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, 2010
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 November 1, 2010
------------------ ------------------ ------------------
[Signature] [City,State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this
report, and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the
holdings for this reporting manager are reported in this report
and a portion are reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
28-________________ _______________
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
------------
Form 13F Information Table Entry Total: 267
------------
Form 13F Information Table Value Total: $ 1,467,718
------------
(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, 2010
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 10,058 116,000 SH DEFINED 01 116,000
ABBOTT LABORATORIES COM 002824100 10,440 200,000 SH DEFINED 01 200,000
AETNA INC COM 00817Y108 1,581 50,000 SH DEFINED 01 50,000
AFLAC INC COM 001055102 3,103 60,000 SH DEFINED 01 60,000
AGILENT TECHNOLOGIES INC COM 00846U101 4,333 130,000 SH DEFINED 01 130,000
AIR PRODUCTS + CHEMICALS COM 009158106 4,552 55,000 SH DEFINED 01 55,000
ALCOA INC COM 013817101 2,128 176,000 SH DEFINED 01 176,000
ALLERGAN INC COM 018490102 2,857 43,000 SH DEFINED 01 43,000
ALLSTATE CORP COM 020002101 2,366 75,000 SH DEFINED 01 75,000
ALTERA CORPORATION COM 021441100 3,770 125,000 SH DEFINED 01 125,000
ALTRIA GROUP INC COM 02209S103 6,726 280,000 SH DEFINED 01 280,000
AMAZON.COM INC COM 023135106 7,067 45,000 SH DEFINED 01 45,000
AMERICA MOVIL ADR SERIES ADR 02364W204 15,825 300,000 SH DEFINED 01 300,000
AMERICA MOVIL ADR SERIES ADR 02364W105 5,396 101,224 SH DEFINED 01 101,224
AMERICAN ELECTRIC POWER COM 025537101 5,068 140,000 SH DEFINED 01 140,000
AMERICAN EXPRESS CO COM 025816109 7,556 180,000 SH DEFINED 01 180,000
AMERICAN TOWER CORP CL A COM 029912201 4,304 84,000 SH DEFINED 01 84,000
AMERISOURCEBERGEN CORP COM 03073E105 1,349 44,000 SH DEFINED 01 44,000
AMGEN INC COM 031162100 8,046 146,000 SH DEFINED 01 146,000
AMPHENOL CORP CL A COM 032095101 3,135 64,000 SH DEFINED 01 64,000
ANADARKO PETROLEUM CORP COM 032511107 5,705 100,000 SH DEFINED 01 100,000
AOL INC COM 00184X105 743 30,000 SH DEFINED 01 30,000
APACHE CORP COM 037411105 6,936 71,000 SH DEFINED 01 71,000
APPLE INC COM 037833100 33,905 119,500 SH DEFINED 01 119,500
APPLIED MATERIALS INC COM 038222105 3,268 280,000 SH DEFINED 01 280,000
ARCH CAPITAL GROUP LTD COM G0450A105 1,960 23,400 SH DEFINED 01 23,400
ARCHER DANIELS MIDLAND CO COM 039483102 4,150 130,000 SH DEFINED 01 130,000
ASIAINFO LINKAGE INC COM 04518A104 3,938 200,000 SH DEFINED 01 200,000
AT+T INC COM 00206R102 23,452 820,000 SH DEFINED 01 820,000
AUTOMATIC DATA PROCESSING COM 053015103 3,531 84,000 SH DEFINED 01 84,000
AUTOZONE INC COM 053332102 1,602 7,000 SH DEFINED 01 7,000
BAKER HUGHES INC COM 057224107 5,112 120,000 SH DEFINED 01 120,000
BANCO BRADESCO ADR ADR 059460303 2,587 127,050 SH DEFINED 01 127,050
BANK OF AMERICA CORP COM 060505104 19,519 1,490,000 SH DEFINED 01 1,490,000
BANK OF NEW YORK MELLON COM 064058100 4,437 170,000 SH DEFINED 01 170,000
BAXTER INTERNATIONAL INC COM 071813109 4,771 100,000 SH DEFINED 01 100,000
BB+T CORP COM 054937107 3,443 143,000 SH DEFINED 01 143,000
BECTON DICKINSON AND CO COM 075887109 2,519 34,000 SH DEFINED 01 34,000
BEST BUY CO INC COM 086516101 1,837 45,000 SH DEFINED 01 45,000
BIOGEN IDEC INC COM 09062X103 2,806 50,000 SH DEFINED 01 50,000
BMC SOFTWARE INC COM 055921100 1,903 47,000 SH DEFINED 01 47,000
BOEING CO COM 097023105 6,783 102,000 SH DEFINED 01 102,000
BOSTON SCIENTIFIC CORP COM 101137107 2,452 400,000 SH DEFINED 01 400,000
BRISTOL MYERS SQUIBB CO COM 110122108 4,338 160,000 SH DEFINED 01 160,000
BROADCOM CORP CL A COM 111320107 2,194 62,000 SH DEFINED 01 62,000
CABOT OIL + GAS CORP COM 127097103 1,235 41,000 SH DEFINED 01 41,000
CAPITAL ONE FINANCIAL COM 14040H105 3,752 95,000 SH DEFINED 01 95,000
CARDINAL HEALTH INC COM 14149Y108 1,652 50,000 SH DEFINED 01 50,000
CARNIVAL CORP COM 143658300 3,820 100,000 SH DEFINED 01 100,000
CATERPILLAR INC COM 149123101 6,294 80,000 SH DEFINED 01 80,000
CBS CORP CLASS B NON COM 124857202 2,855 180,000 SH DEFINED 01 180,000
CELGENE CORP COM 151020104 3,687 64,000 SH DEFINED 01 64,000
CEMEX SAB SPONS ADR PART ADR 151290889 2,480 291,802 SH DEFINED 01 291,802
CHESAPEAKE ENERGY CORP COM 165167107 3,103 137,000 SH DEFINED 01 137,000
CHEVRON CORP COM 166764100 24,720 305,000 SH DEFINED 01 305,000
CIA SIDERURGICA NACL SP ADR 20440W105 1,154 65,400 SH DEFINED 01 65,400
CISCO SYSTEMS INC COM 17275R102 19,929 910,000 SH DEFINED 01 910,000
CITIGROUP INC COM 172967101 13,400 3,436,000 SH DEFINED 01 3,436,000
CITRIX SYSTEMS INC COM 177376100 1,809 26,531 SH DEFINED 01 26,531
COACH INC COM 189754104 3,350 78,000 SH DEFINED 01 78,000
COCA COLA CO/THE COM 191216100 18,551 317,000 SH DEFINED 01 317,000
COGNIZANT TECH SOLUTIONS COM 192446102 2,514 39,000 SH DEFINED 01 39,000
COLGATE PALMOLIVE CO COM 194162103 5,380 70,000 SH DEFINED 01 70,000
COMCAST CORP CLASS A COM 20030N101 8,498 470,000 SH DEFINED 01 470,000
COMPANHIA DE BEBIDAS PRF ADR 20441W203 1,607 13,000 SH DEFINED 01 13,000
COMPUTER SCIENCES CORP COM 205363104 1,426 31,000 SH DEFINED 01 31,000
CONAGRA FOODS INC COM 205887102 1,380 63,000 SH DEFINED 01 63,000
CONCHO RESOURCES INC COM 20605P101 3,639 55,000 SH DEFINED 01 55,000
CONOCOPHILLIPS COM 20825C104 14,358 250,000 SH DEFINED 01 250,000
CONSTELLATION ENERGY COM 210371100 2,902 90,000 SH DEFINED 01 90,000
CORNING INC COM 219350105 4,001 219,000 SH DEFINED 01 219,000
COSTCO WHOLESALE CORP COM 22160K105 3,868 60,000 SH DEFINED 01 60,000
COVIDIEN PLC COM G2554F105 2,251 56,000 SH DEFINED 01 56,000
CR BARD INC COM 067383109 1,140 14,000 SH DEFINED 01 14,000
CSX CORP COM 126408103 2,766 50,000 SH DEFINED 01 50,000
CTRIP.COM INTERNATIONAL ADR 22943F100 11,933 250,000 SH DEFINED 01 250,000
CUMMINS INC COM 231021106 2,624 29,000 SH DEFINED 01 29,000
CVS CAREMARK CORP COM 126650100 7,395 235,000 SH DEFINED 01 235,000
DANAHER CORP COM 235851102 3,652 90,000 SH DEFINED 01 90,000
DEERE + CO COM 244199105 5,652 81,000 SH DEFINED 01 81,000
DELL INC COM 24702R101 4,403 340,000 SH DEFINED 01 340,000
DEVON ENERGY CORPORATION COM 25179M103 4,791 74,000 SH DEFINED 01 74,000
DIRECTV CLASS A COM 25490A101 5,079 122,000 SH DEFINED 01 122,000
DOMINION RESOURCES INC/VA COM 25746U109 2,838 65,000 SH DEFINED 01 65,000
DOVER CORP COM 260003108 1,410 27,000 SH DEFINED 01 27,000
DOW CHEMICAL COM 260543103 4,143 151,000 SH DEFINED 01 151,000
DU PONT (E.I.) DE NEMOURS COM 263534109 8,245 185,000 SH DEFINED 01 185,000
DUKE ENERGY CORP COM 26441C105 3,115 176,000 SH DEFINED 01 176,000
EATON CORP COM 278058102 1,897 23,000 SH DEFINED 01 23,000
EBAY INC COM 278642103 6,466 265,000 SH DEFINED 01 265,000
EL PASO CORP COM 28336L109 2,080 168,000 SH DEFINED 01 168,000
ELI LILLY + CO COM 532457108 4,379 120,000 SH DEFINED 01 120,000
EMC CORP/MASS COM 268648102 8,526 420,000 SH DEFINED 01 420,000
EMERSON ELECTRIC CO COM 291011104 6,423 122,000 SH DEFINED 01 122,000
EMPRESA BRASILEIRA DE AE ADR 29081M102 283 10,000 SH DEFINED 01 10,000
ENTERGY CORP COM 29364G103 1,990 26,000 SH DEFINED 01 26,000
EOG RESOURCES INC COM 26875P101 3,809 41,000 SH DEFINED 01 41,000
ESTEE LAUDER COMPANIES COM 518439104 1,074 17,000 SH DEFINED 01 17,000
EXELON CORP COM 30161N101 4,341 102,000 SH DEFINED 01 102,000
EXPRESS SCRIPTS INC COM 302182100 5,260 108,000 SH DEFINED 01 108,000
EXXON MOBIL CORP COM 30231G102 43,871 710,000 SH DEFINED 01 710,000
FEDEX CORP COM 31428X106 5,129 60,000 SH DEFINED 01 60,000
FIFTH THIRD BANCORP COM 316773100 1,202 100,000 SH DEFINED 01 100,000
FIRST HORIZON NATIONAL COM 320517105 1,594 139,680 SH DEFINED 01 139,680
FISERV INC COM 337738108 2,421 45,000 SH DEFINED 01 45,000
FLUOR CORP COM 343412102 1,783 36,000 SH DEFINED 01 36,000
FOMENTO ECONOMICO MEX SP ADR 344419106 5,646 111,300 SH DEFINED 01 111,300
FORD MOTOR CO COM 345370860 5,263 430,000 SH DEFINED 01 430,000
FOREST LABORATORIES INC COM 345838106 2,876 93,000 SH DEFINED 01 93,000
FREEPORT MCMORAN COPPER COM 35671D857 5,972 70,000 SH DEFINED 01 70,000
FRONTIER COMMUNICATIONS COM 35906A108 1,632 200,000 SH DEFINED 01 200,000
GENERAL DYNAMICS CORP COM 369550108 3,262 52,000 SH DEFINED 01 52,000
GENERAL ELECTRIC CO COM 369604103 25,513 1,570,000 SH DEFINED 01 1,570,000
GILEAD SCIENCES INC COM 375558103 5,342 150,000 SH DEFINED 01 150,000
GOLDMAN SACHS GROUP INC COM 38141G104 10,837 75,000 SH DEFINED 01 75,000
GOODRICH CORP COM 382388106 1,916 26,000 SH DEFINED 01 26,000
GOOGLE INC CL A COM 38259P508 19,536 37,155 SH DEFINED 01 37,155
GRUPO TELEVISA SA SPONS ADR 40049J206 2,930 155,000 SH DEFINED 01 155,000
HALLIBURTON CO COM 406216101 3,968 120,000 SH DEFINED 01 120,000
HARTFORD FINANCIAL SVCS COM 416515104 2,523 110,000 SH DEFINED 01 110,000
HESS CORP COM 42809H107 4,076 69,000 SH DEFINED 01 69,000
HEWLETT PACKARD CO COM 428236103 15,398 366,000 SH DEFINED 01 366,000
HJ HEINZ CO COM 423074103 2,700 57,000 SH DEFINED 01 57,000
HOME DEPOT INC COM 437076102 6,336 200,000 SH DEFINED 01 200,000
HONEYWELL INTERNATIONAL COM 438516106 5,800 132,000 SH DEFINED 01 132,000
HOSPIRA INC COM 441060100 1,879 33,000 SH DEFINED 01 33,000
HOST HOTELS + RESORTS INC COM 44107P104 3,615 250,000 SH DEFINED 01 250,000
HUDSON CITY BANCORP INC COM 443683107 2,573 210,000 SH DEFINED 01 210,000
INTEL CORP COM 458140100 15,944 830,000 SH DEFINED 01 830,000
INTERCONTINENTAL EXCHANGE COM 45865V100 3,579 34,180 SH SOLE 34,180
INTERPUBLIC GROUP OF COS COM 460690100 2,407 240,000 SH DEFINED 01 240,000
INTL BUSINESS MACHINES COM 459200101 23,203 173,000 SH DEFINED 01 173,000
INTUIT INC COM 461202103 2,716 62,000 SH DEFINED 01 62,000
INTUITIVE SURGICAL INC COM 46120E602 2,128 7,500 SH DEFINED 01 7,500
INVESCO LTD COM G491BT108 2,293 108,000 SH DEFINED 01 108,000
ISHARES COHEN + STEERS COM 464287564 11,698 190,000 SH DEFINED 01 190,000
ITAU UNIBANCO HLDNG PREF ADR 465562106 1,660 68,750 SH DEFINED 01 68,750
ITT CORP COM 450911102 2,201 47,000 SH DEFINED 01 47,000
J.C. PENNEY CO INC COM 708160106 1,412 52,000 SH DEFINED 01 52,000
JANUS CAPITAL GROUP INC COM 47102X105 1,314 120,000 SH DEFINED 01 120,000
JOHNSON + JOHNSON COM 478160104 22,914 370,000 SH DEFINED 01 370,000
JOHNSON CONTROLS INC COM 478366107 4,880 160,000 SH DEFINED 01 160,000
JPMORGAN CHASE + CO COM 46625H100 21,683 570,000 SH DEFINED 01 570,000
JUNIPER NETWORKS INC COM 48203R104 2,122 70,000 SH DEFINED 01 70,000
KEYCORP COM 493267108 2,382 300,000 SH DEFINED 01 300,000
KLA TENCOR CORPORATION COM 482480100 986 28,000 SH DEFINED 01 28,000
KOHLS CORP COM 500255104 3,477 66,000 SH DEFINED 01 66,000
KRAFT FOODS INC CLASS A COM 50075N104 6,295 204,000 SH DEFINED 01 204,000
KROGER CO COM 501044101 1,992 92,000 SH DEFINED 01 92,000
LEUCADIA NATIONAL CORP COM 527288104 614 26,000 SH DEFINED 01 26,000
LG DISPLAY CO LTD ADR ADR 50186V102 3,047 175,000 SH DEFINED 01 175,000
LINCOLN NATIONAL CORP COM 534187109 2,153 90,000 SH DEFINED 01 90,000
LINEAR TECHNOLOGY CORP COM 535678106 983 32,000 SH DEFINED 01 32,000
LOCKHEED MARTIN CORP COM 539830109 3,061 43,000 SH DEFINED 01 43,000
LORILLARD INC COM 544147101 2,632 32,797 SH DEFINED 01 32,797
LOWE S COS INC COM 548661107 4,231 190,000 SH DEFINED 01 190,000
MACY S INC COM 55616P104 2,584 112,000 SH DEFINED 01 112,000
MASTERCARD INC CLASS A COM 57636Q104 2,912 13,000 SH DEFINED 01 13,000
MATTEL INC COM 577081102 1,243 53,000 SH DEFINED 01 53,000
MCDONALD S CORP COM 580135101 11,993 161,000 SH DEFINED 01 161,000
MCGRAW HILL COMPANIES INC COM 580645109 1,454 44,000 SH DEFINED 01 44,000
MCKESSON CORP COM 58155Q103 2,407 39,000 SH DEFINED 01 39,000
MEDCO HEALTH SOLUTIONS COM 58405U102 4,941 95,000 SH DEFINED 01 95,000
MEDTRONIC INC COM 585055106 4,863 145,000 SH DEFINED 01 145,000
MELCO CROWN ENTERTAINME ADR 585464100 5,070 1,000,000 SH DEFINED 01 1,000,000
MEMC ELECTRONIC MATERIALS COM 552715104 620 52,000 SH DEFINED 01 52,000
MERCK + CO. INC. COM 58933Y105 14,720 400,000 SH DEFINED 01 400,000
METLIFE INC COM 59156R108 4,997 130,000 SH DEFINED 01 130,000
METROPCS COMMUNICATIONS COM 591708102 1,368 130,753 SH SOLE 130,753
MICRON TECHNOLOGY INC COM 595112103 1,541 214,000 SH DEFINED 01 214,000
MICROSOFT CORP COM 594918104 26,672 1,090,000 SH DEFINED 01 1,090,000
MINDRAY MEDICAL INTL LTD ADR 602675100 8,561 290,000 SH DEFINED 01 290,000
MORGAN STANLEY COM 617446448 5,273 214,000 SH DEFINED 01 214,000
MOTOROLA INC COM 620076109 5,276 620,000 SH DEFINED 01 620,000
NATIONAL OILWELL VARCO COM 637071101 3,335 75,000 SH DEFINED 01 75,000
NETAPP INC COM 64110D104 4,478 90,000 SH DEFINED 01 90,000
NEW ORIENTAL EDUCATIO SP ADR 647581107 7,793 80,000 SH DEFINED 01 80,000
NEWMONT MINING CORP COM 651639106 6,339 101,000 SH DEFINED 01 101,000
NEWS CORP CLASS B COM 65248E203 4,482 298,000 SH DEFINED 01 298,000
NIKE INC CL B COM 654106103 5,369 67,000 SH DEFINED 01 67,000
NORFOLK SOUTHERN CORP COM 655844108 5,469 92,000 SH DEFINED 01 92,000
NORTHERN TRUST CORP COM 665859104 1,446 30,000 SH DEFINED 01 30,000
NORTHROP GRUMMAN CORP COM 666807102 2,727 45,000 SH DEFINED 01 45,000
NOVELL INC COM 670006105 2,985 500,000 SH DEFINED 01 500,000
NUCOR CORP COM 670346105 2,099 55,000 SH DEFINED 01 55,000
NVIDIA CORP COM 67066G104 2,149 184,000 SH DEFINED 01 184,000
NYSE EURONEXT COM 629491101 2,225 78,000 SH DEFINED 01 78,000
OCCIDENTAL PETROLEUM CORP COM 674599105 9,943 127,000 SH DEFINED 01 127,000
ORACLE CORP COM 68389X105 16,244 605,000 SH DEFINED 01 605,000
P G + E CORP COM 69331C108 4,538 100,000 SH DEFINED 01 100,000
PACCAR INC COM 693718108 2,406 50,000 SH DEFINED 01 50,000
PAYCHEX INC COM 704326107 1,237 45,000 SH DEFINED 01 45,000
PEABODY ENERGY CORP COM 704549104 1,470 30,000 SH DEFINED 01 30,000
PEPSICO INC COM 713448108 14,415 217,000 SH DEFINED 01 217,000
PETROLEO BRASILEIRO S.A. ADR 71654V408 3,263 90,000 SH DEFINED 01 90,000
PFIZER INC COM 717081103 19,750 1,150,270 SH DEFINED 01 1,150,270
PHILIP MORRIS INTL COM 718172109 14,285 255,000 SH DEFINED 01 255,000
PHOENIX COMPANIES COM 71902E109 214 101,817 SH SOLE 101,817
PNC FINANCIAL SERVICES COM 693475105 3,735 72,000 SH DEFINED 01 72,000
PPG INDUSTRIES INC COM 693506107 4,360 60,000 SH DEFINED 01 60,000
PPL CORPORATION COM 69351T106 2,041 75,000 SH DEFINED 01 75,000
PRAXAIR INC COM 74005P104 5,049 56,000 SH DEFINED 01 56,000
PRECISION CASTPARTS CORP COM 740189105 3,247 25,500 SH DEFINED 01 25,500
PRINCIPAL FINANCIAL GROUP COM 74251V102 1,296 50,000 SH DEFINED 01 50,000
PROCTER + GAMBLE CO/THE COM 742718109 23,980 400,000 SH DEFINED 01 400,000
PROGRESSIVE CORP COM 743315103 1,981 95,000 SH DEFINED 01 95,000
PRUDENTIAL FINANCIAL COM 744320102 12,781 235,898 SH SOLE 235,898
PRUDENTIAL FINANCIAL INC COM 744320102 3,248 60,000 SH DEFINED 01 60,000
PUBLIC SERVICE ENTERPRISE COM 744573106 3,304 100,000 SH DEFINED 01 100,000
QEP RESOURCES INC COM 74733V100 754 25,000 SH DEFINED 01 25,000
QUALCOMM INC COM 747525103 11,731 260,000 SH DEFINED 01 260,000
QWEST COMMUNICATIONS INTL COM 749121109 1,398 223,000 SH DEFINED 01 223,000
RAYTHEON COMPANY COM 755111507 1,826 40,000 SH DEFINED 01 40,000
REGIONS FINANCIAL CORP COM 7591EP100 1,163 160,000 SH DEFINED 01 160,000
ROCKWELL COLLINS INC. COM 774341101 1,280 22,000 SH DEFINED 01 22,000
SCHLUMBERGER LTD COM 806857108 12,628 205,000 SH DEFINED 01 205,000
SEMPRA ENERGY COM 816851109 2,475 46,000 SH DEFINED 01 46,000
SIGMA ALDRICH COM 826552101 2,415 40,000 SH DEFINED 01 40,000
SINA CORP COM G81477104 10,114 200,000 SH DEFINED 01 200,000
SLM CORP COM 78442P106 2,888 250,000 SH DEFINED 01 250,000
SOUTHERN CO COM 842587107 6,698 180,000 SH DEFINED 01 180,000
SOUTHWESTERN ENERGY CO COM 845467109 1,669 50,000 SH DEFINED 01 50,000
SPECTRA ENERGY CORP COM 847560109 3,946 175,000 SH DEFINED 01 175,000
SPRINT NEXTEL CORP COM 852061100 3,234 700,000 SH DEFINED 01 700,000
ST JUDE MEDICAL INC COM 790849103 1,572 40,000 SH DEFINED 01 40,000
STAPLES INC COM 855030102 2,071 99,000 SH DEFINED 01 99,000
STATE STREET CORP COM 857477103 3,651 97,000 SH DEFINED 01 97,000
SUNTRUST BANKS INC COM 867914103 3,869 150,000 SH DEFINED 01 150,000
SUPERVALU INC COM 868536103 2,762 240,000 SH DEFINED 01 240,000
SYSCO CORP COM 871829107 4,706 165,000 SH DEFINED 01 165,000
T ROWE PRICE GROUP INC COM 74144T108 3,603 72,000 SH DEFINED 01 72,000
TAIWAN GTR CHINA FD COM 874037104 343 51,078 SH DEFINED 01 51,078
TARGET CORP COM 87612E106 7,476 140,000 SH DEFINED 01 140,000
TELE NORTE LESTE PART ADR ADR 879246106 218 15,500 SH DEFINED 01 15,500
TELEFONOS DE MEXICO SP ADR 879403707 1,409 95,000 SH DEFINED 01 95,000
TELEFONOS DE MEXICO SP ADR 879403780 1,732 116,000 SH DEFINED 01 116,000
TEXAS INSTRUMENTS INC COM 882508104 7,328 270,000 SH DEFINED 01 270,000
THERMO FISHER SCIENTIFIC COM 883556102 2,825 59,000 SH DEFINED 01 59,000
TIME WARNER CABLE COM 88732J207 2,243 41,536 SH DEFINED 01 41,536
TIME WARNER INC COM 887317303 5,095 166,333 SH DEFINED 01 166,333
TJX COMPANIES INC COM 872540109 3,035 68,000 SH DEFINED 01 68,000
TRAVELERS COS INC/THE COM 89417E109 3,126 60,000 SH DEFINED 01 60,000
UNION PACIFIC CORP COM 907818108 6,539 80,000 SH DEFINED 01 80,000
UNITED PARCEL SERVICE COM 911312106 9,200 138,000 SH DEFINED 01 138,000
UNITED TECHNOLOGIES CORP COM 913017109 9,117 128,000 SH DEFINED 01 128,000
UNITEDHEALTH GROUP INC COM 91324P102 6,601 188,000 SH DEFINED 01 188,000
US BANCORP COM 902973304 7,387 342,000 SH DEFINED 01 342,000
VALE SA SP ADR ADR 91912E105 5,156 165,000 SH DEFINED 01 165,000
VALERO ENERGY CORP COM 91913Y100 1,733 99,000 SH DEFINED 01 99,000
VERIZON COMMUNICATIONS COM 92343V104 13,688 420,000 SH DEFINED 01 420,000
VF CORP COM 918204108 1,619 20,000 SH DEFINED 01 20,000
VIACOM INC CLASS B COM 92553P201 3,149 87,000 SH DEFINED 01 87,000
VISA INC CLASS A SHARES COM 92826C839 4,301 58,000 SH DEFINED 01 58,000
WAL MART STORES INC COM 931142103 17,662 330,000 SH DEFINED 01 330,000
WALGREEN CO COM 931422109 4,620 138,000 SH DEFINED 01 138,000
WALT DISNEY CO/THE COM 254687106 8,441 255,000 SH DEFINED 01 255,000
WATERS CORP COM 941848103 1,061 15,000 SH DEFINED 01 15,000
WELLPOINT INC COM 94973V107 4,526 80,000 SH DEFINED 01 80,000
WELLS FARGO + CO COM 949746101 18,574 740,000 SH DEFINED 01 740,000
WESTERN DIGITAL CORP COM 958102105 1,843 65,000 SH DEFINED 01 65,000
WESTERN UNION CO COM 959802109 1,802 102,000 SH DEFINED 01 102,000
WILLIAMS COS INC COM 969457100 2,236 117,000 SH DEFINED 01 117,000
WISCONSIN ENERGY CORP COM 976657106 2,427 42,000 SH DEFINED 01 42,000
XEROX CORP COM 984121103 4,239 410,000 SH DEFINED 01 410,000
XILINX INC COM 983919101 1,038 39,000 SH DEFINED 01 39,000
YAHOO INC COM 984332106 3,826 270,000 SH DEFINED 01 270,000
YUM BRANDS INC COM 988498101 2,992 65,000 SH DEFINED 01 65,000
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