UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2010
Check here if Amendment [ X ]; Amendment Number: ___1__
This Amendment (Check only one.): [X ] 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 August 9, 2010
------------------ ------------------ ------------------
[Signature] [City,State] [Date]
Note: A Form 13F for our affiliate BP Investment Management Limited
(BPIML) was incorrectly filed for BP plc, and this amendment replaces that
incorrect filing. Similar incorrect filings of Form 13F-NT for BPIML were
made for each quarter from June 2004 to March 2010. These Form 13F-NT
reports of BPIML are not part of this filers record.
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: 292
------------
Form 13F Information Table Value Total: $ 1,374,661
------------
(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
JUNE 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 9,158 116,000 SH DEFINED 01 116,000
ABBOTT LABORATORIES COM 002824100 9,350 200,000 SH DEFINED 01 200,000
AETNA INC COM 00817Y108 1,318 50,000 SH DEFINED 01 50,000
AFLAC INC COM 001055102 4,053 95,000 SH DEFINED 01 95,000
AGILENT TECHNOLOGIES INC COM 00846U101 1,421 50,000 SH DEFINED 01 50,000
AIR PRODUCTS + CHEMICALS COM 009158106 2,463 38,000 SH DEFINED 01 38,000
ALCOA INC COM 013817101 1,771 176,000 SH DEFINED 01 176,000
ALLEGHENY TECHNOLOGIES COM 01741R102 1,369 31,000 SH DEFINED 01 31,000
ALLERGAN INC COM 018490102 2,503 43,000 SH DEFINED 01 43,000
ALLSTATE CORP COM 020002101 2,155 75,000 SH DEFINED 01 75,000
ALTERA CORPORATION COM 021441100 3,100 125,000 SH DEFINED 01 125,000
ALTRIA GROUP INC COM 02209S103 5,606 280,000 SH DEFINED 01 280,000
AMAZON.COM INC COM 023135106 6,009 55,000 SH DEFINED 01 55,000
AMERICA MOVIL ADR SERIES ADR 02364W204 14,211 300,000 SH DEFINED 01 300,000
AMERICA MOVIL ADR SERIES ADR 02364W105 4,800 101,224 SH DEFINED 01 101,224
AMERICAN ELECTRIC POWER COM 025537101 2,875 89,000 SH DEFINED 01 89,000
AMERICAN EXPRESS CO COM 025816109 7,139 180,000 SH DEFINED 01 180,000
AMERICAN TOWER CORP CL A COM 029912201 3,733 84,000 SH DEFINED 01 84,000
AMERIPRISE FINANCIAL INC COM 03076C106 1,120 31,000 SH DEFINED 01 31,000
AMERISOURCEBERGEN CORP COM 03073E105 1,397 44,000 SH DEFINED 01 44,000
AMGEN INC COM 031162100 7,680 146,000 SH DEFINED 01 146,000
AMPHENOL CORP CL A COM 032095101 1,728 44,000 SH DEFINED 01 44,000
ANADARKO PETROLEUM CORP COM 032511107 3,605 100,000 SH DEFINED 01 100,000
AOL INC COM 00184X105 624 30,000 SH DEFINED 01 30,000
APACHE CORP COM 037411105 5,977 71,000 SH DEFINED 01 71,000
APPLE INC COM 037833100 32,567 129,500 SH DEFINED 01 129,500
APPLIED MATERIALS INC COM 038222105 3,366 280,000 SH DEFINED 01 280,000
ARCH CAPITAL GROUP LTD COM G0450A105 1,743 23,400 SH DEFINED 01 23,400
ARCHER DANIELS MIDLAND COM 039483102 3,354 130,000 SH DEFINED 01 130,000
AT+T INC COM 00206R102 15,939 660,000 SH DEFINED 01 660,000
AUTOMATIC DATA PROCESSING COM 053015103 3,381 84,000 SH DEFINED 01 84,000
AUTOZONE INC COM 053332102 2,125 11,000 SH DEFINED 01 11,000
AVON PRODUCTS INC COM 054303102 1,802 68,000 SH DEFINED 01 68,000
BAKER HUGHES INC COM 057224107 2,867 69,000 SH DEFINED 01 69,000
BANCO BRADESCO ADR ADR 059460303 1,832 115,500 SH DEFINED 01 115,500
BANK OF AMERICA CORP COM 060505104 21,396 1,490,000 SH DEFINED 01 1,490,000
BANK OF NEW YORK MELLON COM 064058100 4,192 170,000 SH DEFINED 01 170,000
BAXTER INTERNATIONAL INC COM 071813109 3,249 80,000 SH DEFINED 01 80,000
BB+T CORP COM 054937107 3,762 143,000 SH DEFINED 01 143,000
BECTON DICKINSON AND CO COM 075887109 2,297 34,000 SH DEFINED 01 34,000
BED BATH + BEYOND INC COM 075896100 1,372 37,000 SH DEFINED 01 37,000
BEST BUY CO INC COM 086516101 2,807 83,000 SH DEFINED 01 83,000
BIOGEN IDEC INC COM 09062X103 2,372 50,000 SH DEFINED 01 50,000
BMC SOFTWARE INC COM 055921100 1,628 47,000 SH DEFINED 01 47,000
BOEING CO COM 097023105 6,398 102,000 SH DEFINED 01 102,000
BOSTON SCIENTIFIC CORP COM 101137107 2,320 400,000 SH DEFINED 01 400,000
BRISTOL MYERS SQUIBB CO COM 110122108 3,989 160,000 SH DEFINED 01 160,000
BROADCOM CORP CL A COM 111320107 2,044 62,000 SH DEFINED 01 62,000
C.H. ROBINSON WORLDWIDE COM 12541W209 1,336 24,000 SH DEFINED 01 24,000
CA INC COM 12673P105 1,030 56,000 SH DEFINED 01 56,000
CABOT OIL + GAS CORP COM 127097103 1,284 41,000 SH DEFINED 01 41,000
CAPITAL ONE FINANCIAL COM 14040H105 3,824 95,000 SH DEFINED 01 95,000
CARDINAL HEALTH INC COM 14149Y108 1,679 50,000 SH DEFINED 01 50,000
CARNIVAL CORP COM 143658300 3,024 100,000 SH DEFINED 01 100,000
CATERPILLAR INC COM 149123101 5,766 96,000 SH DEFINED 01 96,000
CBS CORP CLASS B NON COM 124857202 1,810 140,000 SH DEFINED 01 140,000
CELGENE CORP COM 151020104 3,249 64,000 SH DEFINED 01 64,000
CEMEX SAB SPONS ADR PART ADR 151290889 2,819 291,802 SH DEFINED 01 291,802
CHESAPEAKE ENERGY CORP COM 165167107 2,866 137,000 SH DEFINED 01 137,000
CHEVRON CORP COM 166764100 19,125 282,000 SH DEFINED 01 282,000
CIA SIDERURGICA NACL SP ADR 20440W105 959 65,400 SH DEFINED 01 65,400
CISCO SYSTEMS INC COM 17275R102 19,383 910,000 SH DEFINED 01 910,000
CITIGROUP INC COM 172967101 11,813 3,150,000 SH DEFINED 01 3,150,000
CITRIX SYSTEMS INC COM 177376100 1,120 26,531 SH DEFINED 01 26,531
COACH INC COM 189754104 2,849 78,000 SH DEFINED 01 78,000
COCA COLA CO/THE COM 191216100 15,879 317,000 SH DEFINED 01 317,000
COGNIZANT TECH SOLUTIONS COM 192446102 3,453 69,000 SH DEFINED 01 69,000
COLGATE PALMOLIVE CO COM 194162103 5,510 70,000 SH DEFINED 01 70,000
COMCAST CORP CLASS A COM 20030N101 8,164 470,000 SH DEFINED 01 470,000
COMERICA INC COM 200340107 809 22,000 SH DEFINED 01 22,000
COMPANHIA DE BEBIDAS PRF ADR 20441W203 1,313 13,000 SH DEFINED 01 13,000
COMPUTER SCIENCES CORP COM 205363104 1,401 31,000 SH DEFINED 01 31,000
CONAGRA FOODS INC COM 205887102 1,469 63,000 SH DEFINED 01 63,000
CONCHO RESOURCES INC COM 20605P101 3,043 55,000 SH DEFINED 01 55,000
CONOCOPHILLIPS COM 20825C104 9,610 196,000 SH DEFINED 01 196,000
CORNING INC COM 219350105 3,532 219,000 SH DEFINED 01 219,000
COSTCO WHOLESALE CORP COM 22160K105 3,289 60,000 SH DEFINED 01 60,000
COVIDIEN PLC COM G2554F105 2,248 56,000 SH DEFINED 01 56,000
CR BARD INC COM 067383109 1,085 14,000 SH DEFINED 01 14,000
CSX CORP COM 126408103 4,514 91,000 SH DEFINED 01 91,000
CTRIP.COM INTERNATIONAL ADR 22943F100 13,146 350,000 SH DEFINED 01 350,000
CUMMINS INC COM 231021106 1,888 29,000 SH DEFINED 01 29,000
CVS CAREMARK CORP COM 126650100 6,883 235,000 SH DEFINED 01 235,000
DANAHER CORP COM 235851102 3,339 90,000 SH DEFINED 01 90,000
DEERE + CO COM 244199105 4,506 81,000 SH DEFINED 01 81,000
DELL INC COM 24702R101 4,097 340,000 SH DEFINED 01 340,000
DEVON ENERGY CORPORATION COM 25179M103 4,505 74,000 SH DEFINED 01 74,000
DIRECTV CLASS A COM 25490A101 4,137 122,000 SH DEFINED 01 122,000
DISH NETWORK CORP A COM 25470M109 834 46,000 SH DEFINED 01 46,000
DOMINION RESOURCES INC/VA COM 25746U109 2,516 65,000 SH DEFINED 01 65,000
DOVER CORP COM 260003108 1,128 27,000 SH DEFINED 01 27,000
DR HORTON INC COM 23331A109 1,475 150,000 SH DEFINED 01 150,000
DU PONT (E.I.) DE NEMOURS COM 263534109 6,399 185,000 SH DEFINED 01 185,000
DUKE ENERGY CORP COM 26441C105 2,814 176,000 SH DEFINED 01 176,000
EATON CORP COM 278058102 1,505 23,000 SH DEFINED 01 23,000
EBAY INC COM 278642103 5,197 265,000 SH DEFINED 01 265,000
EL PASO CORP COM 28336L109 1,865 168,000 SH DEFINED 01 168,000
ELI LILLY + CO COM 532457108 4,020 120,000 SH DEFINED 01 120,000
EMC CORP/MASS COM 268648102 7,678 420,000 SH DEFINED 01 420,000
EMERSON ELECTRIC CO COM 291011104 5,324 122,000 SH DEFINED 01 122,000
EMPRESA BRASILEIRA DE AE ADR 29081M102 209 10,000 SH DEFINED 01 10,000
ENTERGY CORP COM 29364G103 1,862 26,000 SH DEFINED 01 26,000
EOG RESOURCES INC COM 26875P101 4,033 41,000 SH DEFINED 01 41,000
EXELON CORP COM 30161N101 3,872 102,000 SH DEFINED 01 102,000
EXPRESS SCRIPTS INC COM 302182100 5,078 108,000 SH DEFINED 01 108,000
EXXON MOBIL CORP COM 30231G102 35,600 625,000 SH DEFINED 01 625,000
FEDEX CORP COM 31428X106 4,205 60,000 SH DEFINED 01 60,000
FIFTH THIRD BANCORP COM 316773100 1,229 100,000 SH DEFINED 01 100,000
FIRST HORIZON NATIONAL COM 320517105 1,573 137,404 SH DEFINED 01 137,404
FISERV INC COM 337738108 2,053 45,000 SH DEFINED 01 45,000
FLUOR CORP COM 343412102 1,529 36,000 SH DEFINED 01 36,000
FOMENTO ECONOMICO MEX SP ADR 344419106 4,803 111,300 SH DEFINED 01 111,300
FORD MOTOR CO COM 345370860 4,829 480,000 SH DEFINED 01 480,000
FOREST LABORATORIES INC COM 345838106 2,549 93,000 SH DEFINED 01 93,000
FRANKLIN RESOURCES INC COM 354613101 2,586 30,000 SH DEFINED 01 30,000
FREEPORT MCMORAN COPPER COM 35671D857 4,138 70,000 SH DEFINED 01 70,000
GENERAL DYNAMICS CORP COM 369550108 3,045 52,000 SH DEFINED 01 52,000
GENERAL ELECTRIC CO COM 369604103 22,592 1,570,000 SH DEFINED 01 1,570,000
GILEAD SCIENCES INC COM 375558103 5,141 150,000 SH DEFINED 01 150,000
GOLDMAN SACHS GROUP INC COM 38141G104 11,144 85,000 SH DEFINED 01 85,000
GOODRICH CORP COM 382388106 1,723 26,000 SH DEFINED 01 26,000
GOOGLE INC CL A COM 38259P508 16,530 37,155 SH DEFINED 01 37,155
GRUPO TELEVISA SA SPONS ADR 40049J206 2,697 155,000 SH DEFINED 01 155,000
HALLIBURTON CO COM 406216101 4,665 190,000 SH DEFINED 01 190,000
HARSCO CORP COM 415864107 388 16,500 SH DEFINED 01 16,500
HARTFORD FINANCIAL SVCS COM 416515104 2,430 110,000 SH DEFINED 01 110,000
HESS CORP COM 42809H107 3,473 69,000 SH DEFINED 01 69,000
HEWLETT PACKARD CO COM 428236103 15,826 366,000 SH DEFINED 01 366,000
HJ HEINZ CO COM 423074103 2,461 57,000 SH DEFINED 01 57,000
HOME DEPOT INC COM 437076102 7,232 258,000 SH DEFINED 01 258,000
HONEYWELL INTERNATIONAL COM 438516106 5,145 132,000 SH DEFINED 01 132,000
HOSPIRA INC COM 441060100 1,894 33,000 SH DEFINED 01 33,000
HOST HOTELS + RESORTS INC COM 44107P104 3,370 250,000 SH DEFINED 01 250,000
HUDSON CITY BANCORP INC COM 443683107 2,570 210,000 SH DEFINED 01 210,000
ILLINOIS TOOL WORKS COM 452308109 2,890 70,000 SH DEFINED 01 70,000
INTEL CORP COM 458140100 16,135 830,000 SH DEFINED 01 830,000
INTERCONTINENTAL EXCHANGE COM 45865V100 3,863 34,180 SH SOLE 34,180
INTERPUBLIC GROUP OF COS COM 460690100 1,711 240,000 SH DEFINED 01 240,000
INTL BUSINESS MACHINES COM 459200101 21,345 173,000 SH DEFINED 01 173,000
INTUIT INC COM 461202103 2,154 62,000 SH DEFINED 01 62,000
INTUITIVE SURGICAL INC COM 46120E602 1,577 5,000 SH DEFINED 01 5,000
INVESCO LTD COM G491BT108 1,817 108,000 SH DEFINED 01 108,000
ISHARES COHEN + STEERS COM 464287564 10,410 190,000 SH DEFINED 01 190,000
ITAU UNIBANCO HLDNG PREF ADR 465562106 1,238 68,750 SH DEFINED 01 68,750
ITT CORP COM 450911102 2,109 47,000 SH DEFINED 01 47,000
J.C. PENNEY CO INC COM 708160106 1,117 52,000 SH DEFINED 01 52,000
JANUS CAPITAL GROUP INC COM 47102X105 1,066 120,000 SH DEFINED 01 120,000
JOHNSON + JOHNSON COM 478160104 21,845 370,000 SH DEFINED 01 370,000
JOHNSON CONTROLS INC COM 478366107 4,296 160,000 SH DEFINED 01 160,000
JPMORGAN CHASE + CO COM 46625H100 20,856 570,000 SH DEFINED 01 570,000
JUNIPER NETWORKS INC COM 48203R104 2,738 120,000 SH DEFINED 01 120,000
KEYCORP COM 493267108 2,301 300,000 SH DEFINED 01 300,000
KLA TENCOR CORPORATION COM 482480100 780 28,000 SH DEFINED 01 28,000
KOHLS CORP COM 500255104 3,135 66,000 SH DEFINED 01 66,000
KRAFT FOODS INC CLASS A COM 50075N104 5,708 204,000 SH DEFINED 01 204,000
KROGER CO COM 501044101 1,809 92,000 SH DEFINED 01 92,000
L 3 COMMUNICATIONS HLDGS COM 502424104 1,700 24,000 SH DEFINED 01 24,000
LEGG MASON INC COM 524901105 1,794 64,000 SH DEFINED 01 64,000
LEUCADIA NATIONAL CORP COM 527288104 507 26,000 SH DEFINED 01 26,000
LG DISPLAY CO LTD ADR ADR 50186V102 2,818 175,000 SH DEFINED 01 175,000
LINCOLN NATIONAL CORP COM 534187109 2,183 90,000 SH DEFINED 01 90,000
LINEAR TECHNOLOGY CORP COM 535678106 890 32,000 SH DEFINED 01 32,000
LOCKHEED MARTIN CORP COM 539830109 3,201 43,000 SH DEFINED 01 43,000
LORILLARD INC COM 544147101 2,361 32,797 SH DEFINED 01 32,797
LOWE S COS INC COM 548661107 4,694 230,000 SH DEFINED 01 230,000
MACY S INC COM 55616P104 2,003 112,000 SH DEFINED 01 112,000
MARRIOTT INTERNATIONAL COM 571903202 2,545 85,000 SH DEFINED 01 85,000
MASTERCARD INC CLASS A COM 57636Q104 3,990 20,000 SH DEFINED 01 20,000
MATTEL INC COM 577081102 1,121 53,000 SH DEFINED 01 53,000
MCAFEE INC COM 579064106 675 22,000 SH DEFINED 01 22,000
MCDONALD S CORP COM 580135101 10,602 161,000 SH DEFINED 01 161,000
MCGRAW HILL COMPANIES INC COM 580645109 1,236 44,000 SH DEFINED 01 44,000
MCKESSON CORP COM 58155Q103 2,619 39,000 SH DEFINED 01 39,000
MEDCO HEALTH SOLUTIONS COM 58405U102 5,231 95,000 SH DEFINED 01 95,000
MEDTRONIC INC COM 585055106 5,259 145,000 SH DEFINED 01 145,000
MELCO CROWN ENTERTAINME ADR 585464100 3,720 1,000,000 SH DEFINED 01 1,000,000
MEMC ELECTRONIC MATERIALS COM 552715104 513 52,000 SH DEFINED 01 52,000
MERCK CO INC COM 58933Y105 13,976 400,000 SH DEFINED 01 400,000
METLIFE INC COM 59156R108 4,906 130,000 SH DEFINED 01 130,000
METROPCS COMMUNICATIONS COM 591708102 9,842 1,201,657 SH SOLE 1,201,657
MICRON TECHNOLOGY INC COM 595112103 1,815 214,000 SH DEFINED 01 214,000
MICROSOFT CORP COM 594918104 25,070 1,090,000 SH DEFINED 01 1,090,000
MINDRAY MEDICAL INTL LTD ADR 602675100 9,109 290,000 SH DEFINED 01 290,000
MORGAN STANLEY COM 617446448 4,961 214,000 SH DEFINED 01 214,000
MOTOROLA INC COM 620076109 2,738 420,000 SH DEFINED 01 420,000
NATIONAL OILWELL VARCO COM 637071101 2,478 75,000 SH DEFINED 01 75,000
NETAPP INC COM 64110D104 3,358 90,000 SH DEFINED 01 90,000
NEW ORIENTAL EDUCATIO SP ADR 647581107 10,249 110,000 SH DEFINED 01 110,000
NEWMONT MINING CORP COM 651639106 6,234 101,000 SH DEFINED 01 101,000
NEWS CORP CLASS B COM 65248E203 4,124 298,000 SH DEFINED 01 298,000
NIKE INC CL B COM 654106103 4,522 67,000 SH DEFINED 01 67,000
NORFOLK SOUTHERN CORP COM 655844108 4,880 92,000 SH DEFINED 01 92,000
NORTHERN TRUST CORP COM 665859104 2,475 53,000 SH DEFINED 01 53,000
NORTHROP GRUMMAN CORP COM 666807102 2,450 45,000 SH DEFINED 01 45,000
NOVELL INC COM 670006105 1,701 300,000 SH DEFINED 01 300,000
NUCOR CORP COM 670346105 2,104 55,000 SH DEFINED 01 55,000
NVIDIA CORP COM 67066G104 1,879 184,000 SH DEFINED 01 184,000
NYSE EURONEXT COM 629491101 2,154 78,000 SH DEFINED 01 78,000
OCCIDENTAL PETROLEUM CORP COM 674599105 9,798 127,000 SH DEFINED 01 127,000
ORACLE CORP COM 68389X105 12,977 605,000 SH DEFINED 01 605,000
P G + E CORP COM 69331C108 2,587 63,000 SH DEFINED 01 63,000
PACCAR INC COM 693718108 1,993 50,000 SH DEFINED 01 50,000
PARKER HANNIFIN CORP COM 701094104 1,276 23,000 SH DEFINED 01 23,000
PAYCHEX INC COM 704326107 1,168 45,000 SH DEFINED 01 45,000
PEABODY ENERGY CORP COM 704549104 1,172 30,000 SH DEFINED 01 30,000
PEPSICO INC COM 713448108 13,217 217,000 SH DEFINED 01 217,000
PETROLEO BRASILEIRO S.A. ADR 71654V408 3,089 90,000 SH DEFINED 01 90,000
PFIZER INC COM 717081103 16,391 1,150,270 SH DEFINED 01 1,150,270
PHILIP MORRIS INTERNATION COM 718172109 11,687 255,000 SH DEFINED 01 255,000
PHOENIX COMPANIES COM 71902E109 215 101,817 SH SOLE 101,817
PNC FINANCIAL SERVICES COM 693475105 4,067 72,000 SH DEFINED 01 72,000
PPG INDUSTRIES INC COM 693506107 1,389 23,000 SH DEFINED 01 23,000
PRAXAIR INC COM 74005P104 4,254 56,000 SH DEFINED 01 56,000
PRECISION CASTPARTS CORP COM 740189105 2,624 25,500 SH DEFINED 01 25,500
PRICELINE.COM INC COM 741503403 1,589 9,000 SH DEFINED 01 9,000
PRINCIPAL FINANCIAL GROUP COM 74251V102 1,171 50,000 SH DEFINED 01 50,000
PROCTER + GAMBLE CO/THE COM 742718109 23,361 390,000 SH DEFINED 01 390,000
PROGRESSIVE CORP COM 743315103 1,778 95,000 SH DEFINED 01 95,000
PRUDENTIAL FINANCIAL INC COM 744320102 3,219 60,000 SH DEFINED 01 60,000
PRUDENTIAL FINANCIAL INC* COM 744320102 34,722 647,078 SH SOLE 647,078
PUBLIC SERVICE ENTERPRISE COM 744573106 2,506 80,000 SH DEFINED 01 80,000
PULTE GROUP INC COM 745867101 1,365 165,000 SH DEFINED 01 165,000
QUALCOMM INC COM 747525103 8,533 260,000 SH DEFINED 01 260,000
QUESTAR CORP COM 748356102 1,137 25,000 SH DEFINED 01 25,000
QWEST COMMUNICATIONS INTL COM 749121109 1,169 223,000 SH DEFINED 01 223,000
RAYTHEON COMPANY COM 755111507 1,936 40,000 SH DEFINED 01 40,000
REGIONS FINANCIAL CORP COM 7591EP100 1,051 160,000 SH DEFINED 01 160,000
ROCKWELL COLLINS INC. COM 774341101 1,168 22,000 SH DEFINED 01 22,000
RR DONNELLEY + SONS CO COM 257867101 850 52,000 SH DEFINED 01 52,000
SALESFORCE.COM INC COM 79466L302 1,286 15,000 SH DEFINED 01 15,000
SCHLUMBERGER LTD COM 806857108 11,337 205,000 SH DEFINED 01 205,000
SEMPRA ENERGY COM 816851109 2,152 46,000 SH DEFINED 01 46,000
SIGMA ALDRICH COM 826552101 897 18,000 SH DEFINED 01 18,000
SIMON PROPERTY GROUP INC COM 828806109 2,727 33,774 SH DEFINED 01 33,774
SINA CORP COM G81477104 7,050 200,000 SH DEFINED 01 200,000
SLM CORP COM 78442P106 2,598 250,000 SH DEFINED 01 250,000
SOUTHERN CO COM 842587107 2,495 75,000 SH DEFINED 01 75,000
SOUTHWESTERN ENERGY CO COM 845467109 1,932 50,000 SH DEFINED 01 50,000
SPECTRA ENERGY CORP COM 847560109 1,705 85,000 SH DEFINED 01 85,000
SPRINT NEXTEL CORP COM 852061100 2,961 700,000 SH DEFINED 01 700,000
ST JUDE MEDICAL INC COM 790849103 1,443 40,000 SH DEFINED 01 40,000
STAPLES INC COM 855030102 1,887 99,000 SH DEFINED 01 99,000
STARWOOD HOTELS + RESORTS COM 85590A401 3,024 73,000 SH DEFINED 01 73,000
STATE STREET CORP COM 857477103 3,281 97,000 SH DEFINED 01 97,000
SUNTRUST BANKS INC COM 867914103 3,489 150,000 SH DEFINED 01 150,000
SUPERVALU INC COM 868536103 2,599 240,000 SH DEFINED 01 240,000
SYMANTEC CORP COM 871503108 1,527 110,000 SH DEFINED 01 110,000
SYSCO CORP COM 871829107 2,400 84,000 SH DEFINED 01 84,000
T ROWE PRICE GROUP INC COM 74144T108 3,196 72,000 SH DEFINED 01 72,000
TAIWAN GTR CHINA FD COM 874037104 282 51,078 SH DEFINED 01 51,078
TARGET CORP COM 87612E106 6,878 140,000 SH DEFINED 01 140,000
TELE NORTE LESTE PART ADR ADR 879246106 231 15,500 SH DEFINED 01 15,500
TELEFONOS DE MEXICO SP ADR 879403707 1,325 95,000 SH DEFINED 01 95,000
TELEFONOS DE MEXICO SP ADR 879403780 1,637 116,000 SH DEFINED 01 116,000
TENET HEALTHCARE CORP COM 88033G100 1,519 350,000 SH DEFINED 01 350,000
TEXAS INSTRUMENTS INC COM 882508104 6,280 270,000 SH DEFINED 01 270,000
THERMO FISHER SCIENTIFIC COM 883556102 2,892 59,000 SH DEFINED 01 59,000
TIFFANY + CO COM 886547108 719 19,000 SH DEFINED 01 19,000
TIME WARNER CABLE COM 88732J207 2,162 41,536 SH DEFINED 01 41,536
TIME WARNER INC COM 887317303 4,807 166,333 SH DEFINED 01 166,333
TJX COMPANIES INC COM 872540109 2,348 56,000 SH DEFINED 01 56,000
TRAVELERS COS INC/THE COM 89417E109 3,446 70,000 SH DEFINED 01 70,000
UNION PACIFIC CORP COM 907818108 5,557 80,000 SH DEFINED 01 80,000
UNITED PARCEL SERVICE COM 911312106 7,847 138,000 SH DEFINED 01 138,000
UNITED STATES STEEL CORP COM 912909108 1,925 50,000 SH DEFINED 01 50,000
UNITED TECHNOLOGIES CORP COM 913017109 8,301 128,000 SH DEFINED 01 128,000
UNITEDHEALTH GROUP INC COM 91324P102 5,335 188,000 SH DEFINED 01 188,000
UNUM GROUP COM 91529Y106 976 45,000 SH DEFINED 01 45,000
US BANCORP COM 902973304 7,644 342,000 SH DEFINED 01 342,000
VALE SA SP ADR ADR 91912E105 4,016 165,000 SH DEFINED 01 165,000
VALERO ENERGY CORP COM 91913Y100 1,779 99,000 SH DEFINED 01 99,000
VERIZON COMMUNICATIONS COM 92343V104 9,523 340,000 SH DEFINED 01 340,000
VF CORP COM 918204108 1,424 20,000 SH DEFINED 01 20,000
VIACOM INC CLASS B COM 92553P201 2,728 87,000 SH DEFINED 01 87,000
VISA INC CLASS A SHARES COM 92826C839 5,023 71,000 SH DEFINED 01 71,000
WAL MART STORES INC COM 931142103 13,935 290,000 SH DEFINED 01 290,000
WALGREEN CO COM 931422109 3,683 138,000 SH DEFINED 01 138,000
WALT DISNEY CO/THE COM 254687106 10,165 323,000 SH DEFINED 01 323,000
WATERS CORP COM 941848103 971 15,000 SH DEFINED 01 15,000
WELLPOINT INC COM 94973V107 3,914 80,000 SH DEFINED 01 80,000
WELLS FARGO + CO COM 949746101 20,192 790,000 SH DEFINED 01 790,000
WESTERN DIGITAL CORP COM 958102105 1,960 65,000 SH DEFINED 01 65,000
WESTERN UNION CO COM 959802109 1,521 102,000 SH DEFINED 01 102,000
WEYERHAEUSER CO COM 962166104 1,091 31,000 SH DEFINED 01 31,000
WILLIAMS COS INC COM 969457100 2,138 117,000 SH DEFINED 01 117,000
WISCONSIN ENERGY CORP COM 976657106 863 17,000 SH DEFINED 01 17,000
WW GRAINGER INC COM 384802104 2,287 23,000 SH DEFINED 01 23,000
XEROX CORP COM 984121103 3,288 410,000 SH DEFINED 01 410,000
XILINX INC COM 983919101 985 39,000 SH DEFINED 01 39,000
YAHOO INC COM 984332106 3,731 270,000 SH DEFINED 01 270,000
YUM BRANDS INC COM 988498101 2,538 65,000 SH DEFINED 01 65,000
ZIMMER HOLDINGS INC COM 98956P102 2,811 52,000 SH DEFINED 01 52,000
1,374,661
* Prudential Financial Inc shares were inadvertently not reported since December 18, 2001.