UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 30-Jun-11
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Check Here if Amendment / /; Amendment Number:
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This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Lloyds Banking Group plc
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Address: The Mound
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Edinburgh EH1 1YZ
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Scotland
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United Kingdom
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Form 13F File Number: 001-15246
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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 M Wilson
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Title: Share Disclosure Team
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Phone: (+44) 113 235 7669
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Signature, Place, and Date of Signing:
/s/ M Wilson 27-Jul-11
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[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
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Form 13F Information Table Entry Total: 676
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Form 13F Information Table Value Total: $9,071,202
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(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
1 028-10147 Scottish Widows Investment Partnership Limited
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10 028-10237 Lloyds TSB Offshore Private Clients Limited
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11 028-10892 Lloyds TSB Offshore Limited
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FORM 13F INFORMATION TABLE FOR LLOYDS BANKING GROUP PLC EXCHANGE RATE 1.6056
VALUE US$ NO. OF INVESTMENT OTHER VOTING
TITLE OF CLASS CUSIP 000's SHARES SH/PRN DISCRETION MANAGER AUTHORITY SOLE
AFLAC INC COM 001055102 15,615 334,487 SH DEFINED 1 334,487
AK STL HLDG CORP COM 001547108 7 500 SH DEFINED 1 500
ABBOTT LABS COM 002824100 38,735 736,629 SH DEFINED 1 736,629
ABERCROMBIE & FITCH CO CL A 002896207 1,687 25,230 SH DEFINED 1 25,230
ACME PACKET INC COM 004764106 10,089 143,948 SH DEFINED 1 143,948
ADVANCED MICRO DEVICES INC COM 007903107 436 62,428 SH DEFINED 1 62,428
AGNICO EAGLE MINES LTD COM 008474108 6,173 97,837 SH DEFINED 1 97,837
AIR PRODS & CHEMS INC COM 009158106 24,548 256,880 SH DEFINED 1 256,880
AIRGAS INC COM 009363102 519 7,427 SH DEFINED 1 7,427
ALCOA INC COM 013817101 19,470 1,228,823 SH DEFINED 1 1,228,823
ALLERGAN INC COM 018490102 1,007 12,098 SH DEFINED 1 12,098
ALLSTATE CORP COM 020002101 18,050 591,128 SH DEFINED 1 591,128
ALTERA CORP COM 021441100 2,417 52,147 SH DEFINED 1 52,147
AMAZON COM INC COM 023135106 33,435 163,526 SH DEFINED 1 163,526
AMEREN CORP COM 023608102 871 30,222 SH DEFINED 1 30,222
AMERICAN ELEC PWR INC COM 025537101 4,079 108,331 SH DEFINED 1 108,331
AMERICAN EXPRESS CO COM 025816109 30,066 581,607 SH DEFINED 1 581,607
AMERICAN INTL GROUP INC COM 026874784 1,727 58,926 SH DEFINED 1 58,926
AMERICAN TOWER CORP CL A 029912201 20,453 391,109 SH DEFINED 1 391,109
AMGEN INC COM 031162100 19,329 331,352 SH DEFINED 1 331,352
AMPHENOL CORP NEW CL A 032095101 1,558 28,888 SH DEFINED 1 28,888
ANADARKO PETE CORP COM 032511107 4,243 55,304 SH DEFINED 1 55,304
ANALOG DEVICES INC COM 032654105 3,455 88,265 SH DEFINED 1 88,265
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 242 5,760 SH DEFINED 1 5,760
AON CORP COM 037389103 2,796 54,543 SH DEFINED 1 54,543
APACHE CORP COM 037411105 112,857 914,976 SH DEFINED 1 914,976
APOLLO GROUP INC CL A 037604105 526 12,054 SH DEFINED 1 12,054
APPLE INC COM 037833100 267,008 795,591 SH DEFINED 1 795,591
APPLIED MATLS INC COM 038222105 64,372 4,946,013 SH DEFINED 1 4,946,013
ARCHER DANIELS MIDLAND CO COM 039483102 4,567 151,613 SH DEFINED 1 151,613
AUTODESK INC COM 052769106 865 22,427 SH DEFINED 1 22,427
AUTOMATIC DATA PROCESSING IN COM 053015103 4,301 81,684 SH DEFINED 1 81,684
AUTOZONE INC COM 053332102 1,314 4,458 SH DEFINED 1 4,458
AVERY DENNISON CORP COM 053611109 1,412 36,587 SH DEFINED 1 36,587
AVON PRODS INC COM 054303102 51 1,829 SH DEFINED 1 1,829
BB&T CORP COM 054937107 18,377 684,595 SH DEFINED 1 684,595
BMC SOFTWARE INC COM 055921100 1,615 29,526 SH DEFINED 1 29,526
BAKER HUGHES INC COM 057224107 29,999 413,495 SH DEFINED 1 413,495
BALL CORP COM 058498106 1,085 28,261 SH DEFINED 1 28,261
BANK OF AMERICA CORPORATION COM 060505104 57,826 5,278,535 SH DEFINED 1 5,278,535
BANK OF NEW YORK MELLON CORP COM 064058100 19,401 757,422 SH DEFINED 1 757,422
BARD C R INC COm 067383109 1,548 14,092 SH DEFINED 1 14,092
BAXTER INTL INC COM 071813109 34,864 584,487 SH DEFINED 1 584,487
BECTON DICKINSON & CO COM 075887109 3,157 36,647 SH DEFINED 1 36,647
BED BATH & BEYOND INC COM 075896100 20,318 348,121 SH DEFINED 1 348,121
BEMIS INC COM 081437105 821 24,328 SH DEFINED 1 24,328
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 59,842 773,503 SH DEFINED 1 773,503
BEST BUY INC COM 086516101 1,627 51,792 SH DEFINED 1 51,792
BIG LOTS INC COM 089302103 417 12,598 SH DEFINED 1 12,598
BLOCK H & R INC COM 093671105 778 48,499 SH DEFINED 1 48,499
BOEING CO COM 097023105 21,951 296,897 SH DEFINED 1 296,897
BOSTON SCIENTIFIC CORP COM 101137107 41 5,970 SH DEFINED 1 5,970
BRISTOL MYERS SQUIBB CO COM 110122108 23,607 815,591 SH DEFINED 1 815,591
BROADCOM CORP CL A 111320107 888 26,415 SH DEFINED 1 26,415
BROWN FORMAN CORP CL B 115637209 818 10,964 SH DEFINED 1 10,964
CBS CORP NEW CL B 124857202 32,831 1,153,000 SH DEFINED 1 1,153,000
CF INDS HLDGS INC COM 125269100 1,868 13,193 SH DEFINED 1 13,193
CIGNA CORP COM 125509109 4,059 78,839 SH DEFINED 1 78,839
CMS ENERGY CORP COM 125896100 20,329 1,032,200 SH DEFINED 1 1,032,200
CSX CORP COM 126408103 25,558 974,946 SH DEFINED 1 974,946
CVS CAREMARK CORPORATION COM 126650100 28,972 771,472 SH DEFINED 1 771,472
CABOT OIL & GAS CORP COM 127097103 731 11,043 SH DEFINED 1 11,043
CAMPBELL SOUP CO COM 134429109 14,122 409,037 SH DEFINED 1 409,037
CARMAX INC COM 143130102 944 28,539 SH DEFINED 1 28,539
CARNIVAL CORP PAIRED CTF 143658300 17,209 457,226 SH DEFINED 1 457,226
CATERPILLAR INC DEL COM 149123101 44,988 422,689 SH DEFINED 1 422,689
CELGENE CORP COM 151020104 21,587 358,115 SH DEFINED 1 358,115
CENTURYLINK INC COM 156700106 15,706 388,639 SH DEFINED 1 388,639
CEPHALON INC COM 156708109 350 4,382 SH DEFINED 1 4,382
CERNER CORP COM 156782104 914 14,970 SH DEFINED 1 14,970
CHEESECAKE FACTORY INC COM 163072101 3,991 127,188 SH DEFINED 1 127,188
CHESAPEAKE ENERGY CORP COM 165167107 24,483 824,916 SH DEFINED 1 824,916
CHEVRON CORP NEW COM 166764100 108,780 1,058,535 SH DEFINED 1 1,058,535
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,469 4,770 SH DEFINED 1 4,770
CHUBB CORP COM 171232101 12,191 194,688 SH DEFINED 1 194,688
CINCINNATI FINL CORP COM 172062101 12,778 438,237 SH DEFINED 1 438,237
CINTAS CORP COM 172908105 718 21,759 SH DEFINED 1 21,759
CITIGROUP INC COM NEW 172967424 61,261 1,472,290 SH DEFINED 1 1,472,290
CITRIX SYS INC COM 177376100 17,608 220,145 SH DEFINED 1 220,145
CLOROX CO DEL COM 189054109 356 5,281 SH DEFINED 1 5,281
COACH INC COM 189754104 17,431 272,651 SH DEFINED 1 272,651
COCA COLA CO COM 191216100 181,733 2,700,958 SH DEFINED 1 2,700,958
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 863 11,776 SH DEFINED 1 11,776
COLGATE PALMOLIVE CO COM 194162103 17,952 205,440 SH DEFINED 1 205,440
COMERICA INC COM 200340107 223 6,477 SH DEFINED 1 6,477
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 5,356 141,100 SH DEFINED 1 141,100
COMPUTER SCIENCES CORP COM 205363104 8,864 233,473 SH DEFINED 1 233,473
COMPUWARE CORP COM 205638109 229 23,527 SH DEFINED 1 23,527
CONAGRA FOODS INC COM 205887102 24,696 957,770 SH DEFINED 1 957,770
CONCUR TECHNOLOGIES INC COM 206708109 2,752 54,962 SH DEFINED 1 54,962
CONSOLIDATED EDISON INC COM 209115104 2,531 47,570 SH DEFINED 1 47,570
CONSTANT CONTACT INC COM 210313102 8,579 338,311 SH DEFINED 1 338,311
CONSTELLATION ENERGY GROUP I COM 210371100 447 11,787 SH DEFINED 1 11,787
CORNING INC COM 219350105 6,452 355,588 SH DEFINED 1 355,588
COVENTRY HEALTH CARE INC COM 222862104 2,938 80,637 SH DEFINED 1 80,637
CUMMINS INC COM 231021106 23,585 228,011 SH DEFINED 1 228,011
CYPRESS SEMICONDUCTOR CORP COM 232806109 8,443 399,489 SH DEFINED 1 399,489
DTE ENERGY CO COM 233331107 2,386 47,705 SH DEFINED 1 47,705
DANAHER CORP DEL COM 235851102 5,135 96,920 SH DEFINED 1 96,920
DARDEN RESTAURANTS INC COM 237194105 1,549 31,151 SH DEFINED 1 31,151
DEAN FOODS CO NEW COM 242370104 79 6,479 SH DEFINED 1 6,479
DEERE & CO COM 244199105 24,646 298,892 SH DEFINED 1 298,892
DENBURY RES INC COM NEW 247916208 827 41,404 SH DEFINED 1 41,404
DENTSPLY INTL INC NEW COM 249030107 575 15,122 SH DEFINED 1 15,122
DEVRY INC DEL COM 251893103 9,443 159,803 SH DEFINED 1 159,803
DISNEY WALT CO COM DISNEY 254687106 36,714 940,802 SH DEFINED 1 940,802
DISCOVER FINL SVCS COM 254709108 4,244 158,688 SH DEFINED 1 158,688
DR REDDYS LABS LTD ADR 256135203 109 3,200 SH DEFINED 1 3,200
DOLLAR FINL CORP COM 256664103 2,276 105,118 SH DEFINED 1 105,118
DONNELLEY R R & SONS CO COM 257867101 919 46,907 SH DEFINED 1 46,907
DOVER CORP COM 260003108 4,450 65,649 SH DEFINED 1 65,649
DOW CHEM CO COM 260543103 23,782 660,546 SH DEFINED 1 660,546
DRIL-QUIP INC COM 262037104 1,321 19,473 SH DEFINED 1 19,473
DU PONT E I DE NEMOURS & CO COM 263534109 8,210 151,956 SH DEFINED 1 151,956
E M C CORP MASS COM 268648102 51,543 1,870,560 SH DEFINED 1 1,870,560
E TRADE FINANCIAL CORP COM NEW 269246401 329 23,899 SH DEFINED 1 23,899
EASTMAN CHEM CO COM 277432100 2,471 24,224 SH DEFINED 1 24,224
EATON CORP COM 278058102 24,176 469,994 SH DEFINED 1 469,994
EBAY INC COM 278642103 9,025 279,745 SH DEFINED 1 279,745
ECOLAB INC COM 278865100 20,993 372,516 SH DEFINED 1 372,516
ECOPETROL S A SPONSORED ADS 279158109 6,505 147,800 SH DEFINED 1 147,800
EDISON INTL COM 281020107 2,078 53,655 SH DEFINED 1 53,655
ELECTRONIC ARTS INC COM 285512109 294 12,481 SH DEFINED 1 12,481
EMERSON ELEC CO COM 291011104 39,730 706,450 SH DEFINED 1 706,450
EQUIFAX INC COM 294429105 11,829 340,856 SH DEFINED 1 340,856
EXPEDITORS INTL WASH INC COM 302130109 1,151 22,499 SH DEFINED 1 22,499
EXPRESS SCRIPTS INC COM 302182100 20,870 386,679 SH DEFINED 1 386,679
FLIR SYS INC COM 302445101 528 15,691 SH DEFINED 1 15,691
F M C CORP COM NEW 302491303 655 7,621 SH DEFINED 1 7,621
FAMILY DLR STORES INC COM 307000109 1,063 20,229 SH DEFINED 1 20,229
FASTENAL CO COM 311900104 1,760 48,902 SH DEFINED 1 48,902
FEDERATED INVS INC PA CL B 314211103 653 27,397 SH DEFINED 1 27,397
F5 NETWORKS INC COM 315616102 958 8,692 SH DEFINED 1 8,692
FIFTH THIRD BANCORP COM 316773100 2,733 214,662 SH DEFINED 1 214,662
FIRST HORIZON NATL CORP COM 320517105 111 11,723 SH DEFINED 1 11,723
FIRST SOLAR INC COM 336433107 324 2,450 SH DEFINED 1 2,450
FISERV INC COM 337738108 18,910 301,961 SH DEFINED 1 301,961
FIRSTENERGY CORP COM 337932107 16,006 362,499 SH DEFINED 1 362,499
FLUOR CORP NEW COM 343412102 1,215 18,805 SH DEFINED 1 18,805
FORD MTR CO DEL COM PAR $0.01 345370860 24,540 1,778,943 SH DEFINED 1 1,778,943
FOREST LABS INC COM 345838106 17,505 444,860 SH DEFINED 1 444,860
FORTUNE BRANDS INC COM 349631101 13,514 212,049 SH DEFINED 1 212,049
FOSSIL INC COM 349882100 44,628 378,945 SH DEFINED 1 378,945
FRANKLIN RES INC COM 354613101 21,768 165,817 SH DEFINED 1 165,817
GANNETT INC COM 364730101 1,183 82,534 SH DEFINED 1 82,534
GAP INC DEL COM 364760108 1,742 96,321 SH DEFINED 1 96,321
GENERAL DYNAMICS CORP COM 369550108 23,355 313,350 SH DEFINED 1 313,350
GENERAL ELECTRIC CO COM 369604103 106,848 5,669,863 SH DEFINED 1 5,669,863
GENERAL MLS INC COM 370334104 1,377 37,017 SH DEFINED 1 37,017
GENUINE PARTS CO COM 372460105 46,417 853,658 SH DEFINED 1 853,658
GILEAD SCIENCES INC COM 375558103 2,234 53,956 SH DEFINED 1 53,956
GOLDCORP INC NEW COM 380956409 91,276 1,891,163 SH DEFINED 1 1,891,163
GOODRICH CORP COM 382388106 25,871 270,923 SH DEFINED 1 270,923
GOODYEAR TIRE & RUBR CO COM 382550101 396 23,616 SH DEFINED 1 23,616
GRAINGER W W INC COM 384802104 76,875 500,280 SH DEFINED 1 500,280
HALLIBURTON CO COM 406216101 153,389 3,007,927 SH DEFINED 1 3,007,927
HARLEY DAVIDSON INC COM 412822108 36,211 883,533 SH DEFINED 1 883,533
HARMAN INTL INDS INC COM 413086109 752 16,497 SH DEFINED 1 16,497
HARRIS CORP DEL COM 413875105 1,300 28,869 SH DEFINED 1 28,869
HARTFORD FINL SVCS GROUP INC COM 416515104 3,451 130,960 SH DEFINED 1 130,960
HASBRO INC COM 418056107 300 6,846 SH DEFINED 1 6,846
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,101 87,310 SH DEFINED 1 87,310
HEALTHWAYS INC COM 422245100 2,214 146,066 SH DEFINED 1 146,066
HEICO CORP NEW COM 422806109 1,053 19,252 SH DEFINED 1 19,252
HEINZ H J CO COM 423074103 3,259 61,189 SH DEFINED 1 61,189
HELMERICH & PAYNE INC COM 423452101 2,019 30,573 SH DEFINED 1 30,573
HERSHEY CO COM 427866108 942 16,565 SH DEFINED 1 16,565
HEWLETT PACKARD CO COM 428236103 43,506 1,195,058 SH DEFINED 1 1,195,058
HIBBETT SPORTS INC COM 428567101 1,380 33,906 SH DEFINED 1 33,906
HOME DEPOT INC COM 437076102 30,531 843,530 SH DEFINED 1 843,530
HONEYWELL INTL INC COM 438516106 11,411 191,615 SH DEFINED 1 191,615
HORMEL FOODS CORP COM 440452100 1,208 40,564 SH DEFINED 1 40,564
HOSPIRA INC COM 441060100 33 594 SH DEFINED 1 594
HUDSON CITY BANCORP COM 443683107 363 44,448 SH DEFINED 1 44,448
HUMANA INC COM 444859102 3,169 39,363 SH DEFINED 1 39,363
HUNT J B TRANS SVCS INC COM 445658107 18,696 396,989 SH DEFINED 1 396,989
HUNTINGTON BANCSHARES INC COM 446150104 993 151,503 SH DEFINED 1 151,503
ITT CORP NEW COM 450911102 1,277 21,690 SH DEFINED 1 21,690
ILLINOIS TOOL WKS INC COM 452308109 6,320 111,896 SH DEFINED 1 111,896
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 15,251 233,870 SH DEFINED 1 233,870
INTEL CORP COM 458140100 70,145 3,166,856 SH DEFINED 1 3,166,856
INTERNATIONAL BUSINESS MACHS COM 459200101 122,376 713,879 SH DEFINED 1 713,879
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 856 13,334 SH DEFINED 1 13,334
INTERNATIONAL GAME TECHNOLOG COM 459902102 821 46,695 SH DEFINED 1 46,695
INTL PAPER CO COM 460146103 4,525 151,885 SH DEFINED 1 151,885
INTERPUBLIC GROUP COS INC COM 460690100 94,295 7,546,684 SH DEFINED 1 7,546,684
INTUIT COM 461202103 549 10,601 SH DEFINED 1 10,601
IRON MTN INC COM 462846106 746 21,909 SH DEFINED 1 21,909
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 43,648 1,854,639 SH DEFINED 1 1,854,639
JABIL CIRCUIT INC COM 466313103 937 46,424 SH DEFINED 1 46,424
JACOBS ENGR GROUP INC DEL COM 469814107 21 508 SH DEFINED 1 508
JETBLUE AIRWAYS CORP COM 477143101 102 16,835 SH DEFINED 1 16,835
JOHNSON & JOHNSON COM 478160104 185,589 2,792,292 SH DEFINED 1 2,792,292
JOHNSON CTLS INC COM 478366107 15,900 381,907 SH DEFINED 1 381,907
JOY GLOBAL INC COM 481165108 1,642 17,237 SH DEFINED 1 17,237
KLA-TENCOR CORP COM 482480100 13,642 337,226 SH DEFINED 1 337,226
KELLOGG CO COM 487836108 36,673 663,235 SH DEFINED 1 663,235
KEYCORP NEW COM 493267108 1,381 165,902 SH DEFINED 1 165,902
KIMBERLY CLARK CORP COM 494368103 15,838 238,055 SH DEFINED 1 238,055
KOHLS CORP COM 500255104 4,986 99,698 SH DEFINED 1 99,698
KROGER CO COM 501044101 21,785 877,902 SH DEFINED 1 877,902
LKQ CORP COM 501889208 8,035 307,921 SH DEFINED 1 307,921
LSI CORPORATION COM 502161102 983 138,202 SH DEFINED 1 138,202
L-3 COMMUNICATIONS HLDGS INC COM 502424104 17,974 205,528 SH DEFINED 1 205,528
LAUDER ESTEE COS INC CL A 518439104 2,098 19,951 SH DEFINED 1 19,951
LEGGETT & PLATT INC COM 524660107 745 30,565 SH DEFINED 1 30,565
LEGG MASON INC COM 524901105 838 25,582 SH DEFINED 1 25,582
LENNAR CORP CL A 526057104 313 17,229 SH DEFINED 1 17,229
LEUCADIA NATL CORP COM 527288104 1,989 58,331 SH DEFINED 1 58,331
LEXMARK INTL NEW CL A 529771107 494 16,882 SH DEFINED 1 16,882
LILLY ELI & CO COM 532457108 10,686 284,774 SH DEFINED 1 284,774
LIMITED BRANDS INC COM 532716107 2,246 58,415 SH DEFINED 1 58,415
LINCOLN NATL CORP IND COM 534187109 2,650 93,124 SH DEFINED 1 93,124
LINEAR TECHNOLOGY CORP COM 535678106 18,764 568,194 SH DEFINED 1 568,194
LITHIA MTRS INC CL A 536797103 4,087 208,486 SH DEFINED 1 208,486
LOCKHEED MARTIN CORP COM 539830109 5,228 64,573 SH DEFINED 1 64,573
LOEWS CORP COM 540424108 2,188 51,985 SH DEFINED 1 51,985
LORILLARD INC COM 544147101 40,021 367,544 SH DEFINED 1 367,544
LOWES COS INC COM 548661107 24,797 1,063,596 SH DEFINED 1 1,063,596
MDU RES GROUP INC COM 552690109 9,893 439,619 SH DEFINED 1 439,619
MEMC ELECTR MATLS INC COM 552715104 1,068 125,296 SH DEFINED 1 125,296
MSC INDL DIRECT INC CL A 553530106 10,453 157,633 SH DEFINED 1 157,633
MAGNA INTL INC COM 559222401 9,313 172,297 SH DEFINED 1 172,297
MARATHON OIL CORP COM 565849106 40,562 770,704 SH DEFINED 1 770,704
MARLIN BUSINESS SVCS CORP COM 571157106 2,068 163,882 SH DEFINED 1 163,882
MARSH & MCLENNAN COS INC COM 571748102 91,194 2,925,251 SH DEFINED 1 2,925,251
MARSHALL & ILSLEY CORP NEW COM 571837103 159 20,033 SH DEFINED 1 20,033
MARRIOTT INTL INC NEW CL A 571903202 385 10,856 SH DEFINED 1 10,856
MARTIN MARIETTA MATLS INC COM 573284106 178 2,227 SH DEFINED 1 2,227
MASCO CORP COM 574599106 603 50,233 SH DEFINED 1 50,233
MASIMO CORP COM 574795100 1,882 63,389 SH DEFINED 1 63,389
MATTEL INC COM 577081102 16,639 605,420 SH DEFINED 1 605,420
MCCORMICK & CO INC COM NON VTG 579780206 698 14,095 SH DEFINED 1 14,095
MCDONALDS CORP COM 580135101 42,454 503,696 SH DEFINED 1 503,696
MCGRAW HILL COS INC COM 580645109 2,849 67,972 SH DEFINED 1 67,972
MEAD JOHNSON NUTRITION CO COM 582839106 28,038 415,016 SH DEFINED 1 415,016
MEADWESTVACO CORP COM 583334107 936 28,134 SH DEFINED 1 28,134
MEDTRONIC INC COM 585055106 35,694 927,016 SH DEFINED 1 927,016
METROPCS COMMUNICATIONS INC COM 591708102 1,064 61,883 SH DEFINED 1 61,883
MICROSOFT CORP COM 594918104 101,796 3,917,499 SH DEFINED 1 3,917,499
MICROCHIP TECHNOLOGY INC COM 595017104 1,190 31,406 SH DEFINED 1 31,406
MICRON TECHNOLOGY INC COM 595112103 1,057 141,537 SH DEFINED 1 141,537
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 15,756 829,050 SH DEFINED 1 829,050
MOLEX INC COM 608554101 1,059 41,123 SH DEFINED 1 41,123
MONRO MUFFLER BRAKE INC COM 610236101 2,747 73,656 SH DEFINED 1 73,656
MONSTER WORLDWIDE INC COM 611742107 202 13,814 SH DEFINED 1 13,814
MOODYS CORP COM 615369105 1,802 47,003 SH DEFINED 1 47,003
MORGAN STANLEY COM NEW 617446448 18,663 810,405 SH DEFINED 1 810,405
MOTOROLA SOLUTIONS INC COM NEW 620076307 12,264 266,533 SH DEFINED 1 266,533
MOTOROLA MOBILITY HLDGS INC COM 620097105 5,122 232,756 SH DEFINED 1 232,756
MURPHY OIL CORP COM 626717102 740 11,281 SH DEFINED 1 11,281
MYLAN INC COM 628530107 1,154 46,774 SH DEFINED 1 46,774
NRG ENERGY INC COM NEW 629377508 27 1,100 SH DEFINED 1 1,100
NYSE EURONEXT COM 629491101 2,035 59,436 SH DEFINED 1 59,436
NASDAQ OMX GROUP INC COM 631103108 888 35,142 SH DEFINED 1 35,142
NATIONAL OILWELL VARCO INC COM 637071101 31,790 406,814 SH DEFINED 1 406,814
NATIONAL SEMICONDUCTOR CORP COM 637640103 587 23,865 SH DEFINED 1 23,865
NEW YORK CMNTY BANCORP INC COM 649445103 1,975 131,676 SH DEFINED 1 131,676
NEWELL RUBBERMAID INC COM 651229106 4,101 260,018 SH DEFINED 1 260,018
NEWFIELD EXPL CO COM 651290108 953 14,021 SH DEFINED 1 14,021
NEWMONT MINING CORP COM 651639106 13,096 242,709 SH DEFINED 1 242,709
NICOR INC COM 654086107 21,817 398,414 SH DEFINED 1 398,414
NIKE INC CL B 654106103 3,847 42,769 SH DEFINED 1 42,769
NOBLE ENERGY INC COM 655044105 2,607 29,092 SH DEFINED 1 29,092
NORDSTROM INC COM 655664100 2,703 57,595 SH DEFINED 1 57,595
NORFOLK SOUTHERN CORP COM 655844108 65,624 876,109 SH DEFINED 1 876,109
NORTHEAST UTILS COM 664397106 1,085 30,850 SH DEFINED 1 30,850
NORTHERN TR CORP COM 665859104 434 9,457 SH DEFINED 1 9,457
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ONEOK INC NEW COM 682680103 1,352 18,268 SH DEFINED 1 18,268
OWENS CORNING NEW COM 690742101 89,264 2,390,254 SH DEFINED 1 2,390,254
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PALL CORP COM 696429307 1,140 20,286 SH DEFINED 1 20,286
PARKER HANNIFIN CORP COM 701094104 61,119 680,958 SH DEFINED 1 680,958
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PAYCHEX INC COM 704326107 1,638 53,371 SH DEFINED 1 53,371
PEABODY ENERGY CORP COM 704549104 2,633 44,712 SH DEFINED 1 44,712
PENNEY J C INC COM 708160106 1,888 54,703 SH DEFINED 1 54,703
PEOPLES UNITED FINANCIAL INC COM 712704105 428 31,851 SH DEFINED 1 31,851
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PEPSICO INC COM 713448108 30,437 432,444 SH DEFINED 1 432,444
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PHILIP MORRIS INTL INC COM 718172109 83,232 1,247,023 SH DEFINED 1 1,247,023
PINNACLE WEST CAP CORP COM 723484101 1,421 31,922 SH DEFINED 1 31,922
PIONEER NAT RES CO COM 723787107 1,116 12,459 SH DEFINED 1 12,459
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PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 1,131 17,704 SH DEFINED 1 17,704
POLO RALPH LAUREN CORP CL A 731572103 24,318 183,459 SH DEFINED 1 183,459
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PULTE GROUP INC COM 745867101 6 899 SH DEFINED 1 899
QUALCOMM INC COM 747525103 125,862 2,217,248 SH DEFINED 1 2,217,248
QUESTAR CORP COM 748356102 152 8,590 SH DEFINED 1 8,590
RADIOSHACK CORP COM 750438103 72 5,362 SH DEFINED 1 5,362
RAYTHEON CO COM 755111507 2,095 42,039 SH DEFINED 1 42,039
RED HAT INC COM 756577102 948 20,664 SH DEFINED 1 20,664
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REPUBLIC SVCS INC COM 760759100 16,236 526,564 SH DEFINED 1 526,564
REYNOLDS AMERICAN INC COM 761713106 5,953 160,807 SH DEFINED 1 160,807
RIVERBED TECHNOLOGY INC COM 768573107 4,984 125,879 SH DEFINED 1 125,879
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ROWAN COS INC COM 779382100 284 7,327 SH DEFINED 1 7,327
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METLIFE INC COM 59156R108 28,685 654,103 SH DEFINED 1 654,103
MOLSON COORS BREWING CO CL B 60871R209 892 19,940 SH DEFINED 1 19,940
MONSANTO CO NEW COM 61166W101 13,277 183,046 SH DEFINED 1 183,046
NALCO HOLDING COMPANY COM 62985Q101 595 21,417 SH DEFINED 1 21,417
NATIONAL OILWELL VARCO INC COM 637071101 16 212 SH DEFINED 11 212
NETAPP INC COM 64110D104 2,068 39,181 SH DEFINED 1 39,181
NETFLIX INC COM 64110L106 1,991 7,582 SH DEFINED 1 7,582
NETLOGIC MICROSYSTEMS INC COM 64118B100 9,262 229,232 SH DEFINED 1 229,232
NEWS CORP CL A 65248E104 31,614 1,786,623 SH DEFINED 1 1,786,623
NEXTERA ENERGY INC COM 65339F101 3,980 69,297 SH DEFINED 1 69,297
NISOURCE INC COM 65473P105 712 35,197 SH DEFINED 1 35,197
NVIDIA CORP COM 67066G104 1,616 101,470 SH DEFINED 1 101,470
O REILLY AUTOMOTIVE INC NEW COM 67103H107 39,290 599,676 SH DEFINED 1 599,676
ORACLE CORP COM 68389X105 192,179 5,842,217 SH DEFINED 1 5,842,217
PG&E CORP COM 69331C108 17,061 406,177 SH DEFINED 1 406,177
PPL CORP COM 69351T106 2,353 84,566 SH DEFINED 1 84,566
PSS WORLD MED INC COM 69366A100 1,218 43,534 SH DEFINED 1 43,534
PEPSICO INC COM 713448108 2,764 39271 SH DEFINED 11 39271
PEPSICO INC COM 713448108 3 52 SH DEFINED 11 52
PEPSICO INC COM 713448108 203 2889 SH DEFINED 10 2889
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 424 12,546 SH DEFINED 1 12,546
PFIZER INC COM 717081103 3,250 157821 SH DEFINED 11 157821
PFIZER INC COM 717081103 4 238 SH DEFINED 11 238
PFIZER INC COM 717081103 271 13198 SH DEFINED 10 13198
PHILIP MORRIS INTL INC COM 718172109 206 3100 SH DEFINED 11 3100
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 2,714 32,029 SH DEFINED 1 32,029
PRAXAIR INC COM 74005P104 15,147 139,774 SH DEFINED 1 139,774
PRICE T ROWE GROUP INC COM 74144T108 3,653 60,560 SH DEFINED 1 60,560
PRINCIPAL FINL GROUP INC COM 74251V102 2,849 93,600 SH DEFINED 1 93,600
PROCTER & GAMBLE CO COM 742718109 2,965 46682 SH DEFINED 11 46682
PROCTER & GAMBLE CO COM 742718109 5 88 SH DEFINED 11 88
PROCTER & GAMBLE CO COM 742718109 240 3791 SH DEFINED 10 3791
QEP RES INC COM 74733V100 295 7,058 SH DEFINED 1 7,058
QUALCOMM INC COM 747525103 2,918 51412 SH DEFINED 11 51412
QUALCOMM INC COM 747525103 2 42 SH DEFINED 11 42
QUALCOMM INC COM 747525103 208 3679 SH DEFINED 10 3679
QUANTA SVCS INC COM 74762E102 8,214 406,946 SH DEFINED 1 406,946
QUEST DIAGNOSTICS INC COM 74834L100 505 8,560 SH DEFINED 1 8,560
RANGE RES CORP COM 75281A109 338 6,098 SH DEFINED 1 6,098
REGIONS FINANCIAL CORP NEW COM 7591EP100 298 48,113 SH DEFINED 1 48,113
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 3,009 200,034 SH DEFINED 1 200,034
SAIC INC COM 78390X101 789 46,904 SH DEFINED 1 46,904
SK TELECOM LTD SPONSORED ADR 78440P108 248 13,300 SH DEFINED 1 13,300
SLM CORP COM 78442P106 1,518 90,278 SH DEFINED 1 90,278
SPDR S&P 500 ETF TR TR UNIT 78462F103 175 1332 SH DEFINED 11 1332
SPDR S&P 500 ETF TR TR UNIT 78462F103 768 5821 SH DEFINED 10 5821
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 182 4,502 SH DEFINED 11 4,502
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 850 20932 SH DEFINED 10 20932
SALESFORCE COM INC COM 79466L302 703 4,724 SH DEFINED 1 4,724
SANDISK CORP COM 80004C101 540 13,030 SH DEFINED 1 13,030
SCANA CORP NEW COM 80589M102 743 18,894 SH DEFINED 1 18,894
SCHLUMBERGER LTD COM 806857108 60 700 SH DEFINED 11 700
SEALED AIR CORP NEW COM 81211K100 875 36,806 SH DEFINED 1 36,806
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 153 4336 SH DEFINED 11 4336
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3 89 SH DEFINED 10 89
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,606 235021 SH DEFINED 11 235021
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5 351 SH DEFINED 11 351
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 277 18066 SH DEFINED 10 18066
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3,069 91720 SH DEFINED 11 91720
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 3 106 SH DEFINED 11 106
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 249 7462 SH DEFINED 10 7462
SIGNATURE BK NEW YORK N Y COM 82669G104 15,996 279,637 SH DEFINED 1 279,637
SKYWORKS SOLUTIONS INC COM 83088M102 4,552 198,138 SH DEFINED 1 198,138
SOLARWINDS INC COM 83416B109 63,779 2,439,930 SH DEFINED 1 2,439,930
SOLERA HOLDINGS INC COM 83421A104 2,644 44,682 SH DEFINED 1 44,682
SOUTHERN COPPER CORP COM 84265V105 7,802 237,316 SH DEFINED 1 237,316
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 17,786 317,297 SH DEFINED 1 317,297
SUNOCO INC COM 86764P109 1,083 25,994 SH DEFINED 1 25,994
TARGET CORP COM 87612E106 22,201 473,336 SH DEFINED 1 473,336
TEMPUR PEDIC INTL INC COM 88023U101 19,756 291,242 SH DEFINED 1 291,242
TENET HEALTHCARE CORP COM 88033G100 708 113,614 SH DEFINED 1 113,614
TERADATA CORP DEL COM 88076W103 1,083 17,992 SH DEFINED 1 17,992
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,159 83,592 SH DEFINED 1 83,592
3M CO COM 88579Y101 19,429 204,873 SH DEFINED 1 204,873
TIME WARNER CABLE INC COM 88732J207 21,949 281,209 SH DEFINED 1 281,209
TRAVELERS COMPANIES INC COM 89417E109 18,519 317,163 SH DEFINED 1 317,163
TREEHOUSE FOODS INC COM 89469A104 1,098 20,125 SH DEFINED 1 20,125
ULTA SALON COSMETCS & FRAG I COM 90384S303 2,276 35,282 SH DEFINED 1 35,282
UNITEDHEALTH GROUP INC COM 91324P102 146,665 2,842,639 SH DEFINED 1 2,842,639
UNUM GROUP COM 91529Y106 1,792 70,299 SH DEFINED 1 70,299
VALERO ENERGY CORP NEW COM 91913Y100 3,430 134,082 SH DEFINED 1 134,082
VARIAN MED SYS INC COM 92220P105 17,308 247,231 SH DEFINED 1 247,231
VERA BRADLEY INC COM 92335C106 1,871 49,008 SH DEFINED 1 49,008
VERISIGN INC COM 92343E102 548 16,385 SH DEFINED 1 16,385
VERIZON COMMUNICATIONS INC COM 92343V104 3,272 87928 SH DEFINED 11 87928
VERIZON COMMUNICATIONS INC COM 92343V104 3 95 SH DEFINED 11 95
VERIZON COMMUNICATIONS INC COM 92343V104 249 6705 SH DEFINED 10 6705
VERIZON COMMUNICATIONS INC COM 92343V104 57,329 1,540,482 SH DEFINED 1 1,540,482
VIACOM INC NEW CL B 92553P201 665 13049 SH DEFINED 11 13049
VIACOM INC NEW CL B 92553P201 4 84 SH DEFINED 11 84
VIACOM INC NEW CL B 92553P201 68 1340 SH DEFINED 10 1340
VIACOM INC NEW CL B 92553P201 7,076 138,826 SH DEFINED 1 138,826
VIRGIN MEDIA INC COM 92769L101 14,986 500,543 SH DEFINED 1 500,543
VISA INC COM CL A 92826C839 19,301 229,014 SH DEFINED 1 229,014
WAL MART STORES INC COM 931142103 108 2050 SH DEFINED 11 2050
WASTE MGMT INC DEL com 94106L109 22,115 593,465 SH DEFINED 1 593,465
WELLPOINT INC com 94973V107 23,097 293,241 SH DEFINED 1 293,241
WINDSTREAM CORP com 97381W104 9,075 700,577 SH DEFINED 1 700,577
WYNDHAM WORLDWIDE CORP com 98310W108 972 28,920 SH DEFINED 1 28,920
XCEL ENERGY INC com 98389B100 1,934 79,650 SH DEFINED 1 79,650
ZIMMER HLDGS INC com 98956P102 3,403 53,885 SH DEFINED 1 53,885
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 11,019 182,404 SH DEFINED 1 182,404
COVIDIEN PLC SHS G2554F113 6,081 114,332 SH DEFINED 1 114,332
INGERSOLL-RAND PLC SHS G47791101 1,581 34,816 SH DEFINED 1 34,816
INVESCO LTD SHS G491BT108 2,530 108,164 SH DEFINED 1 108,164
LAZARD LTD SHS A G54050102 4,376 118,000 SH DEFINED 1 118,000
NABORS INDUSTRIES LTD SHS G6359F103 776 31,526 SH DEFINED 1 31,526
XL GROUP PLC SHS G98290102 1,547 70,373 SH DEFINED 1 70,373
ACE LTD SHS H0023R105 4,942 75,104 SH DEFINED 1 75,104
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 39 1,000 SH DEFINED 1 1,000
TYCO INTERNATIONAL LTD SHS H89128104 5,216 105,628 SH DEFINED 1 105,628
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 3,043 50,070 SH DEFINED 1 50,070
9,071,202