<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>