UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 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 6th November 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: 351
------------
Form 13F Information Table Value Total: $ 1,526,099
------------
(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
SEPTEMBER 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 7,074 96,000 SH DEFINED 01 96,000
ABBOTT LABS COM 002824100 10,623 215,000 SH DEFINED 01 215,000
ABERCROMBIE + FITCH CO COM 002896207 427 13,000 SH DEFINED 01 13,000
ACE LIMITED COM H0023R105 1,282 24,000 SH DEFINED 01 24,000
ACTIVISION BLIZZARD INC COM 00507V109 917 74,000 SH DEFINED 01 74,000
ADVANCED MICRO DEVICES COM 007903107 452 80,000 SH DEFINED 01 80,000
AES CORP COM 00130H105 1,390 94,000 SH DEFINED 01 94,000
AETNA INC COM 00817Y108 2,498 90,000 SH DEFINED 01 90,000
AFLAC INC COM 001055102 4,060 95,000 SH DEFINED 01 95,000
AGILENT TECHNOLOGIES INC COM 00846U101 1,390 50,000 SH DEFINED 01 50,000
AIR PRODS + CHEMS INC COM 009158106 2,250 29,000 SH DEFINED 01 29,000
ALCOA INC COM 013817101 3,031 231,000 SH DEFINED 01 231,000
ALLEGHENY ENERGY INC COM 017361106 1,060 40,000 SH DEFINED 01 40,000
ALLEGHENY TECHNOLOGIES COM 01741R102 1,083 31,000 SH DEFINED 01 31,000
ALLERGAN INC COM 018490102 2,436 43,000 SH DEFINED 01 43,000
ALLSTATE CORP COM 020002101 2,297 75,000 SH DEFINED 01 75,000
ALTERA CORP COM 021441100 1,517 74,000 SH DEFINED 01 74,000
ALTRIA GROUP INC COM 02209S103 6,262 352,000 SH DEFINED 01 352,000
AMAZON COM INC COM 023135106 2,330 25,000 SH DEFINED 01 25,000
AMEREN CORP COM 023608102 784 31,000 SH DEFINED 01 31,000
AMERICA MOVIL S A DE C V ADR 02364W204 13,092 300,000 SH DEFINED 01 300,000
AMERICAN ELEC PWR INC COM 025537101 2,753 89,000 SH DEFINED 01 89,000
AMERICAN EXPRESS CO COM 025816109 3,797 112,000 SH DEFINED 01 112,000
AMERICAN TOWER CORP COM 029912201 2,688 74,000 SH DEFINED 01 74,000
AMERIPRISE FINL INC COM 03076C106 1,126 31,000 SH DEFINED 01 31,000
AMERISOURCEBERGEN CORP COM 03073E105 983 44,000 SH DEFINED 01 44,000
AMGEN INC COM 031162100 8,789 146,000 SH DEFINED 01 146,000
ANADARKO PETE CORP COM 032511107 4,260 68,000 SH DEFINED 01 68,000
AON CORP COM 037389103 2,523 62,000 SH DEFINED 01 62,000
APACHE CORP COM 037411105 4,220 46,000 SH DEFINED 01 46,000
APOLLO GROUP INC COM 037604105 2,283 31,000 SH DEFINED 01 31,000
APPLE INC COM 037833100 22,983 124,000 SH DEFINED 01 124,000
APPLIED MATERIALS INC COM 038222105 2,768 207,000 SH DEFINED 01 207,000
ARCH CAP GROUP LTD COM G0450A105 1,578 23,400 SH DEFINED 01 23,400
ARCHER DANIELS MIDLAND CO COM 039483102 3,793 130,000 SH DEFINED 01 130,000
AT+T INC COM 00206R102 20,624 765,000 SH DEFINED 01 765,000
AUTOMATIC DATA PROCESSING COM 053015103 3,299 84,000 SH DEFINED 01 84,000
AUTOZONE INC COM 053332102 950 6,500 SH DEFINED 01 6,500
AVON PRODS INC COM 054303102 2,305 68,000 SH DEFINED 01 68,000
BAKER HUGHES INC COM 057224107 2,941 69,000 SH DEFINED 01 69,000
BANCO BRADESCO SA ADR 059460303 2,088 105,000 SH DEFINED 01 105,000
BANK NEW YORK MELLON CORP COM 064058100 5,450 188,000 SH DEFINED 01 188,000
BANK OF AMERICA CORP COM 060505104 20,738 1,230,000 SH DEFINED 01 1,230,000
BARD C R INC COM 067383109 1,101 14,000 SH DEFINED 01 14,000
BAXTER INTL INC COM 071813109 5,473 96,000 SH DEFINED 01 96,000
BB+T CORP COM 054937107 2,093 77,000 SH DEFINED 01 77,000
BECTON DICKINSON + CO COM 075887109 2,367 34,000 SH DEFINED 01 34,000
BED BATH + BEYOND INC COM 075896100 1,388 37,000 SH DEFINED 01 37,000
BEST BUY CO INC COM 086516101 1,799 48,000 SH DEFINED 01 48,000
BIOGEN IDEC INC COM 09062X103 2,525 50,000 SH DEFINED 01 50,000
BLOCK H + R INC COM 093671105 863 47,000 SH DEFINED 01 47,000
BMC SOFTWARE INC COM 055921100 1,764 47,000 SH DEFINED 01 47,000
BOEING CO COM 097023105 5,517 102,000 SH DEFINED 01 102,000
BOSTON SCIENTIFIC CORP COM 101137107 3,386 320,000 SH DEFINED 01 320,000
BRISTOL MYERS SQUIBB CO COM 110122108 6,249 278,000 SH DEFINED 01 278,000
BROADCOM CORP COM 111320107 1,902 62,000 SH DEFINED 01 62,000
BURLINGTON NORTHN SANTA COM 12189T104 3,668 46,000 SH DEFINED 01 46,000
C H ROBINSON WORLDWIDE COM 12541W209 1,386 24,000 SH DEFINED 01 24,000
CA INC COM 12673P105 1,230 56,000 SH DEFINED 01 56,000
CABOT OIL + GAS CORP COM 127097103 1,463 41,000 SH DEFINED 01 41,000
CARDINAL HEALTH INC COM 14149Y108 1,338 50,000 SH DEFINED 01 50,000
CAREFUSION CORP COM 14170T101 544 25,000 SH DEFINED 01 25,000
CARNIVAL CORP COM 143658300 1,331 40,000 SH DEFINED 01 40,000
CATERPILLAR INC COM 149123101 4,926 96,000 SH DEFINED 01 96,000
CELGENE CORP COM 151020104 3,572 64,000 SH DEFINED 01 64,000
CEMEX S.A.B DE C.C ADR ADR 151290889 3,622 280,579 SH DEFINED 01 280,579
CENTERPOINT ENERGY INC COM 15189T107 1,117 90,000 SH DEFINED 01 90,000
CENTURYTEL INC COM 156700106 1,703 50,690 SH DEFINED 01 50,690
CEPHALON INC COM 156708109 1,165 20,000 SH DEFINED 01 20,000
CHESAPEAKE ENERGY CORP COM 165167107 3,884 137,000 SH DEFINED 01 137,000
CHEVRON CORP COM 166764100 19,479 277,000 SH DEFINED 01 277,000
CHUBB CORP COM 171232101 3,022 60,000 SH DEFINED 01 60,000
CISCO SYS INC COM 17275R102 18,690 795,000 SH DEFINED 01 795,000
CITIGROUP INC COM 172967101 5,214 1,100,000 SH DEFINED 01 1,100,000
CITRIX SYS INC COM 177376100 1,041 26,531 SH DEFINED 01 26,531
CME GROUP INC COM 12572Q105 4,307 14,000 SH DEFINED 01 14,000
COACH INC COM 189754104 658 20,000 SH DEFINED 01 20,000
COCA COLA CO COM 191216100 17,010 317,000 SH DEFINED 01 317,000
COCA COLA ENTERPRISES INC COM 191219104 1,027 48,000 SH DEFINED 01 48,000
COGNIZANT TECHNOLOGY COM 192446102 2,668 69,000 SH DEFINED 01 69,000
COLGATE PALMOLIVE CO COM 194162103 5,340 70,000 SH DEFINED 01 70,000
COMCAST CORP NEW COM 20030N101 7,934 470,000 SH DEFINED 01 470,000
COMERICA INC COM 200340107 651 22,000 SH DEFINED 01 22,000
COMPANHIA DE BEBIDAS DAS ADR 20441W203 1,069 13,000 SH DEFINED 01 13,000
COMPANHIA SIDERURGICA NAT ADR 20440W105 1,001 32,700 SH DEFINED 01 32,700
COMPUTER SCIENCES CORP COM 205363104 1,107 21,000 SH DEFINED 01 21,000
CONAGRA INC COM 205887102 1,364 63,000 SH DEFINED 01 63,000
CONOCOPHILLIPS COM 20825C104 8,844 196,000 SH DEFINED 01 196,000
CONSOL ENERGY INC COM 20854P109 1,578 35,000 SH DEFINED 01 35,000
CORNING INC COM 219350105 3,346 219,000 SH DEFINED 01 219,000
COSTCO WHSL CORP NEW COM 22160K105 3,386 60,000 SH DEFINED 01 60,000
COVENTRY HEALTH CARE INC COM 222862104 458 23,000 SH DEFINED 01 23,000
CSX CORP COM 126408103 2,299 55,000 SH DEFINED 01 55,000
CTRIP COM INTL ADR ADR 22943F100 14,105 240,000 SH DEFINED 01 240,000
CUMMINS INC COM 231021106 1,297 29,000 SH DEFINED 01 29,000
CVS CAREMARK CORP COM 126650100 8,399 235,000 SH DEFINED 01 235,000
D R HORTON INC COM 23331A109 1,139 100,000 SH DEFINED 01 100,000
DANAHER CORP COM 235851102 3,023 45,000 SH DEFINED 01 45,000
DEERE + CO COM 244199105 2,570 60,000 SH DEFINED 01 60,000
DELL INC COM 24702R101 4,950 325,000 SH DEFINED 01 325,000
DENISON MINES CORP COM 248356107 55 30,240 SH DEFINED 01 30,240
DEVON ENERGY CORPORATION COM 25179M103 4,977 74,000 SH DEFINED 01 74,000
DIRECTV GROUP INC COM 25459L106 3,365 122,000 SH DEFINED 01 122,000
DISH NETWORK CORP COM 25470M109 886 46,000 SH DEFINED 01 46,000
DISNEY WALT CO COM 254687106 7,705 281,000 SH DEFINED 01 281,000
DOMINION RES INC VA NEW COM 25746U109 2,240 65,000 SH DEFINED 01 65,000
DONNELLEY R R + SONS COM 257867101 1,106 52,000 SH DEFINED 01 52,000
DOVER CORP COM 260003108 1,045 27,000 SH DEFINED 01 27,000
DTE ENERGY CO COM 233331107 807 23,000 SH DEFINED 01 23,000
DU PONT E I DE NEMOURS CO COM 263534109 4,045 126,000 SH DEFINED 01 126,000
DUKE ENERGY HLDG CORP COM 26441C105 2,770 176,000 SH DEFINED 01 176,000
DYNEGY INC DEL COM 26817G102 211 83,000 SH DEFINED 01 83,000
EATON CORP COM 278058102 1,301 23,000 SH DEFINED 01 23,000
EBAY INC COM 278642103 4,952 210,000 SH DEFINED 01 210,000
ECOLAB INC COM 278865100 1,109 24,000 SH DEFINED 01 24,000
EDISON INTL COM 281020107 2,047 61,000 SH DEFINED 01 61,000
EL PASO CORP COM 28336L109 1,734 168,000 SH DEFINED 01 168,000
ELECTRONIC ARTS INC COM 285512109 856 45,000 SH DEFINED 01 45,000
EMBRAER EMPRESA BRASILEIR ADR 29081M102 229 10,000 SH DEFINED 01 10,000
EMC CORP COM 268648102 7,148 420,000 SH DEFINED 01 420,000
EMERSON ELEC CO COM 291011104 4,885 122,000 SH DEFINED 01 122,000
ENSCO INTL INC COM 26874Q100 2,125 50,000 SH DEFINED 01 50,000
ENTERGY CORP NEW COM 29364G103 2,073 26,000 SH DEFINED 01 26,000
EOG RESOURCES INC COM 26875P101 4,259 51,000 SH DEFINED 01 51,000
EQT CORP COM 26884L109 723 17,000 SH DEFINED 01 17,000
EQUIFAX INC COM 294429105 1,136 39,000 SH DEFINED 01 39,000
EXELON CORP COM 30161N101 5,055 102,000 SH DEFINED 01 102,000
EXPRESS SCRIPTS INC COM 302182100 4,188 54,000 SH DEFINED 01 54,000
EXXON MOBIL CORP COM 30231G102 44,545 650,000 SH DEFINED 01 650,000
FAMILY DLR STORES INC COM 307000109 1,451 55,000 SH DEFINED 01 55,000
FEDEX CORP COM 31428X106 3,231 43,000 SH DEFINED 01 43,000
FIFTH THIRD BANCORP COM 316773100 1,012 100,000 SH DEFINED 01 100,000
FIRST HORIZON NATL CORP COM 320517105 956 72,234 SH DEFINED 01 72,234
FIRSTENERGY CORP COM 337932107 1,964 43,000 SH DEFINED 01 43,000
FISERV INC COM 337738108 2,168 45,000 SH DEFINED 01 45,000
FLUOR CORP NEW COM 343412102 1,828 36,000 SH DEFINED 01 36,000
FOMENTO ECONOMICO MEXICAN ADR 344419106 4,235 111,300 SH DEFINED 01 111,300
FOREST LABS INC COM 345838106 1,265 43,000 SH DEFINED 01 43,000
FOSTER WHEELER AG COM H27178104 670 21,000 SH DEFINED 01 21,000
FPL GROUP INC COM 302571104 3,751 68,000 SH DEFINED 01 68,000
FRANKLIN RES INC COM 354613101 3,013 30,000 SH DEFINED 01 30,000
FREEPORTMCMORAN COPPERGLD COM 35671D857 3,636 53,000 SH DEFINED 01 53,000
FRONTIER COMMUNICATIONS COM 35906A108 368 49,000 SH DEFINED 01 49,000
GAP INC COM 364760108 1,283 60,000 SH DEFINED 01 60,000
GENERAL DYNAMICS CORP COM 369550108 3,356 52,000 SH DEFINED 01 52,000
GENERAL ELEC CO COM 369604103 25,717 1,570,000 SH DEFINED 01 1,570,000
GENERAL MLS INC COM 370334104 2,957 46,000 SH DEFINED 01 46,000
GENUINE PARTS CO COM 372460105 875 23,000 SH DEFINED 01 23,000
GILEAD SCIENCES INC COM 375558103 6,971 150,000 SH DEFINED 01 150,000
GOLDMAN SACHS GROUP INC COM 38141G104 11,223 61,000 SH DEFINED 01 61,000
GOOGLE INC COM 38259P508 16,611 33,500 SH DEFINED 01 33,500
GRAINGER W W INC COM 384802104 2,053 23,000 SH DEFINED 01 23,000
GRUPO TELEVISION SA DE CV ADR 40049J206 2,880 155,000 SH DEFINED 01 155,000
HALLIBURTON CO COM 406216101 4,874 180,000 SH DEFINED 01 180,000
HARSCO CORP COM 415864107 584 16,500 SH DEFINED 01 16,500
HASBRO INC COM 418056107 500 18,000 SH DEFINED 01 18,000
HEINZ H J CO COM 423074103 2,262 57,000 SH DEFINED 01 57,000
HESS CORP COM 42809H107 2,085 39,000 SH DEFINED 01 39,000
HEWLETT PACKARD CO COM 428236103 17,257 366,000 SH DEFINED 01 366,000
HOME DEPOT INC COM 437076102 6,865 258,000 SH DEFINED 01 258,000
HONEYWELL INTL INC COM 438516106 4,899 132,000 SH DEFINED 01 132,000
HOSPIRA INC COM 441060100 1,024 23,000 SH DEFINED 01 23,000
HUDSON CITY BANCORP INC COM 443683107 973 74,000 SH DEFINED 01 74,000
ILLINOIS TOOL WKS INC COM 452308109 2,986 70,000 SH DEFINED 01 70,000
INTEL CORP COM 458140100 16,227 830,000 SH DEFINED 01 830,000
INTERCONTINENTAL EXCHANGE COM 45865V100 123,248 1,268,110 SH SOLE 1,268,110
IBM COM 459200101 21,869 183,000 SH DEFINED 01 183,000
INTERNATIONAL PAPER CO COM 460146103 1,375 62,000 SH DEFINED 01 62,000
INTERPUBLIC GROUP COS INC COM 460690100 1,800 240,000 SH DEFINED 01 240,000
INTUIT COM 461202103 1,766 62,000 SH DEFINED 01 62,000
INVESCO LTD COM G491BT108 1,136 50,000 SH DEFINED 01 50,000
ISHARES TR COM 464287564 9,164 190,000 SH DEFINED 01 190,000
ITAU UNIBANCO HOLDING SA GDR 465562106 1,385 68,750 SH DEFINED 01 68,750
ITT CORP NEW COM 450911102 2,448 47,000 SH DEFINED 01 47,000
J C PENNEY INC COM 708160106 911 27,000 SH DEFINED 01 27,000
JOHNSON + JOHNSON COM 478160104 23,351 384,000 SH DEFINED 01 384,000
JOHNSON CTLS INC COM 478366107 2,117 83,000 SH DEFINED 01 83,000
JOY GLOBAL INC COM 481165108 1,076 22,000 SH DEFINED 01 22,000
JPMORGAN CHASE + CO COM 46625H100 24,943 570,000 SH DEFINED 01 570,000
JUNIPER NETWORKS INC COM 48203R104 2,025 75,000 SH DEFINED 01 75,000
KB HOME COM 48666K109 796 48,000 SH DEFINED 01 48,000
KELLOGG CO COM 487836108 1,770 36,000 SH DEFINED 01 36,000
KEYCORP NEW COM 493267108 1,363 210,000 SH DEFINED 01 210,000
KIMBERLY CLARK CORP COM 494368103 3,421 58,000 SH DEFINED 01 58,000
KLA TENCOR CORP COM 482480100 1,003 28,000 SH DEFINED 01 28,000
KOHLS CORP COM 500255104 2,396 42,000 SH DEFINED 01 42,000
KRAFT FOODS INC COM 50075N104 5,353 204,000 SH DEFINED 01 204,000
KROGER CO COM 501044101 1,896 92,000 SH DEFINED 01 92,000
L 3 COMMUNICATIONS HLDG COM 502424104 1,925 24,000 SH DEFINED 01 24,000
LEUCADIA NATL CORP COM 527288104 641 26,000 SH DEFINED 01 26,000
LEXMARK INTL INC COM 529771107 861 40,000 SH DEFINED 01 40,000
LG DISPLAY CO LTD ADR 50186V102 2,499 175,000 SH DEFINED 01 175,000
LILLY ELI + CO COM 532457108 3,961 120,000 SH DEFINED 01 120,000
LINCOLN NATL CORP IN COM 534187109 928 36,000 SH DEFINED 01 36,000
LINEAR TECHNOLOGY CORP COM 535678106 884 32,000 SH DEFINED 01 32,000
LOCKHEED MARTIN CORP COM 539830109 3,351 43,000 SH DEFINED 01 43,000
LOEWS CORP COM 540424108 1,749 51,147 SH DEFINED 01 51,147
LORILLARD INC COM 544147101 2,434 32,797 SH DEFINED 01 32,797
LOWES COS INC COM 548661107 4,809 230,000 SH DEFINED 01 230,000
M + T BK CORP COM 55261F104 1,371 22,000 SH DEFINED 01 22,000
MACYS INC COM 55616P104 2,048 112,000 SH DEFINED 01 112,000
MARATHON OIL CORP COM 565849106 3,121 98,000 SH DEFINED 01 98,000
MARRIOTT INTL INC NEW COM 571903202 1,140 41,306 SH DEFINED 01 41,306
MARSH + MCLENNAN COS INC COM 571748102 2,372 96,000 SH DEFINED 01 96,000
MARSHALL + ILSLEY CORP COM 571837103 290 36,000 SH DEFINED 01 36,000
MASTERCARD INC COM 57636Q104 2,121 10,500 SH DEFINED 01 10,500
MATTEL INC COM 577081102 978 53,000 SH DEFINED 01 53,000
MCAFEE INC COM 579064106 963 22,000 SH DEFINED 01 22,000
MCDONALDS CORP COM 580135101 9,183 161,000 SH DEFINED 01 161,000
MCGRAW HILL COS INC COM 580645109 1,106 44,000 SH DEFINED 01 44,000
MCKESSON CORP COM 58155Q103 2,320 39,000 SH DEFINED 01 39,000
MEDCO HEALTH SOLUTIONS COM 58405U102 5,250 95,000 SH DEFINED 01 95,000
MEDTRONIC INC COM 585055106 5,696 155,000 SH DEFINED 01 155,000
MELCO CROWN ENTERTAINMENT ADR 585464100 6,940 1,000,000 SH DEFINED 01 1,000,000
MEMC ELECTR MATLS INC COM 552715104 531 32,000 SH DEFINED 01 32,000
MERCK + CO INC COM 589331107 8,937 283,000 SH DEFINED 01 283,000
METLIFE INC COM 59156R108 4,948 130,000 SH DEFINED 01 130,000
METROPCS COMMUNICATIONS COM 591708102 24,623 2,630,613 SH SOLE 2,630,613
MICRON TECHNOLOGY INC COM 595112103 934 114,000 SH DEFINED 01 114,000
MICROSOFT CORP COM 594918104 27,617 1,070,000 SH DEFINED 01 1,070,000
MINDRAY MED INTL LTD ADR 602675100 11,081 340,000 SH DEFINED 01 340,000
MONSANTO CO NEW COM 61166W101 6,647 86,000 SH DEFINED 01 86,000
MOODYS CORP COM 615369105 591 29,000 SH DEFINED 01 29,000
MORGAN STANLEY COM 617446448 5,457 177,000 SH DEFINED 01 177,000
MOTOROLA INC COM 620076109 3,171 370,000 SH DEFINED 01 370,000
MURPHY OIL CORP COM 626717102 1,495 26,000 SH DEFINED 01 26,000
NATIONAL OILWELL VARCO COM 637071101 3,235 75,000 SH DEFINED 01 75,000
NETAPP INC COM 64110D104 1,280 48,000 SH DEFINED 01 48,000
NEW ORIENTAL TECHNOLOGY ADR 647581107 8,850 110,000 SH DEFINED 01 110,000
NEWMONT MNG CORP COM 651639106 4,446 101,000 SH DEFINED 01 101,000
NEWS CORP COM 65248E203 4,169 298,000 SH DEFINED 01 298,000
NIKE INC COM 654106103 4,326 67,000 SH DEFINED 01 67,000
NORFOLK SOUTHN CORP COM 655844108 3,966 92,000 SH DEFINED 01 92,000
NORTHERN TRUST CORP COM 665859104 3,080 53,000 SH DEFINED 01 53,000
NORTHROP GRUMMAN CORP COM 666807102 2,327 45,000 SH DEFINED 01 45,000
NOVELL INC COM 670006105 898 200,000 SH DEFINED 01 200,000
NUCOR CORP COM 670346105 2,583 55,000 SH DEFINED 01 55,000
NVIDIA CORP COM 67066G104 1,186 79,000 SH DEFINED 01 79,000
NYSE EURONEXT COM 629491101 2,250 78,000 SH DEFINED 01 78,000
OCCIDENTAL PETE CORP COM 674599105 8,768 112,000 SH DEFINED 01 112,000
OMNICOM GROUP COM 681919106 1,623 44,000 SH DEFINED 01 44,000
ORACLE CORP COM 68389X105 12,596 605,000 SH DEFINED 01 605,000
PACCAR INC COM 693718108 1,884 50,000 SH DEFINED 01 50,000
PARKER HANNIFIN CORP COM 701094104 1,191 23,000 SH DEFINED 01 23,000
PAYCHEX INC COM 704326107 1,305 45,000 SH DEFINED 01 45,000
PEABODY ENERGY CORP COM 704549104 2,415 65,000 SH DEFINED 01 65,000
PEPSI BOTTLING GROUP INC COM 713409100 729 20,000 SH DEFINED 01 20,000
PEPSICO INC COM 713448108 12,729 217,000 SH DEFINED 01 217,000
PETROLEO BRASILEIRO SA ADR 71654V408 4,130 90,000 SH DEFINED 01 90,000
PFIZER INC COM 717081103 16,652 1,008,000 SH DEFINED 01 1,008,000
PG+E CORP COM 69331C108 2,548 63,000 SH DEFINED 01 63,000
PHILIP MORRIS INTL ORD COM 718172109 15,419 317,000 SH DEFINED 01 317,000
PHOENIX COMPANIES COM 71902E109 331 101,817 SH SOLE 101,817
PITNEY BOWES INC COM 724479100 719 29,000 SH DEFINED 01 29,000
PNC FINL SVCS GROUP INC COM 693475105 2,425 50,000 SH DEFINED 01 50,000
POLO RALPH LAUREN CORP COM 731572103 612 8,000 SH DEFINED 01 8,000
PPG INDS INC COM 693506107 1,337 23,000 SH DEFINED 01 23,000
PPL CORP COM 69351T106 1,606 53,000 SH DEFINED 01 53,000
PRAXAIR INC COM 74005P104 4,163 51,000 SH DEFINED 01 51,000
PRECISION CASTPARTS CORP COM 740189105 1,727 17,000 SH DEFINED 01 17,000
PRICE T ROWE GROUP INC COM 74144T108 2,053 45,000 SH DEFINED 01 45,000
PRINCIPAL FINANCIAL GROUP COM 74251V102 984 36,000 SH DEFINED 01 36,000
PROCTER AND GAMBLE CO COM 742718109 23,016 398,000 SH DEFINED 01 398,000
PROGRESS ENERGY INC COM 743263105 1,443 37,000 SH DEFINED 01 37,000
PROGRESSIVE CORP OHIO COM 743315103 1,573 95,000 SH DEFINED 01 95,000
PRUDENTIAL FINL INC COM 744320102 2,990 60,000 SH DEFINED 01 60,000
PUBLIC SVC ENTERPRISE GRP COM 744573106 2,512 80,000 SH DEFINED 01 80,000
PULTE HOMES INC COM 745867101 1,812 165,000 SH DEFINED 01 165,000
QUALCOMM INC COM 747525103 10,970 244,000 SH DEFINED 01 244,000
QUEST DIAGNOSTICS INC COM 74834L100 1,148 22,000 SH DEFINED 01 22,000
QUESTAR CORP COM 748356102 2,063 55,000 SH DEFINED 01 55,000
QWEST COMMUNICATIONS INTL COM 749121109 850 223,000 SH DEFINED 01 223,000
RANGE RES CORP COM 75281A109 2,342 47,500 SH DEFINED 01 47,500
RAYTHEON CO COM 755111507 2,539 53,000 SH DEFINED 01 53,000
REGIONS FINL CORP NEW COM 7591EP100 1,486 240,000 SH DEFINED 01 240,000
ROCKWELL COLLINS INC COM 774341101 1,116 22,000 SH DEFINED 01 22,000
ROWAN COMPANIES INC COM 779382100 1,037 45,000 SH DEFINED 01 45,000
SCHERING PLOUGH CORP COM 806605101 6,369 226,000 SH DEFINED 01 226,000
SCHLUMBERGER LTD COM 806857108 9,822 165,000 SH DEFINED 01 165,000
SCHWAB CHARLES CORP COM 808513105 3,136 164,000 SH DEFINED 01 164,000
SEMPRA ENERGY COM 816851109 2,288 46,000 SH DEFINED 01 46,000
SIGMA ALDRICH COM 826552101 971 18,000 SH DEFINED 01 18,000
SIMON PPTY GROUP INC NEW COM 828806109 2,325 33,508 SH DEFINED 01 33,508
SLM CORP COM 78442P106 1,740 200,000 SH DEFINED 01 200,000
SMITH INTL INC COM 832110100 918 32,000 SH DEFINED 01 32,000
SOHU COM INC COM 83408W103 11,672 170,000 SH DEFINED 01 170,000
SOUTHERN CO COM 842587107 2,372 75,000 SH DEFINED 01 75,000
SOUTHWESTERN ENERGY CO COM 845467109 2,769 65,000 SH DEFINED 01 65,000
SPECTRA ENERGY CORP COM 847560109 1,607 85,000 SH DEFINED 01 85,000
SPRINT NEXTEL CORP COM 852061100 2,758 700,000 SH DEFINED 01 700,000
ST JUDE MED INC COM 790849103 1,948 50,000 SH DEFINED 01 50,000
STANLEY WORKS COM 854616109 512 12,000 SH DEFINED 01 12,000
STAPLES INC COM 855030102 2,295 99,000 SH DEFINED 01 99,000
STARWOOD HOTELS RESORTS COM 85590A401 858 26,000 SH DEFINED 01 26,000
STATE STREET CORPORATION COM 857477103 3,675 70,000 SH DEFINED 01 70,000
STRYKER CORP COM 863667101 1,587 35,000 SH DEFINED 01 35,000
SUN MICROSYSTEMS INC COM 866810203 852 94,000 SH DEFINED 01 94,000
SUNTRUST BKS INC COM 867914103 1,669 74,000 SH DEFINED 01 74,000
SYMANTEC CORP COM 871503108 3,127 190,000 SH DEFINED 01 190,000
SYSCO CORP COM 871829107 2,085 84,000 SH DEFINED 01 84,000
TAIWAN GTR CHINA FD COM 874037104 363 61,343 SH DEFINED 01 61,343
TARGET CORP COM 87612E106 4,804 103,000 SH DEFINED 01 103,000
TELE NORTE LESTE PARTICIP ADR 879246106 291 15,500 SH DEFINED 01 15,500
TELEFONOS DE MEXICO S A ADR 879403707 1,644 95,000 SH DEFINED 01 95,000
TELEFONOS DE MEXICO S A ADR 879403780 2,020 116,000 SH DEFINED 01 116,000
TELEMEX INTERNATIONAL S A ADR 879690105 1,618 116,000 SH DEFINED 01 116,000
TELMEX INTERNACIONAL SAB ADR 879690204 1,283 95,000 SH DEFINED 01 95,000
TENET HEALTHCARE CORP COM 88033G100 1,603 273,000 SH DEFINED 01 273,000
TEXAS INSTRS INC COM 882508104 4,146 175,000 SH DEFINED 01 175,000
THERMO FISHER SCIENTIFIC COM 883556102 2,572 59,000 SH DEFINED 01 59,000
TIFFANY + CO NEW COM 886547108 732 19,000 SH DEFINED 01 19,000
TIME WARNER CABLE INC COM 88732J207 1,785 41,536 SH DEFINED 01 41,536
TIME WARNER INC COM 887317303 4,782 166,333 SH DEFINED 01 166,333
TJX COS INC NEW COM 872540109 3,154 85,000 SH DEFINED 01 85,000
TORONTO DOMINION BK ONT COM 891160509 1,148 17,810 SH DEFINED 01 17,810
TRAVELERS COS INC COM 89417E109 5,262 107,000 SH DEFINED 01 107,000
UNION PAC CORP COM 907818108 4,078 70,000 SH DEFINED 01 70,000
UNITED PARCEL SVC INC COM 911312106 7,782 138,000 SH DEFINED 01 138,000
UNITED STS STL CORP NEW COM 912909108 2,217 50,000 SH DEFINED 01 50,000
UNITED TECHNOLOGIES CORP COM 913017109 8,642 142,000 SH DEFINED 01 142,000
UNITEDHEALTH GROUP INC COM 91324P102 4,702 188,000 SH DEFINED 01 188,000
UNUM GROUP COM 91529Y106 1,694 79,000 SH DEFINED 01 79,000
US BANCORP DEL COM 902973304 5,809 266,000 SH DEFINED 01 266,000
V F CORP COM 918204108 1,447 20,000 SH DEFINED 01 20,000
VALE SA ADR 91912E105 3,813 165,000 SH DEFINED 01 165,000
VALERO ENERGY CORP COM 91913Y100 1,917 99,000 SH DEFINED 01 99,000
VERISIGN INC COM 92343E102 686 29,000 SH DEFINED 01 29,000
VERIZON COMMUNICATIONS COM 92343V104 12,874 426,000 SH DEFINED 01 426,000
VIACOM INC NEW COM 92553P201 2,434 87,000 SH DEFINED 01 87,000
VULCAN MATLS CO COM 929160109 702 13,000 SH DEFINED 01 13,000
WAL MART STORES INC COM 931142103 15,245 311,000 SH DEFINED 01 311,000
WALGREEN CO COM 931422109 5,165 138,000 SH DEFINED 01 138,000
WASTE MGMT INC DEL COM 94106L109 3,007 101,000 SH DEFINED 01 101,000
WATERS CORP COM 941848103 837 15,000 SH DEFINED 01 15,000
WELLPOINT INC COM 94973V107 3,789 80,000 SH DEFINED 01 80,000
WELLS FARGO + CO COM 949746101 15,174 540,000 SH DEFINED 01 540,000
WESTERN UN CO COM 959802109 1,927 102,000 SH DEFINED 01 102,000
WEYERHAEUSER CO COM 962166104 1,134 31,000 SH DEFINED 01 31,000
WHIRLPOOL CORP COM 963320106 768 11,000 SH DEFINED 01 11,000
WILLIAMS COS INC COM 969457100 2,091 117,000 SH DEFINED 01 117,000
WINDSTREAM CORP COM 97381W104 627 62,000 SH DEFINED 01 62,000
WISCONSIN ENERGY CORP COM 976657106 767 17,000 SH DEFINED 01 17,000
WYETH COM 983024100 8,831 182,000 SH DEFINED 01 182,000
XCEL ENERGY INC COM 98389B100 1,230 64,000 SH DEFINED 01 64,000
XEROX CORP COM 984121103 957 124,000 SH DEFINED 01 124,000
XILINX INC COM 983919101 913 39,000 SH DEFINED 01 39,000
XL CAPITAL LTD COM G98255105 2,456 141,000 SH DEFINED 01 141,000
XTO ENERGY INC COM 98385X106 4,952 120,000 SH DEFINED 01 120,000
YAHOO INC COM 984332106 4,809 270,000 SH DEFINED 01 270,000
YUM BRANDS INC COM 988498101 2,194 65,000 SH DEFINED 01 65,000
ZIMMER HOLDINGS INC COM 98956P102 1,710 32,000 SH DEFINED 01 32,000
1,526,099