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, 2009
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 22nd July 2009
------------------ ------------------ ------------------
[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: 356
------------
Form 13F Information Table Value Total: $ 1,389,347
------------
(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, 2009
TITLE MARKET
OF VALUE SHARES SH/ INVESTMENT VOTING AUTHORITY
ISSUER CLASS CUSIP ( USD 000) /PRN AMT PRN DISCRETION MANAGERS SOLE SHARED NONE
3M CO COM 88579Y101 5,770 96,000 SH DEFINED 01 96,000
ABBOTT LABS COM 002824100 10,114 215,000 SH DEFINED 01 215,000
ABERCROMBIE + FITCH CO COM 002896207 330 13,000 SH DEFINED 01 13,000
ACE LIMITED COM H0023R105 1,502 34,000 SH DEFINED 01 34,000
ACTIVISION BLIZZARD INC COM 00507V109 935 74,000 SH DEFINED 01 74,000
ADOBE SYS INC COM 00724F101 2,123 75,000 SH DEFINED 01 75,000
AES CORP COM 00130H105 1,091 94,000 SH DEFINED 01 94,000
AETNA INC COM 00817Y108 2,255 90,000 SH DEFINED 01 90,000
AFLAC INC COM 001055102 2,954 95,000 SH DEFINED 01 95,000
AGILENT TECHNOLOGIES INC COM 00846U101 1,016 50,000 SH DEFINED 01 50,000
AIR PRODS + CHEMS INC COM 009158106 2,519 39,000 SH DEFINED 01 39,000
ALCOA INC COM 013817101 2,384 231,000 SH DEFINED 01 231,000
ALLEGHENY ENERGY INC COM 017361106 1,026 40,000 SH DEFINED 01 40,000
ALLEGHENY TECHNOLOGIES COM 01741R102 1,082 31,000 SH DEFINED 01 31,000
ALLERGAN INC COM 018490102 2,046 43,000 SH DEFINED 01 43,000
ALLSTATE CORP COM 020002101 1,830 75,000 SH DEFINED 01 75,000
ALTERA CORP COM 021441100 1,204 74,000 SH DEFINED 01 74,000
ALTRIA GROUP INC COM 02209S103 5,766 352,000 SH DEFINED 01 352,000
AMAZON COM INC COM 023135106 2,092 25,000 SH DEFINED 01 25,000
AMEREN CORP COM 023608102 772 31,000 SH DEFINED 01 31,000
AMERICA MOVIL S A DE C V ADR 02364W204 11,577 300,000 SH DEFINED 01 300,000
AMERICAN ELEC PWR INC COM 025537101 2,571 89,000 SH DEFINED 01 89,000
AMERICAN EXPRESS CO COM 025816109 3,161 136,000 SH DEFINED 01 136,000
AMERICAN TOWER CORP COM 029912201 2,333 74,000 SH DEFINED 01 74,000
AMERIPRISE FINL INC COM 03076C106 752 31,000 SH DEFINED 01 31,000
AMERISOURCEBERGEN CORP COM 03073E105 781 44,000 SH DEFINED 01 44,000
AMGEN INC COM 031162100 7,729 146,000 SH DEFINED 01 146,000
ANADARKO PETE CORP COM 032511107 3,535 78,000 SH DEFINED 01 78,000
AON CORP COM 037389103 2,348 62,000 SH DEFINED 01 62,000
APACHE CORP COM 037411105 3,319 46,000 SH DEFINED 01 46,000
APOLLO GROUP INC COM 037604105 1,067 15,000 SH DEFINED 01 15,000
APPLE INC COM 037833100 17,661 124,000 SH DEFINED 01 124,000
APPLIED MATERIALS INC COM 038222105 2,271 207,000 SH DEFINED 01 207,000
ARCH CAP GROUP LTD COM G0450A105 1,371 23,400 SH DEFINED 01 23,400
ARCHER DANIELS MIDLAND CO COM 039483102 3,476 130,000 SH DEFINED 01 130,000
AT+T INC COM 00206R102 20,228 815,000 SH DEFINED 01 815,000
AUTOMATIC DATA PROCESSING COM 053015103 2,977 84,000 SH DEFINED 01 84,000
AUTOZONE INC COM 053332102 982 6,500 SH DEFINED 01 6,500
AVON PRODS INC COM 054303102 1,495 58,000 SH DEFINED 01 58,000
BAKER HUGHES INC COM 057224107 2,514 69,000 SH DEFINED 01 69,000
BANCO BRADESCO SA ADR 059460303 1,551 105,000 SH DEFINED 01 105,000
BANK AMER CORP COM 060505104 14,706 1,120,000 SH DEFINED 01 1,120,000
BANK NEW YORK MELLON CORP COM 064058100 5,510 188,000 SH DEFINED 01 188,000
BARD C R INC COM 067383109 1,042 14,000 SH DEFINED 01 14,000
BAXTER INTL INC COM 071813109 5,080 96,000 SH DEFINED 01 96,000
BB+T CORP COM 054937107 1,692 77,000 SH DEFINED 01 77,000
BECTON DICKINSON + CO COM 075887109 2,425 34,000 SH DEFINED 01 34,000
BED BATH + BEYOND INC COM 075896100 1,135 37,000 SH DEFINED 01 37,000
BEST BUY CO INC COM 086516101 1,605 48,000 SH DEFINED 01 48,000
BIOGEN IDEC INC COM 09062X103 2,257 50,000 SH DEFINED 01 50,000
BLACK DECKER CORPORATION COM 091797100 258 9,000 SH DEFINED 01 9,000
BLOCK H + R INC COM 093671105 808 47,000 SH DEFINED 01 47,000
BMC SOFTWARE INC COM 055921100 1,588 47,000 SH DEFINED 01 47,000
BOEING CO COM 097023105 4,334 102,000 SH DEFINED 01 102,000
BOSTON SCIENTIFIC CORP COM 101137107 2,535 250,000 SH DEFINED 01 250,000
BRISTOL MYERS SQUIBB CO COM 110122108 5,643 278,000 SH DEFINED 01 278,000
BROADCOM CORP COM 111320107 1,535 62,000 SH DEFINED 01 62,000
BURLINGTON NORTHN SANTAFE COM 12189T104 2,868 39,000 SH DEFINED 01 39,000
C H ROBINSON WORLDWIDE COM 12541W209 1,252 24,000 SH DEFINED 01 24,000
CA INC COM 12673P105 976 56,000 SH DEFINED 01 56,000
CABOT OIL + GAS CORP COM 127097103 1,255 41,000 SH DEFINED 01 41,000
CARDINAL HEALTH INC COM 14149Y108 1,528 50,000 SH DEFINED 01 50,000
CARNIVAL CORP COM 143658300 1,520 59,000 SH DEFINED 01 59,000
CATERPILLAR INC COM 149123101 3,172 96,000 SH DEFINED 01 96,000
CELGENE CORP COM 151020104 3,062 64,000 SH DEFINED 01 64,000
CEMEX S.A.B DE C.C ADR ADR 151290889 2,621 280,579 SH DEFINED 01 280,579
CENTERPOINT ENERGY INC COM 15189T107 997 90,000 SH DEFINED 01 90,000
CENTEX CORP COM 152312104 279 33,000 SH DEFINED 01 33,000
CEPHALON INC COM 156708109 1,133 20,000 SH DEFINED 01 20,000
CHESAPEAKE ENERGY CORP COM 165167107 2,717 137,000 SH DEFINED 01 137,000
CHEVRON CORP COM 166764100 18,348 277,000 SH DEFINED 01 277,000
CHUBB CORP COM 171232101 2,393 60,000 SH DEFINED 01 60,000
CISCO SYS INC COM 17275R102 16,291 874,000 SH DEFINED 01 874,000
CITIGROUP INC COM 172967101 929 314,000 SH DEFINED 01 314,000
CITRIX SYS INC COM 177376100 846 26,531 SH DEFINED 01 26,531
CME GROUP INC COM 12572Q105 3,422 11,000 SH DEFINED 01 11,000
COACH INC COM 189754104 538 20,000 SH DEFINED 01 20,000
COCA COLA CO COM 191216100 13,189 275,000 SH DEFINED 01 275,000
COCA COLA ENTERPRISES INC COM 191219104 798 48,000 SH DEFINED 01 48,000
COGNIZANT TECHNOLOGY COM 192446102 1,842 69,000 SH DEFINED 01 69,000
COLGATE PALMOLIVE CO COM 194162103 4,952 70,000 SH DEFINED 01 70,000
COMCAST CORP NEW COM 20030N101 6,270 433,000 SH DEFINED 01 433,000
COMERICA INC COM 200340107 464 22,000 SH DEFINED 01 22,000
COMPANHIA DE BEBIDAS DASA ADR 20441W203 841 13,000 SH DEFINED 01 13,000
COMPANHIA SIDERURGICA NAT ADR 20440W105 729 32,700 SH DEFINED 01 32,700
COMPUTER SCIENCES CORP COM 205363104 929 21,000 SH DEFINED 01 21,000
CONAGRA INC COM 205887102 1,199 63,000 SH DEFINED 01 63,000
CONOCOPHILLIPS COM 20825C104 8,242 196,000 SH DEFINED 01 196,000
CONSOL ENERGY INC COM 20854P109 1,189 35,000 SH DEFINED 01 35,000
CORNING INC COM 219350105 3,517 219,000 SH DEFINED 01 219,000
COSTCO WHSL CORP NEW COM 22160K105 2,741 60,000 SH DEFINED 01 60,000
COVENTRY HEALTH CARE INC COM 222862104 430 23,000 SH DEFINED 01 23,000
CSX CORP COM 126408103 1,905 55,000 SH DEFINED 01 55,000
CTRIP COM INTL ADR ADR 22943F100 12,939 280,000 SH DEFINED 01 280,000
CUMMINS INC COM 231021106 1,020 29,000 SH DEFINED 01 29,000
CVS CAREMARK CORP COM 126650100 7,000 220,000 SH DEFINED 01 220,000
D R HORTON INC COM 23331A109 936 100,000 SH DEFINED 01 100,000
DANAHER CORP COM 235851102 2,778 45,000 SH DEFINED 01 45,000
DEERE + CO COM 244199105 2,397 60,000 SH DEFINED 01 60,000
DELL INC COM 24702R101 3,350 244,000 SH DEFINED 01 244,000
DENISON MINES CORP COM 248356107 49 30,240 SH DEFINED 01 30,240
DEVON ENERGY CORPORATION COM 25179M103 3,265 60,000 SH DEFINED 01 60,000
DIRECTV GROUP INC COM 25459L106 3,015 122,000 SH DEFINED 01 122,000
DISNEY WALT CO COM 254687106 6,550 281,000 SH DEFINED 01 281,000
DOMINION RES INC VA NEW COM 25746U109 2,171 65,000 SH DEFINED 01 65,000
DONNELLEY R R + SONS CO COM 257867101 604 52,000 SH DEFINED 01 52,000
DOVER CORP COM 260003108 893 27,000 SH DEFINED 01 27,000
DOW CHEM CO COM 260543103 1,288 80,000 SH DEFINED 01 80,000
DTE ENERGY CO COM 233331107 735 23,000 SH DEFINED 01 23,000
DU PONT E I DE NEMOURS COM 263534109 3,227 126,000 SH DEFINED 01 126,000
DUKE ENERGY HLDG CORP COM 26441C105 2,568 176,000 SH DEFINED 01 176,000
DYNEGY INC DEL COM 26817G102 187 83,000 SH DEFINED 01 83,000
EBAY INC COM 278642103 3,593 210,000 SH DEFINED 01 210,000
ECOLAB INC COM 278865100 936 24,000 SH DEFINED 01 24,000
EDISON INTL COM 281020107 1,919 61,000 SH DEFINED 01 61,000
EL PASO CORP COM 28336L109 1,549 168,000 SH DEFINED 01 168,000
ELECTRONIC ARTS INC COM 285512109 977 45,000 SH DEFINED 01 45,000
EMBARQ CORP COM 29078E105 1,556 37,000 SH DEFINED 01 37,000
EMBRAER EMPRESA BRASILEIR ADR 29081M102 166 10,000 SH DEFINED 01 10,000
EMC CORP COM 268648102 4,873 372,000 SH DEFINED 01 372,000
EMERSON ELEC CO COM 291011104 3,953 122,000 SH DEFINED 01 122,000
ENSCO INTL INC COM 26874Q100 1,741 50,000 SH DEFINED 01 50,000
ENTERGY CORP NEW COM 29364G103 2,016 26,000 SH DEFINED 01 26,000
EOG RESOURCES INC COM 26875P101 3,464 51,000 SH DEFINED 01 51,000
EQT CORP COM 26884L109 593 17,000 SH DEFINED 01 17,000
EQUIFAX INC COM 294429105 1,018 39,000 SH DEFINED 01 39,000
EXELON CORP COM 30161N101 5,222 102,000 SH DEFINED 01 102,000
EXPRESS SCRIPTS INC COM 302182100 3,711 54,000 SH DEFINED 01 54,000
EXXON MOBIL CORP COM 30231G102 47,679 682,000 SH DEFINED 01 682,000
FAMILY DLR STORES INC COM 307000109 481 17,000 SH DEFINED 01 17,000
FEDEX CORP COM 31428X106 2,391 43,000 SH DEFINED 01 43,000
FIFTH THIRD BANCORP COM 316773100 1,276 180,000 SH DEFINED 01 180,000
FIRST HORIZON NATL CORP COM 320517105 853 71,104 SH DEFINED 01 71,104
FIRSTENERGY CORP COM 337932107 1,666 43,000 SH DEFINED 01 43,000
FISERV INC COM 337738108 2,057 45,000 SH DEFINED 01 45,000
FLUOR CORP NEW COM 343412102 1,846 36,000 SH DEFINED 01 36,000
FOMENTO ECONOMICO MEXICAN ADR 344419106 3,588 111,300 SH DEFINED 01 111,300
FOREST LABS INC COM 345838106 1,078 43,000 SH DEFINED 01 43,000
FOSTER WHEELER AG COM H27178104 499 21,000 SH DEFINED 01 21,000
FPL GROUP INC COM 302571104 3,866 68,000 SH DEFINED 01 68,000
FRANKLIN RES INC COM 354613101 2,160 30,000 SH DEFINED 01 30,000
FREEPORTMCMORAN COPPERGLD COM 35671D857 2,655 53,000 SH DEFINED 01 53,000
FRONTIER COMMUNICATIONS COM 35906A108 349 49,000 SH DEFINED 01 49,000
GAP INC COM 364760108 1,754 107,000 SH DEFINED 01 107,000
GENERAL DYNAMICS CORP COM 369550108 3,545 64,000 SH DEFINED 01 64,000
GENERAL ELEC CO COM 369604103 16,988 1,452,000 SH DEFINED 01 1,452,000
GENERAL MLS INC COM 370334104 2,577 46,000 SH DEFINED 01 46,000
GENUINE PARTS CO COM 372460105 771 23,000 SH DEFINED 01 23,000
GENZYME CORP COM 372917104 2,561 46,000 SH DEFINED 01 46,000
GILEAD SCIENCES INC COM 375558103 7,020 150,000 SH DEFINED 01 150,000
GOLDMAN SACHS GROUP INC COM 38141G104 8,977 61,000 SH DEFINED 01 61,000
GOOGLE INC COM 38259P508 14,123 33,500 SH DEFINED 01 33,500
GRAINGER W W INC COM 384802104 1,883 23,000 SH DEFINED 01 23,000
GRUPO TELEVISION SA DE CV ADR 40049J206 2,632 155,000 SH DEFINED 01 155,000
HALLIBURTON CO COM 406216101 3,724 180,000 SH DEFINED 01 180,000
HARLEY DAVIDSON INC COM 412822108 550 34,000 SH DEFINED 01 34,000
HARSCO CORP COM 415864107 466 16,500 SH DEFINED 01 16,500
HASBRO INC COM 418056107 436 18,000 SH DEFINED 01 18,000
HEINZ H J CO COM 423074103 2,035 57,000 SH DEFINED 01 57,000
HELLENICTELECOMMUNICATION ADR 423325307 213 27,778 SH DEFINED 01 27,778
HERSHEY CO / THE COM 427866108 864 24,000 SH DEFINED 01 24,000
HESS CORP COM 42809H107 3,005 56,000 SH DEFINED 01 56,000
HEWLETT PACKARD CO COM 428236103 14,131 366,000 SH DEFINED 01 366,000
HOME DEPOT INC COM 437076102 6,097 258,000 SH DEFINED 01 258,000
HONEYWELL INTL INC COM 438516106 4,145 132,000 SH DEFINED 01 132,000
HOSPIRA INC COM 441060100 886 23,000 SH DEFINED 01 23,000
HUDSON CITY BANCORP INC COM 443683107 983 74,000 SH DEFINED 01 74,000
ILLINOIS TOOL WKS INC COM 452308109 2,614 70,000 SH DEFINED 01 70,000
INGERSOLL RAND PLC COM G47791101 957 46,050 SH DEFINED 01 46,050
INTEL CORP COM 458140100 14,571 882,000 SH DEFINED 01 882,000
INTERCONTINENTAL EXCHANGE COM 45865V100 144,869 1,268,110 SH SOLE 1,268,110
IBM COM 459200101 21,177 203,000 SH DEFINED 01 203,000
INTERNATIONAL PAPER CO COM 460146103 938 62,000 SH DEFINED 01 62,000
INTERPUBLIC GROUP COS INC COM 460690100 353 70,000 SH DEFINED 01 70,000
INTUIT COM 461202103 1,746 62,000 SH DEFINED 01 62,000
ISHARES TR COM 464287564 4,492 126,000 SH DEFINED 01 126,000
ITAU UNIBANCO HOLDING SA GDR 465562106 986 62,500 SH DEFINED 01 62,500
ITT CORP NEW COM 450911102 2,092 47,000 SH DEFINED 01 47,000
J C PENNEY INC COM 708160106 774 27,000 SH DEFINED 01 27,000
JOHNSON + JOHNSON COM 478160104 21,788 384,000 SH DEFINED 01 384,000
JOHNSON CTLS INC COM 478366107 1,801 83,000 SH DEFINED 01 83,000
JOY GLOBAL INC COM 481165108 786 22,000 SH DEFINED 01 22,000
JPMORGAN CHASE + CO COM 46625H100 19,437 570,000 SH DEFINED 01 570,000
JUNIPER NETWORKS INC COM 48203R104 1,770 75,000 SH DEFINED 01 75,000
KB HOME COM 48666K109 328 24,000 SH DEFINED 01 24,000
KELLOGG CO COM 487836108 1,676 36,000 SH DEFINED 01 36,000
KEYCORP NEW COM 493267108 361 69,000 SH DEFINED 01 69,000
KIMBERLY CLARK CORP COM 494368103 3,041 58,000 SH DEFINED 01 58,000
KLA TENCOR CORP COM 482480100 706 28,000 SH DEFINED 01 28,000
KOHLS CORP COM 500255104 1,796 42,000 SH DEFINED 01 42,000
KRAFT FOODS INC COM 50075N104 5,169 204,000 SH DEFINED 01 204,000
KROGER CO COM 501044101 2,029 92,000 SH DEFINED 01 92,000
L 3 COMMUNICATIONS HLDG COM 502424104 1,664 24,000 SH DEFINED 01 24,000
LEUCADIA NATL CORP COM 527288104 548 26,000 SH DEFINED 01 26,000
LG DISPLAY CO LTD ADR 50186V102 2,181 175,000 SH DEFINED 01 175,000
LIBERTY MEDIA CORP NEW COM 53071M500 747 28,000 SH DEFINED 01 28,000
LILLY ELI + CO COM 532457108 4,815 139,000 SH DEFINED 01 139,000
LINCOLN NATL CORP IN COM 534187109 619 36,000 SH DEFINED 01 36,000
LINEAR TECHNOLOGY CORP COM 535678106 748 32,000 SH DEFINED 01 32,000
LOCKHEED MARTIN CORP COM 539830109 4,274 53,000 SH DEFINED 01 53,000
LOEWS CORP COM 540424108 1,400 51,147 SH DEFINED 01 51,147
LORILLARD INC COM 544147101 2,223 32,797 SH DEFINED 01 32,797
LOWES COS INC COM 548661107 3,940 203,000 SH DEFINED 01 203,000
M + T BK CORP COM 55261F104 1,118 22,000 SH DEFINED 01 22,000
MACYS INC COM 55616P104 1,315 112,000 SH DEFINED 01 112,000
MARATHON OIL CORP COM 565849106 2,951 98,000 SH DEFINED 01 98,000
MARRIOTT INTL INC NEW COM 571903202 908 41,151 SH DEFINED 01 41,151
MARSH + MCLENNAN COS INC COM 571748102 1,932 96,000 SH DEFINED 01 96,000
MARSHALL + ILSLEY CORP COM 571837103 172 36,000 SH DEFINED 01 36,000
MASTERCARD INC COM 57636Q104 1,757 10,500 SH DEFINED 01 10,500
MATTEL INC COM 577081102 851 53,000 SH DEFINED 01 53,000
MCAFEE INC COM 579064106 928 22,000 SH DEFINED 01 22,000
MCDONALDS CORP COM 580135101 8,902 155,000 SH DEFINED 01 155,000
MCGRAW HILL COS INC COM 580645109 1,325 44,000 SH DEFINED 01 44,000
MCKESSON CORP COM 58155Q103 1,716 39,000 SH DEFINED 01 39,000
MEDCO HEALTH SOLUTIONS COM 58405U102 4,333 95,000 SH DEFINED 01 95,000
MEDTRONIC INC COM 585055106 5,405 155,000 SH DEFINED 01 155,000
MELCO CROWN ENTERTAINMENT ADR 585464100 5,575 1,250,000 SH DEFINED 01 1,250,000
MEMC ELECTR MATLS INC COM 552715104 570 32,000 SH DEFINED 01 32,000
MERCK + CO INC COM 589331107 7,904 283,000 SH DEFINED 01 283,000
METLIFE INC COM 59156R108 3,901 130,000 SH DEFINED 01 130,000
METROPCS COMMUNICATIONS COM 591708102 35,013 2,630,613 SH SOLE 2,630,613
MICRON TECHNOLOGY INC COM 595112103 576 114,000 SH DEFINED 01 114,000
MICROSOFT CORP COM 594918104 25,445 1,070,000 SH DEFINED 01 1,070,000
MINDRAY MED INTL LTD ADR 602675100 11,168 400,000 SH DEFINED 01 400,000
MONSANTO CO NEW COM 61166W101 6,393 86,000 SH DEFINED 01 86,000
MOODYS CORP COM 615369105 764 29,000 SH DEFINED 01 29,000
MORGAN STANLEY COM 617446448 5,045 177,000 SH DEFINED 01 177,000
MOTOROLA INC COM 620076109 2,085 315,000 SH DEFINED 01 315,000
MURPHY OIL CORP COM 626717102 2,064 38,000 SH DEFINED 01 38,000
NATIONAL OILWELL VARCO COM 637071101 2,450 75,000 SH DEFINED 01 75,000
NETAPP INC COM 64110D104 946 48,000 SH DEFINED 01 48,000
NEW ORIENTAL ED + TECH ADR 647581107 10,104 150,000 SH DEFINED 01 150,000
NEWMONT MNG CORP COM 651639106 3,714 91,000 SH DEFINED 01 91,000
NEWS CORP COM 65248E203 3,147 298,000 SH DEFINED 01 298,000
NIKE INC COM 654106103 3,469 67,000 SH DEFINED 01 67,000
NORDSTROM INC COM 655664100 457 23,000 SH DEFINED 01 23,000
NORFOLK SOUTHN CORP COM 655844108 1,958 52,000 SH DEFINED 01 52,000
NORTHERN TRUST CORP COM 665859104 2,845 53,000 SH DEFINED 01 53,000
NORTHROP GRUMMAN CORP COM 666807102 2,056 45,000 SH DEFINED 01 45,000
NOVELL INC COM 670006105 904 200,000 SH DEFINED 01 200,000
NUCOR CORP COM 670346105 2,444 55,000 SH DEFINED 01 55,000
NVIDIA CORP COM 67066G104 892 79,000 SH DEFINED 01 79,000
NYSE EURONEXT COM 629491101 2,126 78,000 SH DEFINED 01 78,000
OCCIDENTAL PETE CORP COM 674599105 7,365 112,000 SH DEFINED 01 112,000
OMNICOM GROUP COM 681919106 1,388 44,000 SH DEFINED 01 44,000
ORACLE CORP COM 68389X105 12,959 605,000 SH DEFINED 01 605,000
PACCAR INC COM 693718108 1,625 50,000 SH DEFINED 01 50,000
PARKER HANNIFIN CORP COM 701094104 988 23,000 SH DEFINED 01 23,000
PAYCHEX INC COM 704326107 1,134 45,000 SH DEFINED 01 45,000
PEABODY ENERGY CORP COM 704549104 1,960 65,000 SH DEFINED 01 65,000
PEPSI BOTTLING GROUP INC COM 713409100 677 20,000 SH DEFINED 01 20,000
PEPSICO INC COM 713448108 11,924 217,000 SH DEFINED 01 217,000
PETROLEO BRASILEIRO SA ADR 71654V408 5,115 125,000 SH DEFINED 01 125,000
PFIZER INC COM 717081103 15,110 1,008,000 SH DEFINED 01 1,008,000
PG+E CORP COM 69331C108 2,422 63,000 SH DEFINED 01 63,000
PHILIP MORRIS INTL COM 718172109 13,824 317,000 SH DEFINED 01 317,000
PHOENIX COMPANIES COM 71902E109 170 101,817 SH SOLE 101,817
PITNEY BOWES INC COM 724479100 635 29,000 SH DEFINED 01 29,000
PNC FINL SVCS GROUP INC COM 693475105 2,716 70,000 SH DEFINED 01 70,000
POLO RALPH LAUREN CORP COM 731572103 428 8,000 SH DEFINED 01 8,000
PPG INDS INC COM 693506107 1,009 23,000 SH DEFINED 01 23,000
PPL CORP COM 69351T106 1,747 53,000 SH DEFINED 01 53,000
PRAXAIR INC COM 74005P104 3,625 51,000 SH DEFINED 01 51,000
PRECISION CASTPARTS CORP COM 740189105 1,240 17,000 SH DEFINED 01 17,000
PRICE T ROWE GROUP INC COM 74144T108 1,875 45,000 SH DEFINED 01 45,000
PRINCIPAL FINANCIAL GROUP COM 74251V102 677 36,000 SH DEFINED 01 36,000
PROCTER AND GAMBLE CO COM 742718109 20,832 408,000 SH DEFINED 01 408,000
PROGRESS ENERGY INC COM 743263105 1,399 37,000 SH DEFINED 01 37,000
PROGRESSIVE CORP OHIO COM 743315103 1,435 95,000 SH DEFINED 01 95,000
PRUDENTIAL FINL INC COM 744320102 2,233 60,000 SH DEFINED 01 60,000
PUBLIC SVC ENTERPRISE COM 744573106 2,610 80,000 SH DEFINED 01 80,000
PULTE HOMES INC COM 745867101 795 90,000 SH DEFINED 01 90,000
QUALCOMM INC COM 747525103 11,039 244,000 SH DEFINED 01 244,000
QUEST DIAGNOSTICS INC COM 74834L100 1,241 22,000 SH DEFINED 01 22,000
QUESTAR CORP COM 748356102 1,708 55,000 SH DEFINED 01 55,000
QWEST COMMUNICATIONS INTL COM 749121109 923 223,000 SH DEFINED 01 223,000
RANGE RES CORP COM 75281A109 1,963 47,500 SH DEFINED 01 47,500
RAYTHEON CO COM 755111507 3,021 68,000 SH DEFINED 01 68,000
ROCKWELL COLLINS INC COM 774341101 918 22,000 SH DEFINED 01 22,000
ROWAN COS INC COM 779382100 867 45,000 SH DEFINED 01 45,000
SCHERING PLOUGH CORP COM 806605101 5,677 226,000 SH DEFINED 01 226,000
SCHLUMBERGER LTD COM 806857108 8,927 165,000 SH DEFINED 01 165,000
SCHWAB CHARLES CORP COM 808513105 2,875 164,000 SH DEFINED 01 164,000
SEMPRA ENERGY COM 816851109 2,283 46,000 SH DEFINED 01 46,000
SIGMA ALDRICH COM 826552101 892 18,000 SH DEFINED 01 18,000
SIMON PPTY GROUP INC NEW ADR 828806109 1,711 33,275 SH DEFINED 01 33,275
SMITH INTL INC COM 832110100 822 32,000 SH DEFINED 01 32,000
SOHU COM INC COM 83408W103 12,556 200,000 SH DEFINED 01 200,000
SOUTHERN CO COM 842587107 2,337 75,000 SH DEFINED 01 75,000
SOUTHWESTERN ENERGY CO COM 845467109 2,523 65,000 SH DEFINED 01 65,000
SPECTRA ENERGY CORP COM 847560109 1,437 85,000 SH DEFINED 01 85,000
SPRINT NEXTEL CORP COM 852061100 1,741 362,000 SH DEFINED 01 362,000
ST JUDE MED INC COM 790849103 2,055 50,000 SH DEFINED 01 50,000
STANLEY WORKS COM 854616109 406 12,000 SH DEFINED 01 12,000
STAPLES INC COM 855030102 1,997 99,000 SH DEFINED 01 99,000
STARWOOD HOTELS + RESORTS COM 85590A401 576 26,000 SH DEFINED 01 26,000
STATE STREET CORPORATION COM 857477103 3,304 70,000 SH DEFINED 01 70,000
STRYKER CORP COM 863667101 1,390 35,000 SH DEFINED 01 35,000
SUN MICROSYSTEMS INC COM 866810203 867 94,000 SH DEFINED 01 94,000
SUNTRUST BKS INC COM 867914103 1,217 74,000 SH DEFINED 01 74,000
SYMANTEC CORP COM 871503108 1,852 119,000 SH DEFINED 01 119,000
SYSCO CORP COM 871829107 1,887 84,000 SH DEFINED 01 84,000
TAIWAN GTR CHINA FD COM 874037104 290 61,343 SH DEFINED 01 61,343
TARGET CORP COM 87612E106 4,063 103,000 SH DEFINED 01 103,000
TELENORTE LESTE PARTICIP ADR 879246106 230 15,500 SH DEFINED 01 15,500
TELEFONOS DE MEXICO S A ADR 879403707 1,522 95,000 SH DEFINED 01 95,000
TELEFONOS DE MEXICO S A ADR 879403780 1,880 116,000 SH DEFINED 01 116,000
TELEMEX INTERNATIONAL SAB ADR 879690105 1,462 116,000 SH DEFINED 01 116,000
TELMEX INTERNACIONAL SAB ADR 879690204 1,178 95,000 SH DEFINED 01 95,000
TENET HEALTHCARE CORP COM 88033G100 770 273,000 SH DEFINED 01 273,000
TEVA PHARMACEUTICAL INDS ADR 881624209 1,500 30,400 SH DEFINED 01 30,400
TEXAS INSTRS INC COM 882508104 3,174 149,000 SH DEFINED 01 149,000
THERMO FISHER SCIENTIFIC COM 883556102 2,405 59,000 SH DEFINED 01 59,000
TIFFANY + CO NEW COM 886547108 482 19,000 SH DEFINED 01 19,000
TIME WARNER CABLE INC COM 88732J207 1,315 41,536 SH DEFINED 01 41,536
TIME WARNER INC COM 887317303 4,188 166,333 SH DEFINED 01 166,333
TJX COS INC NEW COM 872540109 2,672 85,000 SH DEFINED 01 85,000
TORONTO DOMINION BK ONT COM 891160509 921 17,810 SH DEFINED 01 17,810
TRAVELERS COS INC COM 89417E109 4,391 107,000 SH DEFINED 01 107,000
TYCO ELECTRON SWITZERLAND COM H8912P106 1,224 66,000 SH DEFINED 01 66,000
UNION PAC CORP COM 907818108 3,644 70,000 SH DEFINED 01 70,000
UNITED PARCEL SVC INC COM 911312106 6,894 138,000 SH DEFINED 01 138,000
UNITED STS STL CORP NEW COM 912909108 1,787 50,000 SH DEFINED 01 50,000
UNITED TECHNOLOGIES CORP COM 913017109 7,378 142,000 SH DEFINED 01 142,000
UNITEDHEALTH GROUP INC COM 91324P102 4,694 188,000 SH DEFINED 01 188,000
UNUM GROUP COM 91529Y106 1,253 79,000 SH DEFINED 01 79,000
US BANCORP DEL COM 902973304 4,767 266,000 SH DEFINED 01 266,000
V F CORP COM 918204108 1,107 20,000 SH DEFINED 01 20,000
VALE SA ADR 91912E105 2,906 165,000 SH DEFINED 01 165,000
VALERO ENERGY CORP COM 91913Y100 1,668 99,000 SH DEFINED 01 99,000
VERISIGN INC COM 92343E102 536 29,000 SH DEFINED 01 29,000
VERIZON COMMUNICATIONS COM 92343V104 13,078 426,000 SH DEFINED 01 426,000
VIACOM INC NEW COM 92553P201 1,975 87,000 SH DEFINED 01 87,000
VULCAN MATLS CO COM 929160109 560 13,000 SH DEFINED 01 13,000
WAL MART STORES INC COM 931142103 15,043 311,000 SH DEFINED 01 311,000
WALGREEN CO COM 931422109 4,056 138,000 SH DEFINED 01 138,000
WASTE MGMT INC DEL COM 94106L109 2,844 101,000 SH DEFINED 01 101,000
WATERS CORP COM 941848103 771 15,000 SH DEFINED 01 15,000
WELLPOINT INC COM 94973V107 4,068 80,000 SH DEFINED 01 80,000
WELLS FARGO + CO NEW COM 949746101 13,100 540,000 SH DEFINED 01 540,000
WESTERN UN CO COM 959802109 1,672 102,000 SH DEFINED 01 102,000
WEYERHAEUSER CO COM 962166104 943 31,000 SH DEFINED 01 31,000
WHIRLPOOL CORP COM 963320106 468 11,000 SH DEFINED 01 11,000
WILLIAMS COS INC COM 969457100 1,825 117,000 SH DEFINED 01 117,000
WINDSTREAM CORP COM 97381W104 518 62,000 SH DEFINED 01 62,000
WISCONSIN ENERGY CORP COM 976657106 692 17,000 SH DEFINED 01 17,000
WYETH COM 983024100 9,381 207,000 SH DEFINED 01 207,000
XCEL ENERGY INC COM 98389B100 1,178 64,000 SH DEFINED 01 64,000
XILINX INC COM 983919101 798 39,000 SH DEFINED 01 39,000
XL CAPITAL LTD COM G98255105 1,616 141,000 SH DEFINED 01 141,000
XTO ENERGY INC COM 98385X106 3,926 103,000 SH DEFINED 01 103,000
YAHOO INC COM 984332106 3,725 238,000 SH DEFINED 01 238,000
YUM BRANDS INC COM 988498101 2,167 65,000 SH DEFINED 01 65,000
ZIMMER HOLDINGS INC COM 98956P102 1,363 32,000 SH DEFINED 01 32,000
ZIONS BANCORP COM 989701107 190 16,500 SH DEFINED 01 16,500
1,389,347