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, 2011
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 May 3, 2011
------------------ ------------------ ------------------
[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: 249
------------
Form 13F Information Table Value Total: $ 1,690,079
------------
(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, 2011
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 10,840 116,000 SH DEFINED 01 116,000
ABBOTT LABORATORIES COM 002824100 10,055 205,000 SH DEFINED 01 205,000
AETNA INC COM 00817Y108 1,871 50,000 SH DEFINED 01 50,000
AGILENT TECHNOLOGIES INC COM 00846U101 6,719 150,000 SH DEFINED 01 150,000
AIR PRODUCTS + CHEMICALS COM 009158106 4,961 55,000 SH DEFINED 01 55,000
ALCOA INC COM 013817101 3,106 176,000 SH DEFINED 01 176,000
ALLERGAN INC COM 018490102 4,474 63,000 SH DEFINED 01 63,000
ALTERA CORP COM 021441100 5,500 125,000 SH DEFINED 01 125,000
ALTRIA GROUP INC COM 02209S103 7,286 280,000 SH DEFINED 01 280,000
AMAZON.COM INC COM 023135106 8,106 45,000 SH DEFINED 01 45,000
AMERICA MOVIL ADR SERIES ADR 02364W204 17,388 300,000 SH DEFINED 01 300,000
AMERICA MOVIL ADR SERIES ADR 02364W105 5,879 101,224 SH DEFINED 01 101,224
AMERICAN EXPRESS CO COM 025816109 10,170 225,000 SH DEFINED 01 225,000
AMERICAN TOWER CORP CL A COM 029912201 4,353 84,000 SH DEFINED 01 84,000
AMERISOURCEBERGEN CORP COM 03073E105 5,335 135,000 SH DEFINED 01 135,000
AMGEN INC COM 031162100 6,735 126,000 SH DEFINED 01 126,000
AMPHENOL CORP CL A COM 032095101 3,481 64,000 SH DEFINED 01 64,000
ANADARKO PETROLEUM CORP COM 032511107 8,198 100,000 SH DEFINED 01 100,000
AOL INC COM 00184X105 585 30,000 SH DEFINED 01 30,000
APACHE CORP COM 037411105 9,296 71,000 SH DEFINED 01 71,000
APPLE INC COM 037833100 42,511 122,000 SH DEFINED 01 122,000
APPLIED MATERIALS INC COM 038222105 4,374 280,000 SH DEFINED 01 280,000
ARCH CAPITAL GROUP LTD COM G0450A105 2,321 23,400 SH DEFINED 01 23,400
ARCHER DANIELS MIDLAND CO COM 039483102 5,041 140,000 SH DEFINED 01 140,000
ASIAINFO LINKAGE INC COM 04518A104 8,432 390,000 SH DEFINED 01 390,000
AT+T INC COM 00206R102 23,876 780,000 SH DEFINED 01 780,000
AUTOMATIC DATA PROCESSING COM 053015103 4,309 84,000 SH DEFINED 01 84,000
BAKER HUGHES INC COM 057224107 8,814 120,000 SH DEFINED 01 120,000
BANCO BRADESCO ADR ADR 059460303 2,636 127,050 SH DEFINED 01 127,050
BANK OF AMERICA CORP COM 060505104 17,662 1,325,000 SH DEFINED 01 1,325,000
BANK OF NEW YORK MELLON COM 064058100 7,171 240,000 SH DEFINED 01 240,000
BAXTER INTERNATIONAL INC COM 071813109 5,375 100,000 SH DEFINED 01 100,000
BB+T CORP COM 054937107 2,471 90,000 SH DEFINED 01 90,000
BERKSHIRE HATHAWAY INC COM 084670702 9,623 115,000 SH DEFINED 01 115,000
BMC SOFTWARE INC COM 055921100 2,338 47,000 SH DEFINED 01 47,000
BOEING CO/THE COM 097023105 8,280 112,000 SH DEFINED 01 112,000
BROADCOM CORP CL A COM 111320107 2,442 62,000 SH DEFINED 01 62,000
CAPITAL ONE FINANCIAL COM 14040H105 4,934 95,000 SH DEFINED 01 95,000
CARDINAL HEALTH INC COM 14149Y108 2,056 50,000 SH DEFINED 01 50,000
CARNIVAL CORP COM 143658300 5,370 140,000 SH DEFINED 01 140,000
CATERPILLAR INC COM 149123101 10,019 90,000 SH DEFINED 01 90,000
CBS CORP CLASS B NON COM 124857202 4,505 180,000 SH DEFINED 01 180,000
CELGENE CORP COM 151020104 3,682 64,000 SH DEFINED 01 64,000
CEMEX SAB SPONS ADR PART ADR 151290889 2,704 303,474 SH DEFINED 01 303,474
CHEVRON CORP COM 166764100 33,850 315,000 SH DEFINED 01 315,000
CIA SIDERURGICA NACL SP ADR 20440W105 1,090 65,400 SH DEFINED 01 65,400
CISCO SYSTEMS INC COM 17275R102 12,005 700,000 SH DEFINED 01 700,000
CITIGROUP INC COM 172967101 20,378 4,600,000 SH DEFINED 01 4,600,000
CITRIX SYSTEMS INC COM 177376100 1,949 26,531 SH DEFINED 01 26,531
CLIFFS NATURAL RESOURCES COM 18683K101 2,949 30,000 SH DEFINED 01 30,000
COACH INC COM 189754104 4,057 78,000 SH DEFINED 01 78,000
COCA COLA CO/THE COM 191216100 20,234 305,000 SH DEFINED 01 305,000
COGNIZANT TECH SOLUTIONS COM 192446102 3,174 39,000 SH DEFINED 01 39,000
COLGATE PALMOLIVE CO COM 194162103 5,651 70,000 SH DEFINED 01 70,000
COMCAST CORP CLASS A COM 20030N101 8,899 360,000 SH DEFINED 01 360,000
COMPANHIA DE BEBIDAS PRF ADR 20441W203 1,838 65,000 SH DEFINED 01 65,000
COMPUTER SCIENCES CORP COM 205363104 1,509 31,000 SH DEFINED 01 31,000
CONOCOPHILLIPS COM 20825C104 19,968 250,000 SH DEFINED 01 250,000
CONSOLIDATED COMMUN COM 209034107 1,777 95,000 SH DEFINED 01 95,000
CONSTELLATION ENERGY GR COM 210371100 4,043 130,000 SH DEFINED 01 130,000
CORNING INC COM 219350105 4,522 219,000 SH DEFINED 01 219,000
COSTCO WHOLESALE CORP COM 22160K105 4,399 60,000 SH DEFINED 01 60,000
CSX CORP COM 126408103 3,932 50,000 SH DEFINED 01 50,000
CTRIP.COM INTERNATIONAL ADR 22943F100 5,600 135,000 SH DEFINED 01 135,000
CUMMINS INC COM 231021106 3,180 29,000 SH DEFINED 01 29,000
CVS CAREMARK CORP COM 126650100 8,058 235,000 SH DEFINED 01 235,000
DANAHER CORP COM 235851102 4,667 90,000 SH DEFINED 01 90,000
DEERE + CO COM 244199105 7,846 81,000 SH DEFINED 01 81,000
DEVON ENERGY CORPORATION COM 25179M103 7,709 84,000 SH DEFINED 01 84,000
DIAMOND OFFSHORE DRILLING COM 25271C102 3,887 50,000 SH DEFINED 01 50,000
DIRECTV CLASS A COM 25490A101 5,710 122,000 SH DEFINED 01 122,000
DOMINION RESOURCES INC/VA COM 25746U109 4,469 100,000 SH DEFINED 01 100,000
DOVER CORP COM 260003108 1,775 27,000 SH DEFINED 01 27,000
DOW CHEMICAL CO/THE COM 260543103 5,697 151,000 SH DEFINED 01 151,000
DU PONT (E.I.) DE NEMOURS COM 263534109 10,166 185,000 SH DEFINED 01 185,000
EATON CORP COM 278058102 7,210 130,000 SH DEFINED 01 130,000
EBAY INC COM 278642103 6,674 215,000 SH DEFINED 01 215,000
ELI LILLY + CO COM 532457108 4,219 120,000 SH DEFINED 01 120,000
EMBRAER SA ADR ADR 29082A107 337 10,000 SH DEFINED 01 10,000
EMC CORP/MASS COM 268648102 11,151 420,000 SH DEFINED 01 420,000
EMERSON ELECTRIC CO COM 291011104 7,128 122,000 SH DEFINED 01 122,000
ENTERGY CORP COM 29364G103 1,748 26,000 SH DEFINED 01 26,000
ESTEE LAUDER COMPANIES CL COM 518439104 1,638 17,000 SH DEFINED 01 17,000
EXELON CORP COM 30161N101 6,430 156,000 SH DEFINED 01 156,000
EXPRESS SCRIPTS INC COM 302182100 6,006 108,000 SH DEFINED 01 108,000
EXXON MOBIL CORP COM 30231G102 59,761 710,000 SH DEFINED 01 710,000
FIFTH THIRD BANCORP COM 316773100 1,388 100,000 SH DEFINED 01 100,000
FIRST HORIZON NATIONAL COM 320517105 1,593 142,209 SH DEFINED 01 142,209
FISERV INC COM 337738108 2,822 45,000 SH DEFINED 01 45,000
FLUOR CORP COM 343412102 2,652 36,000 SH DEFINED 01 36,000
FOMENTO ECONOMICO MEX SP ADR 344419106 6,528 111,300 SH DEFINED 01 111,300
FORD MOTOR CO COM 345370860 7,450 500,000 SH DEFINED 01 500,000
FREEPORT MCMORAN COPPER COM 35671D857 8,333 150,000 SH DEFINED 01 150,000
FRONTIER COMMUNICATIONS COM 35906A108 3,280 400,000 SH DEFINED 01 400,000
GENERAL DYNAMICS CORP COM 369550108 3,980 52,000 SH DEFINED 01 52,000
GENERAL ELECTRIC CO COM 369604103 31,447 1,570,000 SH DEFINED 01 1,570,000
GILEAD SCIENCES INC COM 375558103 6,366 150,000 SH DEFINED 01 150,000
GOLDMAN SACHS GROUP INC COM 38141G104 11,895 75,000 SH DEFINED 01 75,000
GOODRICH CORP COM 382388106 2,223 26,000 SH DEFINED 01 26,000
GOOGLE INC CL A COM 38259P508 21,781 37,155 SH DEFINED 01 37,155
GRUPO TELEVISA SA SPONS ADR 40049J206 3,802 155,000 SH DEFINED 01 155,000
HALLIBURTON CO COM 406216101 5,982 120,000 SH DEFINED 01 120,000
HARTFORD FINANCIAL SVCS COM 416515104 2,961 110,000 SH DEFINED 01 110,000
HESS CORP COM 42809H107 5,877 69,000 SH DEFINED 01 69,000
HEWLETT PACKARD CO COM 428236103 14,995 366,000 SH DEFINED 01 366,000
HOLOGIC INC COM 436440101 4,771 215,000 SH DEFINED 01 215,000
HOME DEPOT INC COM 437076102 7,412 200,000 SH DEFINED 01 200,000
HONEYWELL INTERNATIONAL COM 438516106 7,882 132,000 SH DEFINED 01 132,000
HOST HOTELS + RESORTS INC COM 44107P104 4,403 250,000 SH DEFINED 01 250,000
ILLINOIS TOOL WORKS COM 452308109 7,252 135,000 SH DEFINED 01 135,000
INGERSOLL RAND PLC COM G47791101 6,278 130,000 SH DEFINED 01 130,000
INTEL CORP COM 458140100 14,623 725,000 SH DEFINED 01 725,000
INTERPUBLIC GROUP OF COS COM 460690100 3,017 240,000 SH DEFINED 01 240,000
INTL BUSINESS MACHINES COM 459200101 28,241 173,000 SH DEFINED 01 173,000
INTUIT INC COM 461202103 3,290 62,000 SH DEFINED 01 62,000
INTUITIVE SURGICAL INC COM 46120E602 2,501 7,500 SH DEFINED 01 7,500
INVESCO LTD COM G491BT108 2,759 108,000 SH DEFINED 01 108,000
ISHARES COHEN + STEERS COM 464287564 13,245 190,000 SH DEFINED 01 190,000
ITAU UNIBANCO HLDNG PREF ADR 465562106 1,653 68,750 SH DEFINED 01 68,750
JANUS CAPITAL GROUP INC COM 47102X105 1,495 120,000 SH DEFINED 01 120,000
JDS UNIPHASE CORP COM 46612J507 3,751 180,000 SH DEFINED 01 180,000
JOHNSON + JOHNSON COM 478160104 21,100 356,000 SH DEFINED 01 356,000
JOHNSON CONTROLS INC COM 478366107 6,651 160,000 SH DEFINED 01 160,000
JPMORGAN CHASE + CO COM 46625H100 26,288 570,000 SH DEFINED 01 570,000
JUNIPER NETWORKS INC COM 48203R104 4,840 115,000 SH DEFINED 01 115,000
KANSAS CITY SOUTHERN COM 485170302 4,080 75,000 SH DEFINED 01 75,000
KEYCORP COM 493267108 2,664 300,000 SH DEFINED 01 300,000
KLA TENCOR CORPORATION COM 482480100 1,326 28,000 SH DEFINED 01 28,000
KRAFT FOODS INC CLASS A COM 50075N104 6,397 204,000 SH DEFINED 01 204,000
KROGER CO COM 501044101 2,205 92,000 SH DEFINED 01 92,000
LENNAR CORP A COM 526057104 1,177 65,000 SH DEFINED 01 65,000
LEUCADIA NATIONAL CORP COM 527288104 976 26,000 SH DEFINED 01 26,000
LG DISPLAY CO LTD ADR ADR 50186V102 2,755 175,000 SH DEFINED 01 175,000
LINCOLN NATIONAL CORP COM 534187109 2,705 90,000 SH DEFINED 01 90,000
LINEAR TECHNOLOGY CORP COM 535678106 1,076 32,000 SH DEFINED 01 32,000
LOWE S COS INC COM 548661107 5,022 190,000 SH DEFINED 01 190,000
M + T BANK CORP COM 55261F104 5,310 60,000 SH DEFINED 01 60,000
MACY S INC COM 55616P104 2,716 112,000 SH DEFINED 01 112,000
MARRIOTT INTERNATIONAL COM 571903202 4,091 115,000 SH DEFINED 01 115,000
MARVELL TECHNOLOGY GROUP COM G5876H105 1,555 100,000 SH DEFINED 01 100,000
MASCO CORP COM 574599106 3,756 270,000 SH DEFINED 01 270,000
MASTERCARD INC CLASS A COM 57636Q104 3,272 13,000 SH DEFINED 01 13,000
MATTEL INC COM 577081102 1,321 53,000 SH DEFINED 01 53,000
MCDONALD S CORP COM 580135101 10,502 138,000 SH DEFINED 01 138,000
MCGRAW HILL COMPANIES INC COM 580645109 1,733 44,000 SH DEFINED 01 44,000
MCKESSON CORP COM 58155Q103 3,083 39,000 SH DEFINED 01 39,000
MEDCO HEALTH SOLUTIONS COM 58405U102 5,335 95,000 SH DEFINED 01 95,000
MEDTRONIC INC COM 585055106 5,703 145,000 SH DEFINED 01 145,000
MELCO CROWN ENTERTAINME ADR 585464100 7,580 1,000,000 SH DEFINED 01 1,000,000
MEMC ELECTRONIC MATERIALS COM 552715104 674 52,000 SH DEFINED 01 52,000
MERCK + CO. INC. COM 58933Y105 13,204 400,000 SH DEFINED 01 400,000
METLIFE INC COM 59156R108 5,808 130,000 SH DEFINED 01 130,000
MICRON TECHNOLOGY INC COM 595112103 1,318 115,000 SH DEFINED 01 115,000
MICROSOFT CORP COM 594918104 27,642 1,090,000 SH DEFINED 01 1,090,000
MINDRAY MEDICAL INTL LTD ADR 602675100 6,572 261,000 SH DEFINED 01 261,000
MONSANTO CO COM 61166W101 11,196 155,000 SH DEFINED 01 155,000
MORGAN STANLEY COM 617446448 6,010 220,000 SH DEFINED 01 220,000
MOTOROLA MOBILITY HOLD COM 620097105 1,891 77,500 SH DEFINED 01 77,500
MOTOROLA SOLUTIONS INC COM 620076307 3,958 88,571 SH DEFINED 01 88,571
MYLAN INC COM 628530107 5,207 230,000 SH DEFINED 01 230,000
NABORS INDUSTRIES LTD COM G6359F103 6,076 200,000 SH DEFINED 01 200,000
NATIONAL OILWELL VARCO COM 637071101 5,945 75,000 SH DEFINED 01 75,000
NETAPP INC COM 64110D104 5,878 122,000 SH DEFINED 01 122,000
NEW ORIENTAL EDUCATIO SP ADR 647581107 7,214 72,000 SH DEFINED 01 72,000
NEWMONT MINING CORP COM 651639106 6,823 125,000 SH DEFINED 01 125,000
NEWS CORP CLASS B COM 65248E203 5,549 298,000 SH DEFINED 01 298,000
NIKE INC CL B COM 654106103 5,071 67,000 SH DEFINED 01 67,000
NORFOLK SOUTHERN CORP COM 655844108 6,369 92,000 SH DEFINED 01 92,000
NORTHROP GRUMMAN CORP COM 666807102 2,820 45,000 SH DEFINED 01 45,000
NUCOR CORP COM 670346105 2,533 55,000 SH DEFINED 01 55,000
NVIDIA CORP COM 67066G104 3,395 184,000 SH DEFINED 01 184,000
NYSE EURONEXT COM 629491101 2,740 78,000 SH DEFINED 01 78,000
OCCIDENTAL PETROLEUM CORP COM 674599105 13,270 127,000 SH DEFINED 01 127,000
ORACLE CORP COM 68389X105 20,189 605,000 SH DEFINED 01 605,000
P G + E CORP COM 69331C108 4,415 100,000 SH DEFINED 01 100,000
PACCAR INC COM 693718108 4,450 85,000 SH DEFINED 01 85,000
PAYCHEX INC COM 704326107 5,018 160,000 SH DEFINED 01 160,000
PEABODY ENERGY CORP COM 704549104 2,159 30,000 SH DEFINED 01 30,000
PEPSICO INC COM 713448108 13,977 217,000 SH DEFINED 01 217,000
PETROHAWK ENERGY CORP COM 716495106 3,922 160,000 SH DEFINED 01 160,000
PETROLEO BRASILEIRO S.A. ADR 71654V408 3,639 90,000 SH DEFINED 01 90,000
PFIZER INC COM 717081103 21,224 1,045,000 SH DEFINED 01 1,045,000
PHILIP MORRIS INTERNATION COM 718172109 16,728 255,000 SH DEFINED 01 255,000
PHOENIX COMPANIES COM 71902E109 277 101,817 SH SOLE 101,817
PNC FINANCIAL SERVICES COM 693475105 5,792 92,000 SH DEFINED 01 92,000
PPG INDUSTRIES INC COM 693506107 5,713 60,000 SH DEFINED 01 60,000
PPL CORPORATION COM 69351T106 1,896 75,000 SH DEFINED 01 75,000
PRAXAIR INC COM 74005P104 5,691 56,000 SH DEFINED 01 56,000
PRECISION CASTPARTS CORP COM 740189105 3,753 25,500 SH DEFINED 01 25,500
PROCTER + GAMBLE CO/THE COM 742718109 22,491 365,000 SH DEFINED 01 365,000
PRUDENTIAL FINANCIAL INC COM 744320102 3,693 60,000 SH DEFINED 01 60,000
PUBLIC SERVICE ENTERPRISE COM 744573106 3,153 100,000 SH DEFINED 01 100,000
QUALCOMM INC COM 747525103 14,256 260,000 SH DEFINED 01 260,000
QWEST COMMUNICATIONS INTL COM 749121109 1,528 223,000 SH DEFINED 01 223,000
REGIONS FINANCIAL CORP COM 7591EP100 2,755 380,000 SH DEFINED 01 380,000
REPUBLIC SERVICES INC COM 760759100 1,989 66,212 SH SOLE 66,212
ROCKWELL COLLINS INC COM 774341101 1,425 22,000 SH DEFINED 01 22,000
SCHLUMBERGER LTD COM 806857108 19,114 205,000 SH DEFINED 01 205,000
SCHWAB (CHARLES) CORP COM 808513105 6,311 350,000 SH DEFINED 01 350,000
SEMPRA ENERGY COM 816851109 2,460 46,000 SH DEFINED 01 46,000
SIGMA ALDRICH COM 826552101 2,546 40,000 SH DEFINED 01 40,000
SINA CORP COM G81477104 12,310 115,000 SH DEFINED 01 115,000
SLM CORP COM 78442P106 3,823 250,000 SH DEFINED 01 250,000
SOUTHERN CO COM 842587107 6,856 180,000 SH DEFINED 01 180,000
SPECTRA ENERGY CORP COM 847560109 4,757 175,000 SH DEFINED 01 175,000
SPRINT NEXTEL CORP COM 852061100 3,255 700,000 SH DEFINED 01 700,000
ST JUDE MEDICAL INC COM 790849103 2,049 40,000 SH DEFINED 01 40,000
STANLEY BLACK + DECKER COM 854502101 6,126 80,000 SH DEFINED 01 80,000
STARBUCKS CORP COM 855244109 3,695 100,000 SH DEFINED 01 100,000
STATE STREET CORP COM 857477103 5,845 130,000 SH DEFINED 01 130,000
SUNTRUST BANKS INC COM 867914103 4,329 150,000 SH DEFINED 01 150,000
SUPERVALU INC COM 868536103 2,138 240,000 SH DEFINED 01 240,000
SYSCO CORP COM 871829107 4,566 165,000 SH DEFINED 01 165,000
T ROWE PRICE GROUP INC COM 74144T108 4,777 72,000 SH DEFINED 01 72,000
TAIWAN GTR CHINA FD COM 874037104 330 45,846 SH DEFINED 01 45,846
TARGET CORP COM 87612E106 6,999 140,000 SH DEFINED 01 140,000
TELE NORTE LESTE PART ADR ADR 879246106 272 15,500 SH DEFINED 01 15,500
TELEFONOS DE MEXICO SP AD ADR 879403707 1,726 95,000 SH DEFINED 01 95,000
TELEFONOS DE MEXICO SP AD ADR 879403780 2,117 116,000 SH DEFINED 01 116,000
TEXAS INSTRUMENTS INC COM 882508104 5,357 155,000 SH DEFINED 01 155,000
THERMO FISHER SCIENTIFIC COM 883556102 3,278 59,000 SH DEFINED 01 59,000
TIME WARNER CABLE COM 88732J207 4,033 56,536 SH DEFINED 01 56,536
TIME WARNER INC COM 887317303 5,940 166,333 SH DEFINED 01 166,333
TJX COMPANIES INC COM 872540109 3,381 68,000 SH DEFINED 01 68,000
UNION PACIFIC CORP COM 907818108 7,866 80,000 SH DEFINED 01 80,000
UNITED PARCEL SERVICE CL COM 911312106 12,629 170,000 SH DEFINED 01 170,000
UNITED TECHNOLOGIES CORP COM 913017109 10,833 128,000 SH DEFINED 01 128,000
UNITEDHEALTH GROUP INC COM 91324P102 8,498 188,000 SH DEFINED 01 188,000
US BANCORP COM 902973304 9,036 342,000 SH DEFINED 01 342,000
VALE SA SP ADR ADR 91912E105 5,499 165,000 SH DEFINED 01 165,000
VALERO ENERGY CORP COM 91913Y100 2,952 99,000 SH DEFINED 01 99,000
VERIZON COMMUNICATIONS COM 92343V104 14,264 370,000 SH DEFINED 01 370,000
VIACOM INC CLASS B COM 92553P201 7,440 160,000 SH DEFINED 01 160,000
VIRTUS COM 92828Q109 300 5,090 SH SOLE 5,090
VISA INC CLASS A SHARES COM 92826C839 4,271 58,000 SH DEFINED 01 58,000
WAL MART STORES INC COM 931142103 13,538 260,000 SH DEFINED 01 260,000
WALGREEN CO COM 931422109 5,541 138,000 SH DEFINED 01 138,000
WALT DISNEY CO/THE COM 254687106 15,082 350,000 SH DEFINED 01 350,000
WATERS CORP COM 941848103 1,304 15,000 SH DEFINED 01 15,000
WEATHERFORD INTL LTD COM H27013103 2,710 120,000 SH DEFINED 01 120,000
WELLPOINT INC COM 94973V107 5,583 80,000 SH DEFINED 01 80,000
WELLS FARGO + CO COM 949746101 21,556 680,000 SH DEFINED 01 680,000
WESTERN DIGITAL CORP COM 958102105 1,305 35,000 SH DEFINED 01 35,000
WESTERN UNION CO COM 959802109 2,122 102,000 SH DEFINED 01 102,000
WILLIAMS COS INC COM 969457100 3,648 117,000 SH DEFINED 01 117,000
WISCONSIN ENERGY CORP COM 976657106 2,561 84,000 SH DEFINED 01 84,000
XEROX CORP COM 984121103 4,362 410,000 SH DEFINED 01 410,000
XILINX INC COM 983919101 1,279 39,000 SH DEFINED 01 39,000
YAHOO INC COM 984332106 4,493 270,000 SH DEFINED 01 270,000
1,690,079