INC. Common Stock 21036P108 591 3571 SH SOLE 2 3571 0 0 COSTCO WHOLESALE CORP. Common Stock 22160K105 1314 8369 SH SOLE 2 8369 0 0 COVANTA HOLDING CORP. Common Stock 22282E102 741 45039 SH SOLE 1 0 45039 0 CREDICORP LTD Common Stock G2519Y108 2284 14800 SH SOLE 0 14800 0 CRITEO American Depository Receipt 226718104 408 8882 SH SOLE 8882 0 0 CRITEO American Depository Receipt 226718104 39071 851004 SH SOLE 1 136028 714976 0 CRITEO American Depository Receipt 226718104 161 3500 SH SOLE 2 3500 0 0 CROWN CASTLE INTL CORP. Common Stock 22822V101 1300 12821 SH SOLE 2 12821 0 0 CVS HEALTH CORPORATION Common Stock 126650100 344 3593 SH SOLE 2 3593 0 0 DANAHER CORP. Common Stock 235851102 11925 118070 SH SOLE 1 9668 108402 0 DANAHER CORP. Common Stock 235851102 2100 20788 SH SOLE 2 20788 0 0 DARLING INTERNATIONAL INC. Common Stock 237266101 99 6668 SH SOLE 1 0 6668 0 DESCARTES SYSTEMS GROUP INC/THE Common Stock 249906108 268 14073 SH SOLE 14073 0 0 DICK'S SPORTING GOODS INC. Common Stock 253393102 689 15284 SH SOLE 2 15284 0 0 DIGITAL REALTY TRUST INC. Common Stock 253868103 529 4855 SH SOLE 2 4855 0 0 DOLLAR GENERAL CORP. Common Stock 256677105 2160 22980 SH SOLE 0 22980 0 DR PEPPER SNAPPLE GROUP INC. Common Stock 26138E109 7730 80000 SH SOLE 80000 0 0 DTE ENERGY CO. Common Stock 233331107 1158 11682 SH SOLE 2 11682 0 0 DUN AND BRADSTREET CORP.(DEL.) Common Stock 26483E100 868 7124 SH SOLE 2 7124 0 0 ECOLAB INC. Common Stock 278865100 5383 45391 SH SOLE 1 0 45391 0 ECOLAB INC. Common Stock 278865100 718 6058 SH SOLE 2 6058 0 0 EDGEWELL PERSONAL CARE CO Common Stock 28035Q102 16882 200000 SH SOLE 200000 0 0 EDGEWELL PERSONAL CARE CO Common Stock 28035Q102 745 8822 SH SOLE 2 8822 0 0 EDISON INTERNATIONAL Common Stock 281020107 2034 26185 SH SOLE 1 0 26185 0 EDWARDS LIFESCIENCES CORP. Common Stock 28176E108 1300 13032 SH SOLE 0 13032 0 EDWARDS LIFESCIENCES CORP. Common Stock 28176E108 549 5502 SH SOLE 2 5502 0 0 ELDORADO GOLD CORP.(NEW) Common Stock 284902103 468 104500 SH SOLE 104500 0 0 ELI LILLY AND CO. Common Stock 532457108 5157 65950 SH SOLE 0 65950 0 ELI LILLY AND CO. Common Stock 532457108 296 3761 SH SOLE 2 3761 0 0 ELLIE MAE INC Common Stock 28849P100 3359 36655 SH SOLE 1 0 36655 0 ELLIE MAE INC Common Stock 28849P100 257 2800 SH SOLE 2 2800 0 0 ENTERGY CORP. Common Stock 29364G103 895 11001 SH SOLE 0 11001 0 ENVISION HEALTHCARE HOLDINGS, INC. Common Stock 29413U103 1014 39987 SH SOLE 2 39987 0 0 EOG RESOURCES INC. Common Stock 26875P101 340 4073 SH SOLE 2 4073 0 0 EQUINIX INC. Common Stock 29444U700 583 1503 SH SOLE 2 1503 0 0 EVEREST RE GROUP LTD Common Stock G3223R108 971 5317 SH SOLE 0 5317 0 EVEREST RE GROUP LTD Common Stock G3223R108 1667 9124 SH SOLE 2 9124 0 0 EVERSOURCES ENERGY Common Stock 30040W108 1524 25440 SH SOLE 1 0 25440 0 EXPRESS SCRIPTS INC. Common Stock 30219G108 274 3610 SH SOLE 2 3610 0 0 EXTRA SPACE STORAGE INC. Common Stock 30225T102 547 5912 SH SOLE 2 5912 0 0 EXXON MOBIL CORP. Common Stock 30231G102 1274 13586 SH SOLE 2 13586 0 0 FACEBOOK INC Common Stock 30303M102 1131 9901 SH SOLE 9901 0 0 FACEBOOK INC Common Stock 30303M102 1182 10346 SH SOLE 2 10346 0 0 FEDERAL REALTY INVEST.TRUST Common Stock 313747206 1119 6758 SH SOLE 2 6758 0 0 FEDEX CORP. Common Stock 31428X106 273 1801 SH SOLE 2 1801 0 0 FIRST SOLAR INC Common Stock 336433107 695 14334 SH SOLE 1 0 14334 0 FIRSTENERGY CORP. Common Stock 337932107 672 19258 SH SOLE 2 19258 0 0 FISERV INC. Common Stock 337738108 565 5198 SH SOLE 2 5198 0 0 FLIR SYSTEMS INC. Common Stock 302445101 679 21927 SH SOLE 2 21927 0 0 FLOWSERVE CORP Common Stock 34354P105 284 6295 SH SOLE 1 0 6295 0 FMC CORP. Common Stock 302491303 804 17369 SH SOLE 2 17369 0 0 FORD MOTOR CO. Common Stock 345370860 693 55101 SH SOLE 2 55101 0 0 FORTINET Common Stock 34959E109 312 9877 SH SOLE 9877 0 0 FORTINET Common Stock 34959E109 754 23858 SH SOLE 2 23858 0 0 FRANCO-NEVADA MINING CORP.LTD Common Stock 351858105 719 9500 SH SOLE 9500 0 0 GALLAGHER(ARTHUR J.)AND CO. Common Stock 363576109 1206 25338 SH SOLE 2 25338 0 0 GAMESTOP CORP.(NEW) Common Stock 36467W109 1221 45936 SH SOLE 2 45936 0 0 GENERAL ELECTRIC COMPANY Common Stock 369604103 87574 2856300 SH SOLE 0 2856300 0 GENERAL ELECTRIC COMPANY Common Stock 369604103 760 24151 SH SOLE 2 24151 0 0 GENERAL MILLS INC. Common Stock 370334104 1228 17214 SH SOLE 2 17214 0 0 GILEAD SCIENCES INC. Common Stock 375558103 4727 56664 SH SOLE 1 4582 52082 0 GILEAD SCIENCES INC. Common Stock 375558103 528 6334 SH SOLE 2 6334 0 0 GLOBAL PAYMENTS INC. Common Stock 37940X102 505 7072 SH SOLE 2 7072 0 0 GOLD FIELDS LTD Common Stock 38059T106 250 51000 SH SOLE 51000 0 0 GOLDCORP INC. Common Stock 380956409 1180 62000 SH SOLE 62000 0 0 GOLDMAN SACHS GROUP INC/THE Common Stock 38141G104 358 2411 SH SOLE 2 2411 0 0 GOODYEAR TIRE & RUBBER CO/THE Common Stock 382550101 559 21779 SH SOLE 2 21779 0 0 GROUPE CGI INC. Common Stock 39945C109 6832 160778 SH SOLE 1 160778 0 0 HAIN CELESTIAL GROUP INC. Common Stock 405217100 4975 100000 SH SOLE 100000 0 0 HAIN CELESTIAL GROUP INC. Common Stock 405217100 436 8761 SH SOLE 1 0 8761 0 HARMAN INTERNATIONAL INDUSTRIE Common Stock 413086109 545 7594 SH SOLE 2 7594 0 0 HARTFORD FINANCIAL SERVICES GROUP INC. Common Stock 416515104 636 14334 SH SOLE 2 14334 0 0 HERSHEY CO. Common Stock 427866108 1290 11369 SH SOLE 2 11369 0 0 HERTZ CORP. (THE) Common Stock 42805T105 1468 132579 SH SOLE 2 132579 0 0 HERTZ RENTAL CAR HOLDING CO INC Common Stock 42806J106 1040 23632 SH SOLE 2 23632 0 0 HEWLETT PACKARD ENTERPRISE CO Common Stock 42824c109 7144 391000 SH SOLE 0 391000 0 HEWLETT PACKARD ENTERPRISE CO Common Stock 42824c109 746 40836 SH SOLE 2 40836 0 0 HEXCEL CORP. Common Stock 428291108 5589 134229 SH SOLE 1 97098 37131 0 HOLLYFRONTIER CORP Common Stock 436106108 421 17727 SH SOLE 2 17727 0 0 HOME DEPOT INC. Common Stock 437076102 565 4425 SH SOLE 2 4425 0 0 HONEYWELL INTERNATIONAL INC. Common Stock 438516106 441 3794 SH SOLE 2 3794 0 0 HORMEL FOODS CORP. Common Stock 440452100 917 25052 SH SOLE 2 25052 0 0 HORTONWORKS INC Common Stock 440894103 559 52260 SH SOLE 52260 0 0 HP INC Common Stock 40434L105 416 33108 SH SOLE 33108 0 0 HSBC HOLDINGS P.L.C. Obligations a taux revisable 404280AT6 243 250000 PRN SOLE 250000 0 0 HUNT TRANSPORT SCE INC.(J.B.) Common Stock 445658107 1328 16409 SH SOLE 1 0 16409 0 IAMGOLD CORP. Common Stock 450913108 200 48500 SH SOLE 48500 0 0 IBM Common Stock 459200101 363 2393 SH SOLE 2 2393 0 0 ILLINOIS TOOL WORKS INC. Common Stock 452308109 247 2376 SH SOLE 2 2376 0 0 ILLUMINA INC. Common Stock 452327109 5689 40526 SH SOLE 1 2796 37730 0 ILLUMINA INC. Common Stock 452327109 267 1900 SH SOLE 2 1900 0 0 ING US INC Common Stock 929089100 1171 47277 SH SOLE 2 47277 0 0 INGEVITY CORP Common Stock 45688C107 86 2526 SH SOLE 2 2526 0 0 INGREDION INC Common Stock 457187102 293 2263 SH SOLE 1 0 2263 0 INTEL CORP. Common Stock 458140100 389 11872 SH SOLE 2 11872 0 0 INTL FLAVORS FRAGRANCES INC. Common Stock 459506101 5213 41348 SH SOLE 1 0 41348 0 INTL FLAVORS FRAGRANCES INC. Common Stock 459506101 214 1700 SH SOLE 2 1700 0 0 INTUIT Common Stock 461202103 356 3187 SH SOLE 3187 0 0 INTUITIVE SURGICAL INC. Common Stock 46120E602 6962 10526 SH SOLE 0 10526 0 INTUITIVE SURGICAL INC. Common Stock 46120E602 589 891 SH SOLE 2 891 0 0 ISHARES INC. Exchange Traded Fund 464286665 7772 200000 SH SOLE 200000 0 0 ISHARES INC. Exchange Traded Fund 464286822 250 5000 SH SOLE 5000 0 0 ISHARES INC. Exchange Traded Fund 464286731 183 13030 SH SOLE 2 13030 0 0 ISHARES INC. Exchange Traded Fund 464286749 878 29600 SH SOLE 2 29600 0 0 ISHARES INC. Exchange Traded Fund 464287234 1698 49410 SH SOLE 2 49410 0 0 ISHARES MSCI AUSTRALIA ETF Exchange Traded Fund 464286103 28905 1500000 SH SOLE 1500000 0 0 ISHARES MSCI INDIA Exchange Traded Fund 464286772 7812 150000 SH SOLE 150000 0 0 ISHARES MSCI INDIA Exchange Traded Fund 464286772 210 4025 SH SOLE 2 4025 0 0 ISHARES MSCI INDIA Exchange Traded Fund 46429B598 70 2500 SH SOLE 2 2500 0 0 ISHARES P.L.C. Exchange Traded Fund 464288513 4185 50000 SH SOLE 50000 0 0 ISHARES P.L.C. Exchange Traded Fund 464286624 48 700 SH SOLE 2 700 0 0 ISHARES TRUST Exchange Traded Fund 46429B671 123 2910 SH SOLE 2 2910 0 0 ITC HOLDINGS CORP. Common Stock 465685105 1137 24281 SH SOLE 1 0 24281 0 ITRON INC. Common Stock 465741106 329 7627 SH SOLE 1 0 7627 0 JACOBS ENGINEERING GROUP INC. Common Stock 469814107 782 15706 SH SOLE 2 15706 0 0 JOHNSON & JOHNSON Common Stock 478160104 2071 17073 SH SOLE 2 17073 0 0 JOHNSON CONTROLS INC. Common Stock 478366107 1651 37309 SH SOLE 1 0 37309 0 JONES LANG LASALLE INC. Common Stock 48020Q107 616 6321 SH SOLE 2 6321 0 0 JPMORGAN CHASE AND CO. Common Stock 46625H100 689 11090 SH SOLE 2 11090 0 0 KELLOGG CO. Common Stock 487836108 1981 24259 SH SOLE 0 24259 0 KELLOGG CO. Common Stock 487836108 2024 24788 SH SOLE 1 0 24788 0 KELLOGG CO. Common Stock 487836108 1170 14330 SH SOLE 2 14330 0 0 KIMBERLY CLARK CORP. Common Stock 494368103 1608 11696 SH SOLE 0 11696 0 KIMBERLY CLARK CORP. Common Stock 494368103 1115 8112 SH SOLE 2 8112 0 0 KINDER MORGAN INC Common Stock 49456B101 262 13976 SH SOLE 2 13976 0 0 KINROSS GOLD CORP. Common Stock 496902404 586 120000 SH SOLE 120000 0 0 KOHL'S CORP. Common Stock 500255104 501 13209 SH SOLE 2 13209 0 0 KROGER CO. (THE) Common Stock 501044101 7358 200000 SH SOLE 200000 0 0 LAUDER ESTEE COS INC. Common Stock 518439104 5461 60000 SH SOLE 60000 0 0 LEGETT AND PLATT INC Common Stock 524660107 779 15249 SH SOLE 2 15249 0 0 LINCOLN NATIONAL CORP. Common Stock 534187109 696 17948 SH SOLE 2 17948 0 0 LLOYDS BANKING GROUP PLC Obligations a taux revisable 539439AG4 244 250000 PRN SOLE 250000 0 0 LOEW'S CORP. Common Stock 540424108 1194 29060 SH SOLE 2 29060 0 0 LOWES COS INC. Common Stock 548661107 350 4415 SH SOLE 2 4415 0 0 MAG SILVER CORP. Common Stock 55903Q104 376 30000 SH SOLE 30000 0 0 MAGNA INTERNATIONAL INC. Common Stock 559222401 626 17848 SH SOLE 1 0 17848 0 MANITOWOC COMPANY Common Stock 563571108 6603 1250500 SH SOLE 0 1250500 0 MANPOWER INC. Common Stock 56418H100 509 7907 SH SOLE 2 7907 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 621 16354 SH SOLE 2 16354 0 0 MARKEL CORP Common Stock 570535104 1113 1168 SH SOLE 2 1168 0 0 MARSH & McLENNAN COS INC. Common Stock 571748102 6776 101050 SH SOLE 0 101050 0 MARSH & McLENNAN COS INC. Common Stock 571748102 1253 18307 SH SOLE 2 18307 0 0 MASCO CORP. Common Stock 574599106 423 13677 SH SOLE 2 13677 0 0 MASTERCARD INC. Common Stock 57636Q104 206 2340 SH SOLE 2340 0 0 MASTERCARD INC. Common Stock 57636Q104 6948 78901 SH SOLE 1 6041 72860 0 MASTERCARD INC. Common Stock 57636Q104 589 6688 SH SOLE 2 6688 0 0 MC CORMICK AND CO.INC. Common Stock 579780206 597 5598 SH SOLE 2 5598 0 0 MCDONALD'S CORP. Common Stock 580135101 2904 24130 SH SOLE 1 24130 0 0 MCDONALD'S CORP. Common Stock 580135101 1852 15386 SH SOLE 2 15386 0 0 MEDIVATION INC. Common Stock 58501N101 282 4678 SH SOLE 4678 0 0 MEDNAX INC. Common Stock 58502B106 795 10978 SH SOLE 2 10978 0 0 MERCK AND CO. INC. Common Stock 58933Y105 1582 27461 SH SOLE 2 27461 0 0 METROPOLITAN LIFE GLOBAL FUNDING I Common Stock 59156R108 638 16012 SH SOLE 2 16012 0 0 MICROSOFT CORP. Common Stock 594918104 1112 21730 SH SOLE 21730 0 0 MICROSOFT CORP. 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