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, 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 7TH August 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: 378
------------
Form 13F Information Table Value Total: $ 2,721,379
------------
(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
JUNE 30, 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 10566 152000 SH DEFINED 01 152000
ABBOTT LABS COM 002824100 18765 355000 SH DEFINED 01 355000
ABERCROMBIE + FITCH CO COM 002896207 1128 18000 SH DEFINED 01 18000
ACE LTD COM G0070K103 5171 94000 SH DEFINED 01 94000
ADOBE SYS INC COM 00724F101 5701 145000 SH DEFINED 01 145000
ADVANCED MICRO DEVICES INC COM 007903107 662 114000 SH DEFINED 01 114000
AES CORP COM 00130H105 2856 149000 SH DEFINED 01 149000
AETNA INC COM 00817Y108 2917 72000 SH DEFINED 01 72000
AFLAC INC COM 001055102 7659 122100 SH DEFINED 01 122100
AGILENT TECHNOLOGIES INC COM 00846U101 2873 81000 SH DEFINED 01 81000
AIR PRODS + CHEMS INC COM 009158106 5923 60000 SH DEFINED 01 60000
ALCOA INC COM 013817101 7195 202000 SH DEFINED 01 202000
ALLEGHENY ENERGY INC COM 017361106 3207 64000 SH DEFINED 01 64000
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2250 38000 SH DEFINED 01 38000
ALLSTATE CORP COM 020002101 6735 148000 SH DEFINED 01 148000
ALTERA CORP COM 021441100 1780 86000 SH DEFINED 01 86000
ALTRIA GROUP INC COM 02209S103 11655 568000 SH DEFINED 01 568000
AMAZON COM INC COM 023135106 4762 65000 SH DEFINED 01 65000
AMEREN CORP COM 023608102 1815 43000 SH DEFINED 01 43000
AMERICA MOVIL S A DE C V ADR 02364W204 15273 300000 SH DEFINED 01 300000
AMERICA MOVIL SAB DE CV ADR 02364W105 5272 100000 SH DEFINED 01 100000
AMERICAN ELEC PWR INC COM 025537101 5019 125000 SH DEFINED 01 125000
AMERICAN EXPRESS CO COM 025816109 10010 266000 SH DEFINED 01 266000
AMERICAN INTL GROUP INC COM 026874107 14588 553000 SH DEFINED 01 553000
AMERICAN TOWER CORP COM 029912201 3797 90000 SH DEFINED 01 90000
AMERIPRISE FINL INC COM 03076C106 1667 41000 SH DEFINED 01 41000
AMERISOURCEBERGEN CORP COM 03073E105 1559 39000 SH DEFINED 01 39000
AMGEN INC COM 031162100 11035 234000 SH DEFINED 01 234000
ANADARKO PETE CORP COM 032511107 8083 108000 SH DEFINED 01 108000
ANALOG DEVICES INC COM 032654105 2096 66000 SH DEFINED 01 66000
ANHEUSER BUSCH COS INC COM 035229103 9689 156000 SH DEFINED 01 156000
AON CORP COM 037389103 4223 92000 SH DEFINED 01 92000
APACHE CORP COM 037411105 10003 72000 SH DEFINED 01 72000
APOLLO GROUP INC COM 037604105 1505 34000 SH DEFINED 01 34000
APPLE INC COM 037833100 29637 177000 SH DEFINED 01 177000
APPLIED MATERIALS INC COM 038222105 6414 336000 SH DEFINED 01 336000
ARACRUZ CELULOSE S A ADR 038496204 202 2750 SH DEFINED 01 2750
ARCH CAP GROUP LTD COM G0450A105 2600 39200 SH DEFINED 01 39200
ARCHER DANIELS MIDLAND CO COM 039483102 6199 184000 SH DEFINED 01 184000
ASSURANT INC COM 04621X108 2704 41000 SH DEFINED 01 41000
AT+T INC COM 00206R102 46186 1375000 SH DEFINED 01 1375000
AUTOMATIC DATA PROCESSING INC COM 053015103 4819 115000 SH DEFINED 01 115000
AVON PRODS INC COM 054303102 4575 127000 SH DEFINED 01 127000
BAKER HUGHES INC COM 057224107 7412 85000 SH DEFINED 01 85000
BANCO BRADESCO SA ADR 059460303 2144 105000 SH DEFINED 01 105000
BANCO ITAU S A ADR 059602201 1269 62500 SH DEFINED 01 62500
BANK AMER CORP COM 060505104 20965 882000 SH DEFINED 01 882000
BANK NEW YORK MELLON CORP COM 064058100 11078 293000 SH DEFINED 01 293000
BARD C R INC COM 067383109 2023 23000 SH DEFINED 01 23000
BAXTER INTL INC COM 071813109 11623 182000 SH DEFINED 01 182000
BB+T CORP COM 054937107 2662 117000 SH DEFINED 01 117000
BECTON DICKINSON + CO COM 075887109 4307 53000 SH DEFINED 01 53000
BED BATH + BEYOND INC COM 075896100 1602 57000 SH DEFINED 01 57000
BEST BUY CO INC COM 086516101 3083 78000 SH DEFINED 01 78000
BIOGEN IDEC INC COM 09062X103 3628 65000 SH DEFINED 01 65000
BLACK + DECKER CORPORATION COM 091797100 863 15000 SH DEFINED 01 15000
BLOCK H + R INC COM 093671105 1540 72000 SH DEFINED 01 72000
BMC SOFTWARE INC COM 055921100 2694 75000 SH DEFINED 01 75000
BOEING CO COM 097023105 11894 181000 SH DEFINED 01 181000
BRISTOL MYERS SQUIBB CO COM 110122108 9911 483000 SH DEFINED 01 483000
BROADCOM CORP COM 111320107 2647 97000 SH DEFINED 01 97000
BURLINGTON NORTHN SANTA FE COM 12189T104 6483 65000 SH DEFINED 01 65000
C H ROBINSON WORLDWIDE INC COM 12541W209 2138 39000 SH DEFINED 01 39000
CA INC COM 12673P105 2050 89000 SH DEFINED 01 89000
CAPITAL ONE FINL CORP COM 14040H105 3038 80000 SH DEFINED 01 80000
CARDINAL HEALTH INC COM 14149Y108 3914 76000 SH DEFINED 01 76000
CARNIVAL CORP COM 143658300 2930 89000 SH DEFINED 01 89000
CATERPILLAR INC COM 149123101 11132 151000 SH DEFINED 01 151000
CB RICHARD ELLIS GROUP INC COM 12497T101 825 43000 SH DEFINED 01 43000
CBS CORP CLASS B COM 124857202 2879 148000 SH DEFINED 01 148000
CELGENE CORP COM 151020104 8105 127000 SH DEFINED 01 127000
CEMEX S.A.B DE C.C ADR ADR 151290889 6653 269788 SH DEFINED 01 269788
CENTERPOINT ENERGY INC COM 15189T107 1940 121000 SH DEFINED 01 121000
CENTEX CORP COM 152312104 427 32000 SH DEFINED 01 32000
CHESAPEAKE ENERGY CORP COM 165167107 7025 106500 SH DEFINED 01 106500
CHEVRON CORP COM 166764100 47035 475000 SH DEFINED 01 475000
CHUBB CORP COM 171232101 3970 81000 SH DEFINED 01 81000
CISCO SYS INC COM 17275R102 32262 1387000 SH DEFINED 01 1387000
CITIGROUP INC COM 172967101 18693 1120000 SH DEFINED 01 1120000
CITIZENS COMMUNICATIONS CO COM 17453B101 1121 99000 SH DEFINED 01 99000
CITRIX SYS INC COM 177376100 1541 52531 SH DEFINED 01 52531
CME GROUP INC COM 12572Q105 4215 11000 SH DEFINED 01 11000
COACH INC COM 189754104 2883 100000 SH DEFINED 01 100000
COCA COLA CO COM 191216100 22300 430000 SH DEFINED 01 430000
COCA COLA ENTERPRISES INC COM 191219104 1107 64000 SH DEFINED 01 64000
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 4063 125000 SH DEFINED 01 125000
COLGATE PALMOLIVE CO COM 194162103 8697 126000 SH DEFINED 01 126000
COMCAST CORP NEW COM 20030N101 12368 653000 SH DEFINED 01 653000
COMERICA INC COM 200340107 897 35000 SH DEFINED 01 35000
COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W203 822 13000 SH DEFINED 01 13000
COMPANHIA SIDERURGICA NATL ADR 20440W105 1450 32700 SH DEFINED 01 32700
COMPANHIA VALE DO RIO DOCE ADR 204412209 6798 190000 SH DEFINED 01 190000
COMPUTER SCIENCES CORP COM 205363104 1824 39000 SH DEFINED 01 39000
CONAGRA INC COM 205887102 3027 157000 SH DEFINED 01 157000
CONOCOPHILLIPS COM 20825C104 30891 328000 SH DEFINED 01 328000
CONSOL ENERGY INC COM 20854P109 2919 26000 SH DEFINED 01 26000
CONSTELLATION ENERGY GROUP INC COM 210371100 4343 53000 SH DEFINED 01 53000
CORNING INC COM 219350105 8990 390000 SH DEFINED 01 390000
COSTCO WHSL CORP NEW COM 22160K105 5193 74000 SH DEFINED 01 74000
COVENTRY HEALTH CARE INC COM 222862104 1916 63000 SH DEFINED 01 63000
COVIDIEN LTD COM G2552X108 6990 146000 SH DEFINED 01 146000
CSX CORP COM 126408103 5887 94000 SH DEFINED 01 94000
CUMMINS INC COM 231021106 2943 45000 SH DEFINED 01 45000
CVS CAREMARK CORP COM 126650100 13476 341000 SH DEFINED 01 341000
D R HORTON INC COM 23331A109 693 64000 SH DEFINED 01 64000
DANAHER CORP COM 235851102 5562 72000 SH DEFINED 01 72000
DEERE + CO COM 244199105 6852 95000 SH DEFINED 01 95000
DELL INC COM 24702R101 7224 330000 SH DEFINED 01 330000
DENISON MINES CORP COM 248356107 266 30240 SH DEFINED 01 30240
DEVON ENERGY CORPORATION NEW COM 25179M103 11523 96000 SH DEFINED 01 96000
DIRECTV GROUP INC COM 25459L106 5413 209000 SH DEFINED 01 209000
DISNEY WALT CO COM 254687106 13964 448000 SH DEFINED 01 448000
DOMINION RES INC VA NEW COM 25746U109 4411 93000 SH DEFINED 01 93000
DONNELLEY R R + SONS CO COM 257867101 1930 65000 SH DEFINED 01 65000
DOVER CORP COM 260003108 2078 43000 SH DEFINED 01 43000
DOW CHEM CO COM 260543103 7497 215000 SH DEFINED 01 215000
DTE ENERGY CO COM 233331107 1652 39000 SH DEFINED 01 39000
DU PONT E I DE NEMOURS + CO COM 263534109 8829 206000 SH DEFINED 01 206000
DUKE ENERGY HLDG CORP COM 26441C105 5989 345000 SH DEFINED 01 345000
DYNEGY INC DEL COM 26817G102 1281 150000 SH DEFINED 01 150000
EASTMAN KODAK CO COM 277461109 835 58000 SH DEFINED 01 58000
EBAY INC COM 278642103 7783 285000 SH DEFINED 01 285000
ECOLAB INC COM 278865100 3346 78000 SH DEFINED 01 78000
EDISON INTL COM 281020107 4773 93000 SH DEFINED 01 93000
EL PASO CORP COM 28336L109 4822 222000 SH DEFINED 01 222000
ELECTRONIC ARTS INC COM 285512109 3687 83000 SH DEFINED 01 83000
EMBARQ CORP COM 29078E105 2127 45000 SH DEFINED 01 45000
EMBRAER EMPRESA BRASILEIRA DE ADR 29081M102 265 10000 SH DEFINED 01 10000
EMC CORP COM 268648102 6602 450000 SH DEFINED 01 450000
EMERSON ELEC CO COM 291011104 9485 192000 SH DEFINED 01 192000
ENTERGY CORP NEW COM 29364G103 5051 42000 SH DEFINED 01 42000
EOG RESOURCES INC COM 26875P101 7610 58000 SH DEFINED 01 58000
EQUIFAX INC COM 294429105 2185 65000 SH DEFINED 01 65000
EQUITY RESIDENTIAL ADR 29476L107 2180 57000 SH DEFINED 01 57000
EXELON CORP COM 30161N101 14201 158000 SH DEFINED 01 158000
EXPRESS SCRIPTS INC COM 302182100 5269 84000 SH DEFINED 01 84000
EXXON MOBIL CORP COM 30231G102 105408 1200000 SH DEFINED 01 1200000
FAIRPOINT COMMUNICATIONS INC COM 305560104 80 11145 SH DEFINED 01 11145
FEDERAL NATL MTG ASSN COM 313586109 3900 200000 SH DEFINED 01 200000
FEDEX CORP COM 31428X106 5032 64000 SH DEFINED 01 64000
FIFTH THIRD BANCORP COM 316773100 1184 116000 SH DEFINED 01 116000
FIRST HORIZON NATL CORP COM 320517105 259 35000 SH DEFINED 01 35000
FIRSTENERGY CORP COM 337932107 6662 81000 SH DEFINED 01 81000
FISERV INC COM 337738108 2853 63000 SH DEFINED 01 63000
FLUOR CORP NEW COM 343412102 4830 26000 SH DEFINED 01 26000
FOCUS MEDIA HLDG LTD ADR 34415V109 5534 200000 SH DEFINED 01 200000
FOMENTO ECONOMICO MEXICANO SAB ADR 344419106 5055 111300 SH DEFINED 01 111300
FORD MTR CO DEL COM 345370860 1408 292738 SH DEFINED 01 292738
FOREST LABS INC COM 345838106 2397 69000 SH DEFINED 01 69000
FOSTER WHEELER LTD COM G36535139 2406 33000 SH DEFINED 01 33000
FPL GROUP INC COM 302571104 7009 107000 SH DEFINED 01 107000
FRANKLIN RES INC COM 354613101 3666 40000 SH DEFINED 01 40000
FREEPORT MCMORAN COPPER + GOLD COM 35671D857 9726 83000 SH DEFINED 01 83000
GAP INC COM 364760108 2746 165000 SH DEFINED 01 165000
GENERAL DYNAMICS CORP COM 369550108 8495 101000 SH DEFINED 01 101000
GENERAL ELEC CO COM 369604103 59539 2240000 SH DEFINED 01 2240000
GENERAL MLS INC COM 370334104 4430 73000 SH DEFINED 01 73000
GENERAL MTRS CORP COM 370442105 1292 113000 SH DEFINED 01 113000
GENUINE PARTS CO COM 372460105 1349 34000 SH DEFINED 01 34000
GENZYME CORP COM 372917104 4600 64000 SH DEFINED 01 64000
GILEAD SCIENCES INC COM 375558103 12434 235000 SH DEFINED 01 235000
GOLDMAN SACHS GROUP INC COM 38141G104 14826 85000 SH DEFINED 01 85000
GOOGLE INC COM 38259P508 23697 45000 SH DEFINED 01 45000
GRAINGER W W INC COM 384802104 2288 28000 SH DEFINED 01 28000
GRUPO TELEVISION SA DE CV ADR 40049J206 3655 155000 SH DEFINED 01 155000
HALLIBURTON CO COM 406216101 14321 270000 SH DEFINED 01 270000
HARLEY DAVIDSON INC COM 412822108 1956 54000 SH DEFINED 01 54000
HARMAN INTL INDS INC NEW COM 413086109 620 15000 SH DEFINED 01 15000
HARSCO CORP COM 415864107 1224 22500 SH DEFINED 01 22500
HARTFORD FINANCIAL SVCS GRP COM 416515104 3093 48000 SH DEFINED 01 48000
HASBRO INC COM 418056107 1214 34000 SH DEFINED 01 34000
HEINZ H J CO COM 423074103 4397 92000 SH DEFINED 01 92000
HELLENIC TELECOMMUNICATIONS ADR 423325307 330 27778 SH DEFINED 01 27778
HERSHEY CO / THE COM 427866108 1245 38000 SH DEFINED 01 38000
HESS CORP COM 42809H107 10221 81000 SH DEFINED 01 81000
HEWLETT PACKARD CO COM 428236103 25634 581000 SH DEFINED 01 581000
HOME DEPOT INC COM 437076102 10746 460000 SH DEFINED 01 460000
HONEYWELL INTL INC COM 438516106 9190 183000 SH DEFINED 01 183000
HOSPIRA INC COM 441060100 1444 36000 SH DEFINED 01 36000
IAC INTERACTIVECORP COM 44919P300 1234 64000 SH DEFINED 01 64000
ILLINOIS TOOL WKS INC COM 452308109 5796 122000 SH DEFINED 01 122000
INGERSOLL RAND COMPANY LIMITED COM G4776G101 3520 94050 SH DEFINED 01 94050
INTEL CORP COM 458140100 29320 1365000 SH DEFINED 01 1365000
INTERCONTINENTAL EXCHANGE INC COM 45865V100 144565 1268111 SH SOLE 1268111
INTERCONTINENTALEXCHANGE INC COM 45865V100 1710 15000 SH DEFINED 01 15000
INTERNATIONAL BUSINESS MACHS COM 459200101 37741 319000 SH DEFINED 01 319000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 2245 90000 SH DEFINED 01 90000
INTERNATIONAL PAPER CO COM 460146103 2257 97000 SH DEFINED 01 97000
INTUIT COM 461202103 2065 75000 SH DEFINED 01 75000
ION GEOPHYSICAL CORP COM 462044108 1396 80000 SH DEFINED 01 80000
IONA TECHNOLOGIES PLC ADR 46206P109 256 65000 SH DEFINED 01 65000
ISHARES TR COM 464287564 17233 232000 SH DEFINED 01 232000
ITT CORP NEW COM 450911102 4492 71000 SH DEFINED 01 71000
J C PENNEY INC COM 708160106 2104 58000 SH DEFINED 01 58000
JOHNSON + JOHNSON COM 478160104 43189 672000 SH DEFINED 01 672000
JOHNSON CTLS INC COM 478366107 3864 135000 SH DEFINED 01 135000
JOY GLOBAL INC COM 481165108 2047 27000 SH DEFINED 01 27000
JPMORGAN CHASE + CO COM 46625H100 27482 801000 SH DEFINED 01 801000
JUNIPER NETWORKS INC COM 48203R104 2524 114000 SH DEFINED 01 114000
KB HOME COM 48666K109 321 19000 SH DEFINED 01 19000
KELLOGG CO COM 487836108 2782 58000 SH DEFINED 01 58000
KEYCORP NEW COM 493267108 975 89000 SH DEFINED 01 89000
KIMBERLY CLARK CORP COM 494368103 5,439 91000 SH DEFINED 01 91000
KLA TENCOR CORP COM 482480100 1466 36000 SH DEFINED 01 36000
KOHLS CORP COM 500255104 2996 75000 SH DEFINED 01 75000
KRAFT FOODS INC COM 50075N104 9189 323000 SH DEFINED 01 323000
KROGER CO COM 501044101 4182 145000 SH DEFINED 01 145000
L 3 COMMUNICATIONS HLDG CORP COM 502424104 3544 39000 SH DEFINED 01 39000
LEUCADIA NATL CORP COM 527288104 2201 47000 SH DEFINED 01 47000
LG DISPLAY CO LTD ADR 50186V102 3269 175000 SH DEFINED 01 175000
LIBERTY MEDIA CORP NEW COM 53071M500 871 36000 SH DEFINED 01 36000
LIBERTY MEDIA CORP NEW COM 53071M302 144 10000 SH DEFINED 01 10000
LILLY ELI + CO COM 532457108 9817 213000 SH DEFINED 01 213000
LINCOLN NATL CORP IN COM 534187109 3753 83000 SH DEFINED 01 83000
LINEAR TECHNOLOGY CORP COM 535678106 2213 68000 SH DEFINED 01 68000
LOCKHEED MARTIN CORP COM 539830109 8575 87000 SH DEFINED 01 87000
LOEWS CORP COM 540424108 3055 65147 SH DEFINED 01 65147
LORILLARD INC COM 544147101 3714 53797 SH DEFINED 01 53797
LOWES COS INC COM 548661107 6517 315000 SH DEFINED 01 315000
M + T BK CORP COM 55261F104 1199 17000 SH DEFINED 01 17000
MACYS INC COM 55616P104 2614 135000 SH DEFINED 01 135000
MARATHON OIL CORP COM 565849106 10005 193000 SH DEFINED 01 193000
MARRIOTT INTL INC NEW COM 571903202 2230 85000 SH DEFINED 01 85000
MARSH + MCLENNAN COS INC COM 571748102 4376 165000 SH DEFINED 01 165000
MARSHALL + ILSLEY CORP NEW COM 571837103 842 55000 SH DEFINED 01 55000
MASCO CORP COM 574599106 1320 84000 SH DEFINED 01 84000
MATTEL INC COM 577081102 1421 83000 SH DEFINED 01 83000
MCDONALDS CORP COM 580135101 15949 284000 SH DEFINED 01 284000
MCGRAW HILL COS INC COM 580645109 2764 69000 SH DEFINED 01 69000
MCKESSON CORP COM 58155Q103 3574 64000 SH DEFINED 01 64000
MEDCO HEALTH SOLUTIONS INC COM 58405U102 6698 142000 SH DEFINED 01 142000
MEDTRONIC INC COM 585055106 12553 243000 SH DEFINED 01 243000
MEMC ELECTR MATLS INC COM 552715104 4306 70000 SH DEFINED 01 70000
MERCK + CO INC COM 589331107 19223 510579 SH DEFINED 01 510579
MERRILL LYNCH + CO INC COM 590188108 6585 208000 SH DEFINED 01 208000
METLIFE INC COM 59156R108 10269 195000 SH DEFINED 01 195000
METROPCS COMMUNICATIONS INC COM 591708102 46588 2630613 SH SOLE 2630613
MICRON TECHNOLOGY INC COM 595112103 1076 180000 SH DEFINED 01 180000
MICROSOFT CORP COM 594918104 49582 1801000 SH DEFINED 01 1801000
MONSANTO CO NEW COM 61166W101 15009 119000 SH DEFINED 01 119000
MORGAN STANLEY COM 617446448 8537 237000 SH DEFINED 01 237000
MOTOROLA INC COM 620076109 3589 489000 SH DEFINED 01 489000
MURPHY OIL CORP COM 626717102 4410 45000 SH DEFINED 01 45000
NATIONAL CITY CORP COM 635405103 562 118000 SH DEFINED 01 118000
NATIONAL OILWELL VARCO INC COM 637071101 7985 90000 SH DEFINED 01 90000
NETAPP INC COM 64110D104 1666 77000 SH DEFINED 01 77000
NEW ORIENTAL ED + TECHNOLOGY ADR 647581107 5826 100000 SH DEFINED 01 100000
NEWMONT MNG CORP COM 651639106 7504 144000 SH DEFINED 01 144000
NEWS CORP COM 65248E203 8738 570000 SH DEFINED 01 570000
NIKE INC COM 654106103 6139 103000 SH DEFINED 01 103000
NOBLE CORPORATION COM G65422100 4018 62000 SH DEFINED 01 62000
NORDSTROM INC COM 655664100 1424 47000 SH DEFINED 01 47000
NORFOLK SOUTHN CORP COM 655844108 5133 82000 SH DEFINED 01 82000
NORTHERN TRUST CORP COM 665859104 3973 58000 SH DEFINED 01 58000
NORTHROP GRUMMAN CORP COM 666807102 4884 73000 SH DEFINED 01 73000
NOVELL INC COM 670006105 412 70000 SH DEFINED 01 70000
NUCOR CORP COM 670346105 6347 85000 SH DEFINED 01 85000
NVIDIA CORP COM 67066G104 2239 120000 SH DEFINED 01 120000
NYSE EURONEXT COM 629491101 2935 58000 SH DEFINED 01 58000
OCCIDENTAL PETE CORP COM 674599105 18495 206000 SH DEFINED 01 206000
OMNICOM GROUP COM 681919106 4250 95000 SH DEFINED 01 95000
ORACLE CORP COM 68389X105 20370 970000 SH DEFINED 01 970000
PACCAR INC COM 693718108 3346 80000 SH DEFINED 01 80000
PARKER HANNIFIN CORP COM 701094104 2635 37000 SH DEFINED 01 37000
PAYCHEX INC COM 704326107 2221 71000 SH DEFINED 01 71000
PEABODY ENERGY CORP COM 704549104 7481 85000 SH DEFINED 01 85000
PEPSI BOTTLING GROUP INC COM 713409100 1088 39000 SH DEFINED 01 39000
PEPSICO INC COM 713448108 22507 354000 SH DEFINED 01 354000
PETROLEO BRASILEIRO SA ADR 71654V408 8490 120000 SH DEFINED 01 120000
PFIZER INC COM 717081103 24308 1393000 SH DEFINED 01 1393000
PG+E CORP COM 69331C108 4243 107000 SH DEFINED 01 107000
PHILIP MORRIS INTL ORD SHR COM 718172109 24803 503000 SH DEFINED 01 503000
PHOENIX COMPANIES COM 71902E109 775 101817 SH SOLE 101817
PITNEY BOWES INC COM 724479100 1667 49000 SH DEFINED 01 49000
PNC FINL SVCS GROUP INC COM 693475105 5414 95000 SH DEFINED 01 95000
PPG INDS INC COM 693506107 2063 36000 SH DEFINED 01 36000
PPL CORP COM 69351T106 4181 80000 SH DEFINED 01 80000
PRAXAIR INC COM 74005P104 8942 95000 SH DEFINED 01 95000
PRICE T ROWE GROUP INC COM 74144T108 3328 59000 SH DEFINED 01 59000
PRINCIPAL FINANCIAL GROUP COM 74251V102 3438 82000 SH DEFINED 01 82000
PROCTER AND GAMBLE CO COM 742718109 42801 705000 SH DEFINED 01 705000
PROGRESS ENERGY INC COM 743263105 2382 57000 SH DEFINED 01 57000
PROGRESSIVE CORP OHIO COM 743315103 2841 152000 SH DEFINED 01 152000
PRUDENTIAL FINL INC COM 744320102 3689 62000 SH DEFINED 01 62000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4731 103000 SH DEFINED 01 103000
PULTE HOMES INC COM 745867101 452 47000 SH DEFINED 01 47000
QUALCOMM INC COM 747525103 17970 405000 SH DEFINED 01 405000
QUEST DIAGNOSTICS INC COM 74834L100 1742 36000 SH DEFINED 01 36000
QUESTAR CORP COM 748356102 3760 53000 SH DEFINED 01 53000
RAYTHEON CO COM 755111507 6406 114000 SH DEFINED 01 114000
ROCKWELL AUTOMATION INC COM 773903109 1353 31000 SH DEFINED 01 31000
ROCKWELL COLLINS INC COM 774341101 1676 35000 SH DEFINED 01 35000
ROHM + HAAS CO COM 775371107 1254 27000 SH DEFINED 01 27000
SAFECO CORP COM 786429100 1343 20000 SH DEFINED 01 20000
SAFEWAY INC COM 786514208 2598 91000 SH DEFINED 01 91000
SANDISK CORP COM 80004C101 1870 100000 SH DEFINED 01 100000
SARA LEE CORP COM 803111103 1957 160000 SH DEFINED 01 160000
SCHERING PLOUGH CORP COM 806605101 6924 352000 SH DEFINED 01 352000
SCHLUMBERGER LTD COM 806857108 30485 284000 SH DEFINED 01 284000
SCHWAB CHARLES CORP COM 808513105 5279 257000 SH DEFINED 01 257000
SEMPRA ENERGY COM 816851109 3323 59000 SH DEFINED 01 59000
SIGMA ALDRICH COM 826552101 1615 30000 SH DEFINED 01 30000
SIMON PPTY GROUP INC NEW ADR 828806109 4405 49000 SH DEFINED 01 49000
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