UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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 January 29, 2010
------------------ ------------------ ------------------
[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: 347
------------
Form 13F Information Table Value Total: $ 1,617,474
------------
(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
DECEMBER 31, 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 7,929 96,000 SH DEFINED 01 96,000
ABBOTT LABS COM 002824100 11,599 215,000 SH DEFINED 01 215,000
ABERCROMBIE + FITCH CO COM 002896207 452 13,000 SH DEFINED 01 13,000
ACCENTURE PLC COM G1151C101 1,370 33,000 SH DEFINED 01 33,000
ACTIVISION BLIZZARD INC COM 00507V109 822 74,000 SH DEFINED 01 74,000
ADVANCED MICRO DEVICES COM 007903107 773 80,000 SH DEFINED 01 80,000
AES CORP COM 00130H105 1,251 94,000 SH DEFINED 01 94,000
AETNA INC COM 00817Y108 2,847 90,000 SH DEFINED 01 90,000
AFLAC INC COM 001055102 4,394 95,000 SH DEFINED 01 95,000
AGILENT TECHNOLOGIES INC COM 00846U101 1,554 50,000 SH DEFINED 01 50,000
AIR PRODS + CHEMS INC COM 009158106 2,349 29,000 SH DEFINED 01 29,000
ALCOA INC COM 013817101 2,192 136,000 SH DEFINED 01 136,000
ALLEGHENY ENERGY INC COM 017361106 938 40,000 SH DEFINED 01 40,000
ALLEGHENY TECHNOLOGIES COM 01741R102 1,388 31,000 SH DEFINED 01 31,000
ALLERGAN INC COM 018490102 2,709 43,000 SH DEFINED 01 43,000
ALLSTATE CORP COM 020002101 2,252 75,000 SH DEFINED 01 75,000
ALTERA CORP COM 021441100 1,673 74,000 SH DEFINED 01 74,000
ALTRIA GROUP INC COM 02209S103 6,906 352,000 SH DEFINED 01 352,000
AMAZON COM INC COM 023135106 3,363 25,000 SH DEFINED 01 25,000
AMEREN CORP COM 023608102 866 31,000 SH DEFINED 01 31,000
AMERICA MOVIL S A DE C V ADR 02364W204 13,977 300,000 SH DEFINED 01 300,000
AMERICAN ELEC PWR INC COM 025537101 3,095 89,000 SH DEFINED 01 89,000
AMERICAN EXPRESS CO COM 025816109 5,669 140,000 SH DEFINED 01 140,000
AMERICAN TOWER CORP COM 029912201 3,193 74,000 SH DEFINED 01 74,000
AMERIPRISE FINL INC COM 03076C106 1,203 31,000 SH DEFINED 01 31,000
AMERISOURCEBERGEN CORP COM 03073E105 1,146 44,000 SH DEFINED 01 44,000
AMGEN INC COM 031162100 8,259 146,000 SH DEFINED 01 146,000
ANADARKO PETE CORP COM 032511107 4,994 80,000 SH DEFINED 01 80,000
AOL INC COM 00184X105 352 15,121 SH DEFINED 01 15,121
APACHE CORP COM 037411105 4,746 46,000 SH DEFINED 01 46,000
APOLLO GROUP INC COM 037604105 2,666 44,000 SH DEFINED 01 44,000
APPLE INC COM 037833100 26,127 124,000 SH DEFINED 01 124,000
APPLIED MATERIALS INC COM 038222105 2,884 207,000 SH DEFINED 01 207,000
ARCH CAP GROUP LTD COM G0450A105 1,674 23,400 SH DEFINED 01 23,400
ARCHER DANIELS MIDLAND CO COM 039483102 4,070 130,000 SH DEFINED 01 130,000
AT+T INC COM 00206R102 21,443 765,000 SH DEFINED 01 765,000
AUTOMATIC DATA PROCESSING COM 053015103 3,596 84,000 SH DEFINED 01 84,000
AUTOZONE INC COM 053332102 1,027 6,500 SH DEFINED 01 6,500
AVON PRODS INC COM 054303102 2,142 68,000 SH DEFINED 01 68,000
BAKER HUGHES INC COM 057224107 2,790 69,000 SH DEFINED 01 69,000
BANCO BRADESCO SA ADR 059460303 2,292 105,000 SH DEFINED 01 105,000
BANK NEW YORK MELLON CORP COM 064058100 4,753 170,000 SH DEFINED 01 170,000
BANK OF AMERICA CORP COM 060505104 21,837 1,450,000 SH DEFINED 01 1,450,000
BARD C R INC COM 067383109 1,089 14,000 SH DEFINED 01 14,000
BAXTER INTL INC COM 071813109 5,633 96,000 SH DEFINED 01 96,000
BB+T CORP COM 054937107 2,791 110,000 SH DEFINED 01 110,000
BECTON DICKINSON + CO COM 075887109 2,681 34,000 SH DEFINED 01 34,000
BED BATH + BEYOND INC COM 075896100 1,428 37,000 SH DEFINED 01 37,000
BEST BUY CO INC COM 086516101 3,157 80,000 SH DEFINED 01 80,000
BIOGEN IDEC INC COM 09062X103 2,675 50,000 SH DEFINED 01 50,000
BLOCK H + R INC COM 093671105 1,063 47,000 SH DEFINED 01 47,000
BMC SOFTWARE INC COM 055921100 1,885 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 3,592 400,000 SH DEFINED 01 400,000
BRISTOL MYERS SQUIBB CO COM 110122108 6,512 258,000 SH DEFINED 01 258,000
BROADCOM CORP COM 111320107 1,949 62,000 SH DEFINED 01 62,000
BURLINGTON NORTHN SANTA COM 12189T104 4,537 46,000 SH DEFINED 01 46,000
C H ROBINSON WORLDWIDE COM 12541W209 1,410 24,000 SH DEFINED 01 24,000
CA INC COM 12673P105 1,257 56,000 SH DEFINED 01 56,000
CABOT OIL + GAS CORP COM 127097103 1,787 41,000 SH DEFINED 01 41,000
CARDINAL HEALTH INC COM 14149Y108 1,612 50,000 SH DEFINED 01 50,000
CAREFUSION CORP COM 14170T101 625 25,000 SH DEFINED 01 25,000
CARNIVAL CORP COM 143658300 1,268 40,000 SH DEFINED 01 40,000
CATERPILLAR INC COM 149123101 5,471 96,000 SH DEFINED 01 96,000
CELGENE CORP COM 151020104 3,563 64,000 SH DEFINED 01 64,000
CEMEX S.A.B DE C.C ADR ADR 151290889 3,316 280,579 SH DEFINED 01 280,579
CENTERPOINT ENERGY INC COM 15189T107 1,304 90,000 SH DEFINED 01 90,000
CENTURYTEL INC COM 156700106 1,835 50,690 SH DEFINED 01 50,690
CEPHALON INC COM 156708109 1,248 20,000 SH DEFINED 01 20,000
CHESAPEAKE ENERGY CORP COM 165167107 3,543 137,000 SH DEFINED 01 137,000
CHEVRON CORP COM 166764100 21,318 277,000 SH DEFINED 01 277,000
CHUBB CORP COM 171232101 2,951 60,000 SH DEFINED 01 60,000
CISCO SYS INC COM 17275R102 20,229 845,000 SH DEFINED 01 845,000
CITIGROUP INC COM 172967101 8,606 2,600,000 SH DEFINED 01 2,600,000
CITRIX SYS INC COM 177376100 1,104 26,531 SH DEFINED 01 26,531
CME GROUP INC COM 12572Q105 4,703 14,000 SH DEFINED 01 14,000
COACH INC COM 189754104 730 20,000 SH DEFINED 01 20,000
COCA COLA CO COM 191216100 18,059 317,000 SH DEFINED 01 317,000
COCA COLA ENTERPRISES INC COM 191219104 1,017 48,000 SH DEFINED 01 48,000
COGNIZANT TECHNOLOGY SOL COM 192446102 3,126 69,000 SH DEFINED 01 69,000
COLGATE PALMOLIVE CO COM 194162103 5,749 70,000 SH DEFINED 01 70,000
COMCAST CORP NEW COM 20030N101 7,924 470,000 SH DEFINED 01 470,000
COMERICA INC COM 200340107 651 22,000 SH DEFINED 01 22,000
COMPANHIA DE BEBIDAS DAS ADR 20441W203 1,314 13,000 SH DEFINED 01 13,000
COMPANHIA SIDERURGICA NAT ADR 20440W105 1,044 32,700 SH DEFINED 01 32,700
COMPUTER SCIENCES CORP COM 205363104 1,208 21,000 SH DEFINED 01 21,000
CONAGRA INC COM 205887102 1,452 63,000 SH DEFINED 01 63,000
CONOCOPHILLIPS COM 20825C104 10,000 196,000 SH DEFINED 01 196,000
CONSOL ENERGY INC COM 20854P109 1,743 35,000 SH DEFINED 01 35,000
CORNING INC COM 219350105 4,227 219,000 SH DEFINED 01 219,000
COSTCO WHSL CORP NEW COM 22160K105 3,547 60,000 SH DEFINED 01 60,000
COVENTRY HEALTH CARE INC COM 222862104 558 23,000 SH DEFINED 01 23,000
CSX CORP COM 126408103 2,667 55,000 SH DEFINED 01 55,000
CTRIP COM INTL ADR ADR 22943F100 15,076 210,000 SH DEFINED 01 210,000
CUMMINS INC COM 231021106 1,330 29,000 SH DEFINED 01 29,000
CVS CAREMARK CORP COM 126650100 7,567 235,000 SH DEFINED 01 235,000
D R HORTON INC COM 23331A109 1,631 150,000 SH DEFINED 01 150,000
DANAHER CORP COM 235851102 3,384 45,000 SH DEFINED 01 45,000
DEERE + CO COM 244199105 3,646 67,500 SH DEFINED 01 67,500
DELL INC COM 24702R101 4,661 325,000 SH DEFINED 01 325,000
DENISON MINES CORP COM 248356107 38 30,240 SH DEFINED 01 30,240
DEVON ENERGY CORPORATION COM 25179M103 5,439 74,000 SH DEFINED 01 74,000
DIRECTV COM 25490A101 4,067 122,000 SH DEFINED 01 122,000
DISH NETWORK CORP COM 25470M109 955 46,000 SH DEFINED 01 46,000
DISNEY WALT CO COM 254687106 9,062 281,000 SH DEFINED 01 281,000
DOMINION RES INC VA NEW COM 25746U109 2,530 65,000 SH DEFINED 01 65,000
DONNELLEY R R + SONS COM 257867101 1,157 52,000 SH DEFINED 01 52,000
DOVER CORP COM 260003108 1,123 27,000 SH DEFINED 01 27,000
DTE ENERGY CO COM 233331107 1,003 23,000 SH DEFINED 01 23,000
DU PONT E I DE NEMOURS CO COM 263534109 4,241 126,000 SH DEFINED 01 126,000
DUKE ENERGY HLDG CORP COM 26441C105 3,029 176,000 SH DEFINED 01 176,000
DYNEGY INC DEL COM 26817G102 150 83,000 SH DEFINED 01 83,000
EATON CORP COM 278058102 1,463 23,000 SH DEFINED 01 23,000
EBAY INC COM 278642103 4,939 210,000 SH DEFINED 01 210,000
ECOLAB INC COM 278865100 1,427 32,000 SH DEFINED 01 32,000
EDISON INTL COM 281020107 2,122 61,000 SH DEFINED 01 61,000
EL PASO CORP COM 28336L109 1,648 168,000 SH DEFINED 01 168,000
ELECTRONIC ARTS INC COM 285512109 799 45,000 SH DEFINED 01 45,000
EMBRAER EMPRESABRASILEIRA ADR 29081M102 221 10,000 SH DEFINED 01 10,000
EMC CORP COM 268648102 7,329 420,000 SH DEFINED 01 420,000
EMERSON ELEC CO COM 291011104 5,197 122,000 SH DEFINED 01 122,000
ENTERGY CORP NEW COM 29364G103 2,128 26,000 SH DEFINED 01 26,000
EOG RESOURCES INC COM 26875P101 4,962 51,000 SH DEFINED 01 51,000
EQT CORP COM 26884L109 746 17,000 SH DEFINED 01 17,000
EQUIFAX INC COM 294429105 1,205 39,000 SH DEFINED 01 39,000
EXELON CORP COM 30161N101 4,983 102,000 SH DEFINED 01 102,000
EXPRESS SCRIPTS INC COM 302182100 4,668 54,000 SH DEFINED 01 54,000
EXXON MOBIL CORP COM 30231G102 44,278 650,000 SH DEFINED 01 650,000
FAMILY DLR STORES INC COM 307000109 1,530 55,000 SH DEFINED 01 55,000
FEDEX CORP COM 31428X106 3,583 43,000 SH DEFINED 01 43,000
FIFTH THIRD BANCORP COM 316773100 975 100,000 SH DEFINED 01 100,000
FIRSTENERGY CORP COM 337932107 1,997 43,000 SH DEFINED 01 43,000
FISERV INC COM 337738108 2,182 45,000 SH DEFINED 01 45,000
FLUOR CORP NEW COM 343412102 1,621 36,000 SH DEFINED 01 36,000
FOMENTO ECONOMICO MEXICAN ADR 344419106 5,323 111,300 SH DEFINED 01 111,300
FOREST LABS INC COM 345838106 1,380 43,000 SH DEFINED 01 43,000
FOSTER WHEELER AG COM H27178104 618 21,000 SH DEFINED 01 21,000
FPL GROUP INC COM 302571104 2,903 55,000 SH DEFINED 01 55,000
FRANKLIN RES INC COM 354613101 3,161 30,000 SH DEFINED 01 30,000
FREEPORTMCMORANCOPPERGOLD COM 35671D857 4,255 53,000 SH DEFINED 01 53,000
FRONTIER COMMUNICATIONS COM 35906A108 382 49,000 SH DEFINED 01 49,000
GAP INC COM 364760108 1,257 60,000 SH DEFINED 01 60,000
GENERAL DYNAMICS CORP COM 369550108 3,541 52,000 SH DEFINED 01 52,000
GENERAL ELEC CO COM 369604103 23,754 1,570,000 SH DEFINED 01 1,570,000
GENERAL MLS INC COM 370334104 3,257 46,000 SH DEFINED 01 46,000
GENUINE PARTS CO COM 372460105 873 23,000 SH DEFINED 01 23,000
GILEAD SCIENCES INC COM 375558103 6,491 150,000 SH DEFINED 01 150,000
GOLDMAN SACHS GROUP INC COM 38141G104 10,283 61,000 SH DEFINED 01 61,000
GOOGLE INC COM 38259P508 20,769 33,500 SH DEFINED 01 33,500
GRAINGER W W INC COM 384802104 2,227 23,000 SH DEFINED 01 23,000
GRUPO TELEVISION SA DE CV ADR 40049J206 3,215 155,000 SH DEFINED 01 155,000
HALLIBURTON CO COM 406216101 5,713 190,000 SH DEFINED 01 190,000
HARSCO CORP COM 415864107 532 16,500 SH DEFINED 01 16,500
HASBRO INC COM 418056107 2,020 63,000 SH DEFINED 01 63,000
HEINZ H J CO COM 423074103 2,437 57,000 SH DEFINED 01 57,000
HESS CORP COM 42809H107 2,358 39,000 SH DEFINED 01 39,000
HEWLETT PACKARD CO COM 428236103 18,838 366,000 SH DEFINED 01 366,000
HOME DEPOT INC COM 437076102 7,456 258,000 SH DEFINED 01 258,000
HONEYWELL INTL INC COM 438516106 5,172 132,000 SH DEFINED 01 132,000
HOSPIRA INC COM 441060100 1,173 23,000 SH DEFINED 01 23,000
HUDSON CITY BANCORP INC COM 443683107 1,016 74,000 SH DEFINED 01 74,000
IBM COM 459200101 23,942 183,000 SH DEFINED 01 183,000
ILLINOIS TOOL WKS INC COM 452308109 3,359 70,000 SH DEFINED 01 70,000
INTEL CORP COM 458140100 16,932 830,000 SH DEFINED 01 830,000
INTERCONTINENTAL EXCHANGE COM 45865V100 142,409 1,268,110 SH SOLE 1,268,110
INTERNATIONAL PAPER CO COM 460146103 1,660 62,000 SH DEFINED 01 62,000
INTERPUBLIC GROUP COS INC COM 460690100 1,766 240,000 SH DEFINED 01 240,000
INTUIT COM 461202103 1,904 62,000 SH DEFINED 01 62,000
INVESCO LTD COM G491BT108 1,879 80,000 SH DEFINED 01 80,000
ISHARES TR COM 464287564 9,912 190,000 SH DEFINED 01 190,000
ITAU UNIBANCO HOLDING SA GDR 465562106 1,568 68,750 SH DEFINED 01 68,750
ITT CORP NEW COM 450911102 2,338 47,000 SH DEFINED 01 47,000
J C PENNEY INC COM 708160106 718 27,000 SH DEFINED 01 27,000
JANUS CAP GROUP INC COM 47102X105 942 70,000 SH DEFINED 01 70,000
JOHNSON + JOHNSON COM 478160104 24,703 384,000 SH DEFINED 01 384,000
JOHNSON CTLS INC COM 478366107 2,260 83,000 SH DEFINED 01 83,000
JOY GLOBAL INC COM 481165108 1,134 22,000 SH DEFINED 01 22,000
JPMORGAN CHASE + CO COM 46625H100 23,752 570,000 SH DEFINED 01 570,000
JUNIPER NETWORKS INC COM 48203R104 2,000 75,000 SH DEFINED 01 75,000
KB HOME COM 48666K109 657 48,000 SH DEFINED 01 48,000
KELLOGG CO COM 487836108 1,915 36,000 SH DEFINED 01 36,000
KEYCORP NEW COM 493267108 1,166 210,000 SH DEFINED 01 210,000
KIMBERLY CLARK CORP COM 494368103 3,695 58,000 SH DEFINED 01 58,000
KLA TENCOR CORP COM 482480100 1,012 28,000 SH DEFINED 01 28,000
KOHLS CORP COM 500255104 2,265 42,000 SH DEFINED 01 42,000
KRAFT FOODS INC COM 50075N104 5,543 204,000 SH DEFINED 01 204,000
KROGER CO COM 501044101 1,889 92,000 SH DEFINED 01 92,000
L 3 COMMUNICATIONS HLDG COM 502424104 2,087 24,000 SH DEFINED 01 24,000
LEGG MASON INC COM 524901105 1,927 64,000 SH DEFINED 01 64,000
LEUCADIA NATL CORP COM 527288104 619 26,000 SH DEFINED 01 26,000
LG DISPLAY CO LTD ADR 50186V102 2,958 175,000 SH DEFINED 01 175,000
LILLY ELI + CO COM 532457108 4,280 120,000 SH DEFINED 01 120,000
LINCOLN NATL CORP IN COM 534187109 896 36,000 SH DEFINED 01 36,000
LINEAR TECHNOLOGY CORP COM 535678106 977 32,000 SH DEFINED 01 32,000
LOCKHEED MARTIN CORP COM 539830109 3,237 43,000 SH DEFINED 01 43,000
LOEWS CORP COM 540424108 1,859 51,147 SH DEFINED 01 51,147
LORILLARD INC COM 544147101 2,631 32,797 SH DEFINED 01 32,797
LOWES COS INC COM 548661107 5,377 230,000 SH DEFINED 01 230,000
MACYS INC COM 55616P104 1,877 112,000 SH DEFINED 01 112,000
MARATHON OIL CORP COM 565849106 3,060 98,000 SH DEFINED 01 98,000
MARRIOTT INTL INC NEW COM 571903202 1,129 41,446 SH DEFINED 01 41,446
MARSH + MCLENNAN COS INC COM 571748102 1,590 72,000 SH DEFINED 01 72,000
MARSHALL + ILSLEY CORP COM 571837103 818 150,000 SH DEFINED 01 150,000
MASTERCARD INC COM 57636Q104 2,682 10,500 SH DEFINED 01 10,500
MATTEL INC COM 577081102 1,059 53,000 SH DEFINED 01 53,000
MCAFEE INC COM 579064106 893 22,000 SH DEFINED 01 22,000
MCDONALDS CORP COM 580135101 10,046 161,000 SH DEFINED 01 161,000
MCGRAW HILL COS INC COM 580645109 1,474 44,000 SH DEFINED 01 44,000
MCKESSON CORP COM 58155Q103 2,437 39,000 SH DEFINED 01 39,000
MEDCO HEALTH SOLUTIONS COM 58405U102 6,071 95,000 SH DEFINED 01 95,000
MEDTRONIC INC COM 585055106 6,812 155,000 SH DEFINED 01 155,000
MELCO CROWN ENTERTAINMENT ADR 585464100 3,360 1,000,000 SH DEFINED 01 1,000,000
MEMC ELECTR MATLS INC COM 552715104 436 32,000 SH DEFINED 01 32,000
MERCK + CO INC NEW COM 58933Y105 15,087 413,334 SH DEFINED 01 413,334
METLIFE INC COM 59156R108 4,596 130,000 SH DEFINED 01 130,000
METROPCS COMMUNICATIONS COM 591708102 20,072 2,630,613 SH SOLE 2,630,613
MICRON TECHNOLOGY INC COM 595112103 1,205 114,000 SH DEFINED 01 114,000
MICROSOFT CORP COM 594918104 32,614 1,070,000 SH DEFINED 01 1,070,000
MINDRAY MED INTL LTD ADR 602675100 9,837 290,000 SH DEFINED 01 290,000
MONSANTO CO NEW COM 61166W101 6,131 75,000 SH DEFINED 01 75,000
MORGAN STANLEY COM 617446448 5,236 177,000 SH DEFINED 01 177,000
MOTOROLA INC COM 620076109 2,868 370,000 SH DEFINED 01 370,000
MURPHY OIL CORP COM 626717102 1,409 26,000 SH DEFINED 01 26,000
NATIONAL OILWELL VARCO COM 637071101 3,307 75,000 SH DEFINED 01 75,000
NETAPP INC COM 64110D104 2,405 70,000 SH DEFINED 01 70,000
NEW ORIENTAL TECHNOLOGY ADR 647581107 8,317 110,000 SH DEFINED 01 110,000
NEWMONT MNG CORP COM 651639106 4,778 101,000 SH DEFINED 01 101,000
NEWS CORP COM 65248E203 4,741 298,000 SH DEFINED 01 298,000
NIKE INC COM 654106103 4,426 67,000 SH DEFINED 01 67,000
NORFOLK SOUTHN CORP COM 655844108 4,819 92,000 SH DEFINED 01 92,000
NORTHERN TRUST CORP COM 665859104 2,777 53,000 SH DEFINED 01 53,000
NORTHROP GRUMMAN CORP COM 666807102 2,511 45,000 SH DEFINED 01 45,000
NOVELL INC COM 670006105 830 200,000 SH DEFINED 01 200,000
NUCOR CORP COM 670346105 2,566 55,000 SH DEFINED 01 55,000
NVIDIA CORP COM 67066G104 1,474 79,000 SH DEFINED 01 79,000
NYSE EURONEXT COM 629491101 1,971 78,000 SH DEFINED 01 78,000
OCCIDENTAL PETE CORP COM 674599105 9,102 112,000 SH DEFINED 01 112,000
OMNICOM GROUP COM 681919106 1,723 44,000 SH DEFINED 01 44,000
ORACLE CORP COM 68389X105 14,847 605,000 SH DEFINED 01 605,000
PACCAR INC COM 693718108 1,814 50,000 SH DEFINED 01 50,000
PARKER HANNIFIN CORP COM 701094104 1,238 23,000 SH DEFINED 01 23,000
PAYCHEX INC COM 704326107 1,379 45,000 SH DEFINED 01 45,000
PEABODY ENERGY CORP COM 704549104 2,933 65,000 SH DEFINED 01 65,000
PEPSI BOTTLING GROUP INC COM 713409100 750 20,000 SH DEFINED 01 20,000
PEPSICO INC COM 713448108 13,187 217,000 SH DEFINED 01 217,000
PETROLEO BRASILEIRO SA ADR 71654V408 4,288 90,000 SH DEFINED 01 90,000
PFIZER INC COM 717081103 21,596 1,187,270 SH DEFINED 01 1,187,270
PG+E CORP COM 69331C108 2,813 63,000 SH DEFINED 01 63,000
PHILIP MORRIS INTL ORD COM 718172109 15,257 317,000 SH DEFINED 01 317,000
PHOENIX COMPANIES COM 71902E109 283 101,817 SH SOLE 101,817
PITNEY BOWES INC COM 724479100 660 29,000 SH DEFINED 01 29,000
PNC FINL SVCS GROUP INC COM 693475105 2,640 50,000 SH DEFINED 01 50,000
POLO RALPH LAUREN CORP COM 731572103 648 8,000 SH DEFINED 01 8,000
PPG INDS INC COM 693506107 1,346 23,000 SH DEFINED 01 23,000
PPL CORP COM 69351T106 1,712 53,000 SH DEFINED 01 53,000
PRAXAIR INC COM 74005P104 4,096 51,000 SH DEFINED 01 51,000
PRECISION CASTPARTS CORP COM 740189105 1,876 17,000 SH DEFINED 01 17,000
PRICE T ROWE GROUP INC COM 74144T108 2,396 45,000 SH DEFINED 01 45,000
PRICELINE COM INC COM 741503403 1,309 6,000 SH DEFINED 01 6,000
PRINCIPAL FINANCIAL GROUP COM 74251V102 1,202 50,000 SH DEFINED 01 50,000
PROCTER AND GAMBLE CO COM 742718109 25,755 425,000 SH DEFINED 01 425,000
PROGRESS ENERGY INC COM 743263105 1,517 37,000 SH DEFINED 01 37,000
PROGRESSIVE CORP OHIO COM 743315103 1,707 95,000 SH DEFINED 01 95,000
PRUDENTIAL FINL INC COM 744320102 2,985 60,000 SH DEFINED 01 60,000
PUBLIC SVC ENTERPRISE COM 744573106 2,660 80,000 SH DEFINED 01 80,000
PULTE HOMES INC COM 745867101 1,650 165,000 SH DEFINED 01 165,000
QUALCOMM INC COM 747525103 11,287 244,000 SH DEFINED 01 244,000
QUEST DIAGNOSTICS INC COM 74834L100 1,328 22,000 SH DEFINED 01 22,000
QUESTAR CORP COM 748356102 1,038 25,000 SH DEFINED 01 25,000
QWEST COMMUNICATIONS INTL COM 749121109 937 223,000 SH DEFINED 01 223,000
RANGE RES CORP COM 75281A109 2,366 47,500 SH DEFINED 01 47,500
RAYTHEON CO COM 755111507 2,061 40,000 SH DEFINED 01 40,000
REGIONS FINL CORP NEW COM 7591EP100 1,270 240,000 SH DEFINED 01 240,000
ROCKWELL COLLINS INC COM 774341101 1,217 22,000 SH DEFINED 01 22,000
ROWAN COMPANIES INC COM 779382100 1,019 45,000 SH DEFINED 01 45,000
SCHLUMBERGER LTD COM 806857108 12,042 185,000 SH DEFINED 01 185,000
SCHWAB CHARLES CORP COM 808513105 3,086 164,000 SH DEFINED 01 164,000
SEMPRA ENERGY COM 816851109 2,575 46,000 SH DEFINED 01 46,000
SIGMA ALDRICH COM 826552101 910 18,000 SH DEFINED 01 18,000
SIMON PPTY GROUP INC NEW COM 828806109 2,695 33,774 SH DEFINED 01 33,774
SLM CORP COM 78442P106 2,254 200,000 SH DEFINED 01 200,000
SMITH INTL INC COM 832110100 868 32,000 SH DEFINED 01 32,000
SOHU COM INC COM 83408W103 8,306 145,000 SH DEFINED 01 145,000
SOUTHERN CO COM 842587107 2,497 75,000 SH DEFINED 01 75,000
SOUTHWESTERN ENERGY CO COM 845467109 3,856 80,000 SH DEFINED 01 80,000
SPECTRA ENERGY CORP COM 847560109 1,743 85,000 SH DEFINED 01 85,000
SPRINT NEXTEL CORP COM 852061100 2,562 700,000 SH DEFINED 01 700,000
ST JUDE MED INC COM 790849103 1,838 50,000 SH DEFINED 01 50,000
STANLEY WORKS COM 854616109 618 12,000 SH DEFINED 01 12,000
STAPLES INC COM 855030102 2,433 99,000 SH DEFINED 01 99,000
STARWOOD HOTELS + RESORTS COM 85590A401 951 26,000 SH DEFINED 01 26,000
STATE STREET CORPORATION COM 857477103 3,048 70,000 SH DEFINED 01 70,000
STRYKER CORP COM 863667101 1,763 35,000 SH DEFINED 01 35,000
SUN MICROSYSTEMS INC COM 866810203 880 94,000 SH DEFINED 01 94,000
SUNTRUST BKS INC COM 867914103 1,500 74,000 SH DEFINED 01 74,000
SYMANTEC CORP COM 871503108 3,399 190,000 SH DEFINED 01 190,000
SYSCO CORP COM 871829107 2,344 84,000 SH DEFINED 01 84,000
TAIWAN GTR CHINA FD COM 874037104 362 57,103 SH DEFINED 01 57,103
TARGET CORP COM 87612E106 4,980 103,000 SH DEFINED 01 103,000
TELE NORTE LESTE PARTIC ADR 879246106 331 15,500 SH DEFINED 01 15,500
TELEFONOS DE MEXICO S A ADR 879403707 1,571 95,000 SH DEFINED 01 95,000
TELEFONOS DE MEXICO S A ADR 879403780 1,923 116,000 SH DEFINED 01 116,000
TELEMEX INTERNATIONAL SAB ADR 879690105 2,057 116,000 SH DEFINED 01 116,000
TELMEX INTERNACIONAL SAB ADR 879690204 1,664 95,000 SH DEFINED 01 95,000
TENET HEALTHCARE CORP COM 88033G100 1,471 273,000 SH DEFINED 01 273,000
TEXAS INSTRS INC COM 882508104 4,555 175,000 SH DEFINED 01 175,000
THERMO FISHER SCIENTIFIC COM 883556102 2,811 59,000 SH DEFINED 01 59,000
TIFFANY + CO NEW COM 886547108 816 19,000 SH DEFINED 01 19,000
TIME WARNER CABLE INC COM 88732J207 1,719 41,536 SH DEFINED 01 41,536
TIME WARNER INC COM 887317303 4,842 166,333 SH DEFINED 01 166,333
TJX COS INC NEW COM 872540109 3,106 85,000 SH DEFINED 01 85,000
TRAVELERS COS INC COM 89417E109 5,334 107,000 SH DEFINED 01 107,000
UNION PAC CORP COM 907818108 4,469 70,000 SH DEFINED 01 70,000
UNITED PARCEL SVC INC COM 911312106 7,910 138,000 SH DEFINED 01 138,000
UNITED STS STL CORP NEW COM 912909108 2,756 50,000 SH DEFINED 01 50,000
UNITED TECHNOLOGIES CORP COM 913017109 8,876 128,000 SH DEFINED 01 128,000
UNITEDHEALTH GROUP INC COM 91324P102 5,728 188,000 SH DEFINED 01 188,000
UNUM GROUP COM 91529Y106 878 45,000 SH DEFINED 01 45,000
US BANCORP DEL COM 902973304 5,980 266,000 SH DEFINED 01 266,000
V F CORP COM 918204108 1,465 20,000 SH DEFINED 01 20,000
VALE SA ADR 91912E105 4,787 165,000 SH DEFINED 01 165,000
VALERO ENERGY CORP COM 91913Y100 1,658 99,000 SH DEFINED 01 99,000
VERISIGN INC COM 92343E102 703 29,000 SH DEFINED 01 29,000
VERIZON COMMUNICATIONS COM 92343V104 14,113 426,000 SH DEFINED 01 426,000
VIACOM INC NEW COM 92553P201 2,583 87,000 SH DEFINED 01 87,000
VISA INC COM 92826C839 5,325 61,000 SH DEFINED 01 61,000
VULCAN MATLS CO COM 929160109 685 13,000 SH DEFINED 01 13,000
WAL MART STORES INC COM 931142103 16,617 311,000 SH DEFINED 01 311,000
WALGREEN CO COM 931422109 5,062 138,000 SH DEFINED 01 138,000
WASTE MGMT INC DEL COM 94106L109 3,415 101,000 SH DEFINED 01 101,000
WATERS CORP COM 941848103 929 15,000 SH DEFINED 01 15,000
WELLPOINT INC COM 94973V107 4,656 80,000 SH DEFINED 01 80,000
WELLS FARGO + CO COM 949746101 16,703 620,000 SH DEFINED 01 620,000
WESTERN UN CO COM 959802109 1,922 102,000 SH DEFINED 01 102,000
WEYERHAEUSER CO COM 962166104 1,336 31,000 SH DEFINED 01 31,000
WHIRLPOOL CORP COM 963320106 887 11,000 SH DEFINED 01 11,000
WILLIAMS COS INC COM 969457100 2,464 117,000 SH DEFINED 01 117,000
WINDSTREAM CORP COM 97381W104 681 62,000 SH DEFINED 01 62,000
WISCONSIN ENERGY CORP COM 976657106 847 17,000 SH DEFINED 01 17,000
XCEL ENERGY INC COM 98389B100 1,358 64,000 SH DEFINED 01 64,000
XEROX CORP COM 984121103 2,194 260,000 SH DEFINED 01 260,000
XILINX INC COM 983919101 977 39,000 SH DEFINED 01 39,000
XL CAPITAL LTD COM G98255105 1,832 100,000 SH DEFINED 01 100,000
XTO ENERGY INC COM 98385X106 5,579 120,000 SH DEFINED 01 120,000
YAHOO INC COM 984332106 4,531 270,000 SH DEFINED 01 270,000
YUM BRANDS INC COM 988498101 2,272 65,000 SH DEFINED 01 65,000
ZIMMER HOLDINGS INC COM 98956P102 3,072 52,000 SH DEFINED 01 52,000
1,617,474