<SEC-DOCUMENT>0001144204-12-028378.txt : 20120514
<SEC-HEADER>0001144204-12-028378.hdr.sgml : 20120514
<ACCEPTANCE-DATETIME>20120514114225
ACCESSION NUMBER:		0001144204-12-028378
CONFORMED SUBMISSION TYPE:	13F-HR
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20120331
FILED AS OF DATE:		20120514
DATE AS OF CHANGE:		20120514
EFFECTIVENESS DATE:		20120514

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			COMMONFUND ASSET MANAGEMENT CO INC
		CENTRAL INDEX KEY:			0001162331
		IRS NUMBER:				000000000
		FISCAL YEAR END:			0630

	FILING VALUES:
		FORM TYPE:		13F-HR
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	028-06755
		FILM NUMBER:		12837229

	BUSINESS ADDRESS:	
		STREET 1:		P O BOX 812
		CITY:			WILTON
		STATE:			CT
		ZIP:			06897

	MAIL ADDRESS:	
		STREET 1:		P O BOX 812
		CITY:			WILTON
		STATE:			CT
		ZIP:			06879
</SEC-HEADER>
<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>v313043_13f-hr.txt
<DESCRIPTION>13F-HR
<TEXT>
                                 UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                    Form 13F

                              Form 13F COVER PAGE


Report for the Calendar Year or Quarter Ended: March 31, 2012

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:       Commonfund Asset Management Company, Inc.
Address:    15 Old Danbury Road
            P. O. Box 812
            Wilton, CT  06897-0812

Form 13F File Number: 28 - 06755

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  is  it  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:       Michael H. Strauss
Title:      Executive Vice President, Commonfund Asset Management Company, Inc.
Phone:      203-563-5127

Signature, Place, and Date of Signing:

        /s/ Michael H. Strauss       Wilton, CT       5/11/12
        ----------------------       ----------       --------
        (Signature)                  (City, State)    (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:


NO.      FORM 13F FILE NUMBER         NAME OF SUB-ADVISER
---      --------------------         -------------------

 1       28-06538                     AEW Capital Management, L.P.
 2       28-05508                     Aronson + Johnson + Ortiz
 3       28-05267                     Delaware Investments
 4       28-06035                     D.G. Capital Management, Inc.
 5       28-01185                     Frontier Capital Management Co.
 6       28-13070                     GLG, Inc.
 7       28-2013                      Harris Associates, L.P.
 8       28-10329                     Income Research & Management
 9       28-10706                     IronBridge Capital Management
 10      801-39502                    Jarislowsky Fraser Ltd.
 11      28-11937                     JP Morgan Investment Management, Inc.
 12      28-10469                     Lazard Asset Management LLC
 13      28-12154                     Levin Capital Securities, LP
 14      28-06748                     Marsico Asset Management, LLC
 15      28-04632                     Martingale Asset Management
 16      28-1399                      Southeastern Asset Management, Inc.
 17      28-01693                     Steinberg Asset Management, LLC
 18      28-02927                     Water Street Capital Inc.
 19      28-1700                      Western Asset Management Company
 20      28-517                       Wellington Management Company, LLP



<PAGE>

                             Form 13F SUMMARY PAGE


Report Summary:

Number of Other Included Managers:                                 2
                                                --------------------

Form 13F Information Table Entry Total:                            8
                                                --------------------

Form 13F Information Table Value Total:         $             34,872
                                                --------------------
                                                     (thousands)


Provide  a  numbered  list  of  the name(s) and Form 13F file numbers (s) of all
institutional  investment  managers  with respect to which this report is filed,
other than the manager filing this report.

List of Other Included Managers:


NO.      FORM 13F FILE NUMBER           NAME OF SUB-ADVISER
---      --------------------           -------------------

 1       None                           GSI Bermuda, Ltd

 2       None                           Hexam Capital Partners


<PAGE>

                          FORM 13(F) INFORMATION TABLE


<TABLE>
<CAPTION>
          Column 1             Column 2    Column 3  Column 4            Column 5          Column 6   Column 7     Column 8
          --------             --------    --------  --------  -------------------------   --------   --------     --------
                               Title of                Value   Shares or   Shares/  Put/  Investment   Other    Voting Authority
       Name of Issuer           Class        Cusip   (x$1000)   PRN Amt.    PRN     Call  Discretion  Managers  Sole  Shared  None
       --------------          --------      -----   --------  ---------   -------  ----  ----------  --------  ----  ------  ----
<S>                               <C>      <C>         <C>      <C>        <C>      <C>     <C>         <C>      <C>  <C>     <C>
Focus Media Holding          ADR          34415V109    2,070    82,390                      Defined      1        x
Gafisa SA                    Sponsored
                             ADR          362607301    746      158,009                     Defined      2        x
Itau Unibanco Hldg           Sponsored
                             ADR          465562106    8,914    464,523                     Defined      2        x
Mechel OAO                   Sponsored
                             ADR          583840103    3,365    374,716                     Defined      2        x
Petroleo Brasileiro SA       Sponsored
   Petrobras                 ADR          71654V408    7,643    287,761                     Defined      2        x
TIM Participacoes SA         Sponsored
                             ADR          88706P205    2,719    84,292                      Defined      2        x
Vale SA                      ADR          91912E105    8,703    373,030                     Defined      2        x
Wuxi Pharmatech Inc          ADR          929352102    712      49,428                      Defined      2        x
</TABLE>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>