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, 2008
Check here if Amendment [ ]; Amendment Number: _____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BP p.l.c.
Address: 1 St James's Square
London SW1Y 4PD
England
Form 13F File Number: 28-05353
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dr. Byron E. Grote
Title: Chief Financial Officer and Executive Director
Phone: 020 7496 4263
Signature, Place, and Date of Signing:
/s/ Byron Grote London, UK 5th February 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: 350
------------
Form 13F Information Table Value Total: $ 1,678,546
------------
(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, 2008
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 7,480 130,000 SH DEFINED 01 130,000
ABBOTT LABS COM 002824100 16,011 300,000 SH DEFINED 01 300,000
ABERCROMBIE + FITCH CO COM 002896207 415 18,000 SH DEFINED 01 18,000
ACE LIMITED COM H0023R105 2,956 56,000 SH DEFINED 01 56,000
ADOBE SYS INC COM 00724F101 2,768 130,000 SH DEFINED 01 130,000
ADVANCED MICRO DEVICES COM 007903107 166 77,000 SH DEFINED 01 77,000
AES CORP COM 00130H105 1,045 127,000 SH DEFINED 01 127,000
AFLAC INC COM 001055102 4,818 105,100 SH DEFINED 01 105,100
AGILENT TECHNOLOGIES INC COM 00846U101 1,078 69,000 SH DEFINED 01 69,000
AIR PRODS + CHEMS INC COM 009158106 2,764 55,000 SH DEFINED 01 55,000
ALCOA INC COM 013817101 1,721 153,000 SH DEFINED 01 153,000
ALLEGHENY ENERGY INC COM 017361106 1,826 54,000 SH DEFINED 01 54,000
ALLEGHENY TECHNOLOGIES COM 01741R102 969 38,000 SH DEFINED 01 38,000
ALLERGAN INC COM 018490102 2,258 56,000 SH DEFINED 01 56,000
ALLSTATE CORP COM 020002101 3,309 101,000 SH DEFINED 01 101,000
ALTERA CORP COM 021441100 932 56,000 SH DEFINED 01 56,000
ALTRIA GROUP INC COM 02209S103 7,314 486,000 SH DEFINED 01 486,000
AMAZON COM INC COM 023135106 2,202 43,000 SH DEFINED 01 43,000
AMEREN CORP COM 023608102 1,364 41,000 SH DEFINED 01 41,000
AMERICA MOVIL S A DE C V ADR 02364W204 9,249 300,000 SH DEFINED 01 300,000
AMERICA MOVIL SAB DE CV ADR 02364W105 3,092 100,000 SH DEFINED 01 100,000
AMERICAN ELEC PWR INC COM 025537101 3,323 100,000 SH DEFINED 01 100,000
AMERICAN EXPRESS CO COM 025816109 3,988 215,000 SH DEFINED 01 215,000
AMERICAN TOWER CORP COM 029912201 2,636 90,000 SH DEFINED 01 90,000
AMERIPRISE FINL INC COM 03076C106 957 41,000 SH DEFINED 01 41,000
AMERISOURCEBERGEN CORP COM 03073E105 1,854 52,000 SH DEFINED 01 52,000
AMGEN INC COM 031162100 11,268 196,000 SH DEFINED 01 196,000
ANADARKO PETE CORP COM 032511107 3,315 86,000 SH DEFINED 01 86,000
AON CORP COM 037389103 3,928 86,000 SH DEFINED 01 86,000
APACHE CORP COM 037411105 4,621 62,000 SH DEFINED 01 62,000
APPLE INC COM 037833100 14,083 165,000 SH DEFINED 01 165,000
APPLIED MATERIALS INC COM 038222105 2,533 250,000 SH DEFINED 01 250,000
ARCH CAP GROUP LTD COM G0450A105 2,969 42,400 SH DEFINED 01 42,400
ARCHER DANIELS MIDLAND CO COM 039483102 4,205 146,000 SH DEFINED 01 146,000
AT+T INC COM 00206R102 33,260 1,167,000 SH DEFINED 01 1,167,000
AUTOMATIC DATA PROCESSING COM 053015103 4,508 115,000 SH DEFINED 01 115,000
AUTOZONE INC COM 053332102 1,046 7,500 SH DEFINED 01 7,500
AVON PRODS INC COM 054303102 2,617 109,000 SH DEFINED 01 109,000
BAKER HUGHES INC COM 057224107 2,660 83,000 SH DEFINED 01 83,000
BANCO BRADESCO SA ADR 059460303 1,034 105,000 SH DEFINED 01 105,000
BANCO ITAU S A ADR 059602201 724 62,500 SH DEFINED 01 62,500
BANK AMER CORP COM 060505104 12,983 930,000 SH DEFINED 01 930,000
BANK NEW YORK MELLON CORP COM 064058100 7,536 266,000 SH DEFINED 01 266,000
BARD C R INC COM 067383109 1,600 19,000 SH DEFINED 01 19,000
BAXTER INTL INC COM 071813109 7,717 144,000 SH DEFINED 01 144,000
BB+T CORP COM 054937107 2,799 102,000 SH DEFINED 01 102,000
BECTON DICKINSON + CO COM 075887109 3,077 45,000 SH DEFINED 01 45,000
BED BATH + BEYOND INC COM 075896100 1,220 48,000 SH DEFINED 01 48,000
BEST BUY CO INC COM 086516101 1,797 64,000 SH DEFINED 01 64,000
BIOGEN IDEC INC COM 09062X103 2,567 54,000 SH DEFINED 01 54,000
BLACK+DECKER CORPORATION COM 091797100 501 12,000 SH DEFINED 01 12,000
BLOCK H + R INC COM 093671105 1,385 61,000 SH DEFINED 01 61,000
BMC SOFTWARE INC COM 055921100 1,722 64,000 SH DEFINED 01 64,000
BOEING CO COM 097023105 5,842 137,000 SH DEFINED 01 137,000
BRISTOL MYERS SQUIBB CO COM 110122108 10,082 434,000 SH DEFINED 01 434,000
BROADCOM CORP COM 111320107 1,406 83,000 SH DEFINED 01 83,000
BURLINGTON NORTHN SANTAFE COM 12189T104 3,936 52,000 SH DEFINED 01 52,000
C H ROBINSON WORLDWIDE COM 12541W209 1,814 33,000 SH DEFINED 01 33,000
CA INC COM 12673P105 1,406 76,000 SH DEFINED 01 76,000
CAPITAL ONE FINL CORP COM 14040H105 2,169 68,000 SH DEFINED 01 68,000
CARDINAL HEALTH INC COM 14149Y108 2,309 67,000 SH DEFINED 01 67,000
CARNIVAL CORP COM 143658300 2,019 83,000 SH DEFINED 01 83,000
CATERPILLAR INC COM 149123101 5,759 129,000 SH DEFINED 01 129,000
CELGENE CORP COM 151020104 6,299 114,000 SH DEFINED 01 114,000
CEMEX S.A.B DE C.C ADR ADR 151290889 2,466 269,788 SH DEFINED 01 269,788
CENTERPOINT ENERGY INC COM 15189T107 1,525 121,000 SH DEFINED 01 121,000
CENTEX CORP COM 152312104 298 28,000 SH DEFINED 01 28,000
CHESAPEAKE ENERGY CORP COM 165167107 2,968 184,000 SH DEFINED 01 184,000
CHEVRON CORP COM 166764100 30,057 408,000 SH DEFINED 01 408,000
CHUBB CORP COM 171232101 4,129 81,000 SH DEFINED 01 81,000
CISCO SYS INC COM 17275R102 19,243 1,182,000 SH DEFINED 01 1,182,000
CITIGROUP INC COM 172967101 6,821 1,018,000 SH DEFINED 01 1,018,000
CITRIX SYS INC COM 177376100 837 35,531 SH DEFINED 01 35,531
CME GROUP INC COM 12572Q105 2,285 11,000 SH DEFINED 01 11,000
COACH INC COM 189754104 1,329 64,000 SH DEFINED 01 64,000
COCA COLA CO COM 191216100 16,686 369,000 SH DEFINED 01 369,000
COCA COLA ENTERPRISES INC COM 191219104 769 64,000 SH DEFINED 01 64,000
COGNIZANT TECHNOLOGY COM 192446102 1,769 98,000 SH DEFINED 01 98,000
COLGATE PALMOLIVE CO COM 194162103 6,371 93,000 SH DEFINED 01 93,000
COMCAST CORP NEW COM 20030N101 9,840 585,000 SH DEFINED 01 585,000
COMERICA INC COM 200340107 596 30,000 SH DEFINED 01 30,000
COMPANHIA DE BEBIDAS DAS ADR 20441W203 574 13,000 SH DEFINED 01 13,000
COMPANHIA SIDERURGICA NATL ADR 20440W105 419 32,700 SH DEFINED 01 32,700
COMPANHIA VALE DO RIO DOCE ADR 204412209 1,812 150,000 SH DEFINED 01 150,000
COMPUTER SCIENCES CORP COM 205363104 983 28,000 SH DEFINED 01 28,000
CONAGRA INC COM 205887102 1,386 84,000 SH DEFINED 01 84,000
CONOCOPHILLIPS COM 20825C104 13,209 255,000 SH DEFINED 01 255,000
CONSOL ENERGY INC COM 20854P109 1,199 42,000 SH DEFINED 01 42,000
CORNING INC COM 219350105 2,846 299,000 SH DEFINED 01 299,000
COSTCO WHSL CORP NEW COM 22160K105 3,409 65,000 SH DEFINED 01 65,000
COVENTRY HEALTH CARE INC COM 222862104 461 31,000 SH DEFINED 01 31,000
COVIDIEN LTD COM G2552X108 4,892 135,000 SH DEFINED 01 135,000
CSX CORP COM 126408103 2,468 76,000 SH DEFINED 01 76,000
CTRIP COM INTL ADR ADR 22943F100 6,639 280,000 SH DEFINED 01 280,000
CUMMINS INC COM 231021106 1,041 39,000 SH DEFINED 01 39,000
CVS CAREMARK CORP COM 126650100 7,786 271,000 SH DEFINED 01 271,000
D R HORTON INC COM 23331A109 381 54,000 SH DEFINED 01 54,000
DANAHER CORP COM 235851102 3,452 61,000 SH DEFINED 01 61,000
DEERE + CO COM 244199105 3,027 79,000 SH DEFINED 01 79,000
DELL INC COM 24702R101 1,983 194,000 SH DEFINED 01 194,000
DENISON MINES CORP COM 248356107 36 30,240 SH DEFINED 01 30,240
DEVON ENERGY CORPORATION COM 25179M103 6,761 103,000 SH DEFINED 01 103,000
DIRECTV GROUP INC COM 25459L106 3,646 160,000 SH DEFINED 01 160,000
DISNEY WALT CO COM 254687106 8,565 378,000 SH DEFINED 01 378,000
DOMINION RES INC VA NEW COM 25746U109 3,152 88,000 SH DEFINED 01 88,000
DONNELLEY R R + SONS CO COM 257867101 584 43,000 SH DEFINED 01 43,000
DOVER CORP COM 260003108 1,218 37,000 SH DEFINED 01 37,000
DOW CHEM CO COM 260543103 2,595 172,000 SH DEFINED 01 172,000
DTE ENERGY CO COM 233331107 1,070 30,000 SH DEFINED 01 30,000
DU PONT EIDE NEMOURS + CO COM 263534109 4,247 168,000 SH DEFINED 01 168,000
DUKE ENERGY HLDG CORP COM 26441C105 4,293 286,000 SH DEFINED 01 286,000
DYNEGY INC DEL COM 26817G102 221 111,000 SH DEFINED 01 111,000
EASTMAN KODAK CO COM 277461109 328 50,000 SH DEFINED 01 50,000
EBAY INC COM 278642103 2,778 199,000 SH DEFINED 01 199,000
ECOLAB INC COM 278865100 1,195 34,000 SH DEFINED 01 34,000
EDISON INTL COM 281020107 2,629 82,000 SH DEFINED 01 82,000
EL PASO CORP COM 28336L109 1,861 238,000 SH DEFINED 01 238,000
ELECTRONIC ARTS INC COM 285512109 975 61,000 SH DEFINED 01 61,000
EMBARQ CORP COM 29078E105 1,606 45,000 SH DEFINED 01 45,000
EMBRAER EMPRESA BRASILEIRA ADR 29081M102 162 10,000 SH DEFINED 01 10,000
EMC CORP COM 268648102 4,707 450,000 SH DEFINED 01 450,000
EMERSON ELEC CO COM 291011104 6,004 164,000 SH DEFINED 01 164,000
ENSCO INTL INC COM 26874Q100 750 26,500 SH DEFINED 01 26,500
ENTERGY CORP NEW COM 29364G103 2,993 36,000 SH DEFINED 01 36,000
EOG RESOURCES INC COM 26875P101 3,722 56,000 SH DEFINED 01 56,000
EQUIFAX INC COM 294429105 1,459 55,000 SH DEFINED 01 55,000
EQUITABLE RES INC COM 294549100 738 22,000 SH DEFINED 01 22,000
EXELON CORP COM 30161N101 6,839 123,000 SH DEFINED 01 123,000
EXPRESS SCRIPTS INC COM 302182100 3,794 69,000 SH DEFINED 01 69,000
EXXON MOBIL CORP COM 30231G102 78,028 980,000 SH DEFINED 01 980,000
FAMILY DLR STORES INC COM 307000109 2,082 80,000 SH DEFINED 01 80,000
FEDEX CORP COM 31428X106 3,784 59,000 SH DEFINED 01 59,000
FIFTH THIRD BANCORP COM 316773100 955 116,000 SH DEFINED 01 116,000
FIRSTENERGY CORP COM 337932107 2,816 58,000 SH DEFINED 01 58,000
FISERV INC COM 337738108 1,963 54,000 SH DEFINED 01 54,000
FLUOR CORP NEW COM 343412102 2,199 49,000 SH DEFINED 01 49,000
FOMENTO ECONOMICO MEXICANO ADR 344419106 3,349 111,300 SH DEFINED 01 111,300
FOREST LABS INC COM 345838106 1,502 59,000 SH DEFINED 01 59,000
FOSTER WHEELER LTD COM G36535139 678 29,000 SH DEFINED 01 29,000
FPL GROUP INC COM 302571104 4,630 92,000 SH DEFINED 01 92,000
FRANKLIN RES INC COM 354613101 1,786 28,000 SH DEFINED 01 28,000
FREEPORTMCMORAN COPPERGOLD COM 35671D857 1,732 71,000 SH DEFINED 01 71,000
FRONTIER COMMUNICATIONS COM 35906A108 725 83,000 SH DEFINED 01 83,000
GAP INC COM 364760108 1,192 89,000 SH DEFINED 01 89,000
GENENTECH INC COM 368710406 1,239 15,000 SH DEFINED 01 15,000
GENERAL DYNAMICS CORP COM 369550108 5,010 87,000 SH DEFINED 01 87,000
GENERAL ELEC CO COM 369604103 31,354 1,939,000 SH DEFINED 01 1,939,000
GENERAL MLS INC COM 370334104 3,762 62,000 SH DEFINED 01 62,000
GENUINE PARTS CO COM 372460105 1,212 32,000 SH DEFINED 01 32,000
GENZYME CORP COM 372917104 4,115 62,000 SH DEFINED 01 62,000
GILEAD SCIENCES INC COM 375558103 10,320 202,000 SH DEFINED 01 202,000
GOLDMAN SACHS GROUP INC COM 38141G104 6,836 81,000 SH DEFINED 01 81,000
GOOGLE INC COM 38259P508 12,295 40,000 SH DEFINED 01 40,000
GRAINGER W W INC COM 384802104 2,202 28,000 SH DEFINED 01 28,000
GRUPO TELEVISION SA DE CV ADR 40049J206 2,311 155,000 SH DEFINED 01 155,000
HALLIBURTON CO COM 406216101 4,410 243,000 SH DEFINED 01 243,000
HARLEY DAVIDSON INC COM 412822108 779 46,000 SH DEFINED 01 46,000
HARSCO CORP COM 415864107 621 22,500 SH DEFINED 01 22,500
HARTFORD FINANCIAL SVCS COM 416515104 1,475 90,000 SH DEFINED 01 90,000
HASBRO INC COM 418056107 728 25,000 SH DEFINED 01 25,000
HEINZ H J CO COM 423074103 2,893 77,000 SH DEFINED 01 77,000
HELLENIC TELECOMMUNICATION ADR 423325307 231 27,778 SH DEFINED 01 27,778
HERSHEY CO / THE COM 427866108 1,146 33,000 SH DEFINED 01 33,000
HESS CORP COM 42809H107 3,648 68,000 SH DEFINED 01 68,000
HEWLETT PACKARD CO COM 428236103 17,871 493,000 SH DEFINED 01 493,000
HOME DEPOT INC COM 437076102 8,609 374,000 SH DEFINED 01 374,000
HONEYWELL INTL INC COM 438516106 5,279 161,000 SH DEFINED 01 161,000
HOSPIRA INC COM 441060100 830 31,000 SH DEFINED 01 31,000
HUDSON CITY BANCORP INC COM 443683107 1,834 115,000 SH DEFINED 01 115,000
ILLINOIS TOOL WKS INC COM 452308109 3,330 95,000 SH DEFINED 01 95,000
INGERSOLL RAND COMPANY LTD COM G4776G101 1,077 62,050 SH DEFINED 01 62,050
INTEL CORP COM 458140100 17,252 1,176,000 SH DEFINED 01 1,176,000
INTERCONTINENTAL EXCHANGE COM 45865V100 104,543 1,268,110 SH SOLE 1,268,110
IBM COM 459200101 23,307 277,000 SH DEFINED 01 277,000
INTERNATIONAL PAPER CO COM 460146103 979 83,000 SH DEFINED 01 83,000
INTUIT COM 461202103 1,785 75,000 SH DEFINED 01 75,000
ISHARES TR COM 464287564 7,760 180,000 SH DEFINED 01 180,000
ITT CORP NEW COM 450911102 3,258 71,000 SH DEFINED 01 71,000
JOHNSON + JOHNSON COM 478160104 33,955 568,000 SH DEFINED 01 568,000
JOHNSON CTLS INC COM 478366107 2,032 112,000 SH DEFINED 01 112,000
JOY GLOBAL INC COM 481165108 618 27,000 SH DEFINED 01 27,000
JPMORGAN CHASE + CO COM 46625H100 22,260 706,000 SH DEFINED 01 706,000
JUNIPER NETWORKS INC COM 48203R104 1,803 103,000 SH DEFINED 01 103,000
KB HOME COM 48666K109 218 16,000 SH DEFINED 01 16,000
KELLOGG CO COM 487836108 2,060 47,000 SH DEFINED 01 47,000
KEYCORP NEW COM 493267108 755 89,000 SH DEFINED 01 89,000
KIMBERLY CLARK CORP COM 494368103 4,113 78,000 SH DEFINED 01 78,000
KLA TENCOR CORP COM 482480100 741 34,000 SH DEFINED 01 34,000
KOHLS CORP COM 500255104 2,712 75,000 SH DEFINED 01 75,000
KRAFT FOODS INC COM 50075N104 7,536 281,000 SH DEFINED 01 281,000
KROGER CO COM 501044101 3,247 123,000 SH DEFINED 01 123,000
L 3 COMMUNICATIONS HLDG COM 502424104 2,509 34,000 SH DEFINED 01 34,000
LEUCADIA NATL CORP COM 527288104 931 47,000 SH DEFINED 01 47,000
LG DISPLAY CO LTD ADR 50186V102 1,446 175,000 SH DEFINED 01 175,000
LIBERTY MEDIA CORP NEW COM 53071M500 628 36,000 SH DEFINED 01 36,000
LILLY ELI + CO COM 532457108 7,488 186,000 SH DEFINED 01 186,000
LINCOLN NATL CORP COM 534187109 904 48,000 SH DEFINED 01 48,000
LINEAR TECHNOLOGY CORP COM 535678106 904 41,000 SH DEFINED 01 41,000
LOCKHEED MARTIN CORP COM 539830109 6,222 74,000 SH DEFINED 01 74,000
LOEWS CORP COM 540424108 1,839 65,147 SH DEFINED 01 65,147
LORILLARD INC COM 544147101 2,579 45,797 SH DEFINED 01 45,797
LOWES COS INC COM 548661107 5,894 274,000 SH DEFINED 01 274,000
M + T BK CORP COM 55261F104 2,121 37,000 SH DEFINED 01 37,000
MACYS INC COM 55616P104 838 81,000 SH DEFINED 01 81,000
MARATHON OIL CORP COM 565849106 3,600 132,000 SH DEFINED 01 132,000
MARRIOTT INTL INC NEW COM 571903202 1,068 55,000 SH DEFINED 01 55,000
MARSH + MCLENNAN COS INC COM 571748102 3,419 141,000 SH DEFINED 01 141,000
MARSHALL + ILSLEY CORP NEW COM 571837103 667 49,000 SH DEFINED 01 49,000
MASCO CORP COM 574599106 801 72,000 SH DEFINED 01 72,000
MATTEL INC COM 577081102 1,135 71,000 SH DEFINED 01 71,000
MCDONALDS CORP COM 580135101 15,105 243,000 SH DEFINED 01 243,000
MCGRAW HILL COS INC COM 580645109 1,367 59,000 SH DEFINED 01 59,000
MCKESSON CORP COM 58155Q103 2,010 52,000 SH DEFINED 01 52,000
MEDCO HEALTH SOLUTIONS INC COM 58405U102 5,364 128,000 SH DEFINED 01 128,000
MEDTRONIC INC COM 585055106 6,628 211,000 SH DEFINED 01 211,000
MEMC ELECTR MATLS INC COM 552715104 613 43,000 SH DEFINED 01 43,000
MERCK + CO INC COM 589331107 12,000 395,000 SH DEFINED 01 395,000
MERRILL LYNCH + CO INC COM 590188108 4,284 368,000 SH DEFINED 01 368,000
METLIFE INC COM 59156R108 4,949 142,000 SH DEFINED 01 142,000
METROPCS COMMUNICATIONS COM 591708102 39,065 2,630,613 SH SOLE 2,630,613
MICRON TECHNOLOGY INC COM 595112103 403 154,000 SH DEFINED 01 154,000
MICROSOFT CORP COM 594918104 29,860 1,536,000 SH DEFINED 01 1,536,000
MINDRAY MED INTL LTD ADR 602675100 5,400 300,000 SH DEFINED 01 300,000
MONSANTO CO NEW COM 61166W101 7,944 113,000 SH DEFINED 01 113,000
MORGAN STANLEY COM 617446448 3,991 249,000 SH DEFINED 01 249,000
MOTOROLA INC COM 620076109 1,874 424,000 SH DEFINED 01 424,000
MURPHY OIL CORP COM 626717102 2,262 51,000 SH DEFINED 01 51,000
NATIONAL OILWELL VARCO COM 637071101 1,882 77,000 SH DEFINED 01 77,000
NETAPP INC COM 64110D104 892 64,000 SH DEFINED 01 64,000
NEW ORIENTAL ED + TECH ADR 647581107 8,205 150,000 SH DEFINED 01 150,000
NEWMONT MNG CORP COM 651639106 4,965 122,000 SH DEFINED 01 122,000
NEWS CORP COM 65248E203 3,905 408,000 SH DEFINED 01 408,000
NIKE INC COM 654106103 3,721 73,000 SH DEFINED 01 73,000
NOBLE CORPORATION COM G65422100 1,126 51,000 SH DEFINED 01 51,000
NORDSTROM INC COM 655664100 413 31,000 SH DEFINED 01 31,000
NORFOLK SOUTHN CORP COM 655844108 3,294 70,000 SH DEFINED 01 70,000
NORTHERN TRUST CORP COM 665859104 3,701 71,000 SH DEFINED 01 71,000
NORTHROP GRUMMAN CORP COM 666807102 2,838 63,000 SH DEFINED 01 63,000
NUCOR CORP COM 670346105 3,464 75,000 SH DEFINED 01 75,000
NVIDIA CORP COM 67066G104 865 107,000 SH DEFINED 01 107,000
NYSE EURONEXT COM 629491101 1,587 58,000 SH DEFINED 01 58,000
OCCIDENTAL PETE CORP COM 674599105 10,553 176,000 SH DEFINED 01 176,000
OMNICOM GROUP COM 681919106 1,532 57,000 SH DEFINED 01 57,000
ORACLE CORP COM 68389X105 14,408 814,000 SH DEFINED 01 814,000
PACCAR INC COM 693718108 1,944 68,000 SH DEFINED 01 68,000
PARKER HANNIFIN CORP COM 701094104 1,361 32,000 SH DEFINED 01 32,000
PAYCHEX INC COM 704326107 1,601 61,000 SH DEFINED 01 61,000
PEABODY ENERGY CORP COM 704549104 1,793 79,000 SH DEFINED 01 79,000
PEPSI BOTTLING GROUP INC COM 713409100 607 27,000 SH DEFINED 01 27,000
PEPSICO INC COM 713448108 16,589 303,000 SH DEFINED 01 303,000
PETROLEO BRASILEIRO SA ADR 71654V408 3,060 125,000 SH DEFINED 01 125,000
PFIZER INC COM 717081103 22,191 1,253,000 SH DEFINED 01 1,253,000
PG+E CORP COM 69331C108 3,285 85,000 SH DEFINED 01 85,000
PHILIP MORRIS INTL ORD COM 718172109 18,966 436,000 SH DEFINED 01 436,000
PHOENIX COMPANIES COM 71902E109 333 101,817 SH SOLE 101,817
PITNEY BOWES INC COM 724479100 967 38,000 SH DEFINED 01 38,000
PNC FINL SVCS GROUP INC COM 693475105 4,654 95,000 SH DEFINED 01 95,000
PPG INDS INC COM 693506107 1,314 31,000 SH DEFINED 01 31,000
PPL CORP COM 69351T106 2,179 71,000 SH DEFINED 01 71,000
PRAXAIR INC COM 74005P104 4,215 71,000 SH DEFINED 01 71,000
PRECISION CASTPARTS CORP COM 740189105 1,189 20,000 SH DEFINED 01 20,000
PRICE T ROWE GROUP INC COM 74144T108 2,086 59,000 SH DEFINED 01 59,000
PRINCIPAL FINANCIAL GROUP COM 74251V102 1,061 47,000 SH DEFINED 01 47,000
PROCTER AND GAMBLE CO COM 742718109 35,597 576,000 SH DEFINED 01 576,000
PROGRESS ENERGY INC COM 743263105 1,913 48,000 SH DEFINED 01 48,000
PROGRESSIVE CORP OHIO COM 743315103 1,894 128,000 SH DEFINED 01 128,000
PRUDENTIAL FINL INC COM 744320102 2,445 81,000 SH DEFINED 01 81,000
PUBLIC SVC ENTERPRISE COM 744573106 2,828 97,000 SH DEFINED 01 97,000
PULTE HOMES INC COM 745867101 448 41,000 SH DEFINED 01 41,000
QUALCOMM INC COM 747525103 10,812 302,000 SH DEFINED 01 302,000
QUEST DIAGNOSTICS INC COM 74834L100 1,608 31,000 SH DEFINED 01 31,000
QUESTAR CORP COM 748356102 2,383 73,000 SH DEFINED 01 73,000
RAYTHEON CO COM 755111507 5,002 98,000 SH DEFINED 01 98,000
ROCKWELL COLLINS INC COM 774341101 1,173 30,000 SH DEFINED 01 30,000
SAFEWAY INC COM 786514208 1,949 82,000 SH DEFINED 01 82,000
SCHERING PLOUGH CORP COM 806605101 5,123 301,000 SH DEFINED 01 301,000
SCHLUMBERGER LTD COM 806857108 10,202 241,000 SH DEFINED 01 241,000
SCHWAB CHARLES CORP COM 808513105 3,555 220,000 SH DEFINED 01 220,000
SEMPRA ENERGY COM 816851109 1,960 46,000 SH DEFINED 01 46,000
SIGMA ALDRICH COM 826552101 1,266 30,000 SH DEFINED 01 30,000
SIMON PPTY GROUP INC NEW COM 828806109 2,284 43,000 SH DEFINED 01 43,000
SMITH INTL INC COM 832110100 984 43,000 SH DEFINED 01 43,000
SOHU COM INC COM 83408W103 9,466 200,000 SH DEFINED 01 200,000
SOUTHERN CO COM 842587107 6,132 166,000 SH DEFINED 01 166,000
SPECTRA ENERGY CORP COM 847560109 2,566 163,000 SH DEFINED 01 163,000
SPRINT NEXTEL CORP COM 852061100 802 438,000 SH DEFINED 01 438,000
ST JUDE MED INC COM 790849103 2,894 88,000 SH DEFINED 01 88,000
STANLEY WORKS COM 854616109 511 15,000 SH DEFINED 01 15,000
STAPLES INC COM 855030102 2,399 134,000 SH DEFINED 01 134,000
STARWOOD HOTELS + RESORTS COM 85590A401 627 35,000 SH DEFINED 01 35,000
STATE STREET CORPORATION COM 857477103 3,146 80,000 SH DEFINED 01 80,000
STRYKER CORP COM 863667101 2,517 63,000 SH DEFINED 01 63,000
SUN MICROSYSTEMS INC COM 866810203 435 114,000 SH DEFINED 01 114,000
SUNTRUST BKS INC COM 867914103 1,950 66,000 SH DEFINED 01 66,000
SUPERVALU INC COM 868536103 612 42,000 SH DEFINED 01 42,000
SYMANTEC CORP COM 871503108 2,162 160,000 SH DEFINED 01 160,000
SYSCO CORP COM 871829107 2,592 113,000 SH DEFINED 01 113,000
TAIWAN GTR CHINA FD COM 874037104 259 73,905 SH DEFINED 01 73,905
TARGET CORP COM 87612E106 4,831 140,000 SH DEFINED 01 140,000
TELENORTELESTEPARTICIPACOE ADR 879246106 215 15,500 SH DEFINED 01 15,500
TELEFONOS DE MEXICO S A ADR 879403707 1,929 95,000 SH DEFINED 01 95,000
TELEFONOS DE MEXICO S A ADR 879403780 2,420 116,000 SH DEFINED 01 116,000
TELEMEX INTERNATIONAL SAB ADR 879690105 1,313 116,000 SH DEFINED 01 116,000
TELMEX INTERNACIONAL SAB ADR 879690204 1,069 95,000 SH DEFINED 01 95,000
TENET HEALTHCARE CORP COM 88033G100 263 229,000 SH DEFINED 01 229,000
TEVA PHARMACEUTICAL INDS ADR 881624209 1,654 39,000 SH DEFINED 01 39,000
TEXAS INSTRS INC COM 882508104 3,800 245,000 SH DEFINED 01 245,000
TEXTRON INC COM 883203101 678 49,000 SH DEFINED 01 49,000
THERMO FISHER SCIENTIFIC COM 883556102 4,327 127,000 SH DEFINED 01 127,000
TIFFANY + CO NEW COM 886547108 614 26,000 SH DEFINED 01 26,000
TIME WARNER INC NEW COM 887317105 6,673 664,000 SH DEFINED 01 664,000
TJX COS INC NEW COM 872540109 2,386 116,000 SH DEFINED 01 116,000
TORONTO DOMINION BK ONT COM 891160509 638 17,810 SH DEFINED 01 17,810
TRAVELERS COS INC COM 89417E109 6,462 143,000 SH DEFINED 01 143,000
TYCO ELECTRONICS LTD COM G9144P105 1,443 89,000 SH DEFINED 01 89,000
TYCO INTL LTD BERMUDA COM G9143X208 1,961 91,000 SH DEFINED 01 91,000
UNION PAC CORP COM 907818108 4,492 94,000 SH DEFINED 01 94,000
UNITED PARCEL SVC INC COM 911312106 11,087 201,000 SH DEFINED 01 201,000
UNITED STS STL CORP NEW COM 912909108 670 18,000 SH DEFINED 01 18,000
UNITED TECHNOLOGIES CORP COM 913017109 10,289 192,000 SH DEFINED 01 192,000
UNITEDHEALTH GROUP INC COM 91324P102 6,078 229,000 SH DEFINED 01 229,000
UNUM GROUP COM 91529Y106 2,528 136,000 SH DEFINED 01 136,000
US BANCORP DEL COM 902973304 9,554 382,000 SH DEFINED 01 382,000
VALERO ENERGY CORP COM 91913Y100 2,142 99,000 SH DEFINED 01 99,000
VERISIGN INC COM 92343E102 743 39,000 SH DEFINED 01 39,000
VERIZON COMMUNICATIONS COM 92343V104 19,357 571,000 SH DEFINED 01 571,000
VIACOM INC NEW COM 92553P201 2,249 118,000 SH DEFINED 01 118,000
VULCAN MATLS CO COM 929160109 1,111 16,000 SH DEFINED 01 16,000
WAL MART STORES INC COM 931142103 25,485 455,000 SH DEFINED 01 455,000
WALGREEN CO COM 931422109 4,537 184,000 SH DEFINED 01 184,000
WASTE MGMT INC DEL COM 94106L109 4,502 136,000 SH DEFINED 01 136,000
WATERS CORP COM 941848103 805 22,000 SH DEFINED 01 22,000
WEATHERFORD INTERNATIONAL COM G95089101 1,363 126,000 SH DEFINED 01 126,000
WELLPOINT INC COM 94973V107 4,086 97,000 SH DEFINED 01 97,000
WELLS FARGO + CO NEW COM 949746101 19,162 650,000 SH DEFINED 01 650,000
WESTERN UN CO COM 959802109 1,963 137,000 SH DEFINED 01 137,000
WEYERHAEUSER CO COM 962166104 1,252 41,000 SH DEFINED 01 41,000
WHIRLPOOL CORP COM 963320106 579 14,000 SH DEFINED 01 14,000
WILLIAMS COS INC COM 969457100 2,288 158,000 SH DEFINED 01 158,000
WINDSTREAM CORP COM 97381W104 762 83,000 SH DEFINED 01 83000
WISCONSIN ENERGY CORP COM 976657106 923 22,000 SH DEFINED 01 22000
WYETH COM 983024100 9,265 247,000 SH DEFINED 01 247000
XCEL ENERGY INC COM 98389B100 1,447 78,000 SH DEFINED 01 78000
XILINX INC COM 983919101 925 52,000 SH DEFINED 01 52000
XL CAPITAL LTD COM G98255105 143 39,000 SH DEFINED 01 39000
XTO ENERGY INC COM 98385X106 3,597 102,000 SH DEFINED 01 102000
YAHOO INC COM 984332106 4,174 343,000 SH DEFINED 01 343000
YUM BRANDS INC COM 988498101 2,803 89,000 SH DEFINED 01 89000
ZIMMER HOLDINGS INC COM 98956P102 1,738 43,000 SH DEFINED 01 43000
ZIONS BANCORP COM 989701107 550 22,500 SH DEFINED 01 22500
1,678,546