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, 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 3rd November 2008
------------------ ------------------ ------------------
[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: 365
------------
Form 13F Information Table Value Total: $ 2,438,085
------------
(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, 2008
TITLE
OF VALUE SHARES SH/ INVESTMENT VOTING AUTHORITY
ISSUER CLASS CUSIP (x$1000) /PRN AMT PRN DISCRETION MANAGERS SOLE SHARED NONE
3M CO COM 88579Y101 10377 152000 SH DEFINED 01 152000
ABBOTT LABS COM 002824100 20437 355000 SH DEFINED 01 355000
ABERCROMBIE + FITCH CO COM 002896207 709 18000 SH DEFINED 01 18000
ACE LIMITED COM H0023R105 5086 94000 SH DEFINED 01 94000
ADOBE SYS INC COM 00724F101 5720 145000 SH DEFINED 01 145000
ADVANCED MICRO DEVICES INC COM 007903107 515 114000 SH DEFINED 01 114000
AES CORP COM 00130H105 1742 149000 SH DEFINED 01 149000
AFLAC INC COM 001055102 7168 122100 SH DEFINED 01 122100
AGILENT TECHNOLOGIES INC COM 00846U101 2399 81000 SH DEFINED 01 81000
AIR PRODS + CHEMS INC COM 009158106 4109 60000 SH DEFINED 01 60000
ALCOA INC COM 013817101 4549 202000 SH DEFINED 01 202000
ALLEGHENY ENERGY INC COM 017361106 2349 64000 SH DEFINED 01 64000
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1121 38000 SH DEFINED 01 38000
ALLERGAN INC COM 018490102 3605 70000 SH DEFINED 01 70000
ALLSTATE CORP COM 020002101 6824 148000 SH DEFINED 01 148000
ALTERA CORP COM 021441100 1778 86000 SH DEFINED 01 86000
ALTRIA GROUP INC COM 02209S103 11269 568000 SH DEFINED 01 568000
AMAZON COM INC COM 023135106 4728 65000 SH DEFINED 01 65000
AMEREN CORP COM 023608102 1678 43000 SH DEFINED 01 43000
AMERICA MOVIL S A DE C V ADR 02364W204 13575 300000 SH DEFINED 01 300000
AMERICA MOVIL SAB DE CV ADR 02364W105 4635 100000 SH DEFINED 01 100000
AMERICAN ELEC PWR INC COM 025537101 4629 125000 SH DEFINED 01 125000
AMERICAN EXPRESS CO COM 025816109 8853 250000 SH DEFINED 01 250000
AMERICAN TOWER CORP COM 029912201 3224 90000 SH DEFINED 01 90000
AMERIPRISE FINL INC COM 03076C106 1565 41000 SH DEFINED 01 41000
AMERISOURCEBERGEN CORP COM 03073E105 1468 39000 SH DEFINED 01 39000
AMGEN INC COM 031162100 13846 234000 SH DEFINED 01 234000
ANADARKO PETE CORP COM 032511107 5232 108000 SH DEFINED 01 108000
ANHEUSER BUSCH COS INC COM 035229103 10120 156000 SH DEFINED 01 156000
AON CORP COM 037389103 4125 92000 SH DEFINED 01 92000
APACHE CORP COM 037411105 7508 72000 SH DEFINED 01 72000
APPLE INC COM 037833100 20118 177000 SH DEFINED 01 177000
APPLIED MATERIALS INC COM 038222105 5084 336000 SH DEFINED 01 336000
ARCH CAP GROUP LTD COM G0450A105 2925 39200 SH DEFINED 01 39200
ARCHER DANIELS MIDLAND CO COM 039483102 4031 184000 SH DEFINED 01 184000
ASSURANT INC COM 04621X108 2213 41000 SH DEFINED 01 41000
AT+T INC COM 00206R102 38376 1375000 SH DEFINED 01 1375000
AUTOMATIC DATA PROCESSING INC COM 053015103 4915 115000 SH DEFINED 01 115000
AVON PRODS INC COM 054303102 5279 127000 SH DEFINED 01 127000
BAKER HUGHES INC COM 057224107 5126 85000 SH DEFINED 01 85000
BANCO BRADESCO SA ADR 059460303 1676 105000 SH DEFINED 01 105000
BANCO ITAU S A ADR 059602201 1029 62500 SH DEFINED 01 62500
BANK AMER CORP COM 060505104 28536 820000 SH DEFINED 01 820000
BANK NEW YORK MELLON CORP COM 064058100 9543 293000 SH DEFINED 01 293000
BARD C R INC COM 067383109 2182 23000 SH DEFINED 01 23000
BAXTER INTL INC COM 071813109 11945 182000 SH DEFINED 01 182000
BB+T CORP COM 054937107 4417 117000 SH DEFINED 01 117000
BECTON DICKINSON + CO COM 075887109 4248 53000 SH DEFINED 01 53000
BED BATH + BEYOND INC COM 075896100 1790 57000 SH DEFINED 01 57000
BEST BUY CO INC COM 086516101 2924 78000 SH DEFINED 01 78000
BIOGEN IDEC INC COM 09062X103 3269 65000 SH DEFINED 01 65000
BLACK + DECKER CORPORATION COM 091797100 910 15000 SH DEFINED 01 15000
BLOCK H + R INC COM 093671105 1623 72000 SH DEFINED 01 72000
BMC SOFTWARE INC COM 055921100 2147 75000 SH DEFINED 01 75000
BOEING CO COM 097023105 9174 160000 SH DEFINED 01 160000
BRISTOL MYERS SQUIBB CO COM 110122108 10071 483000 SH DEFINED 01 483000
BROADCOM CORP COM 111320107 1804 97000 SH DEFINED 01 97000
BURLINGTON NORTHN SANTA FE COM 12189T104 6007 65000 SH DEFINED 01 65000
C H ROBINSON WORLDWIDE INC COM 12541W209 1982 39000 SH DEFINED 01 39000
CA INC COM 12673P105 1773 89000 SH DEFINED 01 89000
CAPITAL ONE FINL CORP COM 14040H105 4078 80000 SH DEFINED 01 80000
CARDINAL HEALTH INC COM 14149Y108 3745 76000 SH DEFINED 01 76000
CARNIVAL CORP COM 143658300 3134 89000 SH DEFINED 01 89000
CATERPILLAR INC COM 149123101 8992 151000 SH DEFINED 01 151000
CB RICHARD ELLIS GROUP INC COM 12497T101 574 43000 SH DEFINED 01 43000
CBS CORP CLASS B COM 124857202 2156 148000 SH DEFINED 01 148000
CELGENE CORP COM 151020104 8035 127000 SH DEFINED 01 127000
CEMEX S.A.B DE C.C ADR ADR 151290889 4643 269788 SH DEFINED 01 269788
CENTERPOINT ENERGY INC COM 15189T107 1759 121000 SH DEFINED 01 121000
CENTEX CORP COM 152312104 516 32000 SH DEFINED 01 32000
CHESAPEAKE ENERGY CORP COM 165167107 5164 144000 SH DEFINED 01 144000
CHEVRON CORP COM 166764100 39097 475000 SH DEFINED 01 475000
CHUBB CORP COM 171232101 4443 81000 SH DEFINED 01 81000
CISCO SYS INC COM 17275R102 31263 1387000 SH DEFINED 01 1387000
CITIGROUP INC COM 172967101 22960 1120000 SH DEFINED 01 1120000
CITRIX SYS INC COM 177376100 1325 52531 SH DEFINED 01 52531
CME GROUP INC COM 12572Q105 4244 11000 SH DEFINED 01 11000
COACH INC COM 189754104 1875 75000 SH DEFINED 01 75000
COCA COLA CO COM 191216100 22717 430000 SH DEFINED 01 430000
COCA COLA ENTERPRISES INC COM 191219104 1071 64000 SH DEFINED 01 64000
COGNIZANT TECHNOLOGY COM 192446102 2854 125000 SH DEFINED 01 125000
COLGATE PALMOLIVE CO COM 194162103 9494 126000 SH DEFINED 01 126000
COMCAST CORP NEW COM 20030N101 12818 653000 SH DEFINED 01 653000
COMERICA INC COM 200340107 1148 35000 SH DEFINED 01 35000
COMPANHIA DE BEBIDAS DAS ADR 20441W203 708 13000 SH DEFINED 01 13000
COMPANHIA SIDERURGICA NATL ADR 20440W105 691 32700 SH DEFINED 01 32700
COMPANHIA VALE DO RIO DOCE ADR 204412209 2855 150000 SH DEFINED 01 150000
COMPUTER SCIENCES CORP COM 205363104 1564 39000 SH DEFINED 01 39000
CONAGRA INC COM 205887102 3055 157000 SH DEFINED 01 157000
CONOCOPHILLIPS COM 20825C104 21327 293000 SH DEFINED 01 293000
CONSOL ENERGY INC COM 20854P109 2295 50000 SH DEFINED 01 50000
CORNING INC COM 219350105 6100 390000 SH DEFINED 01 390000
COSTCO WHSL CORP NEW COM 22160K105 4804 74000 SH DEFINED 01 74000
COVENTRY HEALTH CARE INC COM 222862104 2047 63000 SH DEFINED 01 63000
COVIDIEN LTD COM G2552X108 7839 146000 SH DEFINED 01 146000
CSX CORP COM 126408103 5128 94000 SH DEFINED 01 94000
CTRIP COM INTL ADR ADR 22943F100 8880 230000 SH DEFINED 01 230000
CUMMINS INC COM 231021106 1967 45000 SH DEFINED 01 45000
CVS CAREMARK CORP COM 126650100 11471 341000 SH DEFINED 01 341000
D R HORTON INC COM 23331A109 833 64000 SH DEFINED 01 64000
DANAHER CORP COM 235851102 4996 72000 SH DEFINED 01 72000
DEERE + CO COM 244199105 5198 105000 SH DEFINED 01 105000
DELL INC COM 24702R101 3784 230000 SH DEFINED 01 230000
DENISON MINES CORP COM 248356107 89 30240 SH DEFINED 01 30240
DEVON ENERGY CORPORATION NEW COM 25179M103 9664 106000 SH DEFINED 01 106000
DIRECTV GROUP INC COM 25459L106 5470 209000 SH DEFINED 01 209000
DISNEY WALT CO COM 254687106 13749 448000 SH DEFINED 01 448000
DOMINION RES INC VA NEW COM 25746U109 3979 93000 SH DEFINED 01 93000
DONNELLEY R R + SONS CO COM 257867101 1593 65000 SH DEFINED 01 65000
DOVER CORP COM 260003108 1742 43000 SH DEFINED 01 43000
DOW CHEM CO COM 260543103 6805 215000 SH DEFINED 01 215000
DTE ENERGY CO COM 233331107 1558 39000 SH DEFINED 01 39000
DU PONT E I DE NEMOURS + CO COM 263534109 8287 206000 SH DEFINED 01 206000
DUKE ENERGY HLDG CORP COM 26441C105 6010 345000 SH DEFINED 01 345000
DYNEGY INC DEL COM 26817G102 859 240000 SH DEFINED 01 240000
EASTMAN KODAK CO COM 277461109 890 58000 SH DEFINED 01 58000
EBAY INC COM 278642103 6378 285000 SH DEFINED 01 285000
ECOLAB INC COM 278865100 3784 78000 SH DEFINED 01 78000
EDISON INTL COM 281020107 3708 93000 SH DEFINED 01 93000
EL PASO CORP COM 28336L109 3598 282000 SH DEFINED 01 282000
ELECTRONIC ARTS INC COM 285512109 3069 83000 SH DEFINED 01 83000
EMBARQ CORP COM 29078E105 1824 45000 SH DEFINED 01 45000
EMBRAER EMPRESA BRASILEIRA DE ADR 29081M102 270 10000 SH DEFINED 01 10000
EMC CORP COM 268648102 5382 450000 SH DEFINED 01 450000
EMERSON ELEC CO COM 291011104 7828 192000 SH DEFINED 01 192000
ENSCO INTL INC COM 26874Q100 2448 42500 SH DEFINED 01 42500
ENTERGY CORP NEW COM 29364G103 3738 42000 SH DEFINED 01 42000
EOG RESOURCES INC COM 26875P101 5815 65000 SH DEFINED 01 65000
EQUIFAX INC COM 294429105 2233 65000 SH DEFINED 01 65000
EQUITY RESIDENTIAL COM 29476L107 2531 57000 SH DEFINED 01 57000
EXELON CORP COM 30161N101 9886 158000 SH DEFINED 01 158000
EXPRESS SCRIPTS INC COM 302182100 6202 84000 SH DEFINED 01 84000
EXXON MOBIL CORP COM 30231G102 88909 1145000 SH DEFINED 01 1145000
FAIRPOINT COMMUNICATIONS INC COM 305560104 97 11145 SH DEFINED 01 11145
FAMILY DLR STORES INC COM 307000109 1890 80000 SH DEFINED 01 80000
FEDEX CORP COM 31428X106 5059 64000 SH DEFINED 01 64000
FIFTH THIRD BANCORP COM 316773100 1392 116000 SH DEFINED 01 116000
FIRSTENERGY CORP COM 337932107 5417 81000 SH DEFINED 01 81000
FISERV INC COM 337738108 2974 63000 SH DEFINED 01 63000
FLUOR CORP NEW COM 343412102 2888 52000 SH DEFINED 01 52000
FOCUS MEDIA HLDG LTD ADR 34415V109 5648 200000 SH DEFINED 01 200000
FOMENTO ECONOMICO MEXICANO ADR 344419106 4215 111300 SH DEFINED 01 111300
FORD MTR CO DEL COM 345370860 1431 292738 SH DEFINED 01 292738
FOREST LABS INC COM 345838106 1951 69000 SH DEFINED 01 69000
FOSTER WHEELER LTD COM G36535139 1192 33000 SH DEFINED 01 33000
FPL GROUP INC COM 302571104 5381 107000 SH DEFINED 01 107000
FRANKLIN RES INC COM 354613101 3519 40000 SH DEFINED 01 40000
FREEPORT MCMORAN COPPER+GOLD COM 35671D857 4719 83000 SH DEFINED 01 83000
FRONTIER COMMUNICATIONS CORP COM 35906A108 1136 99000 SH DEFINED 01 99000
GAP INC COM 364760108 1778 100000 SH DEFINED 01 100000
GENERAL DYNAMICS CORP COM 369550108 7431 101000 SH DEFINED 01 101000
GENERAL ELEC CO COM 369604103 55270 2170000 SH DEFINED 01 2170000
GENERAL MLS INC COM 370334104 5013 73000 SH DEFINED 01 73000
GENERAL MTRS CORP COM 370442105 1066 113000 SH DEFINED 01 113000
GENUINE PARTS CO COM 372460105 1367 34000 SH DEFINED 01 34000
GENZYME CORP COM 372917104 5175 64000 SH DEFINED 01 64000
GILEAD SCIENCES INC COM 375558103 10711 235000 SH DEFINED 01 235000
GOLDMAN SACHS GROUP INC COM 38141G104 10865 85000 SH DEFINED 01 85000
GOOGLE INC COM 38259P508 18046 45000 SH DEFINED 01 45000
GRAINGER W W INC COM 384802104 2433 28000 SH DEFINED 01 28000
GRUPO TELEVISION SA DE CV ADR 40049J206 3371 155000 SH DEFINED 01 155000
HALLIBURTON CO COM 406216101 8718 270000 SH DEFINED 01 270000
HARLEY DAVIDSON INC COM 412822108 2008 54000 SH DEFINED 01 54000
HARSCO CORP COM 415864107 837 22500 SH DEFINED 01 22500
HASBRO INC COM 418056107 1180 34000 SH DEFINED 01 34000
HEINZ H J CO COM 423074103 4589 92000 SH DEFINED 01 92000
HELLENIC TELECOMMUNICATIONS ADR 423325307 249 27778 SH DEFINED 01 27778
HERSHEY CO / THE COM 427866108 1496 38000 SH DEFINED 01 38000
HESS CORP COM 42809H107 6636 81000 SH DEFINED 01 81000
HEWLETT PACKARD CO COM 428236103 26831 581000 SH DEFINED 01 581000
HOME DEPOT INC COM 437076102 11891 460000 SH DEFINED 01 460000
HONEYWELL INTL INC COM 438516106 7604 183000 SH DEFINED 01 183000
HOSPIRA INC COM 441060100 1374 36000 SH DEFINED 01 36000
HSN INC DEL COM 404303109 141 12800 SH DEFINED 01 12800
IAC INTERACTIVECORP COM 44919P508 552 32000 SH DEFINED 01 32000
ILLINOIS TOOL WKS INC COM 452308109 5423 122000 SH DEFINED 01 122000
INGERSOLL RAND COMPANY LTD COM G4776G101 2925 94050 SH DEFINED 01 94050
INTEL CORP COM 458140100 25526 1365000 SH DEFINED 01 1365000
INTERCONTINENTAL EXCHANGE INC COM 45865V100 102311 1268111 SH SOLE 1268111
INTERNATIONAL BUSINESS MACHS COM 459200101 37033 319000 SH DEFINED 01 319000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1544 90000 SH DEFINED 01 90000
INTERNATIONAL PAPER CO COM 460146103 2532 97000 SH DEFINED 01 97000
INTUIT COM 461202103 2373 75000 SH DEFINED 01 75000
ION GEOPHYSICAL CORP COM 462044108 1134 80000 SH DEFINED 01 80000
ISHARES TR COM 464287564 17848 232000 SH DEFINED 01 232000
ITT CORP NEW COM 450911102 3948 71000 SH DEFINED 01 71000
JOHNSON + JOHNSON COM 478160104 46435 672000 SH DEFINED 01 672000
JOHNSON CTLS INC COM 478366107 3789 125000 SH DEFINED 01 125000
JOY GLOBAL INC COM 481165108 1218 27000 SH DEFINED 01 27000
JPMORGAN CHASE + CO COM 46625H100 34754 745000 SH DEFINED 01 745000
JUNIPER NETWORKS INC COM 48203R104 2400 114000 SH DEFINED 01 114000
KB HOME COM 48666K109 372 19000 SH DEFINED 01 19000
KELLOGG CO COM 487836108 3254 58000 SH DEFINED 01 58000
KEYCORP NEW COM 493267108 1063 89000 SH DEFINED 01 89000
KIMBERLY CLARK CORP COM 494368103 5891 91000 SH DEFINED 01 91000
KLA TENCOR CORP COM 482480100 1138 36000 SH DEFINED 01 36000
KOHLS CORP COM 500255104 3452 75000 SH DEFINED 01 75000
KRAFT FOODS INC COM 50075N104 10552 323000 SH DEFINED 01 323000
KROGER CO COM 501044101 3977 145000 SH DEFINED 01 145000
L 3 COMMUNICATIONS HLDG CORP COM 502424104 3817 39000 SH DEFINED 01 39000
LEUCADIA NATL CORP COM 527288104 2119 47000 SH DEFINED 01 47000
LG DISPLAY CO LTD ADR 50186V102 2221 175000 SH DEFINED 01 175000
LIBERTY MEDIA CORP NEW COM 53071M302 134 10000 SH DEFINED 01 10000
LIBERTY MEDIA CORP NEW COM 53071M500 897 36000 SH DEFINED 01 36000
LILLY ELI + CO COM 532457108 9376 213000 SH DEFINED 01 213000
LINCOLN NATL CORP IN COM 534187109 3545 83000 SH DEFINED 01 83000
LINEAR TECHNOLOGY CORP COM 535678106 2083 68000 SH DEFINED 01 68000
LOCKHEED MARTIN CORP COM 539830109 9541 87000 SH DEFINED 01 87000
LOEWS CORP COM 540424108 2573 65147 SH DEFINED 01 65147
LORILLARD INC COM 544147101 3828 53797 SH DEFINED 01 53797
LOWES COS INC COM 548661107 7459 315000 SH DEFINED 01 315000
M + T BK CORP COM 55261F104 1501 17000 SH DEFINED 01 17000
MACYS INC COM 55616P104 2418 135000 SH DEFINED 01 135000
MARATHON OIL CORP COM 565849106 6136 155000 SH DEFINED 01 155000
MARRIOTT INTL INC NEW COM 571903202 2218 85000 SH DEFINED 01 85000
MARSH + MCLENNAN COS INC COM 571748102 5239 165000 SH DEFINED 01 165000
MARSHALL + ILSLEY CORP NEW COM 571837103 1108 55000 SH DEFINED 01 55000
MASCO CORP COM 574599106 1506 84000 SH DEFINED 01 84000
MATTEL INC COM 577081102 1495 83000 SH DEFINED 01 83000
MCDONALDS CORP COM 580135101 17503 284000 SH DEFINED 01 284000
MCGRAW HILL COS INC COM 580645109 2181 69000 SH DEFINED 01 69000
MCKESSON CORP COM 58155Q103 3444 64000 SH DEFINED 01 64000
MEDCO HEALTH SOLUTIONS INC COM 58405U102 6373 142000 SH DEFINED 01 142000
MEDTRONIC INC COM 585055106 12155 243000 SH DEFINED 01 243000
MEMC ELECTR MATLS INC COM 552715104 1978 70000 SH DEFINED 01 70000
MERCK + CO INC COM 589331107 16104 510579 SH DEFINED 01 510579
MERRILL LYNCH + CO INC COM 590188108 8568 340000 SH DEFINED 01 340000
METLIFE INC COM 59156R108 7922 150000 SH DEFINED 01 150000
METROPCS COMMUNICATIONS COM 591708102 36802 2630613 SH SOLE 2630613
MICRON TECHNOLOGY INC COM 595112103 727 180000 SH DEFINED 01 180000
MICROSOFT CORP COM 594918104 48033 1801000 SH DEFINED 01 1801000
MONSANTO CO NEW COM 61166W101 11777 119000 SH DEFINED 01 119000
MORGAN STANLEY COM 617446448 6592 287000 SH DEFINED 01 287000
MOTOROLA INC COM 620076109 3491 489000 SH DEFINED 01 489000
MURPHY OIL CORP COM 626717102 3847 60000 SH DEFINED 01 60000
NATIONAL OILWELL VARCO INC COM 637071101 5018 100000 SH DEFINED 01 100000
NETAPP INC COM 64110D104 1402 77000 SH DEFINED 01 77000
NEW ORIENTAL ED + TECHNOLOGY ADR 647581107 9636 150000 SH DEFINED 01 150000
NEWMONT MNG CORP COM 651639106 5577 144000 SH DEFINED 01 144000
NEWS CORP COM 65248E203 6886 570000 SH DEFINED 01 570000
NIKE INC COM 654106103 6890 103000 SH DEFINED 01 103000
NOBLE CORPORATION COM G65422100 2715 62000 SH DEFINED 01 62000
NORDSTROM INC COM 655664100 1210 42000 SH DEFINED 01 42000
NORFOLK SOUTHN CORP COM 655844108 5429 82000 SH DEFINED 01 82000
NORTHERN TRUST CORP COM 665859104 4264 58000 SH DEFINED 01 58000
NORTHROP GRUMMAN CORP COM 666807102 4419 73000 SH DEFINED 01 73000
NOVELL INC COM 670006105 359 70000 SH DEFINED 01 70000
NUCOR CORP COM 670346105 3358 85000 SH DEFINED 01 85000
NVIDIA CORP COM 67066G104 1285 120000 SH DEFINED 01 120000
NYSE EURONEXT COM 629491101 2271 58000 SH DEFINED 01 58000
OCCIDENTAL PETE CORP COM 674599105 14461 206000 SH DEFINED 01 206000
OMNICOM GROUP COM 681919106 3663 95000 SH DEFINED 01 95000
ORACLE CORP COM 68389X105 19672 970000 SH DEFINED 01 970000
PACCAR INC COM 693718108 3055 80000 SH DEFINED 01 80000
PARKER HANNIFIN CORP COM 701094104 1961 37000 SH DEFINED 01 37000
PAYCHEX INC COM 704326107 2344 71000 SH DEFINED 01 71000
PEABODY ENERGY CORP COM 704549104 3823 85000 SH DEFINED 01 85000
PEPSI BOTTLING GROUP INC COM 713409100 1138 39000 SH DEFINED 01 39000
PEPSICO INC COM 713448108 25226 354000 SH DEFINED 01 354000
PETROLEO BRASILEIRO SA ADR 71654V408 5250 120000 SH DEFINED 01 120000
PFIZER INC COM 717081103 25548 1393000 SH DEFINED 01 1393000
PG+E CORP COM 69331C108 4007 107000 SH DEFINED 01 107000
PHILIP MORRIS INTL ORD SHR COM 718172109 24184 503000 SH DEFINED 01 503000
PHOENIX COMPANIES COM 71902E109 941 101817 SH SOLE 101817
PITNEY BOWES INC COM 724479100 1625 49000 SH DEFINED 01 49000
PNC FINL SVCS GROUP INC COM 693475105 7096 95000 SH DEFINED 01 95000
PPG INDS INC COM 693506107 2100 36000 SH DEFINED 01 36000
PPL CORP COM 69351T106 2957 80000 SH DEFINED 01 80000
PRAXAIR INC COM 74005P104 6815 95000 SH DEFINED 01 95000
PRECISION CASTPARTS CORP COM 740189105 1576 20000 SH DEFINED 01 20000
PRICE T ROWE GROUP INC COM 74144T108 3377 59000 SH DEFINED 01 59000
PRINCIPAL FINANCIAL GROUP COM 74251V102 3561 82000 SH DEFINED 01 82000
PROCTER AND GAMBLE CO COM 742718109 49061 705000 SH DEFINED 01 705000
PROGRESS ENERGY INC COM 743263105 2453 57000 SH DEFINED 01 57000
PROGRESSIVE CORP OHIO COM 743315103 2622 152000 SH DEFINED 01 152000
PRUDENTIAL FINL INC COM 744320102 6936 97000 SH DEFINED 01 97000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3377 103000 SH DEFINED 01 103000
PULTE HOMES INC COM 745867101 655 47000 SH DEFINED 01 47000
QUALCOMM INC COM 747525103 17403 405000 SH DEFINED 01 405000
QUEST DIAGNOSTICS INC COM 74834L100 1855 36000 SH DEFINED 01 36000
QUESTAR CORP COM 748356102 2987 73000 SH DEFINED 01 73000
RAYTHEON CO COM 755111507 6092 114000 SH DEFINED 01 114000
ROCKWELL AUTOMATION INC COM 773903109 1155 31000 SH DEFINED 01 31000
ROCKWELL COLLINS INC COM 774341101 1681 35000 SH DEFINED 01 35000
ROHM + HAAS CO COM 775371107 1889 27000 SH DEFINED 01 27000
SAFEWAY INC COM 786514208 2159 91000 SH DEFINED 01 91000
SARA LEE CORP COM 803111103 2019 160000 SH DEFINED 01 160000
SCHERING PLOUGH CORP COM 806605101 6501 352000 SH DEFINED 01 352000
SCHLUMBERGER LTD COM 806857108 22143 284000 SH DEFINED 01 284000
SCHWAB CHARLES CORP COM 808513105 6679 257000 SH DEFINED 01 257000
SEMPRA ENERGY COM 816851109 2978 59000 SH DEFINED 01 59000
SIGMA ALDRICH COM 826552101 1572 30000 SH DEFINED 01 30000
SIMON PPTY GROUP INC NEW COM 828806109 4748 49000 SH DEFINED 01 49000
SMITH INTL INC COM 832110100 2522 43000 SH DEFINED 01 43000
SOHU COM INC COM 83408W103 11126 200000 SH DEFINED 01 200000
SOUTHERN CO COM 842587107 6443 171000 SH DEFINED 01 171000
SPECTRA ENERGY CORP COM 847560109 4546 191000 SH DEFINED 01 191000
SPRINT NEXTEL CORP COM 852061100 3697 607000 SH DEFINED 01 607000
ST JUDE MED INC COM 790849103 4552 105000 SH DEFINED 01 105000
STANLEY WORKS COM 854616109 709 17000 SH DEFINED 01 17000
STAPLES INC COM 855030102 3374 150000 SH DEFINED 01 150000
STARWOOD HOTELS + RESORTS INC COM 85590A401 1349 48000 SH DEFINED 01 48000
STATE STREET CORPORATION COM 857477103 5743 101000 SH DEFINED 01 101000
STRYKER CORP COM 863667101 4485 72000 SH DEFINED 01 72000
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