UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2008
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: BP p.l.c.
Address: 1 St James's Square
London SW1Y 4PD
England
Form 13F File Number: 28-05353
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: Dr. Byron E. Grote
Title: Chief Financial Officer and Executive Director
Phone: 020 7496 4263
Signature, Place, and Date of Signing:
/s/ Byron Grote London, UK 8TH May 2008
------------------ ------------------ ------------------
[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).)
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-________________ _______________
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
------------
Form 13F Information Table Entry Total: 389
------------
Form 13F Information Table Value Total: $ 2,558,117
------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the manager filing this
report.
No. Form 13F File Number Name
01 28-05357 BP Investment Management Limited
BP P.L.C.
FORM 13F INFORMATION TABLE
MARCH 31, 2008
TITLE
OF VALUE SHARES SH/ INVESTMENT VOTING AUTHORITY
ISSUER CLASS CUSIP (x$1000) /PRN AMT PRN DISCRETION MANAGERS SOLE SHARED NONE
3M CO COM 88579Y101 10747 136000 SH DEFINED 01 136000
ABBOTT LABS COM 002824100 15802 287000 SH DEFINED 01 287000
ABERCROMBIE + FITCH CO COM 002896207 1170 16000 SH DEFINED 01 16000
ACE LTD COM G0070K103 4185 76000 SH DEFINED 01 76000
ADOBE SYS INC COM 00724F101 4265 120000 SH DEFINED 01 120000
ADVANCED MICRO DEVICES INC COM 007903107 586 100000 SH DEFINED 01 100000
AES CORP COM 00130H105 2182 131000 SH DEFINED 01 131000
AETNA INC COM 00817Y108 4117 98000 SH DEFINED 01 98000
AFLAC INC COM 001055102 6630 102100 SH DEFINED 01 102100
AGILENT TECHNOLOGIES INC COM 00846U101 2411 81000 SH DEFINED 01 81000
AIR PRODS + CHEMS INC COM 009158106 4959 54000 SH DEFINED 01 54000
ALCOA INC COM 013817101 6266 174000 SH DEFINED 01 174000
ALLEGHENY ENERGY INC COM 017361106 2828 56000 SH DEFINED 01 56000
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2351 33000 SH DEFINED 01 33000
ALLSTATE CORP COM 020002101 5182 108000 SH DEFINED 01 108000
ALTERA CORP COM 021441100 1401 76000 SH DEFINED 01 76000
ALTRIA GROUP INC COM 02209S103 9808 443000 SH DEFINED 01 443000
AMAZON COM INC COM 023135106 4064 57000 SH DEFINED 01 57000
AMEREN CORP COM 023608102 1495 34000 SH DEFINED 01 34000
AMERICA MOVIL S A DE C V ADR 02364W204 19020 300000 SH DEFINED 01 300000
AMERICA MOVIL SAB DE CV ADR 02364W105 6365 100000 SH DEFINED 01 100000
AMERICAN ELEC PWR INC COM 025537101 4573 110000 SH DEFINED 01 110000
AMERICAN EXPRESS CO COM 025816109 10214 234000 SH DEFINED 01 234000
AMERICAN INTL GROUP INC COM 026874107 21058 487000 SH DEFINED 01 487000
AMERICAN TOWER CORP COM 029912201 2702 69000 SH DEFINED 01 69000
AMERIPRISE FINL INC COM 03076C106 1862 36000 SH DEFINED 01 36000
AMERISOURCEBERGEN CORP COM 03073E105 1598 39000 SH DEFINED 01 39000
AMGEN INC COM 031162100 8590 206000 SH DEFINED 01 206000
ANADARKO PETE CORP COM 032511107 5979 95000 SH DEFINED 01 95000
ANALOG DEVICES INC COM 032654105 1830 62000 SH DEFINED 01 62000
ANHEUSER BUSCH COS INC COM 035229103 6689 141000 SH DEFINED 01 141000
AON CORP COM 037389103 3252 81000 SH DEFINED 01 81000
APACHE CORP COM 037411105 7602 63000 SH DEFINED 01 63000
APOLLO GROUP INC COM 037604105 1468 34000 SH DEFINED 01 34000
APPLE INC COM 037833100 22386 156000 SH DEFINED 01 156000
APPLIED MATERIALS INC COM 038222105 5763 296000 SH DEFINED 01 296000
ARCH CAP GROUP LTD COM G0450A105 1576 23000 SH DEFINED 01 23000
ARCHER DANIELS MIDLAND CO COM 039483102 6285 153000 SH DEFINED 01 153000
ASSURANT INC COM 04621X108 1943 32000 SH DEFINED 01 32000
AT+T INC COM 00206R102 46524 1216000 SH DEFINED 01 1216000
AUTOMATIC DATA PROCESSING INC COM 053015103 4365 103000 SH DEFINED 01 103000
AVON PRODS INC COM 054303102 3161 80000 SH DEFINED 01 80000
BAKER HUGHES INC COM 057224107 5274 77000 SH DEFINED 01 77000
BANCO BRADESCO SA ADR 059460303 1940 70000 SH DEFINED 01 70000
BANCO ITAU S A ADR 059602201 1136 50000 SH DEFINED 01 50000
BANK AMER CORP COM 060505104 32480 857000 SH DEFINED 01 857000
BANK NEW YORK MELLON CORP COM 064058100 10540 253000 SH DEFINED 01 253000
BARD C R INC COM 067383109 2215 23000 SH DEFINED 01 23000
BAXTER INTL INC COM 071813109 8375 145000 SH DEFINED 01 145000
BB+T CORP COM 054937107 3302 103000 SH DEFINED 01 103000
BECTON DICKINSON + CO COM 075887109 3857 45000 SH DEFINED 01 45000
BED BATH + BEYOND INC COM 075896100 1474 50000 SH DEFINED 01 50000
BEST BUY CO INC COM 086516101 2855 69000 SH DEFINED 01 69000
BIOGEN IDEC INC COM 09062X103 3634 59000 SH DEFINED 01 59000
BLACK + DECKER CORPORATION COM 091797100 858 13000 SH DEFINED 01 13000
BLOCK H + R INC COM 093671105 1287 62000 SH DEFINED 01 62000
BMC SOFTWARE INC COM 055921100 1299 40000 SH DEFINED 01 40000
BOEING CO COM 097023105 12111 163000 SH DEFINED 01 163000
BRISTOL MYERS SQUIBB CO COM 110122108 9040 425000 SH DEFINED 01 425000
BROADCOM CORP COM 111320107 1596 83000 SH DEFINED 01 83000
BURLINGTON NORTHN SANTA FE COM 12189T104 5256 57000 SH DEFINED 01 57000
CA INC COM 12673P105 1752 78000 SH DEFINED 01 78000
CAPITAL ONE FINL CORP COM 14040H105 3439 70000 SH DEFINED 01 70000
CARDINAL HEALTH INC COM 14149Y108 3982 76000 SH DEFINED 01 76000
CARNIVAL CORP COM 143658300 3150 78000 SH DEFINED 01 78000
CATERPILLAR INC COM 149123101 9621 123000 SH DEFINED 01 123000
CB RICHARD ELLIS GROUP INC COM 12497T101 907 42000 SH DEFINED 01 42000
CBS CORP CLASS B COM 124857202 2870 130000 SH DEFINED 01 130000
CELGENE CORP COM 151020104 5936 97000 SH DEFINED 01 97000
CEMEX S.A.B DE C.C ADR ADR 151290889 6800 260346 SH DEFINED 01 260346
CENTERPOINT ENERGY INC COM 15189T107 1368 96000 SH DEFINED 01 96000
CENTEX CORP COM 152312104 775 32000 SH DEFINED 01 32000
CHESAPEAKE ENERGY CORP COM 165167107 3965 86000 SH DEFINED 01 86000
CHEVRON CORP COM 166764100 34685 407000 SH DEFINED 01 407000
CHUBB CORP COM 171232101 3605 73000 SH DEFINED 01 73000
CIGNA CORP COM 125509109 2512 62000 SH DEFINED 01 62000
CINTAS CORP COM 172908105 713 25000 SH DEFINED 01 25000
CISCO SYS INC COM 17275R102 29402 1220000 SH DEFINED 01 1220000
CITADEL BROADCASTING CORP COM 17285T106 93 58000 SH DEFINED 01 58000
CITIGROUP INC COM 172967101 20467 960000 SH DEFINED 01 960000
CITIZENS COMMUNICATIONS CO COM 17453B101 932 89000 SH DEFINED 01 89000
CITRIX SYS INC COM 177376100 1365 46531 SH DEFINED 01 46531
CME GROUP INC COM 12572Q105 5140 11000 SH DEFINED 01 11000
COACH INC COM 189754104 2649 88000 SH DEFINED 01 88000
COCA COLA CO COM 191216100 25622 421000 SH DEFINED 01 421000
COCA COLA ENTERPRISES INC COM 191219104 1354 56000 SH DEFINED 01 56000
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 2358 82000 SH DEFINED 01 82000
COLGATE PALMOLIVE CO COM 194162103 9573 123000 SH DEFINED 01 123000
COMCAST CORP NEW COM 20030N101 11252 583000 SH DEFINED 01 583000
COMERICA INC COM 200340107 1400 40000 SH DEFINED 01 40000
COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W203 981 13000 SH DEFINED 01 13000
COMPANHIA SIDERURGICA NATL ADR 20440W105 1173 32700 SH DEFINED 01 32700
COMPANHIA VALE DO RIO DOCE ADR 204412209 6920 200000 SH DEFINED 01 200000
COMPUTER SCIENCES CORP COM 205363104 1384 34000 SH DEFINED 01 34000
CONAGRA INC COM 205887102 3037 127000 SH DEFINED 01 127000
CONOCOPHILLIPS COM 20825C104 22836 300000 SH DEFINED 01 300000
CONSOL ENERGY INC COM 20854P109 1381 20000 SH DEFINED 01 20000
CONSTELLATION ENERGY GROUP INC COM 210371100 4146 47000 SH DEFINED 01 47000
CORNING INC COM 219350105 7320 305000 SH DEFINED 01 305000
COSTCO WHSL CORP NEW COM 22160K105 4218 65000 SH DEFINED 01 65000
COVENTRY HEALTH CARE INC COM 222862104 2098 52000 SH DEFINED 01 52000
COVIDIEN LTD COM G2552X108 3982 90000 SH DEFINED 01 90000
CSX CORP COM 126408103 4643 83000 SH DEFINED 01 83000
CUMMINS INC COM 231021106 1965 42000 SH DEFINED 01 42000
CVS CAREMARK CORP COM 126650100 12664 313000 SH DEFINED 01 313000
D R HORTON INC COM 23331A109 973 62000 SH DEFINED 01 62000
DANAHER CORP COM 235851102 4258 56000 SH DEFINED 01 56000
DEERE + CO COM 244199105 6905 86000 SH DEFINED 01 86000
DELL INC COM 24702R101 8470 425000 SH DEFINED 01 425000
DENISON MINES CORP COM 248356107 190 30240 SH DEFINED 01 30240
DEVON ENERGY CORPORATION NEW COM 25179M103 8761 84000 SH DEFINED 01 84000
DIRECTV GROUP INC COM 25459L106 4554 184000 SH DEFINED 01 184000
DISNEY WALT CO COM 254687106 12415 396000 SH DEFINED 01 396000
DOMINION RES INC VA NEW COM 25746U109 3348 82000 SH DEFINED 01 82000
DONNELLEY R R + SONS CO COM 257867101 1362 45000 SH DEFINED 01 45000
DOVER CORP COM 260003108 1669 40000 SH DEFINED 01 40000
DOW CHEM CO COM 260543103 6955 189000 SH DEFINED 01 189000
DTE ENERGY CO COM 233331107 1320 34000 SH DEFINED 01 34000
DU PONT E I DE NEMOURS + CO COM 263534109 8462 181000 SH DEFINED 01 181000
DUKE ENERGY HLDG CORP COM 26441C105 5079 285000 SH DEFINED 01 285000
EASTMAN KODAK CO COM 277461109 917 52000 SH DEFINED 01 52000
EATON CORP COM 278058102 2150 27000 SH DEFINED 01 27000
EBAY INC COM 278642103 7482 251000 SH DEFINED 01 251000
ECOLAB INC COM 278865100 2993 69000 SH DEFINED 01 69000
EDISON INTL COM 281020107 3823 78000 SH DEFINED 01 78000
EL PASO CORP COM 28336L109 3239 195000 SH DEFINED 01 195000
ELECTRONIC ARTS INC COM 285512109 3641 73000 SH DEFINED 01 73000
EMBARQ CORP COM 29078E105 1602 40000 SH DEFINED 01 40000
EMBRAER EMPRESA BRASILEIRA DE ADR 29081M102 394 10000 SH DEFINED 01 10000
EMC CORP COM 268648102 6597 461000 SH DEFINED 01 461000
EMERSON ELEC CO COM 291011104 8851 172000 SH DEFINED 01 172000
ENTERGY CORP NEW COM 29364G103 4027 37000 SH DEFINED 01 37000
EOG RESOURCES INC COM 26875P101 6360 53000 SH DEFINED 01 53000
EQUITY RESIDENTIAL COM 29476L107 2150 52000 SH DEFINED 01 52000
ESC SEAGATE TECHNOLOGY COM 811804988 0 20000 SH DEFINED 01 20000
EXELON CORP COM 30161N101 11273 139000 SH DEFINED 01 139000
EXPRESS SCRIPTS INC COM 302182100 3537 55000 SH DEFINED 01 55000
EXXON MOBIL CORP COM 30231G102 92001 1088000 SH DEFINED 01 1088000
FEDERAL HOME LN MTG CORP COM 313400301 3133 123750 SH DEFINED 01 123750
FEDERAL NATL MTG ASSN COM 313586109 4736 180000 SH DEFINED 01 180000
FEDEX CORP COM 31428X106 5190 56000 SH DEFINED 01 56000
FIFTH THIRD BANCORP COM 316773100 2134 102000 SH DEFINED 01 102000
FIRST HORIZON NATL CORP COM 320517105 490 35000 SH DEFINED 01 35000
FIRSTENERGY CORP COM 337932107 4735 69000 SH DEFINED 01 69000
FISERV INC COM 337738108 2789 58000 SH DEFINED 01 58000
FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 683 73000 SH DEFINED 01 73000
FLUOR CORP NEW COM 343412102 4512 32000 SH DEFINED 01 32000
FOCUS MEDIA HLDG LTD ADR 34415V109 7028 200000 SH DEFINED 01 200000
FOMENTO ECONOMICO MEXICANO SAB ADR 344419106 4637 111300 SH DEFINED 01 111300
FORD MTR CO DEL COM 345370860 1653 290000 SH DEFINED 01 290000
FOREST LABS INC COM 345838106 2437 61000 SH DEFINED 01 61000
FOSTER WHEELER LTD COM G36535139 1585 28000 SH DEFINED 01 28000
FPL GROUP INC COM 302571104 5896 94000 SH DEFINED 01 94000
FRANKLIN RES INC COM 354613101 3389 35000 SH DEFINED 01 35000
FREEPORT MCMORAN COPPER + GOLD COM 35671D857 7117 74000 SH DEFINED 01 74000
GANNETT INC COM 364730101 1249 43000 SH DEFINED 01 43000
GAP INC COM 364760108 2496 127000 SH DEFINED 01 127000
GENENTECH INC COM 368710406 1541 19000 SH DEFINED 01 19000
GENERAL DYNAMICS CORP COM 369550108 7251 87000 SH DEFINED 01 87000
GENERAL ELEC CO COM 369604103 71931 1952000 SH DEFINED 01 1952000
GENERAL MLS INC COM 370334104 3827 64000 SH DEFINED 01 64000
GENERAL MTRS CORP COM 370442105 1886 99000 SH DEFINED 01 99000
GENUINE PARTS CO COM 372460105 1365 34000 SH DEFINED 01 34000
GENZYME CORP COM 372917104 4168 56000 SH DEFINED 01 56000
GILEAD SCIENCES INC COM 375558103 10300 200000 SH DEFINED 01 200000
GOLDMAN SACHS GROUP INC COM 38141G104 12703 77000 SH DEFINED 01 77000
GOOGLE INC COM 38259P508 18058 41000 SH DEFINED 01 41000
GRUPO TELEVISION SA DE CV ADR 40049J206 3754 155000 SH DEFINED 01 155000
HALLIBURTON CO COM 406216101 9793 249000 SH DEFINED 01 249000
HARLEY DAVIDSON INC COM 412822108 1800 48000 SH DEFINED 01 48000
HARMAN INTL INDS INC NEW COM 413086109 565 13000 SH DEFINED 01 13000
HARTFORD FINANCIAL SVCS GRP COM 416515104 4541 60000 SH DEFINED 01 60000
HASBRO INC COM 418056107 891 32000 SH DEFINED 01 32000
HEINZ H J CO COM 423074103 3704 79000 SH DEFINED 01 79000
HELLENIC TELECOMMUNICATIONS ADR 423325307 391 27778 SH DEFINED 01 27778
HERSHEY CO / THE COM 427866108 1241 33000 SH DEFINED 01 33000
HESS CORP COM 42809H107 6074 69000 SH DEFINED 01 69000
HEWLETT PACKARD CO COM 428236103 23561 516000 SH DEFINED 01 516000
HOME DEPOT INC COM 437076102 11312 405000 SH DEFINED 01 405000
HONEYWELL INTL INC COM 438516106 9479 168000 SH DEFINED 01 168000
HOSPIRA INC COM 441060100 1196 28000 SH DEFINED 01 28000
IAC INTERACTIVECORP COM 44919P300 1160 56000 SH DEFINED 01 56000
ILLINOIS TOOL WKS INC COM 452308109 5161 107000 SH DEFINED 01 107000
INGERSOLL RAND COMPANY LIMITED COM G4776G101 3205 72000 SH DEFINED 01 72000
INTEL CORP COM 458140100 25543 1206000 SH DEFINED 01 1206000
INTERCONTINENTAL EXCHANGE INC COM 45865V100 165488 1268111 SH SOLE 1268111
INTERCONTINENTALEXCHANGE INC COM 45865V100 1696 13000 SH DEFINED 01 13000
INTERNATIONAL BUSINESS MACHS COM 459200101 32551 283000 SH DEFINED 01 283000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 2610 65000 SH DEFINED 01 65000
INTERNATIONAL PAPER CO COM 460146103 2309 85000 SH DEFINED 01 85000
INTUIT COM 461202103 1837 68000 SH DEFINED 01 68000
IONA TECHNOLOGIES PLC ADR 46206P109 250 65000 SH DEFINED 01 65000
ISHARES TR COM 464287564 16411 207000 SH DEFINED 01 207000
ITT CORP NEW COM 450911102 3156 61000 SH DEFINED 01 61000
JABIL CIRCUIT INC COM 466313103 424 45000 SH DEFINED 01 45000
JOHNSON + JOHNSON COM 478160104 38291 591000 SH DEFINED 01 591000
JOHNSON CTLS INC COM 478366107 4354 129000 SH DEFINED 01 129000
JOY GLOBAL INC COM 481165108 1496 23000 SH DEFINED 01 23000
JP MORGAN US POOLED COM 41899Z910 22538 15126459 SH DEFINED 01 15126459
JPMORGAN CHASE + CO COM 46625H100 28806 671000 SH DEFINED 01 671000
JUNIPER NETWORKS INC COM 48203R104 2500 100000 SH DEFINED 01 100000
KB HOME COM 48666K109 420 17000 SH DEFINED 01 17000
KELLOGG CO COM 487836108 2,418 46000 SH DEFINED 01 46000
KEYCORP NEW COM 493267108 1709 78000 SH DEFINED 01 78000
KIMBERLY CLARK CORP COM 494368103 5288 82000 SH DEFINED 01 82000
KLA TENCOR CORP COM 482480100 1336 36000 SH DEFINED 01 36000
KOHLS CORP COM 500255104 2825 66000 SH DEFINED 01 66000
KRAFT FOODS INC COM 50075N104 8742 282000 SH DEFINED 01 282000
KROGER CO COM 501044101 3370 133000 SH DEFINED 01 133000
L 3 COMMUNICATIONS HLDG CORP COM 502424104 3820 35000 SH DEFINED 01 35000
LEHMAN BROTHERS HLDGS INC COM 524908100 3854 103000 SH DEFINED 01 103000
LG DISPLAY CO LTD ADR 50186V102 3903 175000 SH DEFINED 01 175000
LIBERTY MEDIA CORP NEW COM 53071M500 804 36000 SH DEFINED 01 36000
LILLY ELI + CO COM 532457108 9632 187000 SH DEFINED 01 187000
LINCOLN NATL CORP IN COM 534187109 3890 75000 SH DEFINED 01 75000
LINEAR TECHNOLOGY CORP COM 535678106 1837 60000 SH DEFINED 01 60000
LOCKHEED MARTIN CORP COM 539830109 7844 79000 SH DEFINED 01 79000
LOEWS CORP COM 540424108 5021 125000 SH DEFINED 01 125000
LOWES COS INC COM 548661107 6529 285000 SH DEFINED 01 285000
M + T BK CORP COM 55261F104 1205 15000 SH DEFINED 01 15000
MACYS INC COM 55616P104 2737 119000 SH DEFINED 01 119000
MARATHON OIL CORP COM 565849106 7747 170000 SH DEFINED 01 170000
MARRIOTT INTL INC NEW COM 571903202 2749 80000 SH DEFINED 01 80000
MARSH + MCLENNAN COS INC COM 571748102 3162 130000 SH DEFINED 01 130000
MARSHALL + ILSLEY CORP NEW COM 571837103 1276 55000 SH DEFINED 01 55000
MASCO CORP COM 574599106 1464 74000 SH DEFINED 01 74000
MATTEL INC COM 577081102 1570 79000 SH DEFINED 01 79000
MBIA INC COM 55262C100 403 33000 SH DEFINED 01 33000
MCDONALDS CORP COM 580135101 13935 250000 SH DEFINED 01 250000
MCGRAW HILL COS INC COM 580645109 2362 64000 SH DEFINED 01 64000
MCKESSON CORP COM 58155Q103 3139 60000 SH DEFINED 01 60000
MEDCO HEALTH SOLUTIONS INC COM 58405U102 5250 120000 SH DEFINED 01 120000
MEDTRONIC INC COM 585055106 10248 212000 SH DEFINED 01 212000
MEMC ELECTR MATLS INC COM 552715104 4395 62000 SH DEFINED 01 62000
MERCK + CO INC COM 589331107 17816 469579 SH DEFINED 01 469579
MERRILL LYNCH + CO INC COM 590188108 7426 183000 SH DEFINED 01 183000
METLIFE INC COM 59156R108 9507 158000 SH DEFINED 01 158000
METROPCS COMMUNICATIONS INC COM 591708102 44141 2596512 SH SOLE 2596512
MICRON TECHNOLOGY INC COM 595112103 988 165500 SH DEFINED 01 165500
MICROSOFT CORP COM 594918104 44840 1585000 SH DEFINED 01 1585000
MOLEX INC COM 608554101 716 31000 SH DEFINED 01 31000
MONSANTO CO NEW COM 61166W101 12989 117000 SH DEFINED 01 117000
MONSTER WORLDWIDE INC COM 611742107 580 24000 SH DEFINED 01 24000
MORGAN STANLEY COM 617446448 10299 226000 SH DEFINED 01 226000
MOTOROLA INC COM 620076109 4157 448000 SH DEFINED 01 448000
NATIONAL CITY CORP COM 635405103 975 98000 SH DEFINED 01 98000
NATIONAL OILWELL VARCO INC COM 637071101 4021 69000 SH DEFINED 01 69000
NETAPP INC COM 64110D104 1444 72000 SH DEFINED 01 72000
NETEZZA CORP COM 64111N101 925 100087 SH SOLE 100087
NEWELL RUBBERMAID INC COM 651229106 1188 52000 SH DEFINED 01 52000
NEWMONT MNG CORP COM 651639106 5752 127000 SH DEFINED 01 127000
NEWS CORP COM 65248E204 8977 472000 SH DEFINED 01 472000
NIKE INC COM 654106103 6180 91000 SH DEFINED 01 91000
NOBLE CORPORATION COM G65422100 2980 60000 SH DEFINED 01 60000
NORDSTROM INC COM 655664100 1532 47000 SH DEFINED 01 47000
NORFOLK SOUTHN CORP COM 655844108 4067 75000 SH DEFINED 01 75000
NORTHERN TRUST CORP COM 665859104 3383 51000 SH DEFINED 01 51000
NORTHROP GRUMMAN CORP COM 666807102 4975 64000 SH DEFINED 01 64000
NOVELL INC COM 670006105 389 62000 SH DEFINED 01 62000
NUCOR CORP COM 670346105 4533 67000 SH DEFINED 01 67000
NVIDIA CORP COM 67066G104 2098 106000 SH DEFINED 01 106000
NYSE EURONEXT COM 629491101 3141 51000 SH DEFINED 01 51000
OCCIDENTAL PETE CORP COM 674599105 13814 189000 SH DEFINED 01 189000
OMNICOM GROUP COM 681919106 3089 70000 SH DEFINED 01 70000
ORACLE CORP COM 68389X105 16796 860000 SH DEFINED 01 860000
ORBOTECH LTD COM M75253100 579 31590 SH DEFINED 01 31590
PACCAR INC COM 693718108 3240 72000 SH DEFINED 01 72000
PARKER HANNIFIN CORP COM 701094104 2353 34000 SH DEFINED 01 34000
PAYCHEX INC COM 704326107 2260 66000 SH DEFINED 01 66000
PEABODY ENERGY CORP COM 704549104 3817 75000 SH DEFINED 01 75000
PENNEY J C INC COM 708160106 1993 53000 SH DEFINED 01 53000
PEPSI BOTTLING GROUP INC COM 713409100 1321 39000 SH DEFINED 01 39000
PEPSICO INC COM 713448108 22665 314000 SH DEFINED 01 314000
PETROLEO BRASILEIRO SA ADR 71654V408 9184 90000 SH DEFINED 01 90000
PFIZER INC COM 717081103 26998 1293000 SH DEFINED 01 1293000
PG+E CORP COM 69331C108 3273 89000 SH DEFINED 01 89000
PHILIP MORRIS INTL ORD SHR COM 718172109 22345 443000 SH DEFINED 01 443000
PHOENIX COMPANIES COM 71902E109 1243 101817 SH SOLE 101817
PITNEY BOWES INC COM 724479100 1504 43000 SH DEFINED 01 43000
PNC FINL SVCS GROUP INC COM 693475105 5507 84000 SH DEFINED 01 84000
PPG INDS INC COM 693506107 1933 32000 SH DEFINED 01 32000
PPL CORP COM 69351T106 3164 69000 SH DEFINED 01 69000
PRAXAIR INC COM 74005P104 6304 75000 SH DEFINED 01 75000
PRICE T ROWE GROUP INC COM 74144T108 2597 52000 SH DEFINED 01 52000
PRINCIPAL FINANCIAL GROUP COM 74251V102 4290 77000 SH DEFINED 01 77000
PROCTER AND GAMBLE CO COM 742718109 43388 620000 SH DEFINED 01 620000
PROGRESS ENERGY INC COM 743263105 2083 50000 SH DEFINED 01 50000
PROGRESSIVE CORP OHIO COM 743315103 2216 138000 SH DEFINED 01 138000
PRUDENTIAL FINL INC COM 744320102 6800 87000 SH DEFINED 01 87000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3852 96000 SH DEFINED 01 96000
PULTE HOMES INC COM 745867101 595 41000 SH DEFINED 01 41000
QUALCOMM INC COM 747525103 12701 310000 SH DEFINED 01 310000
QUEST DIAGNOSTICS INC COM 74834L100 1629 36000 SH DEFINED 01 36000
QUESTAR CORP COM 748356102 2315 41000 SH DEFINED 01 41000
RAYTHEON CO COM 755111507 6586 102000 SH DEFINED 01 102000
ROBERT HALF INTL INC COM 770323103 849 33000 SH DEFINED 01 33000
ROCKWELL AUTOMATION INC COM 773903109 1777 31000 SH DEFINED 01 31000
ROCKWELL COLLINS INC COM 774341101 1770 31000 SH DEFINED 01 31000
ROHM + HAAS CO COM 775371107 2000 37000 SH DEFINED 01 37000
SAFECO CORP COM 786429100 876 20000 SH DEFINED 01 20000
SAFEWAY INC COM 786514208 2344 80000 SH DEFINED 01 80000
SANDISK CORP COM 80004C101 743 33000 SH DEFINED 01 33000
SARA LEE CORP COM 803111103 2027 145000 SH DEFINED 01 145000
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