UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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 7th May 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: $ 1,371,568
------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the manager filing this
report.
No. Form 13F File Number Name
01 28-05357 BP Investment Management Limited
BP P.L.C.
FORM 13F INFORMATION TABLE
MARCH 31, 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 5,755 116,000 SH DEFINED 01 116,000
ABBOTT LABS COM 002824100 12,974 272,000 SH DEFINED 01 272,000
ABERCROMBIE + FITCH CO COM 002896207 380 16,000 SH DEFINED 01 16,000
ACE LIMITED COM H0023R105 1,656 41,000 SH DEFINED 01 41,000
ACTIVISION BLIZZARD INC COM 00507V109 732 70,000 SH DEFINED 01 70,000
ADOBE SYS INC COM 00724F101 1,942 91,000 SH DEFINED 01 91,000
AES CORP COM 00130H105 661 114,000 SH DEFINED 01 114,000
AFLAC INC COM 001055102 2,217 115,000 SH DEFINED 01 115,000
AGILENT TECHNOLOGIES INC COM 00846U101 935 61,000 SH DEFINED 01 61,000
AIR PRODS + CHEMS INC COM 009158106 2,639 47,000 SH DEFINED 01 47,000
ALCOA INC COM 013817101 1,679 230,000 SH DEFINED 01 230,000
ALLEGHENY ENERGY INC COM 017361106 1,110 48,000 SH DEFINED 01 48,000
ALLEGHENY TECHNOLOGIES COM 01741R102 831 38,000 SH DEFINED 01 38,000
ALLERGAN INC COM 018490102 2,479 52,000 SH DEFINED 01 52,000
ALLSTATE CORP COM 020002101 1,743 91,000 SH DEFINED 01 91,000
ALTERA CORP COM 021441100 1,573 90,000 SH DEFINED 01 90,000
ALTRIA GROUP INC COM 02209S103 6,807 426,000 SH DEFINED 01 426,000
AMAZON COM INC COM 023135106 2,202 30,000 SH DEFINED 01 30,000
AMEREN CORP COM 023608102 856 37,000 SH DEFINED 01 37,000
AMERICA MOVIL S A DE C V ADR 02364W204 7,980 300,000 SH DEFINED 01 300,000
AMERICA MOVIL SAB DE CV ADR 02364W105 2,708 100,000 SH DEFINED 01 100,000
AMERICAN ELEC PWR INC COM 025537101 2,728 108,000 SH DEFINED 01 108,000
AMERICAN EXPRESS CO COM 025816109 2,249 165,000 SH DEFINED 01 165,000
AMERICAN TOWER CORP COM 029912201 2,732 90,000 SH DEFINED 01 90,000
AMERIPRISE FINL INC COM 03076C106 757 37,000 SH DEFINED 01 37,000
AMERISOURCEBERGEN CORP COM 03073E105 882 27,000 SH DEFINED 01 27,000
AMGEN INC COM 031162100 8,733 177,000 SH DEFINED 01 177,000
AMPHENOL CORP NEW COM 032095101 1,280 45,000 SH DEFINED 01 45,000
ANADARKO PETE CORP COM 032511107 3,648 94,000 SH DEFINED 01 94,000
AON CORP COM 037389103 3,060 75,000 SH DEFINED 01 75,000
APACHE CORP COM 037411105 3,578 56,000 SH DEFINED 01 56,000
APPLE INC COM 037833100 14,808 141,000 SH DEFINED 01 141,000
APPLIED MATERIALS INC COM 038222105 2,683 250,000 SH DEFINED 01 250,000
ARCH CAP GROUP LTD COM G0450A105 1,529 28,400 SH DEFINED 01 28,400
ARCHER DANIELS MIDLAND CO COM 039483102 2,998 108,000 SH DEFINED 01 108,000
AT+T INC COM 00206R102 24,778 986,000 SH DEFINED 01 986,000
AUTOMATIC DATA PROCESSING COM 053015103 3,578 102,000 SH DEFINED 01 102,000
AUTOZONE INC COM 053332102 1,219 7,500 SH DEFINED 01 7,500
AVON PRODS INC COM 054303102 1,343 70,000 SH DEFINED 01 70,000
BAKER HUGHES INC COM 057224107 2,364 83,000 SH DEFINED 01 83,000
BANCO BRADESCO SA ADR 059460303 1,040 105,000 SH DEFINED 01 105,000
BANK AMER CORP COM 060505104 7,944 1,170,000 SH DEFINED 01 1,170,000
BANK NEW YORK MELLON CORP COM 064058100 6,829 242,000 SH DEFINED 01 242,000
BARD C R INC COM 067383109 1,354 17,000 SH DEFINED 01 17,000
BAXTER INTL INC COM 071813109 6,551 128,000 SH DEFINED 01 128,000
BB+T CORP COM 054937107 1,572 93,000 SH DEFINED 01 93,000
BECTON DICKINSON + CO COM 075887109 2,752 41,000 SH DEFINED 01 41,000
BED BATH + BEYOND INC COM 075896100 1,112 45,000 SH DEFINED 01 45,000
BEST BUY CO INC COM 086516101 2,196 58,000 SH DEFINED 01 58,000
BIOGEN IDEC INC COM 09062X103 3,139 60,000 SH DEFINED 01 60,000
BLACK + DECKER CORP COM 091797100 347 11,000 SH DEFINED 01 11,000
BLOCK H + R INC COM 093671105 1,035 57,000 SH DEFINED 01 57,000
BMC SOFTWARE INC COM 055921100 1,879 57,000 SH DEFINED 01 57,000
BOEING CO COM 097023105 4,357 123,000 SH DEFINED 01 123,000
BOSTON SCIENTIFIC CORP COM 101137107 2,025 255,000 SH DEFINED 01 255,000
BRISTOL MYERS SQUIBB CO COM 110122108 8,408 385,000 SH DEFINED 01 385,000
BROADCOM CORP COM 111320107 1,495 75,000 SH DEFINED 01 75,000
BURLINGTON NORTHN SANTAFE COM 12189T104 2,827 47,000 SH DEFINED 01 47,000
C H ROBINSON WORLDWIDE COM 12541W209 1,319 29,000 SH DEFINED 01 29,000
CA INC COM 12673P105 1,195 68,000 SH DEFINED 01 68,000
CABOT OIL + GAS CORP COM 127097103 1,179 50,000 SH DEFINED 01 50,000
CARDINAL HEALTH INC COM 14149Y108 1,916 61,000 SH DEFINED 01 61,000
CARNIVAL CORP COM 143658300 2,157 100,000 SH DEFINED 01 100,000
CATERPILLAR INC COM 149123101 3,240 116,000 SH DEFINED 01 116,000
CELGENE CORP COM 151020104 4,524 102,000 SH DEFINED 01 102,000
CEMEX S.A.B DE C.C ADR ADR 151290889 1,686 269,788 SH DEFINED 01 269,788
CENTERPOINT ENERGY INC COM 15189T107 1,135 109,000 SH DEFINED 01 109,000
CENTEX CORP COM 152312104 300 40,000 SH DEFINED 01 40,000
CHESAPEAKE ENERGY CORP COM 165167107 2,824 166,000 SH DEFINED 01 166,000
CHEVRON CORP COM 166764100 23,933 357,000 SH DEFINED 01 357,000
CHUBB CORP COM 171232101 3,088 73,000 SH DEFINED 01 73,000
CISCO SYS INC COM 17275R102 17,684 1,057,000 SH DEFINED 01 1,057,000
CITIGROUP INC COM 172967101 1,638 650,000 SH DEFINED 01 650,000
CITRIX SYS INC COM 177376100 713 31,531 SH DEFINED 01 31,531
CME GROUP INC COM 12572Q105 3,203 13,000 SH DEFINED 01 13,000
COACH INC COM 189754104 967 58,000 SH DEFINED 01 58,000
COCA COLA CO COM 191216100 14,632 333,000 SH DEFINED 01 333,000
COCA COLA ENTERPRISES INC COM 191219104 765 58,000 SH DEFINED 01 58,000
COGNIZANT TECHNOLOGY COM 192446102 1,725 83,000 SH DEFINED 01 83,000
COLGATE PALMOLIVE CO COM 194162103 5,009 85,000 SH DEFINED 01 85,000
COMCAST CORP NEW COM 20030N101 7,142 524,000 SH DEFINED 01 524,000
COMERICA INC COM 200340107 494 27,000 SH DEFINED 01 27,000
COMPANHIA DE BEBIDAS DAS ADR 20441W203 618 13,000 SH DEFINED 01 13,000
COMPANHIA SIDERURGICANATL ADR 20440W105 485 32,700 SH DEFINED 01 32,700
COMPANHIA VALE DO RIODOCE ADR 204412209 2,195 165,000 SH DEFINED 01 165,000
COMPUTER SCIENCES CORP COM 205363104 955 26,000 SH DEFINED 01 26,000
CONAGRA INC COM 205887102 1,282 76,000 SH DEFINED 01 76,000
CONOCOPHILLIPS COM 20825C104 9,279 237,000 SH DEFINED 01 237,000
CONSOL ENERGY INC COM 20854P109 1,057 42,000 SH DEFINED 01 42,000
CORNING INC COM 219350105 3,509 265,000 SH DEFINED 01 265,000
COSTCO WHSL CORP NEW COM 22160K105 3,380 73,000 SH DEFINED 01 73,000
COVENTRY HEALTH CARE INC COM 222862104 362 28,000 SH DEFINED 01 28,000
COVIDIEN LTD COM G2552X108 3,950 119,000 SH DEFINED 01 119,000
CSX CORP COM 126408103 1,729 67,000 SH DEFINED 01 67,000
CTRIP COM INTL ADR ADR 22943F100 7,666 280,000 SH DEFINED 01 280,000
CUMMINS INC COM 231021106 889 35,000 SH DEFINED 01 35,000
CVS CAREMARK CORP COM 126650100 6,638 242,000 SH DEFINED 01 242,000
D R HORTON INC COM 23331A109 619 64,000 SH DEFINED 01 64,000
DANAHER CORP COM 235851102 2,977 55,000 SH DEFINED 01 55,000
DEERE + CO COM 244199105 2,362 72,000 SH DEFINED 01 72,000
DELL INC COM 24702R101 1,644 174,000 SH DEFINED 01 174,000
DENISON MINES CORP COM 248356107 22 30,240 SH DEFINED 01 30,240
DEVON ENERGY CORPORATION COM 25179M103 3,254 73,000 SH DEFINED 01 73,000
DIRECTV GROUP INC COM 25459L106 3,367 148,000 SH DEFINED 01 148,000
DISNEY WALT CO COM 254687106 6,168 340,000 SH DEFINED 01 340,000
DOMINION RES INC VA NEW COM 25746U109 2,446 79,000 SH DEFINED 01 79,000
DONNELLEY R R + SONS CO COM 257867101 462 63,000 SH DEFINED 01 63,000
DOVER CORP COM 260003108 871 33,000 SH DEFINED 01 33,000
DOW CHEM CO COM 260543103 1,304 155,000 SH DEFINED 01 155,000
DTE ENERGY CO COM 233331107 774 28,000 SH DEFINED 01 28,000
DU PONT E I DE NEMOURS+CO COM 263534109 3,388 152,000 SH DEFINED 01 152,000
DUKE ENERGY HLDG CORP COM 26441C105 3,046 213,000 SH DEFINED 01 213,000
DYNEGY INC DEL COM 26817G102 137 100,000 SH DEFINED 01 100,000
EBAY INC COM 278642103 2,266 181,000 SH DEFINED 01 181,000
ECOLAB INC COM 278865100 1,007 29,000 SH DEFINED 01 29,000
EDISON INTL COM 281020107 2,130 74,000 SH DEFINED 01 74,000
EL PASO CORP COM 28336L109 1,269 203,000 SH DEFINED 01 203,000
ELECTRONIC ARTS INC COM 285512109 1,000 55,000 SH DEFINED 01 55,000
EMBARQ CORP COM 29078E105 1,698 45,000 SH DEFINED 01 45,000
EMBRAER EMPRESABRASILEIRA ADR 29081M102 132 10,000 SH DEFINED 01 10,000
EMC CORP COM 268648102 5,121 450,000 SH DEFINED 01 450,000
EMERSON ELEC CO COM 291011104 4,198 147,000 SH DEFINED 01 147,000
ENSCO INTL INC COM 26874Q100 646 24,500 SH DEFINED 01 24,500
ENTERGY CORP NEW COM 29364G103 2,175 32,000 SH DEFINED 01 32,000
EOG RESOURCES INC COM 26875P101 3,391 62,000 SH DEFINED 01 62,000
EQT CORP COM 26884L109 627 20,000 SH DEFINED 01 20,000
EQUIFAX INC COM 294429105 1,147 47,000 SH DEFINED 01 47,000
EXELON CORP COM 30161N101 4,986 110,000 SH DEFINED 01 110,000
EXPRESS SCRIPTS INC COM 302182100 2,995 65,000 SH DEFINED 01 65,000
EXXON MOBIL CORP COM 30231G102 57,028 840,000 SH DEFINED 01 840,000
FAMILY DLR STORES INC COM 307000109 700 21,000 SH DEFINED 01 21,000
FEDEX CORP COM 31428X106 2,313 52,000 SH DEFINED 01 52,000
FIFTH THIRD BANCORP COM 316773100 303 104,000 SH DEFINED 01 104,000
FIRST HORIZON NATL CORP COM 320517105 375 35,000 SH DEFINED 01 35,000
FIRSTENERGY CORP COM 337932107 2,005 52,000 SH DEFINED 01 52,000
FISERV INC COM 337738108 1,961 54,000 SH DEFINED 01 54,000
FLUOR CORP NEW COM 343412102 1,520 44,000 SH DEFINED 01 44,000
FOMENTO ECONOMICOMEXICANO ADR 344419106 2,806 111,300 SH DEFINED 01 111,300
FOREST LABS INC COM 345838106 1,141 52,000 SH DEFINED 01 52,000
FOSTER WHEELER AG COM H27178104 454 26,000 SH DEFINED 01 26,000
FPL GROUP INC COM 302571104 4,154 82,000 SH DEFINED 01 82,000
FRANKLIN RES INC COM 354613101 1,939 36,000 SH DEFINED 01 36,000
FREEPORTMCMORANCOPPERGOLD COM 35671D857 2,436 64,000 SH DEFINED 01 64,000
FRONTIER COMMUNICATIONS COM 35906A108 422 59,000 SH DEFINED 01 59,000
GAP INC COM 364760108 1,689 130,000 SH DEFINED 01 130,000
GENERAL DYNAMICS CORP COM 369550108 3,202 77,000 SH DEFINED 01 77,000
GENERAL ELEC CO COM 369604103 17,753 1,756,000 SH DEFINED 01 1,756,000
GENERAL MLS INC COM 370334104 2,788 56,000 SH DEFINED 01 56,000
GENUINE PARTS CO COM 372460105 834 28,000 SH DEFINED 01 28,000
GENZYME CORP COM 372917104 3,324 56,000 SH DEFINED 01 56,000
GILEAD SCIENCES INC COM 375558103 8,380 181,000 SH DEFINED 01 181,000
GOLDMAN SACHS GROUP INC COM 38141G104 7,845 74,000 SH DEFINED 01 74,000
GOOGLE INC COM 38259P508 14,066 40,500 SH DEFINED 01 40,500
GRAINGER W W INC COM 384802104 1,962 28,000 SH DEFINED 01 28,000
GRUPO TELEVISION SA DE CV ADR 40049J206 2,114 155,000 SH DEFINED 01 155,000
HALLIBURTON CO COM 406216101 3,368 218,000 SH DEFINED 01 218,000
HARLEY DAVIDSON INC COM 412822108 548 41,000 SH DEFINED 01 41,000
HARSCO CORP COM 415864107 453 20,500 SH DEFINED 01 20,500
HASBRO INC COM 418056107 552 22,000 SH DEFINED 01 22,000
HEINZ H J CO COM 423074103 2,279 69,000 SH DEFINED 01 69,000
HELLENICTELECOMMUNICATION ADR 423325307 210 27,778 SH DEFINED 01 27,778
HERSHEY CO / THE COM 427866108 1,005 29,000 SH DEFINED 01 29,000
HESS CORP COM 42809H107 3,683 68,000 SH DEFINED 01 68,000
HEWLETT PACKARD CO COM 428236103 14,203 443,000 SH DEFINED 01 443,000
HOME DEPOT INC COM 437076102 7,298 312,000 SH DEFINED 01 312,000
HONEYWELL INTL INC COM 438516106 4,451 160,000 SH DEFINED 01 160,000
HOSPIRA INC COM 441060100 864 28,000 SH DEFINED 01 28,000
HUDSON CITY BANCORP INC COM 443683107 1,049 90,000 SH DEFINED 01 90,000
ILLINOIS TOOL WKS INC COM 452308109 2,618 85,000 SH DEFINED 01 85,000
INGERSOLL RAND COMPANY COM G4776G101 771 56,050 SH DEFINED 01 56,050
INTEL CORP COM 458140100 16,037 1,067,000 SH DEFINED 01 1,067,000
INTERCONTINENTAL EXCHANGE COM 45865V100 94,436 1,268,110 SH SOLE 1,268,110
IBM COM 459200101 23,832 246,000 SH DEFINED 01 246,000
INTERNATIONAL PAPER CO COM 460146103 528 75,000 SH DEFINED 01 75,000
INTERPUBLIC GROUP COS INC COM 460690100 349 85,000 SH DEFINED 01 85,000
INTUIT COM 461202103 2,024 75,000 SH DEFINED 01 75,000
ISHARES TR COM 464287564 4,148 152,000 SH DEFINED 01 152,000
ITT CORP NEW COM 450911102 2,191 57,000 SH DEFINED 01 57,000
J C PENNEY INC COM 708160106 661 33,000 SH DEFINED 01 33,000
JOHNSON + JOHNSON COM 478160104 24,445 465,000 SH DEFINED 01 465,000
JOHNSON CTLS INC COM 478366107 1,211 101,000 SH DEFINED 01 101,000
JOY GLOBAL INC COM 481165108 574 27,000 SH DEFINED 01 27,000
JPMORGAN CHASE + CO COM 46625H100 18,313 690,000 SH DEFINED 01 690,000
JUNIPER NETWORKS INC COM 48203R104 1,370 91,000 SH DEFINED 01 91,000
KB HOME COM 48666K109 382 29,000 SH DEFINED 01 29,000
KELLOGG CO COM 487836108 1,573 43,000 SH DEFINED 01 43,000
KEYCORP NEW COM 493267108 658 84,000 SH DEFINED 01 84,000
KIMBERLY CLARK CORP COM 494368103 3,221 70,000 SH DEFINED 01 70,000
KLA TENCOR CORP COM 482480100 679 34,000 SH DEFINED 01 34,000
KOHLS CORP COM 500255104 2,156 51,000 SH DEFINED 01 51,000
KRAFT FOODS INC COM 50075N104 5,496 247,000 SH DEFINED 01 247,000
KROGER CO COM 501044101 2,349 111,000 SH DEFINED 01 111,000
L 3 COMMUNICATIONS HLDG COM 502424104 1,963 29,000 SH DEFINED 01 29,000
LAUDER ESTEE COS INC COM 518439104 838 34,000 SH DEFINED 01 34,000
LEUCADIA NATL CORP COM 527288104 476 32,000 SH DEFINED 01 32,000
LG DISPLAY CO LTD ADR 50186V102 1,789 175,000 SH DEFINED 01 175,000
LIBERTY MEDIA CORP NEW COM 53071M500 678 34,000 SH DEFINED 01 34,000
LILLY ELI + CO COM 532457108 5,603 168,000 SH DEFINED 01 168,000
LIMITED BRANDS INC COM 532716107 434 50,000 SH DEFINED 01 50,000
LINCOLN NATL CORP IN COM 534187109 287 43,000 SH DEFINED 01 43,000
LINEAR TECHNOLOGY CORP COM 535678106 896 39,000 SH DEFINED 01 39,000
LOCKHEED MARTIN CORP COM 539830109 4,413 64,000 SH DEFINED 01 64,000
LOEWS CORP COM 540424108 1,373 62,147 SH DEFINED 01 62,147
LORILLARD INC COM 544147101 2,453 39,797 SH DEFINED 01 39,797
LOWES COS INC COM 548661107 4,475 246,000 SH DEFINED 01 246,000
M + T BK CORP COM 55261F104 1,217 27,000 SH DEFINED 01 27,000
MACYS INC COM 55616P104 1,200 135,000 SH DEFINED 01 135,000
MAGELLAN MIDSTREAMHOLDING COM 55907R108 578 33,048 SH SOLE 33,048
MARATHON OIL CORP COM 565849106 3,126 119,000 SH DEFINED 01 119,000
MARRIOTT INTL INC NEW COM 571903202 818 50,000 SH DEFINED 01 50,000
MARSH + MCLENNAN COS INC COM 571748102 2,347 116,000 SH DEFINED 01 116,000
MARSHALL + ILSLEY CORP COM 571837103 246 44,000 SH DEFINED 01 44,000
MASTERCARD INC COM 57636Q104 2,088 12,500 SH DEFINED 01 12,500
MATTEL INC COM 577081102 738 64,000 SH DEFINED 01 64,000
MCAFEE INC COM 579064106 905 27,000 SH DEFINED 01 27,000
MCDONALDS CORP COM 580135101 10,192 187,000 SH DEFINED 01 187,000
MCGRAW HILL COS INC COM 580645109 1,212 53,000 SH DEFINED 01 53,000
MCKESSON CORP COM 58155Q103 1,645 47,000 SH DEFINED 01 47,000
MEDCO HEALTH SOLUTIONS COM 58405U102 4,746 115,000 SH DEFINED 01 115,000
MEDTRONIC INC COM 585055106 5,537 188,000 SH DEFINED 01 188,000
MEMC ELECTR MATLS INC COM 552715104 642 39,000 SH DEFINED 01 39,000
MERCK + CO INC COM 589331107 9,479 355,000 SH DEFINED 01 355,000
METLIFE INC COM 59156R108 3,028 133,000 SH DEFINED 01 133,000
METROPCS COMMUNICATIONS COM 591708102 44,931 2,630,613 SH SOLE 2,630,613
MICRON TECHNOLOGY INC COM 595112103 558 138,000 SH DEFINED 01 138,000
MICROSOFT CORP COM 594918104 23,737 1,295,000 SH DEFINED 01 1,295,000
MINDRAY MED INTL LTD ADR 602675100 7,404 400,000 SH DEFINED 01 400,000
MONSANTO CO NEW COM 61166W101 8,636 104,000 SH DEFINED 01 104,000
MOODYS CORP COM 615369105 801 35,000 SH DEFINED 01 35,000
MORGAN STANLEY COM 617446448 4,856 214,000 SH DEFINED 01 214,000
MOTOROLA INC COM 620076109 1,593 381,000 SH DEFINED 01 381,000
MURPHY OIL CORP COM 626717102 2,054 46,000 SH DEFINED 01 46,000
NATIONAL OILWELL VARCO COM 637071101 2,033 71,000 SH DEFINED 01 71,000
NETAPP INC COM 64110D104 857 58,000 SH DEFINED 01 58,000
NEW ORIENTAL EDTECHNOLOGY ADR 647581107 7,538 150,000 SH DEFINED 01 150,000
NEWMONT MNG CORP COM 651639106 4,915 110,000 SH DEFINED 01 110,000
NEWS CORP COM 65248E203 2,761 360,000 SH DEFINED 01 360,000
NIKE INC COM 654106103 3,091 66,000 SH DEFINED 01 66,000
NORDSTROM INC COM 655664100 468 28,000 SH DEFINED 01 28,000
NORFOLK SOUTHN CORP COM 655844108 2,122 63,000 SH DEFINED 01 63,000
NORTHERN TRUST CORP COM 665859104 2,095 35,000 SH DEFINED 01 35,000
NORTHROP GRUMMAN CORP COM 666807102 2,398 55,000 SH DEFINED 01 55,000
NUCOR CORP COM 670346105 2,553 67,000 SH DEFINED 01 67,000
NVIDIA CORP COM 67066G104 944 96,000 SH DEFINED 01 96,000
NYSE EURONEXT COM 629491101 1,038 58,000 SH DEFINED 01 58,000
OCCIDENTAL PETE CORP COM 674599105 8,845 159,000 SH DEFINED 01 159,000
OMNICOM GROUP COM 681919106 1,239 53,000 SH DEFINED 01 53,000
ORACLE CORP COM 68389X105 13,220 732,000 SH DEFINED 01 732,000
PACCAR INC COM 693718108 1,570 61,000 SH DEFINED 01 61,000
PARKER HANNIFIN CORP COM 701094104 949 28,000 SH DEFINED 01 28,000
PAYCHEX INC COM 704326107 1,410 55,000 SH DEFINED 01 55,000
PEABODY ENERGY CORP COM 704549104 1,978 79,000 SH DEFINED 01 79,000
PEPSI BOTTLING GROUP INC COM 713409100 531 24,000 SH DEFINED 01 24,000
PEPSICO INC COM 713448108 13,488 262,000 SH DEFINED 01 262,000
PETROLEO BRASILEIRO SA ADR 71654V408 3,808 125,000 SH DEFINED 01 125,000
PFIZER INC COM 717081103 15,363 1,128,000 SH DEFINED 01 1,128,000
PG+E CORP COM 69331C108 2,897 76,000 SH DEFINED 01 76,000
PHILIP MORRIS INTL ORD COM 718172109 13,640 384,000 SH DEFINED 01 384,000
PHOENIX COMPANIES COM 71902E109 119 101,817 SH SOLE 101,817
PITNEY BOWES INC COM 724479100 816 35,000 SH DEFINED 01 35,000
PNC FINL SVCS GROUP INC COM 693475105 2,476 85,000 SH DEFINED 01 85,000
POLO RALPH LAUREN CORP COM 731572103 423 10,000 SH DEFINED 01 10,000
PPG INDS INC COM 693506107 1,031 28,000 SH DEFINED 01 28,000
PPL CORP COM 69351T106 1,834 64,000 SH DEFINED 01 64,000
PRAXAIR INC COM 74005P104 4,165 62,000 SH DEFINED 01 62,000
PRECISION CASTPARTS CORP COM 740189105 1,194 20,000 SH DEFINED 01 20,000
PRICE T ROWE GROUP INC COM 74144T108 1,578 55,000 SH DEFINED 01 55,000
PRINCIPAL FINANCIAL GROUP COM 74251V102 359 44,000 SH DEFINED 01 44,000
PROCTER AND GAMBLE CO COM 742718109 23,176 493,000 SH DEFINED 01 493,000
PROGRESS ENERGY INC COM 743263105 1,629 45,000 SH DEFINED 01 45,000
PROGRESSIVE CORP OHIO COM 743315103 1,544 115,000 SH DEFINED 01 115,000
PRUDENTIAL FINL INC COM 744320102 1,385 73,000 SH DEFINED 01 73,000
PUBLIC SVC ENTERPRISE COM 744573106 2,855 97,000 SH DEFINED 01 97,000
PULTE HOMES INC COM 745867101 403 37,000 SH DEFINED 01 37,000
QUALCOMM INC COM 747525103 11,443 295,000 SH DEFINED 01 295,000
QUEST DIAGNOSTICS INC COM 74834L100 1,277 27,000 SH DEFINED 01 27,000
QUESTAR CORP COM 748356102 1,942 66,000 SH DEFINED 01 66,000
QWEST COMMUNICATIONS INTL COM 749121109 921 270,000 SH DEFINED 01 270,000
RANGE RES CORP COM 75281A109 1,397 34,000 SH DEFINED 01 34,000
RAYTHEON CO COM 755111507 3,187 82,000 SH DEFINED 01 82,000
ROCKWELL COLLINS INC COM 774341101 880 27,000 SH DEFINED 01 27,000
SAFEWAY INC COM 786514208 1,490 74,000 SH DEFINED 01 74,000
SCHERING PLOUGH CORP COM 806605101 6,436 274,000 SH DEFINED 01 274,000
SCHLUMBERGER LTD COM 806857108 8,754 216,000 SH DEFINED 01 216,000
SCHWAB CHARLES CORP COM 808513105 3,065 198,000 SH DEFINED 01 198,000
SEMPRA ENERGY COM 816851109 2,587 56,000 SH DEFINED 01 56,000
SIGMA ALDRICH COM 826552101 830 22,000 SH DEFINED 01 22,000
SIMON PPTY GROUP INC NEW COM 828806109 1,378 39,922 SH DEFINED 01 39,922
SMITH INTL INC COM 832110100 836 39,000 SH DEFINED 01 39,000
SOHU COM INC COM 83408W103 8,262 200,000 SH DEFINED 01 200,000
SOUTHERN CO COM 842587107 3,393 111,000 SH DEFINED 01 111,000
SOUTHWESTERN ENERGY CO COM 845467109 1,746 59,000 SH DEFINED 01 59,000
SPECTRA ENERGY CORP COM 847560109 1,454 103,000 SH DEFINED 01 103,000
SPRINT NEXTEL CORP COM 852061100 1,555 438,000 SH DEFINED 01 438,000
ST JUDE MED INC COM 790849103 2,865 79,000 SH DEFINED 01 79,000
STANLEY WORKS COM 854616109 436 15,000 SH DEFINED 01 15,000
STAPLES INC COM 855030102 2,173 120,000 SH DEFINED 01 120,000
STARWOOD HOTELS + RESORTS COM 85590A401 393 31,000 SH DEFINED 01 31,000
STATE STREET CORPORATION COM 857477103 2,242 73,000 SH DEFINED 01 73,000
STRYKER CORP COM 863667101 1,427 42,000 SH DEFINED 01 42,000
SUN MICROSYSTEMS INC COM 866810203 838 114,000 SH DEFINED 01 114,000
SUNTRUST BKS INC COM 867914103 704 60,000 SH DEFINED 01 60,000
SUPERVALU INC COM 868536103 542 38,000 SH DEFINED 01 38,000
SYMANTEC CORP COM 871503108 2,148 144,000 SH DEFINED 01 144,000
SYSCO CORP COM 871829107 2,326 102,000 SH DEFINED 01 102,000
TAIWAN GTR CHINA FD COM 874037104 276 73,905 SH DEFINED 01 73,905
TARGET CORP COM 87612E106 5,049 147,000 SH DEFINED 01 147,000
TELENORTELESTEPARTICIPACO ADR 879246106 215 15,500 SH DEFINED 01 15,500
TELEFONOS DE MEXICO S A ADR 879403707 1,424 95,000 SH DEFINED 01 95,000
TELEFONOS DE MEXICO S A ADR 879403780 1,740 116,000 SH DEFINED 01 116,000
TELEMEX INTERNATIONAL SAB ADR 879690105 1,064 116,000 SH DEFINED 01 116,000
TELMEX INTERNACIONAL SAB ADR 879690204 855 95,000 SH DEFINED 01 95,000
TENET HEALTHCARE CORP COM 88033G100 114 100,000 SH DEFINED 01 100,000
TEVA PHARMACEUTICAL INDS ADR 881624209 1,757 39,000 SH DEFINED 01 39,000
TEXAS INSTRS INC COM 882508104 2,966 180,000 SH DEFINED 01 180,000
THERMO FISHER SCIENTIFIC COM 883556102 3,847 108,000 SH DEFINED 01 108,000
TIFFANY + CO NEW COM 886547108 495 23,000 SH DEFINED 01 23,000
TIME WARNER CABLE INC COM 88732J207 1,253 50,536 SH DEFINED 01 50,536
TIME WARNER INC COM 887317303 3,888 201,333 SH DEFINED 01 201,333
TJX COS INC NEW COM 872540109 2,634 103,000 SH DEFINED 01 103,000
TORONTO DOMINION BK ONT COM 891160509 615 17,810 SH DEFINED 01 17,810
TRAVELERS COS INC COM 89417E109 5,243 129,000 SH DEFINED 01 129,000
TYCO ELECTRONICS LTD COM G9144P105 880 80,000 SH DEFINED 01 80,000
UNION PAC CORP COM 907818108 3,488 85,000 SH DEFINED 01 85,000
UNITED PARCEL SVC INC COM 911312106 8,211 167,000 SH DEFINED 01 167,000
UNITED STS STL CORP NEW COM 912909108 380 18,000 SH DEFINED 01 18,000
UNITED TECHNOLOGIES CORP COM 913017109 7,386 172,000 SH DEFINED 01 172,000
UNITEDHEALTH GROUP INC COM 91324P102 4,765 228,000 SH DEFINED 01 228,000
UNUM GROUP COM 91529Y106 1,199 96,000 SH DEFINED 01 96,000
US BANCORP DEL COM 902973304 4,704 322,000 SH DEFINED 01 322,000
VALERO ENERGY CORP COM 91913Y100 1,575 88,000 SH DEFINED 01 88,000
VERISIGN INC COM 92343E102 660 35,000 SH DEFINED 01 35,000
VERIZON COMMUNICATIONS COM 92343V104 15,507 515,000 SH DEFINED 01 515,000
VIACOM INC NEW COM 92553P201 1,822 105,000 SH DEFINED 01 105,000
VULCAN MATLS CO COM 929160109 709 16,000 SH DEFINED 01 16,000
WAL MART STORES INC COM 931142103 19,552 376,000 SH DEFINED 01 376,000
WALGREEN CO COM 931422109 4,329 167,000 SH DEFINED 01 167,000
WASTE MGMT INC DEL COM 94106L109 3,118 122,000 SH DEFINED 01 122,000
WATERS CORP COM 941848103 665 18,000 SH DEFINED 01 18,000
WELLPOINT INC COM 94973V107 3,678 97,000 SH DEFINED 01 97,000
WELLS FARGO + CO NEW COM 949746101 9,299 653,000 SH DEFINED 01 653,000
WESTERN UN CO COM 959802109 1,546 123,000 SH DEFINED 01 123,000
WEYERHAEUSER CO COM 962166104 1,018 37,000 SH DEFINED 01 37,000
WHIRLPOOL CORP COM 963320106 383 13,000 SH DEFINED 01 13,000
WILLIAMS COS INC COM 969457100 1,612 142,000 SH DEFINED 01 142,000
WINDSTREAM CORP COM 97381W104 605 75,000 SH DEFINED 01 75,000
WISCONSIN ENERGY CORP COM 976657106 823 20,000 SH DEFINED 01 20,000
WYETH COM 983024100 10,735 250,000 SH DEFINED 01 250,000
XCEL ENERGY INC COM 98389B100 1,450 78,000 SH DEFINED 01 78,000
XILINX INC COM 983919101 900 47,000 SH DEFINED 01 47,000
XL CAPITAL LTD COM G98255105 925 170,000 SH DEFINED 01 170,000
XTO ENERGY INC COM 98385X106 3,820 125,000 SH DEFINED 01 125,000
YAHOO INC COM 984332106 3,681 288,000 SH DEFINED 01 288,000
YUM BRANDS INC COM 988498101 2,168 79,000 SH DEFINED 01 79,000
ZIMMER HOLDINGS INC COM 98956P102 1,424 39,000 SH DEFINED 01 39,000
ZIONS BANCORP COM 989701107 201 20,500 SH DEFINED 01 20,500
1,371,568