13F-HR 1 a2207247z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 31-Dec-11 ----------------------- 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: Lloyds Banking Group plc ------------------------------- Address: The Mound ------------------------------- Edinburgh EH1 1YZ ------------------------------- Scotland ------------------------------- United Kingdom ------------------------------- Form 13F File Number: 001-15246 --------------------- 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: Mr G Johnstone ------------------------------- Title: Share Disclosure Team ------------------------------- Phone: (+44) 113 235 7729 ------------------------------- Signature, Place, and Date of Signing: /s/ G Johnstone 10-Feb-12 ------------------------------- ----------------- ------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 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).) / / 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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 -------------------- Form 13F Information Table Entry Total: 655 -------------------- Form 13F Information Table Value Total: $8,592,723 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1 028-10147 Scottish Widows Investment Partnership Limited ------ ---------------- ---------------------------------------------- 10 028-10237 Lloyds TSB Offshore Private Clients Limited ------ ---------------- ---------------------------------------------- 11 028-10892 Lloyds TSB Offshore Limited ------ ---------------- ---------------------------------------------- FORM 13F INFORMATION TABLE FOR LLOYDS BANKING GROUP PLC EXCHANGE RATE 1.5461
VALUE US$ NO. OF INVESTMENT OTHER VOTING NAME OF ISSUER TITLE OF CLASS CUSIP 000's SHARES SH/PRN DISCRETION MANAGER AUTHORITY SOLE AFLAC INC COM 001055102 14,185 329,604 SH DEFINED 1 329,604 AGL RES INC COM 001204106 10,404 247,480 SH DEFINED 1 247,480 ABBOTT LABS COM 002824100 50,011 894,018 SH DEFINED 1 894,018 ABERCROMBIE & FITCH CO CL A 002896207 482 9,923 SH DEFINED 1 9,923 ACME PACKET INC COM 004764106 3,621 117,756 SH DEFINED 1 117,756 ADVANCED MICRO DEVICES INC COM 007903107 16 2,988 SH DEFINED 1 2,988 AGNICO EAGLE MINES LTD COM 008474108 81 2,245 SH DEFINED 1 2,245 AIR PRODS & CHEMS INC COM 009158106 20,456 241,376 SH DEFINED 1 241,376 AIRGAS INC COM 009363102 76,342 982,804 SH DEFINED 1 982,804 ALBEMARLE CORP COM 012653101 52 1,027 SH DEFINED 11 1,027 ALCOA INC COM 013817101 8,807 1,023,430 SH DEFINED 1 1,023,430 ALLERGAN INC COM 018490102 100 1,155 SH DEFINED 1 1,155 ALLSTATE CORP COM 020002101 15,086 553,254 SH DEFINED 1 553,254 ALTERA CORP COM 021441100 1,721 46,629 SH DEFINED 1 46,629 AMAZON COM INC COM 023135106 28,916 167,915 SH DEFINED 1 167,915 AMEREN CORP COM 023608102 1,202 36,489 SH DEFINED 1 36,489 AMERICAN ELEC PWR INC COM 025537101 3,212 78,174 SH DEFINED 1 78,174 AMERICAN EXPRESS CO COM 025816109 29,967 638,588 SH DEFINED 1 638,588 AMERICAN INTL GROUP INC COM NEW 026874784 1,578 68,401 SH DEFINED 1 68,401 AMERICAN TOWER CORP CL A 029912201 21,500 360,134 SH DEFINED 1 360,134 AMGEN INC COM 031162100 24,458 382,886 SH DEFINED 1 382,886 AMGEN INC COM 031162100 280 4,373 SH DEFINED 10 4,373 AMGEN INC COM 031162100 3,066 47,757 SH DEFINED 11 47,757 AMGEN INC COM 031162100 5 81 SH DEFINED 11 81 AMPHENOL CORP NEW CL A 032095101 1,290 28,572 SH DEFINED 1 28,572 ANADARKO PETE CORP COM 032511107 4,406 58,031 SH DEFINED 1 58,031 ANALOG DEVICES INC COM 032654105 2,342 65,819 SH DEFINED 1 65,819 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 243 5,760 SH DEFINED 1 5,760 AON CORP COM 037389103 3,384 72,691 SH DEFINED 1 72,691 APACHE CORP COM 037411105 39,863 442,367 SH DEFINED 1 442,367 APOLLO GROUP INC CL A 037604105 1,444 26,952 SH DEFINED 1 26,952 APPLE INC COM 037833100 344,036 853,869 SH DEFINED 1 853,869 APPLE INC COM 037833100 306 757 SH DEFINED 10 757 APPLE INC COM 037833100 3,373 8,329 SH DEFINED 11 8,329 APPLE INC COM 037833100 4 11 SH DEFINED 11 11 APPLIED MATLS INC COM 038222105 14,040 1,317,783 SH DEFINED 1 1,317,783 ARCHER DANIELS MIDLAND CO COM 039483102 1,702 59,827 SH DEFINED 1 59,827 AUTODESK INC COM 052769106 29 964 SH DEFINED 1 964 AUTOMATIC DATA PROCESSING IN COM 053015103 4,335 80,686 SH DEFINED 1 80,686 AUTOZONE INC COM 053332102 894 2,768 SH DEFINED 1 2,768 AVERY DENNISON CORP COM 053611109 686 24,064 SH DEFINED 1 24,064 AVON PRODS INC COM 054303102 1,557 89,606 SH DEFINED 1 89,606 BB&T CORP COM 054937107 7,727 308,616 SH DEFINED 1 308,616 BMC SOFTWARE INC COM 055921100 141 4,325 SH DEFINED 1 4,325 BAKER HUGHES INC COM 057224107 16,209 334,982 SH DEFINED 1 334,982 BALL CORP COM 058498106 1,002 28,232 SH DEFINED 1 28,232 BANK OF AMERICA CORPORATION COM 060505104 24,558 4,439,926 SH DEFINED 1 4,439,926 BANK OF NEW YORK MELLON CORP COM 064058100 14,864 750,443 SH DEFINED 1 750,443 BANK OF NEW YORK MELLON CORP COM 064058100 34 1,713 SH DEFINED 11 1,713 BARD C R INC COM 067383109 664 7,818 SH DEFINED 1 7,818 BAXTER INTL INC COM 071813109 16,598 337,194 SH DEFINED 1 337,194 BEAM INC COM 073730103 8,980 176,212 SH DEFINED 1 176,212 BECTON DICKINSON & CO COM 075887109 11,661 156,871 SH DEFINED 1 156,871 BED BATH & BEYOND INC COM 075896100 20,570 356,692 SH DEFINED 1 356,692 BEMIS INC COM 081437105 533 17,820 SH DEFINED 1 17,820 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 61,634 811,972 SH DEFINED 1 811,972 BEST BUY INC COM 086516101 1,452 62,495 SH DEFINED 1 62,495 BIG LOTS INC COM 089302103 13 350 SH DEFINED 1 350 BLOCK H & R INC COM 093671105 1,658 102,106 SH DEFINED 1 102,106 BOEING CO COM 097023105 32,806 449,574 SH DEFINED 1 449,574 BORGWARNER INC COM 099724106 1,330 20,984 SH DEFINED 1 20,984 BOSTON SCIENTIFIC CORP COM 101137107 1,364 256,875 SH DEFINED 1 256,875 BRISTOL MYERS SQUIBB CO COM 110122108 28,779 820,908 SH DEFINED 1 820,908 BROADCOM CORP CL A 111320107 1,256 43,022 SH DEFINED 1 43,022 BROWN FORMAN CORP CL B 115637209 343 4,283 SH DEFINED 1 4,283 CBS CORP NEW CL B 124857202 30,564 1,132,002 SH DEFINED 1 1,132,002 CF INDS HLDGS INC COM 125269100 4,085 28,323 SH DEFINED 1 28,323 CIGNA CORPORATION COM 125509109 3,804 91,046 SH DEFINED 1 91,046 CMS ENERGY CORP COM 125896100 22,237 1,012,342 SH DEFINED 1 1,012,342 CSX CORP COM 126408103 21,462 1,024,383 SH DEFINED 1 1,024,383 CVS CAREMARK CORPORATION COM 126650100 27,789 684,977 SH DEFINED 1 684,977 CABOT OIL & GAS CORP COM 127097103 26 347 SH DEFINED 1 347 CAMPBELL SOUP CO COM 134429109 13,582 410,734 SH DEFINED 1 410,734 CARMAX INC COM 143130102 29 967 SH DEFINED 1 967 CARNIVAL CORP PAIRED CTF 143658300 12,387 381,497 SH DEFINED 1 381,497 CATERPILLAR INC DEL COM 149123101 36,064 400,122 SH DEFINED 1 400,122 CELGENE CORP COM 151020104 23,788 353,724 SH DEFINED 1 353,724 CEMEX SAB DE CV SPON ADR NEW 151290889 1,224 228,289 SH DEFINED 1 228,289 CENTURYLINK INC COM 156700106 9,862 266,491 SH DEFINED 1 266,491 CERNER CORP COM 156782104 363 5,960 SH DEFINED 1 5,960 CHESAPEAKE ENERGY CORP COM 165167107 18,922 853,327 SH DEFINED 1 853,327 CHEVRON CORP NEW COM 166764100 115,487 1,091,029 SH DEFINED 1 1,091,029 CHIPOTLE MEXICAN GRILL INC COM 169656105 449 1,337 SH DEFINED 1 1,337 CHUBB CORP COM 171232101 13,061 189,677 SH DEFINED 1 189,677 CINCINNATI FINL CORP COM 172062101 12,831 423,431 SH DEFINED 1 423,431 CINTAS CORP COM 172908105 1,100 31,785 SH DEFINED 1 31,785 CITIGROUP INC COM NEW 172967424 35,382 1,351,776 SH DEFINED 1 1,351,776 CITRIX SYS INC COM 177376100 14,374 237,965 SH DEFINED 1 237,965 CLOROX CO DEL COM 189054109 348 5,270 SH DEFINED 1 5,270 COACH INC COM 189754104 17,268 284,366 SH DEFINED 1 284,366 COCA COLA CO COM 191216100 198,221 2,847,614 SH DEFINED 1 2,847,614 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 853 13,337 SH DEFINED 1 13,337 COLGATE PALMOLIVE CO COM 194162103 16,980 184,742 SH DEFINED 1 184,742 COLGATE PALMOLIVE CO COM 194162103 55 600 SH DEFINED 11 600 COMERICA INC COM 200340107 558 21,776 SH DEFINED 1 21,776 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 6,598 173,000 SH DEFINED 1 173,000 COMPUTER SCIENCES CORP COM 205363104 5,575 236,459 SH DEFINED 1 236,459 COMPUWARE CORP COM 205638109 171 20,688 SH DEFINED 1 20,688 CONAGRA FOODS INC COM 205887102 26,765 1,019,103 SH DEFINED 1 1,019,103 CONCUR TECHNOLOGIES INC COM 206708109 1,122 22,216 SH DEFINED 1 22,216 CONSOLIDATED EDISON INC COM 209115104 2,948 47,785 SH DEFINED 1 47,785 CONSTELLATION ENERGY GROUP I COM 210371100 281 7,130 SH DEFINED 1 7,130 CORNING INC COM 219350105 1,815 140,614 SH DEFINED 1 140,614 COVENTRY HEALTH CARE INC COM 222862104 926 30,649 SH DEFINED 1 30,649 CRAWFORD & CO CL B 224633107 517 84,463 SH DEFINED 1 84,463 CUMMINS INC COM 231021106 27,961 319,313 SH DEFINED 1 319,313 DTE ENERGY CO COM 233331107 2,051 37,864 SH DEFINED 1 37,864 DANAHER CORP DEL COM 235851102 2,731 58,363 SH DEFINED 1 58,363 DARDEN RESTAURANTS INC COM 237194105 1,718 37,908 SH DEFINED 1 37,908 DEAN FOODS CO NEW COM 242370104 72 6,479 SH DEFINED 1 6,479 DEERE & CO COM 244199105 20,690 268,874 SH DEFINED 1 268,874 DEERE & CO COM 244199105 153 1,985 SH DEFINED 10 1,985 DEERE & CO COM 244199105 1,808 23,385 SH DEFINED 11 23,385 DEERE & CO COM 244199105 3 48 SH DEFINED 11 48 DENBURY RES INC COM NEW 247916208 1,334 88,840 SH DEFINED 1 88,840 DENTSPLY INTL INC NEW COM 249030107 526 15,122 SH DEFINED 1 15,122 DEVRY INC DEL COM 251893103 52,773 1,379,260 SH DEFINED 1 1,379,260 DISNEY WALT CO COM DISNEY 254687106 33,024 885,206 SH DEFINED 1 885,206 DISCOVER FINL SVCS COM 254709108 4,354 182,384 SH DEFINED 1 182,384 DOLLAR TREE INC COM 256746108 1,560 18,870 SH DEFINED 1 18,870 DONNELLEY R R & SONS CO COM 257867101 624 43,502 SH DEFINED 1 43,502 DOVER CORP COM 260003108 2,395 41,473 SH DEFINED 1 41,473 DOW CHEM CO COM 260543103 24,472 855,315 SH DEFINED 1 855,315 DRIL-QUIP INC COM 262037104 687 10,494 SH DEFINED 1 10,494 DU PONT E I DE NEMOURS & CO COM 263534109 6,086 133,633 SH DEFINED 1 133,633 E M C CORP MASS COM 268648102 85,728 4,000,557 SH DEFINED 1 4,000,557 E M C CORP MASS COM 268648102 214 9,945 SH DEFINED 10 9,945
E M C CORP MASS COM 268648102 2,408 111,902 SH DEFINED 11 111,902 E M C CORP MASS COM 268648102 3 158 SH DEFINED 11 158 E TRADE FINANCIAL CORP COM NEW 269246401 189 23,899 SH DEFINED 1 23,899 EASTMAN CHEM CO COM 277432100 1,206 31,054 SH DEFINED 1 31,054 EATON CORP COM 278058102 18,991 438,547 SH DEFINED 1 438,547 EBAY INC COM 278642103 6,092 201,913 SH DEFINED 1 201,913 ECOLAB INC COM 278865100 31,425 546,409 SH DEFINED 1 546,409 ECOPETROL S A SPONSORED ADS 279158109 6,045 136,500 SH DEFINED 1 136,500 EDISON INTL COM 281020107 2,236 54,295 SH DEFINED 1 54,295 ELECTRONIC ARTS INC COM 285512109 771 37,630 SH DEFINED 1 37,630 EMERSON ELEC CO COM 291011104 33,728 727,686 SH DEFINED 1 727,686 EQUIFAX INC COM 294429105 801 20,805 SH DEFINED 1 20,805 EXPEDITORS INTL WASH INC COM 302130109 370 9,101 SH DEFINED 1 9,101 EXPRESS SCRIPTS INC COM 302182100 15,431 347,084 SH DEFINED 1 347,084 FLIR SYS INC COM 302445101 162 6,525 SH DEFINED 1 6,525 F M C CORP COM NEW 302491303 1,369 16,003 SH DEFINED 1 16,003 FAMILY DLR STORES INC COM 307000109 2,221 38,735 SH DEFINED 1 38,735 FASTENAL CO COM 311900104 1,215 28,009 SH DEFINED 1 28,009 FEDERATED INVS INC PA CL B 314211103 385 25,603 SH DEFINED 1 25,603 F5 NETWORKS INC COM 315616102 356 3,374 SH DEFINED 1 3,374 FIFTH THIRD BANCORP COM 316773100 1,926 152,215 SH DEFINED 1 152,215 FIRST HORIZON NATL CORP COM 320517105 126 15,919 SH DEFINED 1 15,919 FIRST SOLAR INC COM 336433107 140 4,179 SH DEFINED 1 4,179 FISERV INC COM 337738108 15,886 271,851 SH DEFINED 1 271,851 FIRSTENERGY CORP COM 337932107 14,738 334,409 SH DEFINED 1 334,409 FLUOR CORP NEW COM 343412102 40 805 SH DEFINED 1 805 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,502 36,085 SH DEFINED 1 36,085 FORD MTR CO DEL COM PAR $0.01 345370860 18,736 1,750,341 SH DEFINED 1 1,750,341 FOREST LABS INC COM 345838106 12,834 426,344 SH DEFINED 1 426,344 FRANKLIN RES INC COM 354613101 15,544 162,656 SH DEFINED 1 162,656 GANNETT INC COM 364730101 670 50,438 SH DEFINED 1 50,438 GAP INC DEL COM 364760108 929 50,369 SH DEFINED 1 50,369 GENERAL DYNAMICS CORP COM 369550108 20,433 309,275 SH DEFINED 1 309,275 GENERAL ELECTRIC CO COM 369604103 107,236 6,018,478 SH DEFINED 1 6,018,478 GENERAL MLS INC COM 370334104 4,285 106,588 SH DEFINED 1 106,588 GENUINE PARTS CO COM 372460105 3,227 53,018 SH DEFINED 1 53,018 GILEAD SCIENCES INC COM 375558103 891 21,899 SH DEFINED 1 21,899 GOLDCORP INC NEW COM 380956409 102,713 2,333,217 SH DEFINED 1 2,333,217 GOODRICH CORP COM 382388106 1,393 11,327 SH DEFINED 1 11,327 GOODYEAR TIRE & RUBR CO COM 382550101 713 50,604 SH DEFINED 1 50,604 GRAINGER W W INC COM 384802104 70,818 380,282 SH DEFINED 1 380,282 HALLIBURTON CO COM 406216101 18,027 525,090 SH DEFINED 1 525,090 HARLEY DAVIDSON INC COM 412822108 112,651 2,913,149 SH DEFINED 1 2,913,149 HARMAN INTL INDS INC COM 413086109 469 12,400 SH DEFINED 1 12,400 HARRIS CORP DEL COM 413875105 888 24,779 SH DEFINED 1 24,779 HARTFORD FINL SVCS GROUP INC COM 416515104 2,417 149,525 SH DEFINED 1 149,525 HASBRO INC COM 418056107 349 11,013 SH DEFINED 1 11,013 HEALTHWAYS INC COM 422245100 328 48,062 SH DEFINED 1 48,062 HEINZ H J CO COM 423074103 3,224 59,974 SH DEFINED 1 59,974 HELMERICH & PAYNE INC COM 423452101 1,378 23,748 SH DEFINED 1 23,748 HERSHEY CO COM 427866108 396 6,446 SH DEFINED 1 6,446 HEWLETT PACKARD CO COM 428236103 37,111 1,448,112 SH DEFINED 1 1,448,112 HEXCEL CORP NEW COM 428291108 11,046 458,635 SH DEFINED 1 458,635 HIBBETT SPORTS INC COM 428567101 507 11,301 SH DEFINED 1 11,301 HOME DEPOT INC COM 437076102 43,953 1,050,922 SH DEFINED 1 1,050,922 HONEYWELL INTL INC COM 438516106 9,735 180,049 SH DEFINED 1 180,049 HORMEL FOODS CORP COM 440452100 915 31,432 SH DEFINED 1 31,432 HOSPIRA INC COM 441060100 165 5,478 SH DEFINED 1 5,478 HUDSON CITY BANCORP COM 443683107 353 56,848 SH DEFINED 1 56,848 HUMANA INC COM 444859102 4,837 55,506 SH DEFINED 1 55,506 HUNT J B TRANS SVCS INC COM 445658107 16,250 362,424 SH DEFINED 1 362,424 HUNTINGTON BANCSHARES INC COM 446150104 1,357 248,503 SH DEFINED 1 248,503 IHS INC CL A 451734107 29,443 343,498 SH DEFINED 1 343,498 ILLINOIS TOOL WKS INC COM 452308109 2,027 43,629 SH DEFINED 1 43,629 INFOSYS LTD SPONSORED ADR 456788108 9,839 192,494 SH DEFINED 1 192,494 INTEL CORP COM 458140100 76,832 3,184,724 SH DEFINED 1 3,184,724 INTEL CORP COM 458140100 26 1,100 SH DEFINED 10 1,100 INTERNATIONAL BUSINESS MACHS COM 459200101 118,485 647,697 SH DEFINED 1 647,697 INTERNATIONAL BUSINESS MACHS COM 459200101 97 530 SH DEFINED 11 530 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 381 7,311 SH DEFINED 1 7,311 INTERNATIONAL GAME TECHNOLOG COM 459902102 1,072 62,699 SH DEFINED 1 62,699 INTL PAPER CO COM 460146103 4,339 147,349 SH DEFINED 1 147,349 INTERPUBLIC GROUP COS INC COM 460690100 57,139 5,902,855 SH DEFINED 1 5,902,855 INTUIT COM 461202103 1,750 33,460 SH DEFINED 1 33,460 IRON MTN INC COM 462846106 671 21,909 SH DEFINED 1 21,909 ISHARES INC MSCI UTD KINGD 464286699 2,862 177,031 SH DEFINED 10 177,031 ISHARES INC MSCI UTD KINGD 464286699 193 11,940 SH DEFINED 11 11,940 ISHARES INC MSCI JAPAN 464286848 827 90,890 SH DEFINED 10 90,890 ISHARES INC MSCI JAPAN 464286848 125 13,729 SH DEFINED 11 13,729 ISHARES TR DJ SEL DIV INX 464287168 30 575 SH DEFINED 11 575 ISHARES TR S&P GLB100INDX 464287572 102 1,770 SH DEFINED 10 1,770 ISHARES TR S&P EURO PLUS 464287861 56 1,662 SH DEFINED 11 1,662 ISHARES TR S&P ASIA 50 IN 464288430 350 8,958 SH DEFINED 10 8,958 ISHARES TR S&P ASIA 50 IN 464288430 51 1,316 SH DEFINED 11 1,316 ISHARES TR MSCI KLD400 SOC 464288570 59 1,280 SH DEFINED 11 1,280 ISHARES TR DJ OIL EQUIP 464288844 95 1,837 SH DEFINED 10 1,837 ISHARES TR DJ OIL EQUIP 464288844 1,169 22,542 SH DEFINED 11 22,542 ISHARES TR DJ OIL EQUIP 464288844 1 32 SH DEFINED 11 32 ISHARES TR 10+YR GOVT/CR 464289479 659 10,860 SH DEFINED 10 10,860 ISHARES TR 10+YR GOVT/CR 464289479 572 9,430 SH DEFINED 11 9,430 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 61,608 3,321,939 SH DEFINED 1 3,321,939 JABIL CIRCUIT INC COM 466313103 872 44,617 SH DEFINED 1 44,617 JACOBS ENGR GROUP INC DEL COM 469814107 362 8,988 SH DEFINED 1 8,988 JOHNSON & JOHNSON COM 478160104 98,538 1,510,346 SH DEFINED 1 1,510,346 JOHNSON CTLS INC COM 478366107 10,642 342,216 SH DEFINED 1 342,216 JOY GLOBAL INC COM 481165108 1,118 15,002 SH DEFINED 1 15,002 KLA-TENCOR CORP COM 482480100 15,192 316,500 SH DEFINED 1 316,500 KELLOGG CO COM 487836108 1,118 22,237 SH DEFINED 1 22,237 KEYCORP NEW COM 493267108 2,086 272,745 SH DEFINED 1 272,745 KIMBERLY CLARK CORP COM 494368103 20,489 279,978 SH DEFINED 1 279,978 KOHLS CORP COM 500255104 2,788 56,794 SH DEFINED 1 56,794 KROGER CO COM 501044101 16,647 690,918 SH DEFINED 1 690,918 LKQ CORP COM 501889208 66,074 2,207,978 SH DEFINED 1 2,207,978 LSI CORPORATION COM 502161102 790 133,580 SH DEFINED 1 133,580 L-3 COMMUNICATIONS HLDGS INC COM 502424104 13,800 208,030 SH DEFINED 1 208,030 LAUDER ESTEE COS INC CL A 518439104 557 4,992 SH DEFINED 1 4,992 LEGGETT & PLATT INC COM 524660107 366 15,984 SH DEFINED 1 15,984 LEGG MASON INC COM 524901105 530 22,159 SH DEFINED 1 22,159 LENNAR CORP CL A 526057104 338 17,332 SH DEFINED 1 17,332 LEUCADIA NATL CORP COM 527288104 988 43,681 SH DEFINED 1 43,681 LEXMARK INTL NEW CL A 529771107 900 27,384 SH DEFINED 1 27,384 LILLY ELI & CO COM 532457108 6,281 151,921 SH DEFINED 1 151,921 LIMITED BRANDS INC COM 532716107 1,654 41,218 SH DEFINED 1 41,218 LINCOLN NATL CORP IND COM 534187109 1,991 103,101 SH DEFINED 1 103,101 LINEAR TECHNOLOGY CORP COM 535678106 16,778 561,616 SH DEFINED 1 561,616 LITHIA MTRS INC CL A 536797103 706 32,499 SH DEFINED 1 32,499 LOCKHEED MARTIN CORP COM 539830109 3,636 45,178 SH DEFINED 1 45,178 LOEWS CORP COM 540424108 1,925 51,408 SH DEFINED 1 51,408 LORILLARD INC COM 544147101 30,341 267,529 SH DEFINED 1 267,529 LOWES COS INC COM 548661107 22,172 878,136 SH DEFINED 1 878,136 MDU RES GROUP INC COM 552690109 10,023 469,504 SH DEFINED 1 469,504 MEMC ELECTR MATLS INC COM 552715104 278 70,956 SH DEFINED 1 70,956 MSC INDL DIRECT INC CL A 553530106 10,870 152,708 SH DEFINED 1 152,708 MARATHON OIL CORP COM 565849106 20,626 708,340 SH DEFINED 1 708,340 MARATHON OIL CORP COM 565849106 211 7,235 SH DEFINED 10 7,235 MARATHON OIL CORP COM 565849106 2,267 77,457 SH DEFINED 11 77,457 MARATHON OIL CORP COM 565849106 3 127 SH DEFINED 11 127 MARLIN BUSINESS SVCS CORP COM 571157106 619 49,040 SH DEFINED 1 49,040 MARSH & MCLENNAN COS INC COM 571748102 106,305 3,379,382 SH DEFINED 1 3,379,382 MARRIOTT INTL INC NEW CL A 571903202 345 11,916 SH DEFINED 1 11,916 MARTIN MARIETTA MATLS INC COM 573284106 167 2,227 SH DEFINED 1 2,227
MASCO CORP COM 574599106 371 35,651 SH DEFINED 1 35,651 MATTEL INC COM 577081102 18,569 672,381 SH DEFINED 1 672,381 MCCORMICK & CO INC COM NON VTG 579780206 23 475 SH DEFINED 1 475 MCDONALDS CORP COM 580135101 41,503 415,811 SH DEFINED 1 415,811 MCDONALDS CORP COM 580135101 200 2,000 SH DEFINED 11 2,000 MCGRAW HILL COS INC COM 580645109 3,007 67,224 SH DEFINED 1 67,224 MEAD JOHNSON NUTRITION CO COM 582839106 82,065 1,200,201 SH DEFINED 1 1,200,201 MEADWESTVACO CORP COM 583334107 1,165 39,122 SH DEFINED 1 39,122 MEDTRONIC INC COM 585055106 37,790 993,088 SH DEFINED 1 993,088 METROPCS COMMUNICATIONS INC COM 591708102 215 24,974 SH DEFINED 1 24,974 MICROSOFT CORP COM 594918104 106,648 4,129,432 SH DEFINED 1 4,129,432 MICROCHIP TECHNOLOGY INC COM 595017104 1,131 31,057 SH DEFINED 1 31,057 MICRON TECHNOLOGY INC COM 595112103 27 4,429 SH DEFINED 1 4,429 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 11,199 761,150 SH DEFINED 1 761,150 MOLEX INC COM 608554101 752 31,717 SH DEFINED 1 31,717 MONRO MUFFLER BRAKE INC COM 610236101 1,080 27,987 SH DEFINED 1 27,987 MOODYS CORP COM 615369105 1,491 44,519 SH DEFINED 1 44,519 MORGAN STANLEY COM NEW 617446448 9,930 659,749 SH DEFINED 1 659,749 MOTOROLA SOLUTIONS INC COM NEW 620076307 13,046 283,298 SH DEFINED 1 283,298 MOTOROLA MOBILITY HLDGS INC COM 620097105 8,487 219,878 SH DEFINED 1 219,878 MURPHY OIL CORP COM 626717102 962 17,350 SH DEFINED 1 17,350 MYLAN INC COM 628530107 1,004 47,039 SH DEFINED 1 47,039 NRG ENERGY INC COM NEW 629377508 19 1,100 SH DEFINED 1 1,100 NYSE EURONEXT COM 629491101 1,896 73,039 SH DEFINED 1 73,039 NASDAQ OMX GROUP INC COM 631103108 524 21,502 SH DEFINED 1 21,502 NATIONAL OILWELL VARCO INC COM 637071101 76,682 1,133,684 SH DEFINED 1 1,133,684 NATIONAL OILWELL VARCO INC COM 637071101 14 212 SH DEFINED 11 212 NEWELL RUBBERMAID INC COM 651229106 426 26,560 SH DEFINED 1 26,560 NEWFIELD EXPL CO COM 651290108 20 547 SH DEFINED 1 547 NEWMONT MINING CORP COM 651639106 14,085 235,939 SH DEFINED 1 235,939 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GOOGLE INC CL A 38259P508 80,755 125,675 SH DEFINED 1 125,675 HCA HOLDINGS INC COM 40412C101 3,402 155,229 SH DEFINED 1 155,229 HCP INC COM 40414L109 2,706 65,673 SH DEFINED 1 65,673 HDFC BANK LTD ADR REPS 3 SHS 40415F101 6,737 257,715 SH DEFINED 1 257,715 HESS CORP COM 42809H107 12,782 226,212 SH DEFINED 1 226,212 ICICI BK LTD ADR 45104G104 4,510 171,559 SH DEFINED 1 171,559 IDEX CORP COM 45167R104 671 18,185 SH DEFINED 1 18,185 INTEGRYS ENERGY GROUP INC COM 45822P105 472 8,774 SH DEFINED 1 8,774 INTERCONTINENTALEXCHANGE INC COM 45865V100 845 7,050 SH DEFINED 1 7,050 INTUITIVE SURGICAL INC COM NEW 46120E602 25,430 55,209 SH DEFINED 1 55,209 JDS UNIPHASE CORP COM PAR $0.001 46612J507 49,773 4,792,255 SH DEFINED 1 4,792,255 JPMORGAN CHASE & CO COM 46625H100 79,598 2,406,317 SH DEFINED 1 2,406,317 JPMORGAN CHASE & CO COM 46625H100 150 4,531 SH DEFINED 10 4,531 JPMORGAN CHASE & CO COM 46625H100 1,600 48,151 SH DEFINED 11 48,151 JPMORGAN CHASE & CO COM 46625H100 2 87 SH DEFINED 11 87 JUNIPER NETWORKS INC COM 48203R104 42 2,105 SH DEFINED 1 2,105 KRAFT FOODS INC CL A 50075N104 35,869 960,097 SH DEFINED 1 960,097 KRAFT FOODS INC CL A 50075N104 45 1,231 SH DEFINED 10 1,231 KRAFT FOODS INC CL A 50075N104 80 2,145 SH DEFINED 11 2,145 LABORATORY CORP AMER HLDGS COM NEW 50540R409 38 453 SH DEFINED 1 453 LIFE TECHNOLOGIES CORP COM 53217V109 8,494 219,443 SH DEFINED 1 219,443 M & T BK CORP COM 55261F104 11,470 151,027 SH DEFINED 1 151,027 MACYS INC COM 55616P104 4,503 140,673 SH DEFINED 1 140,673 MACYS INC COM 55616P104 259 8,078 SH DEFINED 10 8,078 MACYS INC COM 55616P104 2,724 84,670 SH DEFINED 11 84,670 MACYS INC COM 55616P104 4 148 SH DEFINED 11 148 MARATHON PETE CORP COM 56585A102 10,178 307,341 SH DEFINED 1 307,341 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 71 1,395 SH DEFINED 10 1,395 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 26 522 SH DEFINED 11 522 MASTERCARD INC CL A 57636Q104 25,400 68,484 SH DEFINED 1 68,484 MCKESSON CORP COM 58155Q103 19,269 248,609 SH DEFINED 1 248,609 MEDCO HEALTH SOLUTIONS INC COM 58405U102 13,320 239,532 SH DEFINED 1 239,532 MEDIDATA SOLUTIONS INC COM 58471A105 325 15,039 SH DEFINED 1 15,039 MERCK & CO INC NEW COM 58933Y105 66,159 1,763,980 SH DEFINED 1 1,763,980 METLIFE INC COM 59156R108 22,094 712,269 SH DEFINED 1 712,269 MOLSON COORS BREWING CO CL B 60871R209 238 5,505 SH DEFINED 1 5,505 MONSANTO CO NEW COM 61166W101 14,026 201,220 SH DEFINED 1 201,220 MOSAIC CO NEW COM 61945C103 2,038 40,635 SH DEFINED 1 40,635 NETAPP INC COM 64110D104 574 15,926 SH DEFINED 1 15,926 NETFLIX INC COM 64110L106 351 5,105 SH DEFINED 1 5,105 NEXTERA ENERGY INC COM 65339F101 3,669 60,590 SH DEFINED 1 60,590 NISOURCE INC COM 65473P105 226 9,546 SH DEFINED 1 9,546 NVIDIA CORP COM 67066G104 841 60,999 SH DEFINED 1 60,999 O REILLY AUTOMOTIVE INC NEW COM 67103H107 34,946 439,367 SH DEFINED 1 439,367 ORACLE CORP COM 68389X105 165,739 6,495,005 SH DEFINED 1 6,495,005 PG&E CORP COM 69331C108 16,991 414,359 SH DEFINED 1 414,359 PPL CORP COM 69351T106 2,426 82,911 SH DEFINED 1 82,911 PSS WORLD MED INC COM 69366A100 244 10,171 SH DEFINED 1 10,171 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 45,560 1,949,600 SH DEFINED 1 1,949,600 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 310 12,546 SH DEFINED 1 12,546 POLYPORE INTL INC COM 73179V103 10,572 241,589 SH DEFINED 1 241,589 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 579 8,628 SH DEFINED 1 8,628 PRAXAIR INC COM 74005P104 14,890 140,011 SH DEFINED 1 140,011 PRICE T ROWE GROUP INC COM 74144T108 3,771 66,564 SH DEFINED 1 66,564 PRINCIPAL FINL GROUP INC COM 74251V102 1,698 69,415 SH DEFINED 1 69,415 QEP RES INC COM 74733V100 23 815 SH DEFINED 1 815 QUEST DIAGNOSTICS INC COM 74834L100 297 5,148 SH DEFINED 1 5,148 RANGE RES CORP COM 75281A109 36 590 SH DEFINED 1 590 REGIONS FINANCIAL CORP NEW COM 7591EP100 22 5,263 SH DEFINED 1 5,263 ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 4,156 295,689 SH DEFINED 1 295,689 SAIC INC COM 78390X101 549 44,905 SH DEFINED 1 44,905 SLM CORP COM 78442P106 1,566 117,510 SH DEFINED 1 117,510 SPDR S&P 500 ETF TR TR UNIT 78462F103 1,202 9,572 SH DEFINED 10 9,572 SPDR S&P 500 ETF TR TR UNIT 78462F103 160 1,280 SH DEFINED 11 1,280 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 1,090 37,036 SH DEFINED 10 37,036 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 130 4,416 SH DEFINED 11 4,416 SALESFORCE COM INC COM 79466L302 55 552 SH DEFINED 1 552 SANDISK CORP COM 80004C101 1,037 21,196 SH DEFINED 1 21,196 SANDISK CORP COM 80004C101 56 1,151 SH DEFINED 11 1,151 SCANA CORP NEW COM 80589M102 851 19,002 SH DEFINED 1 19,002 SEALED AIR CORP NEW COM 81211K100 944 55,173 SH DEFINED 1 55,173 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3 89 SH DEFINED 10 89 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 102 2,962 SH DEFINED 11 2,962 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 234 18,066 SH DEFINED 10 18,066 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 2,817 216,843 SH DEFINED 11 216,843 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4 351 SH DEFINED 11 351 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 190 5,289 SH DEFINED 10 5,289 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,246 62,470 SH DEFINED 11 62,470 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3 86 SH DEFINED 11 86 SIGNATURE BK NEW YORK N Y COM 82669G104 14,037 235,200 SH DEFINED 1 235,200 SKYWORKS SOLUTIONS INC COM 83088M102 246 15,260 SH DEFINED 1 15,260 SOLARWINDS INC COM 83416B109 71,003 2,553,536 SH DEFINED 1 2,553,536 SOLERA HOLDINGS INC COM 83421A104 652 14,718 SH DEFINED 1 14,718 SOUTHERN COPPER CORP COM 84265V105 4,495 149,716 SH DEFINED 1 149,716 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 14,405 301,854 SH DEFINED 1 301,854 SUNOCO INC COM 86764P109 193 4,732 SH DEFINED 1 4,732 TENET HEALTHCARE CORP COM 88033G100 695 136,185 SH DEFINED 1 136,185 TERADATA CORP DEL COM 88076W103 321 6,671 SH DEFINED 1 6,671 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,188 39,029 SH DEFINED 1 39,029 3M CO COM 88579Y101 28,149 346,200 SH DEFINED 1 346,200 TIME WARNER CABLE INC COM 88732J207 15,108 238,894 SH DEFINED 1 238,894 TREEHOUSE FOODS INC COM 89469A104 13,987 215,055 SH DEFINED 1 215,055 ULTA SALON COSMETCS & FRAG I COM 90384S303 350 5,423 SH DEFINED 1 5,423 UNITEDHEALTH GROUP INC COM 91324P102 133,486 2,647,532 SH DEFINED 1 2,647,532 UNUM GROUP COM 91529Y106 2,132 101,723 SH DEFINED 1 101,723 VALERO ENERGY CORP NEW COM 91913Y100 2,705 129,180 SH DEFINED 1 129,180 VARIAN MED SYS INC COM 92220P105 16,230 243,032 SH DEFINED 1 243,032 VERA BRADLEY INC COM 92335C106 519 16,207 SH DEFINED 1 16,207 VERIZON COMMUNICATIONS INC COM 92343V104 62,528 1,566,611 SH DEFINED 1 1,566,611 VERIZON COMMUNICATIONS INC COM 92343V104 288 7,189 SH DEFINED 10 7,189 VERIZON COMMUNICATIONS INC COM 92343V104 3,313 82,641 SH DEFINED 11 82,641 VERIZON COMMUNICATIONS INC COM 92343V104 3 95 SH DEFINED 11 95 VERISK ANALYTICS INC CL A 92345Y106 1,011 25,332 SH DEFINED 1 25,332 VIACOM INC NEW CL B 92553P201 5,260 116,438 SH DEFINED 1 116,438 VIACOM INC NEW CL B 92553P201 60 1,340 SH DEFINED 10 1,340 VIACOM INC NEW CL B 92553P201 536 11,815 SH DEFINED 11 11,815 VIACOM INC NEW CL B 92553P201 3 84 SH DEFINED 11 84 VISA INC COM CL A 92826C839 23,004 227,754 SH DEFINED 1 227,754 WASTE MGMT INC DEL COM 94106L109 18,224 560,043 SH DEFINED 1 560,043 WELLPOINT INC COM 94973V107 25,476 386,546 SH DEFINED 1 386,546 WINDSTREAM CORP COM 97381W104 9,119 780,789 SH DEFINED 1 780,789 WYNDHAM WORLDWIDE CORP COM 98310W108 1,722 45,774 SH DEFINED 1 45,774 XCEL ENERGY INC COM 98389B100 1,178 42,865 SH DEFINED 1 42,865 XYLEM INC COM 98419M100 492 19,275 SH DEFINED 1 19,275 YOUKU COM INC SPONSORED ADR 98742U100 263 16,906 SH DEFINED 1 16,906 ZIMMER HLDGS INC COM 98956P102 1,119 21,062 SH DEFINED 1 21,062 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 923 45,200 SH DEFINED 1 45,200 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 31,329 591,607 SH DEFINED 1 591,607 BUNGE LIMITED COM G16962105 201 3,530 SH DEFINED 10 3,530 BUNGE LIMITED COM G16962105 2,322 40,627 SH DEFINED 11 40,627 BUNGE LIMITED COM G16962105 4 71 SH DEFINED 11 71 COOPER INDUSTRIES PLC SHS G24140108 1,424 26,445 SH DEFINED 1 26,445 CREDICORP LTD COM G2519Y108 1,241 11,400 SH DEFINED 1 11,400 COVIDIEN PLC SHS G2554F113 4,818 107,599 SH DEFINED 1 107,599 INGERSOLL-RAND PLC SHS G47791101 1,684 55,554 SH DEFINED 1 55,554 INVESCO LTD SHS G491BT108 1,996 99,896 SH DEFINED 1 99,896 LAZARD LTD SHS A G54050102 2,956 113,800 SH DEFINED 1 113,800 NABORS INDUSTRIES LTD SHS G6359F103 840 48,725 SH DEFINED 1 48,725 XL GROUP PLC SHS G98290102 1,006 51,159 SH DEFINED 1 51,159 ACE LTD SHS H0023R105 7,946 113,916 SH DEFINED 1 113,916 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 261 8,708 SH DEFINED 1 8,708
TE CONNECTIVITY LTD REG SHS H84989104 2,031 66,271 SH DEFINED 1 66,271 TYCO INTERNATIONAL LTD SHS H89128104 6,055 130,321 SH DEFINED 1 130,321 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 541 16,659 SH DEFINED 1 16,659 CORE LABORATORIES N V COM N22717107 12,208 107,694 SH DEFINED 1 107,694 8,592,723