UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 28-Sep-12
-----------------------
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 A Kellett
-------------------------------
Title: Share Disclosure Team
-------------------------------
Phone: (+44) 113 235 7729
-------------------------------
Signature, Place, and Date of Signing:
/s/ A Kellett 13-Nov-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: 631
--------------------
Form 13F Information Table Value Total: $9,436,217
--------------------
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
1 028-10147 Scottish Widows Investment Partnership Limited
------ ----------------- ----------------------------------------------
10 028-10237 Lloyds TSB Offshore Private Clients Limited
------ ----------------- ----------------------------------------------
11 028-10892 Lloyds TSB Offshore Limited
------ ----------------- ----------------------------------------------
FORM 13F INFORMATION TABLE FOR LLOYDS BANKING GROUP PLC EXCHANGE RATE 2
VALUE US$ 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 5,421 113,225 SH DEFINED 1 113,225
AGL RES INC COM 001204106 19,605 479,243 SH DEFINED 1 479,243
ABBOTT LABS COM 002824100 47,675 695,384 SH DEFINED 1 695,384
ABERCROMBIE & FITCH CO CL A 002896207 332 9,801 SH DEFINED 1 9,801
ADVANCED MICRO DEVICES INC COM 007903107 312 92,699 SH DEFINED 1 92,699
AGNICO EAGLE MINES LTD COM 008474108 105 2,037 SH DEFINED 1 2,037
AIR PRODS & CHEMS INC COM 009158106 31,455 380,356 SH DEFINED 1 380,356
AIRGAS INC COM 009363102 103,051 1,252,139 SH DEFINED 1 1,252,139
ALCOA INC COM 013817101 1,317 148,915 SH DEFINED 1 148,915
ALEXION PHARMACEUTICALS INC COM 015351109 3,410 29,812 SH DEFINED 1 29,812
ALLERGAN INC COM 018490102 4,241 46,317 SH DEFINED 1 46,317
ALLSTATE CORP COM 020002101 26,195 661,335 SH DEFINED 1 661,335
ALTERA CORP COM 021441100 103 3,052 SH DEFINED 1 3,052
AMAZON COM INC COM 023135106 36,400 143,130 SH DEFINED 1 143,130
AMEREN CORP COM 023608102 1,736 53,160 SH DEFINED 1 53,160
AMERICAN ELEC PWR INC COM 025537101 5,804 132,101 SH DEFINED 1 132,101
AMERICAN EXPRESS CO COM 025816109 140,974 2,479,333 SH DEFINED 1 2,479,333
AMERICAN INTL GROUP INC COM NEW 026874784 6,393 194,979 SH DEFINED 1 194,979
AMGEN INC COM 031162100 35,529 421,360 SH DEFINED 1 421,360
AMGEN INC COM 031162100 457 5,422 SH DEFINED 10 5,422
AMGEN INC COM 031162100 2,955 35,058 SH DEFINED 11 35,058
AMPHENOL CORP NEW CL A 032095101 476 8,093 SH DEFINED 1 8,093
ANADARKO PETE CORP COM 032511107 21,291 304,514 SH DEFINED 1 304,514
ANALOG DEVICES INC COM 032654105 1,069 27,278 SH DEFINED 1 27,278
APACHE CORP COM 037411105 50,235 580,953 SH DEFINED 1 580,953
APOLLO GROUP INC CL A 037604105 836 28,782 SH DEFINED 1 28,782
APPLE INC COM 037833100 425,751 638,060 SH DEFINED 1 638,060
APPLE INC COM 037833100 524 786 SH DEFINED 10 786
APPLE INC COM 037833100 3,536 5,301 SH DEFINED 11 5,301
APPLIED MATLS INC COM 038222105 23,451 2,100,452 SH DEFINED 1 2,100,452
ARCHER DANIELS MIDLAND CO COM 039483102 24,728 909,791 SH DEFINED 1 909,791
ASHLAND INC NEW COM 044209104 92,358 1,289,920 SH DEFINED 1 1,289,920
AUTODESK INC COM 052769106 32 964 SH DEFINED 1 964
AUTOMATIC DATA PROCESSING IN COM 053015103 3,109 53,016 SH DEFINED 1 53,016
AUTOZONE INC COM 053332102 482 1,305 SH DEFINED 1 1,305
AVERY DENNISON CORP COM 053611109 714 22,466 SH DEFINED 1 22,466
AVON PRODS INC COM 054303102 422 26,491 SH DEFINED 1 26,491
BB&T CORP COM 054937107 5,797 174,835 SH DEFINED 1 174,835
BMC SOFTWARE INC COM 055921100 177 4,287 SH DEFINED 1 4,287
BAIDU INC SPON ADR REP A 056752108 5,534 47,374 SH DEFINED 1 47,374
BAKER HUGHES INC COM 057224107 23,142 511,658 SH DEFINED 1 511,658
BALL CORP COM 058498106 309 7,321 SH DEFINED 1 7,321
BANK OF AMERICA CORPORATION COM 060505104 48,478 5,490,252 SH DEFINED 1 5,490,252
BANK OF NEW YORK MELLON CORP COM 064058100 30,722 1,358,208 SH DEFINED 1 1,358,208
BANK OF NEW YORK MELLON CORP COM 064058100 38 1,713 SH DEFINED 11 1,713
BARD C R INC COM 067383109 30 295 SH DEFINED 1 295
BARRICK GOLD CORP COM 067901108 111 2,682 SH DEFINED 11 2,682
BAXTER INTL INC COM USD1 COM 071813109 3,073 51,002 SH DEFINED 1 51,002
BEAM INC COM 073730103 1,817 31,590 SH DEFINED 1 31,590
BECTON DICKINSON & CO COM 075887109 7,098 90,357 SH DEFINED 1 90,357
BED BATH & BEYOND INC COM 075896100 2,732 43,372 SH DEFINED 1 43,372
BEMIS INC COM 081437105 554 17,605 SH DEFINED 1 17,605
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 79,130 897,173 SH DEFINED 1 897,173
BEST BUY INC COM 086516101 1,032 60,062 SH DEFINED 1 60,062
BIG LOTS INC COM 089302103 272 9,201 SH DEFINED 1 9,201
BLOCK H & R INC COM 093671105 552 31,901 SH DEFINED 1 31,901
BOEING CO COM 097023105 25,083 360,296 SH DEFINED 1 360,296
BORGWARNER INC COM 099724106 569 8,234 SH DEFINED 1 8,234
BOSTON SCIENTIFIC CORP COM 101137107 2,020 351,980 SH DEFINED 1 351,980
BRISTOL MYERS SQUIBB CO COM 110122108 35,735 1,058,837 SH DEFINED 1 1,058,837
BROADCOM CORP CL A 111320107 2,626 75,947 SH DEFINED 1 75,947
BROWN FORMAN CORP CL B 115637209 725 11,121 SH DEFINED 1 11,121
BRUNSWICK CORP COM 117043109 7,012 309,897 SH DEFINED 1 309,897
CBS CORP NEW CL B 124857202 8,707 239,676 SH DEFINED 1 239,676
CF INDS HLDGS INC COM 125269100 5,720 25,739 SH DEFINED 1 25,739
CIGNA CORPORATION COM 125509109 1,870 39,645 SH DEFINED 1 39,645
CMS ENERGY CORP COM 125896100 15,267 648,287 SH DEFINED 1 648,287
CSX CORP COM 126408103 21,976 1,059,119 SH DEFINED 1 1,059,119
CVS CAREMARK CORPORATION COM 126650100 52,086 1,075,729 SH DEFINED 1 1,075,729
CABOT OIL & GAS CORP COM 127097103 31 694 SH DEFINED 1 694
CAMPBELL SOUP CO COM 134429109 19,994 574,226 SH DEFINED 1 574,226
CARMAX INC COM 143130102 27 967 SH DEFINED 1 967
CARNIVAL CORP PAIRED CTF 143658300 3,474 95,356 SH DEFINED 1 95,356
CATERPILLAR INC DEL COM 149123101 36,458 423,734 SH DEFINED 1 423,734
CELGENE CORP COM 151020104 25,039 327,746 SH DEFINED 1 327,746
CENTURYLINK INC COM 156700106 33,252 823,080 SH DEFINED 1 823,080
CERNER CORP COM 156782104 142 1,837 SH DEFINED 1 1,837
CHESAPEAKE ENERGY CORP COM 165167107 3,084 163,450 SH DEFINED 1 163,450
CHEVRON CORP NEW COM 166764100 133,541 1,145,693 SH DEFINED 1 1,145,693
CHEVRON CORP NEW COM 166764100 315 2,708 SH DEFINED 10 2,708
CHEVRON CORP NEW COM 166764100 2,051 17,600 SH DEFINED 11 17,600
CHIPOTLE MEXICAN GRILL INC COM 169656105 180 567 SH DEFINED 1 567
CHUBB CORP COM 171232101 3,379 44,309 SH DEFINED 1 44,309
CINCINNATI FINL CORP COM 172062101 24,679 651,340 SH DEFINED 1 651,340
CINTAS CORP COM 172908105 721 17,414 SH DEFINED 1 17,414
CITIGROUP INC COM 172967424 52,399 1,601,463 SH DEFINED 1 1,601,463
CITRIX SYS INC COM 177376100 19,299 252,051 SH DEFINED 1 252,051
CLARCOR INC COM 179895107 8,093 181,339 SH DEFINED 1 181,339
CLOROX CO DEL COM 189054109 106 1,482 SH DEFINED 1 1,482
COACH INC COM 189754104 646 11,539 SH DEFINED 1 11,539
COCA COLA CO COM 191216100 91,742 2,418,735 SH DEFINED 1 2,418,735
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 82 1,184 SH DEFINED 1 1,184
COLGATE PALMOLIVE CO COM 194162103 22,004 205,229 SH DEFINED 1 205,229
COLGATE PALMOLIVE CO COM 194162103 64 600 SH DEFINED 11 600
COMERICA INC COM 200340107 870 28,035 SH DEFINED 1 28,035
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,020 26,200 SH DEFINED 1 26,200
COMPUTER SCIENCES CORP COM 205363104 1,085 33,692 SH DEFINED 1 33,692
CONAGRA FOODS INC COM 205887102 19,444 704,753 SH DEFINED 1 704,753
CONCUR TECHNOLOGIES INC COM 206708109 20,668 280,323 SH DEFINED 1 280,323
CONSOLIDATED EDISON INC COM 209115104 1,629 27,200 SH DEFINED 1 27,200
CORNING INC COM 219350105 24,704 1,878,685 SH DEFINED 1 1,878,685
COVENTRY HEALTH CARE INC COM 222862104 1,173 28,137 SH DEFINED 1 28,137
CROWN CASTLE INTL CORP COM 228227104 2,194 34,243 SH DEFINED 1 34,243
CUMMINS INC COM 231021106 21,140 229,267 SH DEFINED 1 229,267
DTE ENERGY CO COM 233331107 3,229 53,886 SH DEFINED 1 53,886
DANAHER CORP D COM 235851102 95,993 1,740,582 SH DEFINED 1 1,740,582
DARDEN RESTAURANTS INC COM 237194105 667 11,969 SH DEFINED 1 11,969
DEAN FOODS CO NEW COM 242370104 105 6,479 SH DEFINED 1 6,479
DEERE & CO COM 244199105 32,583 395,004 SH DEFINED 1 395,004
DEERE & CO COM 244199105 421 5,111 SH DEFINED 10 5,111
DEERE & CO COM 244199105 2,846 34,528 SH DEFINED 11 34,528
DENBURY RES INC COM NEW 247916208 988 61,179 SH DEFINED 1 61,179
DENTSPLY INTL INC NEW COM 249030107 571 14,975 SH DEFINED 1 14,975
DEVRY INC DEL COM 251893103 188 8,300 SH DEFINED 1 8,300
DICE HLDGS INC COM 253017107 35 4,210 SH DEFINED 1 4,210
DISNEY WALT CO COM DISNEY 254687106 60,682 1,160,722 SH DEFINED 1 1,160,722
DISCOVER FINL SVCS COM 254709108 4,891 123,116 SH DEFINED 1 123,116
DOLLAR TREE INC COM 256746108 1,746 36,184 SH DEFINED 1 36,184
DONNELLEY R R & SONS CO COM 257867101 429 40,500 SH DEFINED 1 40,500
DOVER CORP COM 260003108 2,264 38,067 SH DEFINED 1 38,067
DOW CHEM CO COM 260543103 23,342 806,037 SH DEFINED 1 806,037
DRIL-QUIP INC COM 262037104 754 10,494 SH DEFINED 1 10,494
DU PONT E I DE NEMOURS & CO COM 263534109 5,053 100,528 SH DEFINED 1 100,528
E M C CORP MASS COM 268648102 128,948 4,728,585 SH DEFINED 1 4,728,585
E M C CORP MASS COM 268648102 557 20,447 SH DEFINED 10 20,447
E M C CORP MASS COM 268648102 3,820 140,074 SH DEFINED 11 140,074
E TRADE FINANCIAL CORP COM NEW 269246401 291 33,123 SH DEFINED 1 33,123
EASTMAN CHEM CO COM 277432100 1,693 29,700 SH DEFINED 1 29,700
EATON CORP COM 278058102 23,877 505,246 SH DEFINED 1 505,246
EBAY INC COM 278642103 11,507 237,708 SH DEFINED 1 237,708
ECOPETROL S A COM 278865100 40,791 629,400 SH DEFINED 1 629,400
ECOPETROL S A SPONSORED ADS 279158109 12,345 209,500 SH DEFINED 1 209,500
EDISON INTL COM 281020107 139 3,054 SH DEFINED 1 3,054
ELECTRONIC ARTS INC COM 285512109 33 2,611 SH DEFINED 1 2,611
EMERSON ELEC CO COM 291011104 17,924 371,340 SH DEFINED 1 371,340
EQUIFAX INC COM 294429105 902 19,380 SH DEFINED 1 19,380
EXPEDITORS INTL WASH INC COM 302130109 567 15,606 SH DEFINED 1 15,606
FLIR SYS INC COM 302445101 126 6,337 SH DEFINED 1 6,337
F M C CORP COM NEW 302491303 105 1,908 SH DEFINED 1 1,908
FAMILY DLR STORES INC COM 307000109 10,074 151,949 SH DEFINED 1 151,949
FASTENAL CO COM 311900104 568 13,218 SH DEFINED 1 13,218
FEDERATED INVS INC PA CL B 314211103 208 10,093 SH DEFINED 1 10,093
F5 NETWORKS INC COM 315616102 145 1,386 SH DEFINED 1 1,386
FIFTH THIRD BANCORP COM 316773100 3,300 212,830 SH DEFINED 1 212,830
FIRST HORIZON NATL CORP COM 320517105 336 34,931 SH DEFINED 1 34,931
FIRST SOLAR INC COM 336433107 91 4,143 SH DEFINED 1 4,143
FISERV INC COM 337738108 29,048 392,392 SH DEFINED 1 392,392
FIRSTENERGY CORP COM 337932107 3,184 72,208 SH DEFINED 1 72,208
FLUOR CORP NEW COM 343412102 710 12,627 SH DEFINED 1 12,627
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,316 25,185 SH DEFINED 1 25,185
FORD MTR CO DEL COM PAR $0.01 345370860 23,003 2,333,017 SH DEFINED 1 2,333,017
FOREST LABS INC COM 345838106 22,996 645,776 SH DEFINED 1 645,776
FOSSIL INC COM 349882100 690 8,154 SH DEFINED 1 8,154
FRANKLIN RES INC COM 354613101 20,066 160,445 SH DEFINED 1 160,445
G & K SVCS INC CL A 361268105 800 25,564 SH DEFINED 1 25,564
GANNETT INC COM 364730101 835 47,051 SH DEFINED 1 47,051
GAP INC DEL COM 364760108 1,088 30,423 SH DEFINED 1 30,423
GENERAC HLDGS INC COM 368736104 552 24,134 SH DEFINED 1 24,134
GENERAL DYNAMICS CORP COM 369550108 27,797 420,410 SH DEFINED 1 420,410
GENERAL ELECTRIC CO COM 369604103 138,063 6,079,410 SH DEFINED 1 6,079,410
GENERAL MLS INC COM 370334104 2,345 58,856 SH DEFINED 1 58,856
GENUINE PARTS CO COM 372460105 3,291 53,928 SH DEFINED 1 53,928
GILEAD SCIENCES INC COM 375558103 1,046 15,774 SH DEFINED 1 15,774
GOLDCORP INC NEW COM 380956409 74,165 1,617,573 SH DEFINED 1 1,617,573
GOODYEAR TIRE & RUBR CO COM 382550101 221 18,152 SH DEFINED 1 18,152
GRAINGER W W INC COM 384802104 69,548 333,776 SH DEFINED 1 333,776
HALLIBURTON CO COM 406216101 5,043 149,700 SH DEFINED 1 149,700
HARLEY DAVIDSON INC COM 412822108 113,596 2,681,063 SH DEFINED 1 2,681,063
HARMAN INTL INDS INC COM 413086109 565 12,252 SH DEFINED 1 12,252
HARRIS CORP DEL COM 413875105 1,200 23,442 SH DEFINED 1 23,442
HARTFORD FINL SVCS GROUP INC COM 416515104 2,351 120,969 SH DEFINED 1 120,969
HASBRO INC COM 418056107 417 10,951 SH DEFINED 1 10,951
HEICO CORP NEW COM 422806109 677 17,508 SH DEFINED 1 17,508
HEINZ H J CO COM 423074103 2,047 36,600 SH DEFINED 1 36,600
HELMERICH & PAYNE INC COM 423452101 800 16,822 SH DEFINED 1 16,822
HERSHEY CO COM 427866108 1,199 16,917 SH DEFINED 1 16,917
HEWLETT PACKARD CO COM 428236103 24,747 1,450,596 SH DEFINED 1 1,450,596
HEXCEL CORP NEW COM 428291108 77,044 3,207,502 SH DEFINED 1 3,207,502
HOME DEPOT INC COM 437076102 61,247 1,014,540 SH DEFINED 1 1,014,540
HONEYWELL INTL INC COM 438516106 5,427 90,831 SH DEFINED 1 90,831
HONEYWELL INTL INC COM 438516106 89 1,492 SH DEFINED 11 1,492
HORMEL FOODS CORP COM 440452100 864 29,552 SH DEFINED 1 29,552
HOSPIRA INC COM 441060100 331 10,100 SH DEFINED 1 10,100
HUDSON CITY BANCORP COM 443683107 570 71,650 SH DEFINED 1 71,650
HUMANA INC COM 444859102 3,157 45,005 SH DEFINED 1 45,005
HUNT J B TRANS SVCS INC COM 445658107 9,526 183,053 SH DEFINED 1 183,053
HUNTINGTON BANCSHARES INC COM 446150104 932 135,172 SH DEFINED 1 135,172
ILLINOIS TOOL WKS INC COM 452308109 4,757 80,004 SH DEFINED 1 80,004
ILLINOIS TOOL WKS INC COM 452308109 305 5,131 SH DEFINED 10 5,131
ILLINOIS TOOL WKS INC COM 452308109 2,080 34,992 SH DEFINED 11 34,992
INFOSYS LTD SPONSORED ADR 456788108 9,285 191,294 SH DEFINED 1 191,294
INTEL CORP COM 458140100 63,943 2,819,357 SH DEFINED 1 2,819,357
INTERNATIONAL BUSINESS MACHS COM 459200101 128,739 620,579 SH DEFINED 1 620,579
INTERNATIONAL BUSINESS MACHS COM 459200101 109 530 SH DEFINED 11 530
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 430 7,222 SH DEFINED 1 7,222
INTERNATIONAL GAME TECHNOLOG COM 459902102 749 57,249 SH DEFINED 1 57,249
INTL PAPER CO COM 460146103 3,697 101,796 SH DEFINED 1 101,796
INTERPUBLIC GROUP COS INC COM 460690100 72,870 6,553,122 SH DEFINED 1 6,553,122
INTUIT COM 461202103 1,826 31,024 SH DEFINED 1 31,024
IRON MTN INC COM 462846106 162 4,766 SH DEFINED 1 4,766
ISHARES INC MSCI UTD KINGD 464286699 2,971 170,891 SH DEFINED 10 170,891
ISHARES INC MSCI UTD KINGD 464286699 198 11,389 SH DEFINED 11 11,389
ISHARES INC MSCI JAPAN 464286848 2,055 224,330 SH DEFINED 10 224,330
ISHARES INC MSCI JAPAN 464286848 154 16,829 SH DEFINED 11 16,829
ISHARES TR S&P NA SOFTWR 464287515 233 3,663 SH DEFINED 10 3,663
ISHARES TR S&P NA SOFTWR 464287515 1,572 24,708 SH DEFINED 11 24,708
ISHARES TR S&P GLB100INDX 464287572 122 1,970 SH DEFINED 10 1,970
ISHARES TR S&P EURO PLUS 464287861 56 1,562 SH DEFINED 11 1,562
ISHARES TR S&P ASIA 50 IN 464288430 1,320 29,723 SH DEFINED 10 29,723
ISHARES TR S&P ASIA 50 IN 464288430 118 2,667 SH DEFINED 11 2,667
ISHARES TR MSCI KLD400 SOC 464288570 66 1,280 SH DEFINED 11 1,280
ISHARES TR DJ OIL EQUIP 464288844 153 2,956 SH DEFINED 10 2,956
ISHARES TR DJ OIL EQUIP 464288844 1,108 21,314 SH DEFINED 11 21,314
ISHARES TR 10+YR GOVT/CR 464289479 473 7,325 SH DEFINED 10 7,325
ISHARES TR 10+YR GOVT/CR 464289479 150 2,326 SH DEFINED 11 2,326
JABIL CIRCUIT INC COM 466313103 800 42,765 SH DEFINED 1 42,765
JACOBS ENGR GROUP INC DEL COM 469814107 693 17,162 SH DEFINED 1 17,162
JOHNSON & JOHNSON COM 478160104 83,911 1,217,700 SH DEFINED 1 1,217,700
JOHNSON CTLS INC COM 478366107 3,699 135,003 SH DEFINED 1 135,003
JOY GLOBAL INC COM 481165108 672 11,998 SH DEFINED 1 11,998
KLA-TENCOR CORP COM 482480100 21,237 445,189 SH DEFINED 1 445,189
KELLOGG CO COM 487836108 55 1,076 SH DEFINED 1 1,076
KEYCORP NEW COM 493267108 2,459 281,378 SH DEFINED 1 281,378
KIMBERLY CLARK CORP COM 494368103 16,960 197,721 SH DEFINED 1 197,721
KOHLS CORP COM 500255104 2,647 51,684 SH DEFINED 1 51,684
KROGER CO COM 501044101 2,306 97,975 SH DEFINED 1 97,975
LKQ CORP COM 501889208 82,175 4,441,942 SH DEFINED 1 4,441,942
LSI CORPORATION COM 502161102 188 27,345 SH DEFINED 1 27,345
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,123 29,609 SH DEFINED 1 29,609
LAM RESEARCH CORP COM 512807108 530 16,687 SH DEFINED 1 16,687
LAUDER ESTEE COS INC CL A 518439104 2,719 44,162 SH DEFINED 1 44,162
LAUDER ESTEE COS INC CL A 518439104 221 3,593 SH DEFINED 10 3,593
LAUDER ESTEE COS INC CL A 518439104 1,553 25,241 SH DEFINED 11 25,241
LEGGETT & PLATT INC COM 524660107 395 15,790 SH DEFINED 1 15,790
LEGG MASON INC COM 524901105 483 19,585 SH DEFINED 1 19,585
LENNAR CORP CL A 526057104 588 16,921 SH DEFINED 1 16,921
LEUCADIA NATL CORP COM 527288104 537 23,643 SH DEFINED 1 23,643
LEXMARK INTL NEW CL A 529771107 575 25,852 SH DEFINED 1 25,852
LILLY ELI & CO COM 532457108 4,622 97,500 SH DEFINED 1 97,500
LIMITED BRANDS INC COM 532716107 1,317 26,748 SH DEFINED 1 26,748
LINCOLN NATL CORP IND COM 534187109 1,106 45,749 SH DEFINED 1 45,749
LINEAR TECHNOLOGY CORP COM 535678106 24,993 784,714 SH DEFINED 1 784,714
LITHIA MTRS INC CL A 536797103 485 14,586 SH DEFINED 1 14,586
LOCKHEED MARTIN CORP COM 539830109 3,261 34,926 SH DEFINED 1 34,926
LOEWS CORP COM 540424108 1,956 47,407 SH DEFINED 1 47,407
LORILLARD INC COM 544147101 21,827 187,441 SH DEFINED 1 187,441
LOWES COS INC COM 548661107 28,683 948,516 SH DEFINED 1 948,516
MSC INDL DIRECT INC CL A 553530106 19,581 290,270 SH DEFINED 1 290,270
MARATHON OIL CORP COM 565849106 27,812 940,576 SH DEFINED 1 940,576
MARATHON OIL CORP COM 565849106 135 4,585 SH DEFINED 11 4,585
MARLIN BUSINESS SVCS CORP COM 571157106 1,535 72,411 SH DEFINED 1 72,411
MARSH & MCLENNAN COS INC COM 571748102 23,788 701,097 SH DEFINED 1 701,097
MARRIOTT INTL INC NEW CL A 571903202 132 3,381 SH DEFINED 1 3,381
MARTIN MARIETTA MATLS INC COM 573284106 229 2,768 SH DEFINED 1 2,768
MASCO CORP COM 574599106 984 65,407 SH DEFINED 1 65,407
MATTEL INC COM 577081102 29,553 832,954 SH DEFINED 1 832,954
MCCORMICK & CO INC COM NON VTG 579780206 761 12,281 SH DEFINED 1 12,281
MCDONALDS CORP COM 580135101 49,448 538,944 SH DEFINED 1 538,944
MCDONALDS CORP COM 580135101 183 2,000 SH DEFINED 11 2,000
MCGRAW HILL COS INC COM 580645109 25,712 471,016 SH DEFINED 1 471,016
MEAD JOHNSON NUTRITION CO COM 582839106 73,075 997,203 SH DEFINED 1 997,203
MEADWESTVACO CORP COM 583334107 1,137 37,181 SH DEFINED 1 37,181
MEDASSETS INC COM 584045108 1,258 70,695 SH DEFINED 1 70,695
MEDTRONIC INC COM 585055106 33,559 778,285 SH DEFINED 1 778,285
METROPCS COMMUNICATIONS INC COM 591708102 289 24,684 SH DEFINED 1 24,684
MICROSOFT CORP COM 594918104 127,275 4,273,874 SH DEFINED 1 4,273,874
MICROCHIP TECHNOLOGY INC COM 595017104 586 17,928 SH DEFINED 1 17,928
MICRON TECHNOLOGY INC COM 595112103 225 37,748 SH DEFINED 1 37,748
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 9,773 557,850 SH DEFINED 1 557,850
MOHAWK INDS INC COM 608190104 69,515 868,728 SH DEFINED 1 868,728
MOLEX INC COM 608554101 783 29,831 SH DEFINED 1 29,831
MONSTER BEVERAGE CORP COM 611740101 1,479 27,312 SH DEFINED 1 27,312
MOODYS CORP COM 615369105 234 5,309 SH DEFINED 1 5,309
MORGAN STANLEY COM NEW 617446448 25,018 1,494,533 SH DEFINED 1 1,494,533
MOTOROLA SOLUTIONS INC COM NEW 620076307 23,804 470,908 SH DEFINED 1 470,908
MURPHY OIL CORP COM 626717102 4,092 76,216 SH DEFINED 1 76,216
MYLAN INC COM 628530107 1,035 42,423 SH DEFINED 1 42,423
NRG ENERGY INC COM NEW 629377508 995 46,529 SH DEFINED 1 46,529
NYSE EURONEXT COM 629491101 1,003 40,700 SH DEFINED 1 40,700
NASDAQ OMX GROUP INC COM 631103108 569 24,466 SH DEFINED 1 24,466
NATIONAL OILWELL VARCO INC COM 637071101 26,052 325,204 SH DEFINED 1 325,204
NATIONAL OILWELL VARCO INC COM 637071101 16 212 SH DEFINED 11 212
NEWELL RUBBERMAID INC COM 651229106 1,949 102,141 SH DEFINED 1 102,141
NEWFIELD EXPL CO COM 651290108 506 16,176 SH DEFINED 1 16,176
NEWMONT MINING CORP COM 651639106 5,374 95,957 SH DEFINED 1 95,957
NIKE INC CL B 654106103 5,815 61,271 SH DEFINED 1 61,271
NOBLE ENERGY INC COM 655044105 773 8,340 SH DEFINED 1 8,340
NORDSTROM INC COM 655664100 411 7,465 SH DEFINED 1 7,465
NORFOLK SOUTHERN CORP COM 655844108 5,440 85,499 SH DEFINED 1 85,499
NORTHEAST UTILS COM 664397106 27,879 729,250 SH DEFINED 1 729,250
NORTHERN TR CORP COM 665859104 1,180 25,429 SH DEFINED 1 25,429
NORTHROP GRUMMAN CORP COM 666807102 4,590 69,102 SH DEFINED 1 69,102
NUCOR CORP COM 670346105 18,673 488,066 SH DEFINED 1 488,066
OCCIDENTAL PETE CORP DEL COM 674599105 148,827 1,729,343 SH DEFINED 1 1,729,343
OMNICOM GROUP INC COM 681919106 3,876 75,182 SH DEFINED 1 75,182
ONEOK INC NEW COM 682680103 26,364 545,727 SH DEFINED 1 545,727
OWENS ILL INC COM NEW 690768403 13 700 SH DEFINED 1 700
PNC FINL SVCS GROUP INC COM 693475105 27,028 428,346 SH DEFINED 1 428,346
PPG INDS INC COM 693506107 28,171 245,311 SH DEFINED 1 245,311
PACCAR INC COM 693718108 2,211 55,256 SH DEFINED 1 55,256
PALL CORP COM 696429307 1,704 26,843 SH DEFINED 1 26,843
PARKER HANNIFIN CORP COM 701094104 2,505 29,972 SH DEFINED 1 29,972
PATTERSON COMPANIES INC COM 703395103 375 10,966 SH DEFINED 1 10,966
PAYCHEX INC COM 704326107 1,175 35,318 SH DEFINED 1 35,318
PEABODY ENERGY CORP COM 704549104 816 36,645 SH DEFINED 1 36,645
PENNEY J C INC COM 708160106 291 11,985 SH DEFINED 1 11,985
PEOPLES UNITED FINANCIAL INC COM 712704105 1,077 88,773 SH DEFINED 1 88,773
PEPCO HOLDINGS INC COM 713291102 970 51,339 SH DEFINED 1 51,339
PEPSICO INC COM 713448108 47,496 671,136 SH DEFINED 1 671,136
PEPSICO INC COM 713448108 455 6,432 SH DEFINED 10 6,432
PEPSICO INC COM 713448108 3,158 44,649 SH DEFINED 11 44,649
PERKINELMER INC COM 714046109 664 22,534 SH DEFINED 1 22,534
PERRIGO CO COM 714290103 2,145 18,471 SH DEFINED 1 18,471
PFIZER INC COM 717081103 198,559 7,990,323 SH DEFINED 1 7,990,323
PFIZER INC COM 717081103 547 22,038 SH DEFINED 10 22,038
PFIZER INC COM 717081103 3,746 150,810 SH DEFINED 11 150,810
PHILIP MORRIS INTL INC COM 718172109 66,121 735,173 SH DEFINED 1 735,173
PHILIP MORRIS INTL INC COM 718172109 278 3,100 SH DEFINED 11 3,100
PHILLIPS 66 COM 718546104 17,609 379,771 SH DEFINED 1 379,771
PINNACLE WEST CAP CORP COM 723484101 1,617 30,627 SH DEFINED 1 30,627
PIONEER NAT RES CO COM 723787107 1,991 19,074 SH DEFINED 1 19,074
PITNEY BOWES INC COM 724479100 264 19,122 SH DEFINED 1 19,122
PRECISION CASTPARTS CORP COM 740189105 18,235 111,642 SH DEFINED 1 111,642
PRICELINE COM INC COM NEW 741503403 23,848 38,545 SH DEFINED 1 38,545
PROCTER & GAMBLE CO COM 742718109 82,661 1,191,777 SH DEFINED 1 1,191,777
PROGRESSIVE CORP OHIO COM 743315103 1,957 94,381 SH DEFINED 1 94,381
PRUDENTIAL FINL INC COM 744320102 6,235 114,400 SH DEFINED 1 114,400
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,239 100,653 SH DEFINED 1 100,653
PULTE GROUP INC COM 745867101 811 52,381 SH DEFINED 1 52,381
QUAD / GRAPHICS INC COM CL A 747301109 3 207 SH DEFINED 1 207
QUALCOMM INC COM 747525103 79,843 1,277,707 SH DEFINED 1 1,277,707
QUALCOMM INC COM 747525103 431 6,912 SH DEFINED 10 6,912
QUALCOMM INC COM 747525103 3,292 52,716 SH DEFINED 11 52,716
QUESTAR CORP COM 748356102 147 7,261 SH DEFINED 1 7,261
RALPH LAUREN CORP CL A 751212101 15,611 103,227 SH DEFINED 1 103,227
RAYONIER INC COM 754907103 74,985 1,529,998 SH DEFINED 1 1,529,998
RAYTHEON CO COM NEW 755111507 5,334 93,320 SH DEFINED 1 93,320
RED HAT INC COM 756577102 508 8,931 SH DEFINED 1 8,931
RENREN INC SPONSORED ADR 759892102 47 11,814 SH DEFINED 1 11,814
REPUBLIC SVCS INC COM 760759100 16,119 585,938 SH DEFINED 1 585,938
REYNOLDS AMERICAN INC COM 761713106 3,371 77,803 SH DEFINED 1 77,803
ROBERT HALF INTL INC COM 770323103 756 28,402 SH DEFINED 1 28,402
ROCKWELL AUTOMATION INC COM 773903109 1,557 22,398 SH DEFINED 1 22,398
ROCKWELL COLLINS INC COM 774341101 737 13,758 SH DEFINED 1 13,758
ROPER INDS INC NEW COM 776696106 2,096 19,079 SH DEFINED 1 19,079
ROSS STORES INC COM 778296103 2,282 35,331 SH DEFINED 1 35,331
RYANAIR HLDGS PLC SPONSORED ADR 783513104 7,991 247,800 SH DEFINED 1 247,800
RYDER SYS INC COM 783549108 241 6,184 SH DEFINED 1 6,184
SAFEWAY INC COM NEW 786514208 949 59,013 SH DEFINED 1 59,013
ST JUDE MED INC COM 790849103 2,093 49,683 SH DEFINED 1 49,683
SCHLUMBERGER LTD COM 806857108 45,905 634,666 SH DEFINED 1 634,666
SCHLUMBERGER LTD COM 806857108 50 700 SH DEFINED 11 700
SCHWAB CHARLES CORP NEW COM 808513105 1,047 81,883 SH DEFINED 1 81,883
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 239 3,912 SH DEFINED 1 3,912
SEMPRA ENERGY COM 816851109 3,135 48,621 SH DEFINED 1 48,621
SHERWIN WILLIAMS CO COM 824348106 128 861 SH DEFINED 1 861
SIGMA ALDRICH CORP COM 826552101 1,730 24,040 SH DEFINED 1 24,040
SMUCKER J M CO COM NEW 832696405 21,720 251,601 SH DEFINED 1 251,601
SNAP ON INC COM 833034101 1,505 20,942 SH DEFINED 1 20,942
SOUTHERN CO COM 842587107 4,313 93,584 SH DEFINED 1 93,584
SOUTHWEST AIRLS CO COM 844741108 1,376 156,962 SH DEFINED 1 156,962
SOUTHWESTERN ENERGY CO COM 845467109 15,684 450,967 SH DEFINED 1 450,967
SPECTRA ENERGY CORP COM 847560109 8,976 305,725 SH DEFINED 1 305,725
SPRINT NEXTEL CORP COM SER 1 852061100 1,030 186,702 SH DEFINED 1 186,702
STANLEY BLACK & DECKER INC COM 854502101 51,661 677,524 SH DEFINED 1 677,524
STAPLES INC COM 855030102 3,332 289,263 SH DEFINED 1 289,263
STARBUCKS CORP COM 855244109 10,337 203,692 SH DEFINED 1 203,692
STARBUCKS CORP COM 855244109 292 5,764 SH DEFINED 10 5,764
STARBUCKS CORP COM 855244109 2,001 39,465 SH DEFINED 11 39,465
STATE STR CORP COM 857477103 3,377 80,485 SH DEFINED 1 80,485
STERICYCLE INC COM 858912108 26 294 SH DEFINED 1 294
STRYKER CORP COM 863667101 21,979 394,880 SH DEFINED 1 394,880
SUNTRUST BKS INC COM 867914103 3,000 106,133 SH DEFINED 1 106,133
SYMANTEC CORP COM 871503108 3,565 198,104 SH DEFINED 1 198,104
SYSCO CORP COM 871829107 19,250 615,616 SH DEFINED 1 615,616
TECO ENERGY INC COM 872375100 565 31,899 SH DEFINED 1 31,899
TJX COS INC NEW COM 872540109 9,130 203,845 SH DEFINED 1 203,845
TERADYNE INC COM 880770102 552 38,828 SH DEFINED 1 38,828
TESORO CORP COM 881609101 1,186 28,329 SH DEFINED 1 28,329
TEXAS INSTRS INC COM 882508104 18,068 655,859 SH DEFINED 1 655,859
TEXTRON INC COM 883203101 26 1,000 SH DEFINED 1 1,000
THERMO FISHER SCIENTIFIC INC COM 883556102 43,720 743,175 SH DEFINED 1 743,175
TIFFANY & CO NEW COM 886547108 1,404 22,701 SH DEFINED 1 22,701
TIME WARNER INC COM NEW 887317303 43,691 963,857 SH DEFINED 1 963,857
TITANIUM METALS CORP COM NEW 888339207 38 3,020 SH DEFINED 1 3,020
TORCHMARK CORP COM 891027104 1,244 24,239 SH DEFINED 1 24,239
TOTAL SYS SVCS INC COM 891906109 886 37,417 SH DEFINED 1 37,417
TRANSDIGM GROUP INC COM 893641100 3,887 27,400 SH DEFINED 1 27,400
TRIPADVISOR INC COM 896945201 82,746 2,512,791 SH DEFINED 1 2,512,791
TYSON FOODS INC CL A 902494103 1,003 62,618 SH DEFINED 1 62,618
US BANCORP DEL COM NEW 902973304 119,433 3,482,021 SH DEFINED 1 3,482,021
UNION PAC CORP COM 907818108 8,386 70,649 SH DEFINED 1 70,649
UNITED PARCEL SERVICE INC CL B 911312106 38,428 536,937 SH DEFINED 1 536,937
UNITED STATES STL CORP NEW COM 912909108 383 20,136 SH DEFINED 1 20,136
UNITED TECHNOLOGIES CORP COM 913017109 36,844 470,615 SH DEFINED 1 470,615
URBAN OUTFITTERS INC COM 917047102 156 4,157 SH DEFINED 1 4,157
V F CORP COM 918204108 1,274 8,000 SH DEFINED 1 8,000
VULCAN MATLS CO COM 929160109 955 20,191 SH DEFINED 1 20,191
WAL-MART STORES INC COM 931142103 107,754 1,460,091 SH DEFINED 1 1,460,091
WAL-MART STORES INC COM 931142103 151 2,050 SH DEFINED 11 2,050
WALGREEN CO COM 931422109 6,499 178,352 SH DEFINED 1 178,352
WASHINGTON POST CO CL B 939640108 159 439 SH DEFINED 1 439
WATERS CORP COM 941848103 34 411 SH DEFINED 1 411
WATSON PHARMACEUTICALS INC COM 942683103 1,694 19,893 SH DEFINED 1 19,893
WELLS FARGO & CO NEW COM 949746101 231,347 6,699,896 SH DEFINED 1 6,699,896
WESTERN DIGITAL CORP COM 958102105 2,527 65,260 SH DEFINED 1 65,260
WESTERN UN CO COM 959802109 1,246 68,406 SH DEFINED 1 68,406
WEYERHAEUSER CO COM 962166104 372 14,247 SH DEFINED 1 14,247
WHIRLPOOL CORP COM 963320106 886 10,691 SH DEFINED 1 10,691
WHOLE FOODS MKT INC COM 966837106 24,937 256,032 SH DEFINED 1 256,032
WILLIAMS COS INC DEL COM 969457100 2,247 64,269 SH DEFINED 1 64,269
WISCONSIN ENERGY CORP COM 976657106 1,726 45,828 SH DEFINED 1 45,828
WYNN RESORTS LTD COM 983134107 227 1,970 SH DEFINED 1 1,970
XILINX INC COM 983919101 811 24,297 SH DEFINED 1 24,297
XEROX CORP COM 984121103 2,719 370,461 SH DEFINED 1 370,461
YAHOO INC COM 984332106 3,302 206,704 SH DEFINED 1 206,704
YUM BRANDS INC COM 988498101 7,547 113,772 SH DEFINED 1 113,772
ZIONS BANCORPORATION COM 989701107 520 25,182 SH DEFINED 1 25,182
QUANTA SVCS INC COM 74762E102 1,053 42,668 SH DEFINED 1 42,668
VERISIGN INC COM 92343E102 104 2,149 SH DEFINED 1 2,149
AMERISOURCEBERGEN CORP COM 03073E105 914 23,637 SH DEFINED 1 23,637
NEWS CORP CL A 65248E104 34,304 1,398,452 SH DEFINED 1 1,398,452
SALLY BEAUTY HLDGS INC COM 79546E104 41,901 1,670,057 SH DEFINED 1 1,670,057
QUANTA SVCS INC COM 74762E106 93 3,771 SH DEFINED 10 3,771
QUANTA SVCS INC COM 74762E106 440 17,823 SH DEFINED 11 17,823
TARGET CORP COM 87612E106 26,368 415,448 SH DEFINED 1 415,448
EDWARDS LIFESCIENCES CORP COM 28176E108 157 1,465 SH DEFINED 1 1,465
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,006 22,606 SH DEFINED 1 22,606
TRAVELERS COMPANIES INC COM 89417E109 38,462 563,476 SH DEFINED 1 563,476
VALE S A ADR REPSTG PFD 91912E204 36,515 2,103,400 SH DEFINED 1 2,103,400
AES CORP COM 00130H105 17,122 1,560,859 SH DEFINED 1 1,560,859
AT&T INC COM 00206R102 116,076 3,078,962 SH DEFINED 1 3,078,962
ACTUANT CORP CL A NEW 00508X203 604 21,111 SH DEFINED 1 21,111
ADOBE SYS INC COM 00724F101 4,382 135,017 SH DEFINED 1 135,017
AETNA INC NEW COM 00817Y108 17,868 451,215 SH DEFINED 1 451,215
AGILENT TECHNOLOGIES INC COM 00846U101 3,660 95,198 SH DEFINED 1 95,198
AKAMAI TECHNOLOGIES INC COM 00971T101 1,062 27,780 SH DEFINED 1 27,780
ALLEGHENY TECHNOLOGIES INC COM 01741R102 683 21,423 SH DEFINED 1 21,423
ALPHA NATURAL RESOURCES INC COM 02076X102 39 5,973 SH DEFINED 1 5,973
ALTRIA GROUP INC COM 02209S103 93,146 2,789,663 SH DEFINED 1 2,789,663
ALTRIA GROUP INC COM 02209S103 103 3,100 SH DEFINED 11 3,100
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 38,651 1,519,304 SH DEFINED 1 1,519,304
AMERICAN PUBLIC EDUCATION IN COM 02913V103 497 13,664 SH DEFINED 1 13,664
AMERICAN TOWER CORP NEW COM 03027X100 28,037 392,737 SH DEFINED 1 392,737
AMERIPRISE FINL INC COM 03076C106 1,943 34,286 SH DEFINED 1 34,286
ANSYS INC COM 03662Q105 72,742 991,039 SH DEFINED 1 991,039
ASSURANT INC COM 04621X108 1,177 31,580 SH DEFINED 1 31,580
AUTONATION INC COM 05329W102 239 5,495 SH DEFINED 1 5,495
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 806 11,009 SH DEFINED 1 11,009
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,235 20,700 SH DEFINED 1 20,700
BIOGEN IDEC INC COM 09062X103 2,624 17,588 SH DEFINED 1 17,588
BLACKROCK INC COM 09247X101 4,925 27,624 SH DEFINED 1 27,624
CBRE GROUP INC CL A 12504L109 211 11,469 SH DEFINED 1 11,469
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 650 11,116 SH DEFINED 1 11,116
CME GROUP INC COM 12572Q105 3,892 67,934 SH DEFINED 1 67,934
CA INC COM 12673P105 3,699 143,605 SH DEFINED 1 143,605
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 85 5,391 SH DEFINED 1 5,391
CAMERON INTERNATIONAL CORP COM 13342B105 61 1,088 SH DEFINED 1 1,088
CAPITAL ONE FINL CORP COM 14040H105 21,969 385,366 SH DEFINED 1 385,366
CARDINAL HEALTH INC COM 14149Y108 23,221 595,882 SH DEFINED 1 595,882
CAREFUSION CORP COM 14170T101 1,263 44,502 SH DEFINED 1 44,502
CENTERPOINT ENERGY INC COM 15189T107 853 40,092 SH DEFINED 1 40,092
CISCO SYS INC COM 17275R102 54,145 2,836,323 SH DEFINED 1 2,836,323
CISCO SYS INC COM 17275R102 36 1,900 SH DEFINED 11 1,900
CLIFFS NATURAL RESOURCES INC COM 18683K101 1,199 30,666 SH DEFINED 1 30,666
COCA COLA ENTERPRISES INC NE COM 19122T109 1,894 60,592 SH DEFINED 1 60,592
COMCAST CORP NEW CL A 20030N101 69,360 1,939,060 SH DEFINED 1 1,939,060
CONOCOPHILLIPS COM 20825C104 34,937 611,004 SH DEFINED 1 611,004
CONSOL ENERGY INC COM 20854P109 1,347 44,832 SH DEFINED 1 44,832
CONSTELLATION BRANDS INC CL A 21036P108 1,206 37,303 SH DEFINED 1 37,303
COSTCO WHSL CORP NEW COM 22160K105 6,683 66,754 SH DEFINED 1 66,754
COSTAR GROUP INC COM 22160N109 706 8,662 SH DEFINED 1 8,662
DFC GLOBAL CORP COM 23324T107 900 52,520 SH DEFINED 1 52,520
D R HORTON INC COM 23331A109 640 31,015 SH DEFINED 1 31,015
DAVITA INC COM 23918K108 274 2,647 SH DEFINED 1 2,647
DELL INC COM 24702R101 3,130 317,468 SH DEFINED 1 317,468
DEMANDWARE INC COM 24802Y105 935 29,467 SH DEFINED 1 29,467
DEVON ENERGY CORP NEW COM 25179M103 5,089 84,130 SH DEFINED 1 84,130
DIAMOND OFFSHORE DRILLING IN COM 25271C102 289 4,395 SH DEFINED 1 4,395
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 23,563 395,165 SH DEFINED 1 395,165
DIRECTV COM 25490A309 1,006 19,192 SH DEFINED 1 19,192
DOMINION RES INC VA NEW COM 25746U109 122 2,310 SH DEFINED 1 2,310
DUKE ENERGY CORP NEW COM NEW 26441C204 35,060 541,051 SH DEFINED 1 541,051
DUN & BRADSTREET CORP DEL NE CALL 26483E900 420 5,280 SH DEFINED 1 5,280
EOG RES INC COM 26875P101 7,107 63,432 SH DEFINED 1 63,432
EQT CORP COM 26884L109 777 13,181 SH DEFINED 1 13,181
ENTERGY CORP NEW COM 29364G103 2,653 38,295 SH DEFINED 1 38,295
EXELON CORP COM 30161N101 8,037 225,902 SH DEFINED 1 225,902
EXPEDIA INC DEL COM NEW 30212P303 1,135 19,631 SH DEFINED 1 19,631
EXPRESS SCRIPTS HLDG CO COM 30219G108 32,573 519,770 SH DEFINED 1 519,770
EXXON MOBIL CORP COM 30231G102 237,776 2,600,069 SH DEFINED 1 2,600,069
EXXON MOBIL CORP COM 30231G102 24 267 SH DEFINED 11 267
FMC TECHNOLOGIES INC COM 30249U101 19,634 424,075 SH DEFINED 1 424,075
FEDEX CORP COM 31428X106 23,478 277,459 SH DEFINED 1 277,459
FIDELITY NATL INFORMATION SV COM 31620M106 2,337 74,865 SH DEFINED 1 74,865
FLOWSERVE CORP COM 34354P105 46,551 364,424 SH DEFINED 1 364,424
FORTUNE BRANDS HOME & SEC IN COM 34964C106 178 6,597 SH DEFINED 1 6,597
FREEPORT-MCMORAN COPPER & GO COM 35671D857 33,770 853,222 SH DEFINED 1 853,222
FRESH MKT INC COM 35804H106 841 14,028 SH DEFINED 1 14,028
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,361 277,777 SH DEFINED 1 277,777
GAMESTOP CORP NEW CL A 36467W109 923 43,973 SH DEFINED 1 43,973
GENWORTH FINL INC COM CL A 37247D106 521 99,734 SH DEFINED 1 99,734
GOLDMAN SACHS GROUP INC COM 38141G104 34,139 300,312 SH DEFINED 1 300,312
GOOGLE INC CL A 38259P508 82,558 109,422 SH DEFINED 1 109,422
HCP INC COM 40414L109 2,757 61,993 SH DEFINED 1 61,993
HDFC BANK LTD ADR REPS 3 SHS 40415F101 8,748 232,800 SH DEFINED 1 232,800
HESS CORP COM 42809H107 2,218 41,298 SH DEFINED 1 41,298
ICICI BK LTD ADR 45104G104 59,482 1,481,882 SH DEFINED 1 1,481,882
IDEX CORP COM 45167R104 759 18,185 SH DEFINED 1 18,185
INTEGRYS ENERGY GROUP INC COM 45822P105 452 8,671 SH DEFINED 1 8,671
INTERCONTINENTALEXCHANGE INC COM 45865V100 886 6,645 SH DEFINED 1 6,645
INTUITIVE SURGICAL INC COM NEW 46120E602 18,105 36,530 SH DEFINED 1 36,530
JDS UNIPHASE CORP COM PAR $0.001 46612J507 383 31,000 SH DEFINED 1 31,000
JPMORGAN CHASE & CO COM 46625H100 78,483 1,938,827 SH DEFINED 1 1,938,827
JPMORGAN CHASE & CO COM 46625H100 297 7,353 SH DEFINED 10 7,353
JPMORGAN CHASE & CO COM 46625H100 1,855 45,843 SH DEFINED 11 45,843
JUNIPER NETWORKS INC COM 48203R104 518 30,278 SH DEFINED 1 30,278
KINDER MORGAN INC DEL COM 49456B101 10,011 281,862 SH DEFINED 1 281,862
KRAFT FOODS INC CL A 50075N104 37,125 897,835 SH DEFINED 1 897,835
KRAFT FOODS INC CL A 50075N104 88 2,145 SH DEFINED 11 2,145
LABORATORY CORP AMER HLDGS COM NEW 50540R409 997 10,784 SH DEFINED 1 10,784
LIFE TECHNOLOGIES CORP COM 53217V109 1,926 39,409 SH DEFINED 1 39,409
M & T BK CORP COM 55261F104 16,933 177,945 SH DEFINED 1 177,945
MACYS INC COM 55616P104 3,633 96,578 SH DEFINED 1 96,578
MACYS INC COM 55616P104 297 7,913 SH DEFINED 10 7,913
MACYS INC COM 55616P104 1,931 51,313 SH DEFINED 11 51,313
MARATHON PETE CORP COM 56585A102 6,286 115,154 SH DEFINED 1 115,154
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 88 1,650 SH DEFINED 10 1,650
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 28 522 SH DEFINED 11 522
MASTERCARD INC CL A 57636Q104 25,417 56,299 SH DEFINED 1 56,299
MATTRESS FIRM HLDG CORP COM 57722W106 376 13,377 SH DEFINED 1 13,377
MCKESSON CORP COM 58155Q103 121,902 1,416,971 SH DEFINED 1 1,416,971
MERCK & CO INC NEW COM 58933Y105 83,812 1,858,379 SH DEFINED 1 1,858,379
METLIFE INC COM 59156R108 30,919 897,262 SH DEFINED 1 897,262
MOLSON COORS BREWING CO CL B 60871R209 1,552 34,459 SH DEFINED 1 34,459
MONSANTO CO NEW COM 61166W101 26,617 292,440 SH DEFINED 1 292,440
MOSAIC CO NEW COM 61945C103 875 15,191 SH DEFINED 1 15,191
NETAPP INC COM 64110D104 49 1,515 SH DEFINED 1 1,515
NETFLIX INC COM 64110L106 10 193 SH DEFINED 1 193
NEXTERA ENERGY INC COM 65339F101 2,697 38,357 SH DEFINED 1 38,357
NISOURCE INC COM 65473P105 522 20,506 SH DEFINED 1 20,506
NUANCE COMMUNICATIONS INC COM 67020Y100 686 27,600 SH DEFINED 1 27,600
NVIDIA CORP COM 67066G104 983 73,757 SH DEFINED 1 73,757
O REILLY AUTOMOTIVE INC NEW COM 67103H107 27,176 325,001 SH DEFINED 1 325,001
ORACLE CORP COM 68389X105 70,946 2,252,995 SH DEFINED 1 2,252,995
PG&E CORP COM 69331C108 27,459 643,530 SH DEFINED 1 643,530
PPL CORP COM 69351T106 1,557 53,608 SH DEFINED 1 53,608
PENSKE AUTOMOTIVE GRP INC COM 70959W103 5,862 194,820 SH DEFINED 1 194,820
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 46,486 2,106,300 SH DEFINED 1 2,106,300
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 118 5,146 SH DEFINED 1 5,146
POOL CORPORATION COM 73278L105 1,200 28,881 SH DEFINED 1 28,881
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 2,085 19,975 SH DEFINED 1 19,975
PRAXAIR INC COM 74005P104 1,072 10,323 SH DEFINED 1 10,323
PRICE T ROWE GROUP INC COM 74144T108 4,400 69,518 SH DEFINED 1 69,518
PRINCIPAL FINL GROUP INC COM 74251V102 1,965 72,952 SH DEFINED 1 72,952
QEP RES INC COM 74733V100 1,522 48,096 SH DEFINED 1 48,096
QUEST DIAGNOSTICS INC COM 74834L100 937 14,775 SH DEFINED 1 14,775
RANGE RES CORP COM 75281A109 1,700 24,339 SH DEFINED 1 24,339
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,591 220,787 SH DEFINED 1 220,787
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 7,469 461,621 SH DEFINED 1 461,621
SAIC INC COM 78390X101 533 44,336 SH DEFINED 1 44,336
SLM CORP COM 78442P106 1,711 108,880 SH DEFINED 1 108,880
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,927 20,345 SH DEFINED 10 20,345
SPDR S&P 500 ETF TR TR UNIT 78462F103 76 533 SH DEFINED 11 533
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 1,059 34,178 SH DEFINED 10 34,178
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 37 1,213 SH DEFINED 11 1,213
SALESFORCE COM INC COM 79466L302 75 494 SH DEFINED 1 494
SANDISK CORP COM 80004C101 1,468 33,823 SH DEFINED 1 33,823
SANDISK CORP COM 80004C101 223 5,146 SH DEFINED 10 5,146
SANDISK CORP COM 80004C101 1,303 30,031 SH DEFINED 11 30,031
SCANA CORP NEW COM 80589M102 517 10,720 SH DEFINED 1 10,720
SEALED AIR CORP NEW COM 81211K100 411 26,634 SH DEFINED 1 26,634
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3 89 SH DEFINED 10 89
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 178 4,449 SH DEFINED 11 4,449
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 486 31,190 SH DEFINED 10 31,190
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,448 221,285 SH DEFINED 11 221,285
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 60 1,662 SH DEFINED 11 1,662
SIGNATURE BK NEW YORK N Y COM 82669G104 8,943 133,324 SH DEFINED 1 133,324
SOLARWINDS INC COM 83416B109 130,003 2,332,312 SH DEFINED 1 2,332,312
SOLERA HOLDINGS INC COM 83421A104 785 17,915 SH DEFINED 1 17,915
SOUTHERN COPPER CORP COM 84265V105 8,642 251,514 SH DEFINED 1 251,514
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 20,371 351,482 SH DEFINED 1 351,482
SUNOCO INC COM 86764P109 175 3,748 SH DEFINED 1 3,748
TARGA RES CORP COM 87612G101 266 5,300 SH DEFINED 1 5,300
TENET HEALTHCARE CORP COM 88033G100 404 64,490 SH DEFINED 1 64,490
TERADATA CORP DEL COM 88076W103 16,970 225,045 SH DEFINED 1 225,045
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,940 39,029 SH DEFINED 1 39,029
3M CO COM 88579Y101 29,435 318,498 SH DEFINED 1 318,498
TIME WARNER CABLE INC COM 88732J207 19,333 203,379 SH DEFINED 1 203,379
UNITEDHEALTH GROUP INC COM 91324P102 132,122 2,384,450 SH DEFINED 1 2,384,450
UNUM GROUP COM 91529Y106 1,323 68,871 SH DEFINED 1 68,871
VALERO ENERGY CORP NEW COM 91913Y100 14,260 450,133 SH DEFINED 1 450,133
VARIAN MED SYS INC COM 92220P105 25,418 421,389 SH DEFINED 1 421,389
VERIZON COMMUNICATIONS INC COM 92343V104 54,995 1,206,839 SH DEFINED 1 1,206,839
VERIZON COMMUNICATIONS INC COM 92343V104 290 6,370 SH DEFINED 10 6,370
VERIZON COMMUNICATIONS INC COM 92343V104 2,095 46,010 SH DEFINED 11 46,010
VERISK ANALYTICS INC CL A 92345Y106 1,206 25,332 SH DEFINED 1 25,332
VIACOM INC NEW CL B 92553P201 4,870 90,889 SH DEFINED 1 90,889
VIACOM INC NEW CL B 92553P201 121 2,273 SH DEFINED 10 2,273
VIACOM INC NEW CL B 92553P201 421 7,860 SH DEFINED 11 7,860
VISA INC COM CL A 92826C839 22,876 170,364 SH DEFINED 1 170,364
WASTE MGMT INC DEL COM 94106L109 12,860 400,892 SH DEFINED 1 400,892
WELLPOINT INC COM 94973V107 2,683 46,262 SH DEFINED 1 46,262
WINDSTREAM CORP COM 97381W104 154 15,266 SH DEFINED 1 15,266
WPX ENERGY INC COM 98212B103 236 14,271 SH DEFINED 1 14,271
WYNDHAM WORLDWIDE CORP COM 98310W108 1,199 22,863 SH DEFINED 1 22,863
XCEL ENERGY INC COM 98389B100 2,084 75,234 SH DEFINED 1 75,234
XYLEM INC COM 98419M100 432 17,199 SH DEFINED 1 17,199
YOUKU TUDOU INC SPONSORED ADR 98742U100 115 6,306 SH DEFINED 1 6,306
ZIMMER HLDGS INC COM 98956P102 1,619 23,946 SH DEFINED 1 23,946
AON PLC SHS CL A G0408V102 1,251 23,934 SH DEFINED 1 23,934
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 27,783 396,741 SH DEFINED 1 396,741
BUNGE LIMITED COM G16962105 381 5,693 SH DEFINED 10 5,693
BUNGE LIMITED COM G16962105 2,567 38,293 SH DEFINED 11 38,293
COOPER INDUSTRIES PLC SHS G24140108 1,108 14,768 SH DEFINED 1 14,768
CREDICORP LTD COM G2519Y108 1,089 8,700 SH DEFINED 1 8,700
COVIDIEN PLC SHS G2554F113 7,752 130,468 SH DEFINED 1 130,468
ENSCO PLC SHS CLASS A G3157S106 1,938 35,530 SH DEFINED 1 35,530
INGERSOLL-RAND PLC SHS G47791101 2,105 46,975 SH DEFINED 1 46,975
INVESCO LTD SHS G491BT108 1,751 70,074 SH DEFINED 1 70,074
NABORS INDUSTRIES LTD SHS G6359F103 783 55,816 SH DEFINED 1 55,816
ROWAN COMPANIES PLC SHS CL A G7665A101 841 24,917 SH DEFINED 1 24,917
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,856 59,900 SH DEFINED 1 59,900
XL GROUP PLC SHS G98290102 1,212 50,441 SH DEFINED 1 50,441
ACE LTD SHS H0023R105 5,887 77,879 SH DEFINED 1 77,879
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1,415 39,558 SH DEFINED 1 39,558
TE CONNECTIVITY LTD REG SHS H84989104 2,873 84,494 SH DEFINED 1 84,494
TYCO INTERNATIONAL LTD SHS H89128104 5,130 91,190 SH DEFINED 1 91,190
CORE LABORATORIES N V COM N22717107 10,569 87,006 SH DEFINED 1 87,006
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,473 47,890 SH DEFINED 1 47,890
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 76,462 2,531,033 SH DEFINED 1 2,531,033
9,436,217