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, 2007
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 Nov 1st 2007
------------------ ------------------ ------------------
[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: 414
------------
Form 13F Information Table Value Total: $ 2,528,874
------------
(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, 2007
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 11230 120000 SH DEFINED 01 120000
ABBOTT LABS COM 002824100 13271 247500 SH DEFINED 01 247500
ACE LTD COM G0070K103 3998 66000 SH DEFINED 01 66000
ADOBE SYS INC COM 00724F101 4148 95000 SH DEFINED 01 95000
ADVANCED MICRO DEVICES INC COM 007903107 1148 87000 SH DEFINED 01 87000
AES CORP COM 00130H105 2285 114000 SH DEFINED 01 114000
AETNA INC COM 00817Y108 4884 90000 SH DEFINED 01 90000
AFFILIATED COMPUTER SVCS INC COM 008190100 1017 20250 SH DEFINED 01 20250
AFLAC INC COM 001055102 4064 71250 SH DEFINED 01 71250
AGILENT TECHNOLOGIES INC COM 00846U101 2877 78000 SH DEFINED 01 78000
AIR PRODS + CHEMS INC COM 009158106 4399 45000 SH DEFINED 01 45000
ALCOA INC COM 013817101 5985 153000 SH DEFINED 01 153000
ALLEGHENY ENERGY INC COM 017361106 2548 48750 SH DEFINED 01 48750
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1814 16500 SH DEFINED 01 16500
ALLSTATE CORP COM 020002101 5376 94000 SH DEFINED 01 94000
ALLTEL CORP COM 020039103 4181 60000 SH DEFINED 01 60000
ALTERA CORP COM 021441100 1806 75000 SH DEFINED 01 75000
ALTRIA GROUP INC COM 02209S103 24770 356250 SH DEFINED 01 356250
AMAZON COM INC COM 023135106 4611 49500 SH DEFINED 01 49500
AMBAC FINL GROUP INC COM 023139108 1872 29750 SH DEFINED 01 29750
AMEREN CORP COM 023608102 1575 30000 SH DEFINED 01 30000
AMERICA MOVIL S A DE C V ADR 02364W204 19140 300000 SH DEFINED 01 300000
AMERICA MOVIL SAB DE CV ADR 02364W105 7552 118000 SH DEFINED 01 118000
AMERICAN ELEC PWR INC COM 025537101 2765 60000 SH DEFINED 01 60000
AMERICAN EXPRESS CO COM 025816109 12082 203500 SH DEFINED 01 203500
AMERICAN INTL GROUP INC COM 026874107 28667 423750 SH DEFINED 01 423750
AMERICAN STD COS INC DEL COM 029712106 1015 28500 SH DEFINED 01 28500
AMERIPRISE FINL INC COM 03076C106 1969 31200 SH DEFINED 01 31200
AMERISOURCEBERGEN CORP COM 03073E105 1700 37500 SH DEFINED 01 37500
AMGEN INC COM 031162100 10126 179000 SH DEFINED 01 179000
ANADARKO PETE CORP COM 032511107 4434 82500 SH DEFINED 01 82500
ANALOG DEVICES INC COM 032654105 2170 60000 SH DEFINED 01 60000
ANHEUSER BUSCH COS INC COM 035229103 6074 121500 SH DEFINED 01 121500
AON CORP COM 037389103 3159 70500 SH DEFINED 01 70500
APACHE CORP COM 037411105 4728 52500 SH DEFINED 01 52500
APOLLO GROUP INC COM 037604105 1714 28500 SH DEFINED 01 28500
APPLE INC COM 037833100 20843 135750 SH DEFINED 01 135750
APPLERA CORP APPLIED BIOSYS COM 038020103 1039 30000 SH DEFINED 01 30000
APPLIED MATERIALS INC COM 038222105 5341 258000 SH DEFINED 01 258000
ARACRUZ CELULOSE S A ADR 038496204 202 2750 SH DEFINED 01 2750
ARCH CAP GROUP LTD COM G0450A105 1473 19800 SH DEFINED 01 19800
ARCHER DANIELS MIDLAND CO COM 039483102 3722 112500 SH DEFINED 01 112500
ASSURANT INC COM 04621X108 910 17000 SH DEFINED 01 17000
AT+T INC COM 00206R102 43283 1023000 SH DEFINED 01 1023000
AUTODESK INCORPORATED COM 052769106 2474 49500 SH DEFINED 01 49500
AUTOMATIC DATA PROCESSING INC COM 053015103 4134 90000 SH DEFINED 01 90000
AVAYA INC COM 053499109 1018 60000 SH DEFINED 01 60000
AVON PRODS INC COM 054303102 2815 75000 SH DEFINED 01 75000
BAKER HUGHES INC COM 057224107 5535 61250 SH DEFINED 01 61250
BANCO BRADESCO SA ADR 059460303 2056 70000 SH DEFINED 01 70000
BANCO ITAU S A ADR 059602201 1266 25000 SH DEFINED 01 25000
BANK AMER CORP COM 060505104 37527 746500 SH DEFINED 01 746500
BANK NEW YORK MELLON CORP COM 064058100 9060 205260 SH DEFINED 01 205260
BARD C R INC COM 067383109 1984 22500 SH DEFINED 01 22500
BAUSCH + LOMB INC COM 071707103 576 9000 SH DEFINED 01 9000
BAXTER INTL INC COM 071813109 5276 93750 SH DEFINED 01 93750
BB+T CORP COM 054937107 3635 90000 SH DEFINED 01 90000
BECTON DICKINSON + CO COM 075887109 3077 37500 SH DEFINED 01 37500
BED BATH + BEYOND INC COM 075896100 1535 45000 SH DEFINED 01 45000
BEST BUY CO INC COM 086516101 3083 67000 SH DEFINED 01 67000
BIOGEN IDEC INC COM 09062X103 3383 51000 SH DEFINED 01 51000
BJ SVCS CO COM 055482103 1712 64500 SH DEFINED 01 64500
BLACK + DECKER CORPORATION COM 091797100 937 11250 SH DEFINED 01 11250
BLOCK H + R INC COM 093671105 1144 54000 SH DEFINED 01 54000
BMC SOFTWARE INC COM 055921100 1077 34500 SH DEFINED 01 34500
BOEING CO COM 097023105 14331 136500 SH DEFINED 01 136500
BOSTON SCIENTIFIC CORP COM 101137107 2860 204984 SH DEFINED 01 204984
BRISTOL MYERS SQUIBB CO COM 110122108 10123 351250 SH DEFINED 01 351250
BROADCOM CORP COM 111320107 2624 72000 SH DEFINED 01 72000
BURLINGTON NORTHN SANTA FE COM 12189T104 4748 58500 SH DEFINED 01 58500
BUTTERFIELD FD MGR THAI EURO COM 335020905 4660 180000 SH DEFINED 01 180000
CA INC COM 12673P105 1929 75000 SH DEFINED 01 75000
CAPITAL ONE FINL CORP COM 14040H105 4484 67500 SH DEFINED 01 67500
CARDINAL HEALTH INC COM 14149Y108 4658 74500 SH DEFINED 01 74500
CARNIVAL CORP COM 143658300 3269 67500 SH DEFINED 01 67500
CATERPILLAR INC COM 149123101 9647 123000 SH DEFINED 01 123000
CB RICHARD ELLIS GROUP INC COM 12497T101 1086 39000 SH DEFINED 01 39000
CELGENE CORP COM 151020104 6026 84500 SH DEFINED 01 84500
CEMEX S.A.B DE C.C ADR ADR 151290889 7790 260346 SH DEFINED 01 260346
CENTERPOINT ENERGY INC COM 15189T107 1347 84000 SH DEFINED 01 84000
CENTEX CORP COM 152312104 817 30750 SH DEFINED 01 30750
CHESAPEAKE ENERGY CORP COM 165167107 2645 75000 SH DEFINED 01 75000
CHEVRON CORP COM 166764100 33184 354604 SH DEFINED 01 354604
CHUBB CORP COM 171232101 3218 60000 SH DEFINED 01 60000
CIGNA CORP COM 125509109 2878 54000 SH DEFINED 01 54000
CINTAS CORP COM 172908105 807 21750 SH DEFINED 01 21750
CISCO SYS INC COM 17275R102 33772 1020000 SH DEFINED 01 1020000
CITADEL BROADCASTING CORP COM 17285T106 208 50067 SH DEFINED 01 50067
CITIGROUP INC COM 172967101 37103 795000 SH DEFINED 01 795000
CITIZENS COMMUNICATIONS CO COM 17453B101 1138 79500 SH DEFINED 01 79500
CITRIX SYS INC COM 177376100 1210 30000 SH DEFINED 01 30000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3267 87250 SH DEFINED 01 87250
CME GROUP INC COM 12572Q105 5404 9200 SH DEFINED 01 9200
COACH INC COM 189754104 3368 71250 SH DEFINED 01 71250
COCA COLA CO COM 191216100 21551 375000 SH DEFINED 01 375000
COCA COLA ENTERPRISES INC COM 191219104 1290 53250 SH DEFINED 01 53250
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 1795 22500 SH DEFINED 01 22500
COLGATE PALMOLIVE CO COM 194162103 7596 106500 SH DEFINED 01 106500
COMCAST CORP NEW COM 20030N101 12695 525000 SH DEFINED 01 525000
COMERICA INC COM 200340107 1346 26250 SH DEFINED 01 26250
COMMERCE BANCORP INC N J COM 200519106 1454 37500 SH DEFINED 01 37500
COMMVAULT SYSTEMS INC COM 204166102 358 19324 SH SOLE 19324
COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W203 951 13000 SH DEFINED 01 13000
COMPANHIA SIDERURGICA NATL ADR 20440W105 769 10900 SH DEFINED 01 10900
COMPANHIA VALE DO RIO DOCE ADR 204412209 6786 200000 SH DEFINED 01 200000
COMPUTER SCIENCES CORP COM 205363104 1677 30000 SH DEFINED 01 30000
CONAGRA INC COM 205887102 2927 112000 SH DEFINED 01 112000
CONOCOPHILLIPS COM 20825C104 23698 270000 SH DEFINED 01 270000
CONSTELLATION ENERGY GROUP INC COM 210371100 3517 41000 SH DEFINED 01 41000
CORNING INC COM 219350105 6101 247500 SH DEFINED 01 247500
COSTCO WHSL CORP NEW COM 22160K105 4142 67500 SH DEFINED 01 67500
COUNTRYWIDE FINL CORP COM 222372104 1911 100500 SH DEFINED 01 100500
COVENTRY HEALTH CARE INC COM 222862104 2799 45000 SH DEFINED 01 45000
COVIDIEN LTD COM G2552X108 3253 78375 SH DEFINED 01 78375
CSX CORP COM 126408103 3077 72000 SH DEFINED 01 72000
CUMMINS INC COM 231021106 2302 18000 SH DEFINED 01 18000
CVS CAREMARK CORP COM 126650100 10810 272775 SH DEFINED 01 272775
D R HORTON INC COM 23331A109 711 55500 SH DEFINED 01 55500
DANAHER CORP COM 235851102 3929 47500 SH DEFINED 01 47500
DEERE + CO COM 244199105 5566 37500 SH DEFINED 01 37500
DELL INC COM 24702R101 10212 370000 SH DEFINED 01 370000
DENISON MINES CORP COM 248356107 339 30240 SH DEFINED 01 30240
DEVON ENERGY CORPORATION NEW COM 25179M103 5803 69750 SH DEFINED 01 69750
DIRECTV GROUP INC COM 25459L106 3885 160000 SH DEFINED 01 160000
DISCOVER FINL SVCS COM 254709108 905 43500 SH DEFINED 01 43500
DISNEY WALT CO COM 254687106 11865 345000 SH DEFINED 01 345000
DOMINION RES INC VA NEW COM 25746U109 3920 46500 SH DEFINED 01 46500
DONNELLEY R R + SONS CO COM 257867101 1426 39000 SH DEFINED 01 39000
DOVER CORP COM 260003108 1758 34500 SH DEFINED 01 34500
DOW CHEM CO COM 260543103 7105 165000 SH DEFINED 01 165000
DTE ENERGY CO COM 233331107 1453 30000 SH DEFINED 01 30000
DU PONT E I DE NEMOURS + CO COM 263534109 7806 157500 SH DEFINED 01 157500
DUKE ENERGY HLDG CORP COM 26441C105 3831 205000 SH DEFINED 01 205000
E TRADE FINL CORP COM 269246104 882 67500 SH DEFINED 01 67500
EASTMAN KODAK CO COM 277461109 1204 45000 SH DEFINED 01 45000
EATON CORP COM 278058102 2332 23550 SH DEFINED 01 23550
EBAY INC COM 278642103 7258 186000 SH DEFINED 01 186000
ECOLAB INC COM 278865100 2832 60000 SH DEFINED 01 60000
EDISON INTL COM 281020107 3743 67500 SH DEFINED 01 67500
EHEALTH, INC. COM 28238P901 272 9837 SH SOLE 9837
EL PASO CORP COM 28336L109 2715 160000 SH DEFINED 01 160000
ELECTRONIC ARTS INC COM 285512109 3415 61000 SH DEFINED 01 61000
ELECTRONIC DATA SYS CORP NEW COM 285661104 1704 78000 SH DEFINED 01 78000
EMBARQ CORP COM 29078E105 1369 24616 SH DEFINED 01 24616
EMBRAER EMPRESA BRASILEIRA DE ADR 29081M102 439 10000 SH DEFINED 01 10000
EMC CORP COM 268648102 7613 366000 SH DEFINED 01 366000
EMERSON ELEC CO COM 291011104 7983 150000 SH DEFINED 01 150000
ENTERGY CORP NEW COM 29364G103 3574 33000 SH DEFINED 01 33000
EOG RESOURCES INC COM 26875P101 3363 46500 SH DEFINED 01 46500
EQUITY RESIDENTIAL COM 29476L107 1970 46500 SH DEFINED 01 46500
EXELON CORP COM 30161N101 9797 130000 SH DEFINED 01 130000
EXPRESS SCRIPTS INC COM 302182100 2679 48000 SH DEFINED 01 48000
EXXON MOBIL CORP COM 30231G102 87654 947000 SH DEFINED 01 947000
FEDERAL HOME LN MTG CORP COM 313400301 7302 123750 SH DEFINED 01 123750
FEDERAL NATL MTG ASSN COM 313586109 10262 168750 SH DEFINED 01 168750
FEDEX CORP COM 31428X106 5107 48750 SH DEFINED 01 48750
FIFTH THIRD BANCORP COM 316773100 3049 90000 SH DEFINED 01 90000
FIRST HORIZON NATL CORP COM 320517105 860 32250 SH DEFINED 01 32250
FIRSTENERGY CORP COM 337932107 3800 60000 SH DEFINED 01 60000
FISERV INC COM 337738108 1450 28500 SH DEFINED 01 28500
FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 755 67500 SH DEFINED 01 67500
FLUOR CORP NEW COM 343412102 3959 27500 SH DEFINED 01 27500
FOMENTO ECONOMICO MEXICANO SAB ADR 344419106 4163 111300 SH DEFINED 01 111300
FORD MTR CO DEL COM 345370860 2165 255000 SH DEFINED 01 255000
FOREST LABS INC COM 345838106 1986 53250 SH DEFINED 01 53250
FPL GROUP INC COM 302571104 4962 81500 SH DEFINED 01 81500
FRANKLIN RES INC COM 354613101 4781 37500 SH DEFINED 01 37500
FREEPORT MCMORAN COPPER + GOLD COM 35671D857 5622 53595 SH DEFINED 01 53595
GANNETT INC COM 364730101 1639 37500 SH DEFINED 01 37500
GAP INC COM 364760108 1761 95500 SH DEFINED 01 95500
GENENTECH INC COM 368710406 1287 16500 SH DEFINED 01 16500
GENERAL DYNAMICS CORP COM 369550108 6335 75000 SH DEFINED 01 75000
GENERAL ELEC CO COM 369604103 69785 1685625 SH DEFINED 01 1685625
GENERAL MLS INC COM 370334104 3408 58750 SH DEFINED 01 58750
GENERAL MTRS CORP COM 370442105 3165 86250 SH DEFINED 01 86250
GENUINE PARTS CO COM 372460105 1650 33000 SH DEFINED 01 33000
GENZYME CORP COM 372917104 3021 48750 SH DEFINED 01 48750
GILEAD SCIENCES INC COM 375558103 6539 160000 SH DEFINED 01 160000
GOLDMAN SACHS GROUP INC COM 38141G104 14467 66750 SH DEFINED 01 66750
GOOGLE INC COM 38259P508 20422 36000 SH DEFINED 01 36000
GRUPO TELEVISION SA DE CV GDR 40049J206 3746 155000 SH DEFINED 01 155000
HALLIBURTON CO COM 406216101 8337 217100 SH DEFINED 01 217100
HARLEY DAVIDSON INC COM 412822108 1941 42000 SH DEFINED 01 42000
HARMAN INTL INDS INC NEW COM 413086109 973 11250 SH DEFINED 01 11250
HARRAHS ENTMT INC COM 413619107 2478 28500 SH DEFINED 01 28500
HARTFORD FINANCIAL SVCS GRP COM 416515104 5553 60000 SH DEFINED 01 60000
HASBRO INC COM 418056107 836 30000 SH DEFINED 01 30000
HEINZ H J CO COM 423074103 3119 67500 SH DEFINED 01 67500
HELLENIC TELECOMMUNICATIONS ADR 423325307 522 27778 SH DEFINED 01 27778
HERSHEY CO / THE COM 427866108 1323 28500 SH DEFINED 01 28500
HESS CORP COM 42809H107 3925 59000 SH DEFINED 01 59000
HEWLETT PACKARD CO COM 428236103 22181 445500 SH DEFINED 01 445500
HILTON HOTELS CORP COM 432848109 3487 75000 SH DEFINED 01 75000
HOME DEPOT INC COM 437076102 11451 353000 SH DEFINED 01 353000
HONEYWELL INTL INC COM 438516106 8683 146000 SH DEFINED 01 146000
HOSPIRA INC COM 441060100 1026 24750 SH DEFINED 01 24750
HUMANA INC COM 444859102 1782 25500 SH DEFINED 01 25500
IAC INTERACTIVECORP COM 44919P300 1068 36000 SH DEFINED 01 36000
ILLINOIS TOOL WKS INC COM 452308109 5547 93000 SH DEFINED 01 93000
IMS HEALTH INC COM 449934108 1379 45000 SH DEFINED 01 45000
INGERSOLL RAND COMPANY LIMITED COM G4776G101 3432 63000 SH DEFINED 01 63000
INTEL CORP COM 458140100 27153 1050000 SH DEFINED 01 1050000
INTERCONTINENTAL EXCHANGE INC COM 45865V100 197,912 1302911 SH SOLE 1302911
INTERNATIONAL BUSINESS MACHS COM 459200101 28625 243000 SH DEFINED 01 243000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 2651 61500 SH DEFINED 01 61500
INTERNATIONAL PAPER CO COM 460146103 2959 82500 SH DEFINED 01 82500
INTERWEST PARTNERS IX COM 461889917 3421 2500000 SH DEFINED 01 2500000
INTUIT COM 461202103 1818 60000 SH DEFINED 01 60000
IONA TECHNOLOGIES PLC ADR 46206P109 250 65000 SH DEFINED 01 65000
ISHARES TR COM 464287564 16839 180000 SH DEFINED 01 180000
ITT CORP NEW COM 450911102 2038 30000 SH DEFINED 01 30000
JABIL CIRCUIT INC COM 466313103 925 40500 SH DEFINED 01 40500
JDS UNIPHASE CORP COM 46612J507 505 33750 SH DEFINED 01 33750
JOHNSON + JOHNSON COM 478160104 31536 480000 SH DEFINED 01 480000
JOHNSON CTLS INC COM 478366107 4429 37500 SH DEFINED 01 37500
JPMORGAN CHASE + CO COM 46625H100 26752 583850 SH DEFINED 01 583850
JUNIPER NETWORKS INC COM 48203R104 3295 90000 SH DEFINED 01 90000
KB HOME COM 48666K109 376 15000 SH DEFINED 01 15000
KELLOGG CO COM 487836108 2184 39000 SH DEFINED 01 39000
KEYCORP NEW COM 493267108 2182 67500 SH DEFINED 01 67500
KIMBERLY CLARK CORP COM 494368103 5059 72000 SH DEFINED 01 72000
KLA TENCOR CORP COM 482480100 1757 31500 SH DEFINED 01 31500
KOHLS CORP COM 500255104 3382 59000 SH DEFINED 01 59000
KRAFT FOODS INC COM 50075N104 8163 236533 SH DEFINED 01 236533
KROGER CO COM 501044101 3294 115500 SH DEFINED 01 115500
L 3 COMMUNICATIONS HLDG CORP COM 502424104 2605 25500 SH DEFINED 01 25500
LEGG MASON INC COM 524901105 2213 26250 SH DEFINED 01 26250
LEHMAN BROTHERS HLDGS INC COM 524908100 5587 90500 SH DEFINED 01 90500
LEXMARK INTL INC COM 529771107 685 16500 SH DEFINED 01 16500
LG PHILIPS LCD CO LTD COM 50186V102 4190 175000 SH DEFINED 01 175000
LIBERTY MEDIA CORP NEW COM 53071M302 936 7500 SH DEFINED 01 7500
LILLY ELI + CO COM 532457108 8966 157500 SH DEFINED 01 157500
LIMITED BRANDS INC COM 532716107 1602 70000 SH DEFINED 01 70000
LINCOLN NATL CORP IN COM 534187109 4288 65000 SH DEFINED 01 65000
LINEAR TECHNOLOGY CORP COM 535678106 1837 52500 SH DEFINED 01 52500
LOCKHEED MARTIN CORP COM 539830109 7486 69000 SH DEFINED 01 69000
LOEWS CORP COM 540424108 4823 99750 SH DEFINED 01 99750
LOWES COS INC COM 548661107 7187 256500 SH DEFINED 01 256500
LSI CORP COM 502161102 501 67500 SH DEFINED 01 67500
M + T BK CORP COM 55261F104 1319 12750 SH DEFINED 01 12750
MACYS INC COM 55616P104 3361 104000 SH DEFINED 01 104000
MARATHON OIL CORP COM 565849106 7270 127500 SH DEFINED 01 127500
MARRIOTT INTL INC NEW COM 571903202 3228 74250 SH DEFINED 01 74250
MARSH + MCLENNAN COS INC COM 571748102 2678 105000 SH DEFINED 01 105000
MARSHALL + ILSLEY CORP COM 571834100 2626 60000 SH DEFINED 01 60000
MASCO CORP COM 574599106 1564 67500 SH DEFINED 01 67500
MATTEL INC COM 577081102 1408 60000 SH DEFINED 01 60000
MBIA INC COM 55262C100 1938 31750 SH DEFINED 01 31750
MCCORMICK + CO INC COM 579780206 809 22500 SH DEFINED 01 22500
MCDONALDS CORP COM 580135101 11847 217500 SH DEFINED 01 217500
MCGRAW HILL COS INC COM 580645109 3207 63000 SH DEFINED 01 63000
MCKESSON CORP COM 58155Q103 3086 52500 SH DEFINED 01 52500
MEDCO HEALTH SOLUTIONS INC COM 58405U102 4474 49500 SH DEFINED 01 49500
MEDTRONIC INC COM 585055106 11296 200250 SH DEFINED 01 200250
MELLANOX TECHNOLOGIES LTD COM M51363113 429 21952 SH SOLE 21952
MEMC ELECTR MATLS INC COM 552715104 2178 37000 SH DEFINED 01 37000
MERCK + CO INC COM 589331107 19681 380750 SH DEFINED 01 380750
MERRILL LYNCH + CO INC COM 590188108 11355 159300 SH DEFINED 01 159300
METLIFE INC COM 59156R108 8925 128000 SH DEFINED 01 128000
MICRON TECHNOLOGY INC COM 595112103 1282 115500 SH DEFINED 01 115500
MICROSOFT CORP COM 594918104 41981 1425000 SH DEFINED 01 1425000
MOLEX INC COM 608554101 808 30000 SH DEFINED 01 30000
MONSANTO CO NEW COM 61166W101 7459 87000 SH DEFINED 01 87000
MONSTER WORLDWIDE INC COM 611742107 715 21000 SH DEFINED 01 21000
MOODYS CORP COM 615369105 2470 49000 SH DEFINED 01 49000
MORGAN STANLEY COM 617446448 12663 201000 SH DEFINED 01 201000
MOTOROLA INC COM 620076109 7227 390000 SH DEFINED 01 390000
NATIONAL CITY CORP COM 635405103 2145 85500 SH DEFINED 01 85500
NATIONAL OILWELL VARCO INC COM 637071101 4335 30000 SH DEFINED 01 30000
NATIONAL SEMICONDUCTOR CORP COM 637640103 1485 54750 SH DEFINED 01 54750
NETWORK APPLIANCE INC COM 64120L104 1843 68500 SH DEFINED 01 68500
NEWELL RUBBERMAID INC COM 651229106 1297 45000 SH DEFINED 01 45000
NEWMONT MNG CORP COM 651639106 4361 97500 SH DEFINED 01 97500
NEWS CORP COM 65248E104 9414 402500 SH DEFINED 01 402500
NIKE INC COM 654106103 4400 75000 SH DEFINED 01 75000
NOBLE CORPORATION COM G65422100 2649 54000 SH DEFINED 01 54000
NORDSTROM INC COM 655664100 1934 41250 SH DEFINED 01 41250
NORFOLK SOUTHN CORP COM 655844108 3504 67500 SH DEFINED 01 67500
NORTHERN TRUST CORP COM 665859104 2270 34250 SH DEFINED 01 34250
NORTHROP GRUMMAN CORP COM 666807102 4212 54000 SH DEFINED 01 54000
NOVELL INC COM 670006105 413 54000 SH DEFINED 01 54000
NOVELLUS SYS INC COM 670008101 532 19500 SH DEFINED 01 19500
NUCOR CORP COM 670346105 3538 59500 SH DEFINED 01 59500
NVIDIA CORP COM 67066G104 3343 92250 SH DEFINED 01 92250
OCCIDENTAL PETE CORP COM 674599105 10573 165000 SH DEFINED 01 165000
OMNICOM GROUP COM 681919106 3333 69300 SH DEFINED 01 69300
ORACLE CORP COM 68389X105 13964 645000 SH DEFINED 01 645000
ORBOTECH LTD COM M75253100 664 31590 SH DEFINED 01 31590
PACCAR INC COM 693718108 3549 41625 SH DEFINED 01 41625
PARKER HANNIFIN CORP COM 701094104 2181 19500 SH DEFINED 01 19500
PAYCHEX INC COM 704326107 2614 63750 SH DEFINED 01 63750
PEABODY ENERGY CORP COM 704549104 2334 48750 SH DEFINED 01 48750
PENNEY J C INC COM 708160106 2947 46500 SH DEFINED 01 46500
PEPSI BOTTLING GROUP INC COM 713409100 1394 37500 SH DEFINED 01 37500
PEPSICO INC COM 713448108 20044 273600 SH DEFINED 01 273600
PETROLEO BRASILEIRO SA ADR 71654V408 6795 90000 SH DEFINED 01 90000
PFIZER INC COM 717081103 27496 1125500 SH DEFINED 01 1125500
PG+E CORP COM 69331C108 2653 55500 SH DEFINED 01 55500
PHOENIX COMPANIES COM 71902E109 1437 101817 SH SOLE 101817
PITNEY BOWES INC COM 724479100 1703 37500 SH DEFINED 01 37500
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