UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2011
Check here if Amendment [_]; Amendment Number: __________
This Amendment (Check only one.): [_] is a restatement.
[_] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: ING Groep N.V.
Address: Amstelveenseweg 500
1081 KL, Amsterdam,
The Netherlands
Form 13F File Number: 28-13263
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: Simon van Dijken
Title: Manager Management Information
Phone: +31 20 576 05 20
Signature, Place, and Date of Signing:
/s/ Simon van Dijken, Amsterdam, August 15, 2011
------------------------------------- ---------------------- ---------------
Name: J.A.M. Emke-Petrelluzzi Bojanic
Title: Manager ING Holdings & Chair
Phone: +31 20 576 65 41
Signature, Place, and Date of Signing:
/s/ J.A.M. Emke-Petrelluzzi Bojanic, Amsterdam, August 15, 2011
------------------------------------- ---------------------- ---------------
This amendment provides corrected values for the share holdings included in the
Information Table.
Report Type (Check only one.):
[_] 13F HOLDINGS REPORT.
[_] 13F NOTICE.
[X] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
-------------------- ----
28-13194 ING Investment Management, Inc.
28-11943 ING Investment Management (Europe) B.V.
28-01217 ING Investment Management Co.
28-10070 ING Investment Trust Company
28-04547 ING Investments, LLC
28-07292 ING Investment Management LLC
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 930
Form 13F Information Table Value Total: $ 6,390,750
(USD thousands)
List of Other Included Managers:
No. Form 13F File Number Name
--- -------------------- ----
1 Other wholly owned subsidiary of ING Groep N.V.
2 ING Investment Management Advisors B.V.
3 ING Investment Management Asia Pacific
4 ING Investment Management Asia Pacific &
ING Investment Management Advisors B.V.
Form 13F Information Table
VALUE # of SH/ PUT/ Investment Other
Issuer Name Class Title CUSIP (x1000) Shares PRN CALL Discretion Managers Sole Share None
----------- ---------------- --------- ------- --------- --- ---- ---------- -------- ---- ----- ----
3M CO COM 88579Y101 3,038 32038 DEFINED 1
99 CENTS ONLY STORES COM 65440K106 61 3000 DEFINED 1
AARONS INC COM PAR $0.50 002535300 76 2700 DEFINED 1
ABBOTT LABS COM 002824100 27,971 531966 DEFINED 1
ABBOTT LABS COM 002824100 19,310 367257 SH DEFINED 2 SH
ABERCROMBIE & FITCH CO CL A 002896207 221 3300 DEFINED 1
ACME PACKET INC COM 004764106 84 1200 DEFINED 1
ACUITY BRANDS INC COM 00508Y102 18,071 324033 DEFINED 1
ADOBE SYS INC COM 00724F101 34,572 1099623 DEFINED 1
ADOBE SYS INC COM 00724F101 978 31099 SH DEFINED 2 SH
ADVANCED MICRO DEVICES INC COM 007903107 751 107591 DEFINED 1
AES CORP COM 00130H105 281 22028 DEFINED 1
AETNA INC NEW COM 00817Y108 1,342 30458 DEFINED 1
AFFYMETRIX INC COM 00826T108 463 58350 DEFINED 1
AFLAC INC COM 001055102 369 7909 DEFINED 1
AGILENT TECHNOLOGIES INC COM 00846U101 736 14410 DEFINED 1
AGL RES INC COM 001204106 116 2848 DEFINED 1
AGL RES INC COM 001204106 490 12039 SH DEFINED 2 SH
AGRIUM INC COM 008916108 263 3000 DEFINED 1
AIR PRODS & CHEMS INC COM 009158106 13,192 138006 DEFINED 1
AK STL HLDG CORP COM 001547108 282 17900 DEFINED 1
AKAMAI TECHNOLOGIES INC COM 00971T101 2,712 86166 DEFINED 1
ALBEMARLE CORP COM 012653101 1,079 15596 DEFINED 1
ALCOA INC COM 013817101 1,872 118166 DEFINED 1
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 8,529 109531 DEFINED 1
ALEXION PHARMACEUTICALS INC COM 015351109 56 1200 DEFINED 1
ALKERMES INC COM 01642T108 558 30000 DEFINED 1
ALLERGAN INC COM 018490102 1,913 22976 DEFINED 1
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 84 4300 DEFINED 1
ALLSTATE CORP COM 020002101 440 14400 DEFINED 1
ALPHA NATURAL RESOURCES INC COM 02076X102 357 7854 DEFINED 1
ALTERA CORP COM 021441100 276 5944 DEFINED 1
ALTRIA GROUP INC COM 02209S103 8,058 305116 SH DEFINED 2 SH
AMAZON COM INC COM 023135106 441 2155 DEFINED 1
AMEREN CORP COM 023608102 213 7400 DEFINED 1
AMEREN CORP COM 023608102 12,057 418353 SH DEFINED 2 SH
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3,378 62703 SH DEFINED 2 SH
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 64 5000 DEFINED 1
AMERICAN ELEC PWR INC COM 025537101 1,101 29246 DEFINED 1
AMERICAN ELEC PWR INC COM 025537101 12,997 345197 SH DEFINED 2 SH
AMERICAN EXPRESS CO COM 025816109 3,606 69763 DEFINED 1
AMERICAN FINL GROUP INC OHIO COM 025932104 507 14200 DEFINED 1
AMERICAN INTL GROUP INC COM NEW 026874784 255 8700 DEFINED 1
AMERICAN TOWER CORP CL A 029912201 3,157 60348 DEFINED 1
Page 1
AMERIGROUP CORP COM 03073T102 3,168 45000 DEFINED 1
AMERIPRISE FINL INC COM 03076C106 10,514 182368 DEFINED 1
AMERISOURCEBERGEN CORP COM 03073E105 21,117 510068 DEFINED 1
AMGEN INC COM 031162100 18,289 313552 DEFINED 1
AMPHENOL CORP NEW CL A 032095101 355 6580 DEFINED 1
AMYLIN PHARMACEUTICALS INC COM 032346108 1,062 79460 DEFINED 1
ANADARKO PETE CORP COM 032511107 1,346 17550 DEFINED 1
ANALOG DEVICES INC COM 032654105 1,759 44940 DEFINED 1
ANNALY CAP MGMT INC COM 035710409 828 45958 DEFINED 1
ANSYS INC COM 03662Q105 98 1800 DEFINED 1
AOL INC COM 00184X105 84 4218 DEFINED 1
AON CORP COM 037389103 918 17900 DEFINED 1
APACHE CORP COM 037411105 2,736 22185 DEFINED 1
APARTMENT INVT & MGMT CO CL A 03748R101 9,807 384154 DEFINED 1
APOLLO GROUP INC CL A 037604105 6,202 142051 DEFINED 1
APOLLO INVT CORP COM 03761U106 15,315 1500000 DEFINED 1
APPLE INC COM 037833100 93,460 278496 DEFINED 1
APPLE INC COM 037833100 2,185 6510 SH DEFINED 2 SH
APPLIED MATLS INC COM 038222105 645 49552 DEFINED 1
APTARGROUP INC COM 038336103 73 1400 DEFINED 1
AQUA AMERICA INC COM 03836W103 1,267 57640 DEFINED 1
ARCH COAL INC COM 039380100 23,717 889277 DEFINED 1
ARCHER DANIELS MIDLAND CO COM 039483102 5,008 166213 DEFINED 1
ARKANSAS BEST CORP DEL COM 040790107 64 2700 DEFINED 1
ARRIS GROUP INC COM 04269Q100 74 6400 DEFINED 1
ARUBA NETWORKS INC COM 043176106 83 2800 DEFINED 1
ASCENA RETAIL GROUP INC COM 04351G101 72 2100 DEFINED 1
ASSURANT INC COM 04621X108 1,566 43168 DEFINED 1
AT&T INC COM 00206R102 238,271 7588238 DEFINED 1
AT&T INC COM 00206R102 13,627 433988 SH DEFINED 2 SH
ATHENAHEALTH INC COM 04685W103 66 1600 DEFINED 1
ATLAS ENERGY LP COM UNITS LP 04930A104 14,810 681246 DEFINED 1
ATWOOD OCEANICS INC COM 050095108 442 10000 DEFINED 1
AUTODESK INC COM 052769106 3,623 93850 DEFINED 1
AUTOLIV INC COM 052800109 79 1003 DEFINED 1
AUTOMATIC DATA PROCESSING IN COM 053015103 990 18800 DEFINED 1
AUTONATION INC COM 05329W102 974 26600 DEFINED 1
AVALONBAY CMNTYS INC COM 053484101 19,575 152450 DEFINED 1
AVERY DENNISON CORP COM 053611109 986 25529 DEFINED 1
AVNET INC COM 053807103 42 1315 DEFINED 1
AVON PRODS INC COM 054303102 3,480 124324 DEFINED 1
BABCOCK & WILCOX CO NEW COM 05615F102 72 2600 DEFINED 1
BADGER METER INC COM 056525108 311 8400 DEFINED 1
BAIDU INC SPON ADR REP A 056752108 4,122 29400 DEFINED 1
BAKER HUGHES INC COM 057224107 1,409 19404 DEFINED 1
Page 2
BALL CORP COM 058498106 279 7244 DEFINED 1
BANCO BRADESCO S A SP ADR PFD NEW 059460303 6,135 299276 DEFINED 1
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 145 12400 DEFINED 1
BANK OF AMERICA CORPORATION COM 060505104 159,514 14567519 DEFINED 1
BANK OF NEW YORK MELLON CORP COM 064058100 551 21518 DEFINED 1
BARD C R INC COM 067383109 286 2600 DEFINED 1
BARRICK GOLD CORP COM 067901108 36,326 801904 DEFINED 1
BAXTER INTL INC COM 071813109 43,175 723434 DEFINED 1
BAXTER INTL INC COM 071813109 1,433 24016 SH DEFINED 2 SH
BB&T CORP COM 054937107 150 5600 DEFINED 1
BECTON DICKINSON & CO COM 075887109 946 10984 DEFINED 1
BED BATH & BEYOND INC COM 075896100 3,217 55117 DEFINED 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,035 52136 DEFINED 1
BEST BUY INC COM 086516101 153 4870 DEFINED 1
BIG LOTS INC COM 089302103 613 18500 DEFINED 1
BIOGEN IDEC INC COM 09062X103 6,027 56405 DEFINED 1
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,847 67879 DEFINED 1
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 136,147 8231358 DEFINED 1
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 611 36946 SH DEFINED 2 SH
BLOCK H & R INC COM 093671105 101 6300 DEFINED 1
BMC SOFTWARE INC COM 055921100 3,226 58965 DEFINED 1
BOEING CO COM 097023105 21,945 296790 DEFINED 1
BORGWARNER INC COM 099724106 805 9960 DEFINED 1
BOSTON PROPERTIES INC COM 101121101 27,063 254807 DEFINED 1
BOSTON SCIENTIFIC CORP COM 101137107 1,047 151494 DEFINED 1
BRE PROPERTIES INC CL A 05564E106 10,470 209902 DEFINED 1
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 2,903 167502 DEFINED 1
BRIGGS & STRATTON CORP COM 109043109 60 3000 DEFINED 1
BRINKS CO COM 109696104 69 2300 DEFINED 1
BRISTOL MYERS SQUIBB CO COM 110122108 21,622 747135 DEFINED 1
BRISTOL MYERS SQUIBB CO COM 110122108 12,358 427027 SH DEFINED 2 SH
BROADCOM CORP CL A 111320107 6,609 196520 DEFINED 1
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,254 67958 DEFINED 1
BROOKFIELD PPTYS CORP COM 112900105 8,113 420587 DEFINED 1
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 19 1891 DEFINED 1
BROWN FORMAN CORP CL B 115637209 932 12482 DEFINED 1
BUNGE LIMITED COM G16962105 194 2809 DEFINED 1
CA INC COM 12673P105 705 30870 DEFINED 1
CABOT OIL & GAS CORP COM 127097103 1,106 16679 DEFINED 1
CALGON CARBON CORP COM 129603106 220 12960 DEFINED 1
CAMECO CORP COM 13321L108 240 9100 DEFINED 1
CAMERON INTERNATIONAL CORP COM 13342B105 983 19534 DEFINED 1
CAMPBELL SOUP CO COM 134429109 909 26341 DEFINED 1
CANADIAN NAT RES LTD COM 136385101 1,022 24444 DEFINED 1
CANADIAN NATL RY CO COM 136375102 235 2945 DEFINED 1
Page 3
CAPITAL ONE FINL CORP COM 14040H105 15,055 291254 DEFINED 1
CARDINAL HEALTH INC COM 14149Y108 20,613 453920 DEFINED 1
CAREER EDUCATION CORP COM 141665109 66 3100 DEFINED 1
CAREFUSION CORP COM 14170T101 1,051 38688 DEFINED 1
CARLISLE COS INC COM 142339100 79 1600 DEFINED 1
CARMAX INC COM 143130102 1,130 34163 DEFINED 1
CARNIVAL CORP PAIRED CTF 143658300 15,459 410597 DEFINED 1
CARNIVAL CORP PAIRED CTF 143658300 740 19646 SH DEFINED 2 SH
CARTER INC COM 146229109 62 2000 DEFINED 1
CATERPILLAR INC DEL COM 149123101 1,732 16271 DEFINED 1
CB RICHARD ELLIS GROUP INC CL A 12497T101 983 39147 DEFINED 1
CBS CORP NEW CL B 124857202 251 8800 DEFINED 1
CELANESE CORP DEL COM SER A 150870103 1,925 36100 DEFINED 1
CELGENE CORP COM 151020104 3,852 63915 DEFINED 1
CELGENE CORP COM 151020104 663 11007 SH DEFINED 2 SH
CENOVUS ENERGY INC COM 15135U109 130 3458 DEFINED 1
CENTERPOINT ENERGY INC COM 15189T107 730 37723 DEFINED 1
CENTRAL EUROPEAN DIST CORP COM 153435102 4,221 376861 DEFINED 1
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 10,746 544125 DEFINED 1
CENTURYLINK INC COM 156700106 20,596 509552.76 DEFINED 1
CEPHALON INC COM 156708109 3,708 46398 DEFINED 1
CERNER CORP COM 156782104 418 6833 DEFINED 1
CF INDS HLDGS INC COM 125269100 1,602 11305 DEFINED 1
CHARLES RIV LABS INTL INC COM 159864107 781 19200 DEFINED 1
CHESAPEAKE ENERGY CORP COM 165167107 1,537 51774 DEFINED 1
CHEVRON CORP NEW COM 166764100 9,561 92978 DEFINED 1
CHEVRON CORP NEW COM 166764100 2,024 19682 SH DEFINED 2 SH
CHICOS FAS INC COM 168615102 58 3800 DEFINED 1
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 479 10232 DEFINED 1
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 27,403 585918 SH DEFINED 2 SH
CHIPOTLE MEXICAN GRILL INC COM 169656105 277 900 DEFINED 1
CHUBB CORP COM 171232101 15,099 241152 DEFINED 1
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,622 46946 DEFINED 1
CHURCH & DWIGHT INC COM 171340102 220 5425 DEFINED 1
CIGNA CORP COM 125509109 4,470 86822 DEFINED 1
CIMAREX ENERGY CO COM 171798101 225 2500 DEFINED 1
CINCINNATI FINL CORP COM 172062101 525 18000 DEFINED 1
CINTAS CORP COM 172908105 505 15297 DEFINED 1
CIRRUS LOGIC INC COM 172755100 68 4300 DEFINED 1
CISCO SYS INC COM 17275R102 12,400 794387 DEFINED 1
CIT GROUP INC COM NEW 125581801 1,512 34180 DEFINED 1
CITIGROUP INC COM NEW 172967424 1,326 31851 SH DEFINED 2 SH
CITIGROUP INC COM NEW 172967424 27,941 671330 DEFINED 1
CITRIX SYS INC COM 177376100 10,585 132450 DEFINED 1
CITRIX SYS INC COM 177376100 854 10689 SH DEFINED 2 SH
Page 4
CLARCOR INC COM 179895107 80 1700 DEFINED 1
CLAYMORE EXCHANGE TRD FD TR GUGG CHN SML CAP 18383Q853 5,916 213349 DEFINED 1
CLIFFS NATURAL RESOURCES INC COM 18683K101 2,126 22997 DEFINED 1
CLOROX CO DEL COM 189054109 115 1700 DEFINED 1
CME GROUP INC COM 12572Q105 338 1158 DEFINED 1
CMS ENERGY CORP COM 125896100 1,710 86862 DEFINED 1
COACH INC COM 189754104 18,488 289141 DEFINED 1
COCA COLA CO COM 191216100 4,737 70405 DEFINED 1
COCA COLA ENTERPRISES INC NE COM 19122T109 26,001 890747 DEFINED 1
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,057 55319 DEFINED 1
COLGATE PALMOLIVE CO COM 194162103 4,942 56516 DEFINED 1
COMCAST CORP NEW CL A 20030N101 26,425 1043240 DEFINED 1
COMERICA INC COM 200340107 19,968 577621 DEFINED 1
COMMONWEALTH REIT COM SH BEN INT 203233101 1,249 48400 DEFINED 1
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 94 2000 DEFINED 1
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 2,863 84862 DEFINED 1
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 1,011 29970 SH DEFINED 2 SH
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 895 14988 DEFINED 1
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 169 8196 DEFINED 1
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 2,012 161627 DEFINED 1
COMPUTER SCIENCES CORP COM 205363104 403 10619 DEFINED 1
COMPUWARE CORP COM 205638109 132 13528 DEFINED 1
CONAGRA FOODS INC COM 205887102 11,314 438863 DEFINED 1
CONAGRA FOODS INC COM 205887102 13,303 516038 SH DEFINED 2 SH
CONCUR TECHNOLOGIES INC COM 206708109 80 1600 DEFINED 1
CONOCOPHILLIPS COM 20825C104 28,476 378967 DEFINED 1
CONSOL ENERGY INC COM 20854P109 225 4642 DEFINED 1
CONSOLIDATED EDISON INC COM 209115104 3,137 58944 DEFINED 1
CONSOLIDATED EDISON INC COM 209115104 8,311 156157 SH DEFINED 2 SH
CONSTELLATION BRANDS INC CL A 21036P108 188 9041 DEFINED 1
CONSTELLATION ENERGY GROUP I COM 210371100 690 18183 DEFINED 1
COPA HOLDINGS SA CL A P31076105 494 7384 SH DEFINED 2 SH
COPART INC COM 217204106 84 1800 DEFINED 1
CORNING INC COM 219350105 512 28200 DEFINED 1
COSAN LTD SHS A G25343107 699 56820 DEFINED 1
COSTCO WHSL CORP NEW COM 22160K105 1,004 12360 DEFINED 1
COVANTA HLDG CORP COM 22282E102 432 26240 DEFINED 1
COVENTRY HEALTH CARE INC COM 222862104 420 11525 DEFINED 1
CRANE CO COM 224399105 54 1100 DEFINED 1
CREDICORP LTD COM G2519Y108 1,121 13014 SH DEFINED 2 SH
CRH PLC ADR 12626K203 676 30000 DEFINED 1
CROWN CASTLE INTL CORP COM 228227104 2,941 72122 DEFINED 1
CROWN HOLDINGS INC COM 228368106 56 1450 DEFINED 1
CSX CORP COM 126408103 711 27114 DEFINED 1
CTC MEDIA INC COM 12642X106 906 42479 DEFINED 1
Page 5
CTC MEDIA INC COM 12642X106 2,281 107000 SH DEFINED 2 SH
CULLEN FROST BANKERS INC COM 229899109 293 5141 DEFINED 1
CULLEN FROST BANKERS INC COM 229899109 713 12528 SH DEFINED 2 SH
CUMMINS INC COM 231021106 889 8595 DEFINED 1
CVS CAREMARK CORPORATION COM 126650100 14,353 382136 DEFINED 1
CYMER INC COM 232572107 59 1200 DEFINED 1
D R HORTON INC COM 23331A109 368 31900 DEFINED 1
DANAHER CORP DEL COM 235851102 5,708 107739 DEFINED 1
DARDEN RESTAURANTS INC COM 237194105 124 2500 DEFINED 1
DAVITA INC COM 23918K108 1,063 12283 DEFINED 1
DEAN FOODS CO NEW COM 242370104 340 27700 DEFINED 1
DEERE & CO COM 244199105 5,269 63910 DEFINED 1
DELL INC COM 24702R101 2,147 128773 DEFINED 1
DELTA AIR LINES INC DEL COM NEW 247361702 37 4060 DEFINED 1
DENBURY RES INC COM NEW 247916208 864 43257 DEFINED 1
DENTSPLY INTL INC NEW COM 249030107 571 15000 DEFINED 1
DEVELOPERS DIVERSIFIED RLTY COM 251591103 7,584 538626 DEFINED 1
DEVON ENERGY CORP NEW COM 25179M103 1,400 17763 DEFINED 1
DEVRY INC DEL COM 251893103 1,258 21275 DEFINED 1
DIAMOND OFFSHORE DRILLING IN COM 25271C102 397 5640 DEFINED 1
DICKS SPORTING GOODS INC COM 253393102 81 2100 DEFINED 1
DIEBOLD INC COM 253651103 8,186 263803 SH DEFINED 2 SH
DIRECTV COM CL A 25490A101 40,716 801180 DEFINED 1
DISCOVER FINL SVCS COM 254709108 2,474 92490 DEFINED 1
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 560 13665 DEFINED 1
DISNEY WALT CO COM DISNEY 254687106 1,038 26600 DEFINED 1
DOLBY LABORATORIES INC COM 25659T107 59 1400 DEFINED 1
DOLLAR GEN CORP NEW COM 256677105 60 1769 DEFINED 1
DOLLAR TREE INC COM 256746108 272 4076 DEFINED 1
DOMINION RES INC VA NEW COM 25746U109 821 17010 DEFINED 1
DONALDSON INC COM 257651109 91 1500 DEFINED 1
DONNELLEY R R & SONS CO COM 257867101 1,271 64855 DEFINED 1
DOVER CORP COM 260003108 23,686 349358 DEFINED 1
DOW CHEM CO COM 260543103 4,886 135677 DEFINED 1
DR PEPPER SNAPPLE GROUP INC COM 26138E109 25,581 610097 DEFINED 1
DR REDDYS LABS LTD ADR 256135203 836 24386 DEFINED 1
DRESSER-RAND GROUP INC COM 261608103 193 3600 DEFINED 1
DTE ENERGY CO COM 233331107 25,383 507253 DEFINED 1
DU PONT E I DE NEMOURS & CO COM 263534109 23,094 427190 DEFINED 1
DUKE ENERGY CORP NEW COM 26441C105 2,856 151698 DEFINED 1
DUN & BRADSTREET CORP DEL NE COM 26483E100 648 8572 DEFINED 1
DYCOM INDS INC COM 267475101 61 3700 DEFINED 1
E M C CORP MASS COM 268648102 1,924 69826 DEFINED 1
E M C CORP MASS COM 268648102 590 21419 SH DEFINED 2 SH
E TRADE FINANCIAL CORP COM NEW 269246401 3,653 264726 DEFINED 1
Page 6
EATON CORP COM 278058102 1,784 34694 DEFINED 1
EATON CORP COM 278058102 770 14965 SH DEFINED 2 SH
EBAY INC COM 278642103 792 24534 DEFINED 1
ECHOSTAR CORP CL A 278768106 653 17900 DEFINED 1
EDISON INTL COM 281020107 1,225 31600 DEFINED 1
EDWARDS LIFESCIENCES CORP COM 28176E108 9,593 110032 DEFINED 1
EL PASO CORP COM 28336L109 1,367 67729 DEFINED 1
ELECTRONIC ARTS INC COM 285512109 767 32491 DEFINED 1
EMERSON ELEC CO COM 291011104 14,812 263410 DEFINED 1
EMERSON ELEC CO COM 291011104 747 13285 SH DEFINED 2 SH
ENCANA CORP COM 292505104 95 3086 DEFINED 1
ENERGIZER HLDGS INC COM 29266R108 268 3709 DEFINED 1
ENTERGY CORP NEW COM 29364G103 399 5838 DEFINED 1
EOG RES INC COM 26875P101 991 9480 DEFINED 1
EQT CORP COM 26884L109 280 5336 DEFINED 1
EQUIFAX INC COM 294429105 299 8617 DEFINED 1
EQUINIX INC COM NEW 29444U502 3,210 31762 DEFINED 1
EQUITY LIFESTYLE PPTYS INC COM 29472R108 912 14600 DEFINED 1
EQUITY RESIDENTIAL SH BEN INT 29476L107 33,480 557720 DEFINED 1
EVEREST RE GROUP LTD COM G3223R108 453 5538 SH DEFINED 2 SH
EXELON CORP COM 30161N101 33,568 783379 DEFINED 1
EXELON CORP COM 30161N101 13,365 311910 SH DEFINED 2 SH
EXPEDIA INC DEL COM 30212P105 444 15300 DEFINED 1
EXPEDITORS INTL WASH INC COM 302130109 1,058 20663 DEFINED 1
EXPRESS SCRIPTS INC COM 302182100 26,132 484110 DEFINED 1
EXXON MOBIL CORP COM 30231G102 54,041 664711 DEFINED 1
EXXON MOBIL CORP COM 30231G102 1,014 12470 SH DEFINED 2 SH
F M C CORP COM NEW 302491303 768 8931 DEFINED 1
F5 NETWORKS INC COM 315616102 562 5100 DEFINED 1
FAMILY DLR STORES INC COM 307000109 797 15156 DEFINED 1
FASTENAL CO COM 311900104 414 11500 DEFINED 1
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 8,906 104564 DEFINED 1
FEDERATED INVS INC PA CL B 314211103 150 6300 DEFINED 1
FEDEX CORP COM 31428X106 95 1000 DEFINED 1
FELCOR LODGING TR INC COM 31430F101 614 115000 DEFINED 1
FIDELITY NATIONAL FINANCIAL CL A 31620R105 2,126 135000 DEFINED 1
FIDELITY NATL INFORMATION SV COM 31620M106 199 6473 DEFINED 1
FIFTH THIRD BANCORP COM 316773100 20,573 1614803 DEFINED 1
FINISAR CORP COM NEW 31787A507 202 11200 DEFINED 1
FIRST HORIZON NATL CORP COM 320517105 26 2700 DEFINED 1
FIRST NIAGARA FINL GP INC COM 33582V108 1,993 151000 DEFINED 1
FIRST NIAGARA FINL GP INC COM 33582V108 7,692 582710 SH DEFINED 2 SH
FIRST SOLAR INC COM 336433107 3,723 28142 DEFINED 1
FIRSTENERGY CORP COM 337932107 511 11579 DEFINED 1
FISERV INC COM 337738108 177 2823 DEFINED 1
Page 7
FLIR SYS INC COM 302445101 394 11700 DEFINED 1
FLOWSERVE CORP COM 34354P105 209 1900 DEFINED 1
FLUOR CORP NEW COM 343412102 21,023 325188 DEFINED 1
FMC TECHNOLOGIES INC COM 30249U101 555 12404 DEFINED 1
FOOT LOCKER INC COM 344849104 74 3100 DEFINED 1
FORD MTR CO DEL COM PAR $0.01 345370860 741 53714 DEFINED 1
FOREST LABS INC COM 345838106 1,224 31115 DEFINED 1
FORTINET INC COM 34959E109 82 3000 DEFINED 1
FORTUNE BRANDS INC COM 349631101 383 6000 DEFINED 1
FORWARD AIR CORP COM 349853101 61 1800 DEFINED 1
FRANKLIN RES INC COM 354613101 3,317 25249 DEFINED 1
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