UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F 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: Affiliated Managers Group, Inc. ------------------------------------ Address: 600 Hale Street ------------------------------------ Prides Crossing, Massachusetts 01965 ------------------------------------ ------------------------------- Form 13F File Number: 28-04975 --------------------- 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: John Kingston, III ------------------------------------------------------- Title: Vice Chairman, General Counsel and Secretary ------------------------------------------------------- Phone: 617-747-3300 ---------------------------------------------------- Signature, Place, and Date of Signing: /s/ John Kingston, III Prides Crossing, Massachusetts November 14, 2011 ------------------------- ------------------------------ ----------------- [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.) /X/ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 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: Form 13F File Name Number ---------------------------------------------------------------- 28-12347 Aston Asset Management LP ---------------------------------------------------------------- 28-05835 Chicago Equity Partners, LLC ---------------------------------------------------------------- 28-00878 Essex Investment Management Company, LLC ---------------------------------------------------------------- 28-05582 First Quadrant, L.P. ---------------------------------------------------------------- 28-11858 Foyston, Gordon & Payne Inc. ---------------------------------------------------------------- 28-01346 Friess Associates, LLC ---------------------------------------------------------------- 28-01185 Frontier Capital Management Company, LLC ---------------------------------------------------------------- 28-04145 Gannett Welsh & Kotler, LLC ---------------------------------------------------------------- 28-10957 Genesis Asset Managers, LLP ---------------------------------------------------------------- 28-10955 Genesis Investment Management, LLP ---------------------------------------------------------------- 28-04434 Harding Loevner LP ---------------------------------------------------------------- 28-04534 J.M. Hartwell Limited Partnership ---------------------------------------------------------------- 28-04884 The Renaissance Group LLC ---------------------------------------------------------------- 28-05015 Systematic Financial Management, L.P. ---------------------------------------------------------------- 28-11289 Third Avenue Management LLC ---------------------------------------------------------------- 28-11092 TimesSquare Capital Management, LLC ---------------------------------------------------------------- 28-10163 Trilogy Global Advisors, LP ---------------------------------------------------------------- 28-01222 Tweedy, Browne Company LLC ---------------------------------------------------------------- 28-00262 Welch & Forbes LLC ----------------------------------------------------------------