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, 2006
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 2nd November 2006
------------------ ------------------ ------------------
[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: 413
------------
Form 13F Information Table Value Total: $ 1,578,820
------------
(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, 2006
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 5954 80000 SH DEFINED 01 80000
ABBOTT LABS COM 002824100 8012 165000 SH DEFINED 01 165000
ACE LTD COM G0070K103 2408 44000 SH DEFINED 01 44000
ADOBE SYS INC COM 00724F101 2434 65000 SH DEFINED 01 65000
ADVANCED MICRO DEVICES INC COM 007903107 1118 45000 SH DEFINED 01 45000
AES CORP COM 00130H105 1550 76000 SH DEFINED 01 76000
AETNA INC COM 00817Y108 2373 60000 SH DEFINED 01 60000
AFFILIATED COMPUTER SVCS INC COM 008190100 622 12000 SH DEFINED 01 12000
AFLAC INC COM 001055102 2402 52500 SH DEFINED 01 52500
AGILENT TECHNOLOGIES INC COM 00846U101 1700 52000 SH DEFINED 01 52000
AIR PRODS + CHEMS INC COM 009158106 1991 30000 SH DEFINED 01 30000
ALCOA INC COM 013817101 2468 88000 SH DEFINED 01 88000
ALLEGHENY ENERGY INC COM 017361106 1306 32500 SH DEFINED 01 32500
ALLEGHENY TECHNOLOGIES INC COM 01741R102 808 13000 SH DEFINED 01 13000
ALLSTATE CORP COM 020002101 4642 74000 SH DEFINED 01 74000
ALLTEL CORP COM 020039103 2525 45500 SH DEFINED 01 45500
ALTERA CORP COM 021441100 919 50000 SH DEFINED 01 50000
ALTRIA GROUP INC COM 02209S103 18181 237500 SH DEFINED 01 237500
AMBAC FINL GROUP INC COM 023139108 1365 16500 SH DEFINED 01 16500
AMEREN CORP COM 023608102 1056 20000 SH DEFINED 01 20000
AMERICA MOVIL S A DE C V ADR 02364W204 11856 300000 SH DEFINED 01 300000
AMERICA MOVIL S A DEC V ADR 02364W105 4646 118000 SH DEFINED 01 118000
AMERICAN ELEC PWR INC COM 025537101 1455 40000 SH DEFINED 01 40000
AMERICAN EXPRESS CO COM 025816109 8636 154000 SH DEFINED 01 154000
AMERICAN INTL GROUP INC COM 026874107 18553 280000 SH DEFINED 01 280000
AMERICAN PWR CONVERSION CORP COM 029066107 439 20000 SH DEFINED 01 20000
AMERICAN STD COS INC DEL COM 029712106 797 19000 SH DEFINED 01 19000
AMERIPRISE FINL INC COM 03076C106 1445 30800 SH DEFINED 01 30800
AMERISOURCEBERGEN CORP COM 03037E105 1130 25000 SH DEFINED 01 25000
AMGEN INC COM 031162100 10372 145000 SH DEFINED 01 145000
AMSOUTH BANCORPORATION COM 032165102 1016 35000 SH DEFINED 01 35000
ANADARKO PETE CORP COM 032511107 2192 50000 SH DEFINED 01 50000
ANALOG DEVICES INC COM 032654105 1176 40000 SH DEFINED 01 40000
ANHEUSER BUSCH COS INC COM 035229103 3848 81000 SH DEFINED 01 81000
AON CORP COM 037389103 1423 42000 SH DEFINED 01 42000
APACHE CORP COM 037411105 2402 38000 SH DEFINED 01 38000
APOLLO GROUP INC COM 037604105 936 19000 SH DEFINED 01 19000
APPLE COMPUTER COM 037833100 6971 90500 SH DEFINED 01 90500
APPLERA CORP APPLIED BIOSYS COM 038020103 331 10000 SH DEFINED 01 10000
APPLIED MATERIALS INC COM 038222105 3050 172000 SH DEFINED 01 172000
ARCH CAP GROUP LTD COM G0450A105 838 13200 SH DEFINED 01 13200
ARCHER DANIELS MIDLAND CO COM 039483102 2652 70000 SH DEFINED 01 70000
AT+T INC COM 00206R102 13675 420000 SH DEFINED 01 420000
AUTODESK INCORPORATED COM 052769106 1148 33000 SH DEFINED 01 33000
AUTOMATIC DATA PROCESSING INC COM 053015103 2840 60000 SH DEFINED 01 60000
AVAYA INC COM 053499109 458 40000 SH DEFINED 01 40000
AVON PRODS INC COM 054303102 1533 50000 SH DEFINED 01 50000
BAKBONE SOFTWARE ICOM NPV COM 057101107 132 87949 SH SOLE 87949
BAKER HUGHES INC COM 057224107 3581 52500 SH DEFINED 01 52500
BANCO BRADESCO SA ADR 059460303 1551 46500 SH DEFINED 01 46500
BANCO ITAU S A ADR 059602201 1065 35500 SH DEFINED 01 35500
BANK AMER CORP COM 060505104 26303 491000 SH DEFINED 01 491000
BANK NEW YORK INC COM 064057102 3526 100000 SH DEFINED 01 100000
BARD C R INC COM 067383109 1125 15000 SH DEFINED 01 15000
BAUSCH + LOMB INC COM 071707103 301 6000 SH DEFINED 01 6000
BAXTER INTL INC COM 071813109 2841 62500 SH DEFINED 01 62500
BB+T CORP COM 054937107 2189 50000 SH DEFINED 01 50000
BECTON DICKINSON + CO COM 075887109 1767 25000 SH DEFINED 01 25000
BED BATH + BEYOND INC COM 075896100 1148 30000 SH DEFINED 01 30000
BELLSOUTH CORP COM 079860102 8336 195000 SH DEFINED 01 195000
BEST BUY CO INC COM 086516101 2330 43500 SH DEFINED 01 43500
BIOGEN IDEC INC COM 09062X103 1519 34000 SH DEFINED 01 34000
BJ SVCS CO COM 055482103 1627 54000 SH DEFINED 01 54000
BLACK + DECKER CORPORATION COM 091797100 1190 15000 SH DEFINED 01 15000
BLOCK H + R INC COM 093671105 783 36000 SH DEFINED 01 36000
BMC SOFTWARE INC COM 055921100 626 23000 SH DEFINED 01 23000
BOEING CO COM 097023105 6781 86000 SH DEFINED 01 86000
BOSTON SCIENTIFIC CORP COM 101137107 1873 126656 SH DEFINED 01 126656
BRISTOL MYERS SQUIBB CO COM 110122108 4984 200000 SH DEFINED 01 200000
BROADCOM CORP COM 111320107 1456 48000 SH DEFINED 01 48000
BURLINGTON NORTHN SANTA FE COM 12189T104 2864 39000 SH DEFINED 01 39000
BUTTERFIELD FD MGR THAI EURO COM 335020905 3825 180000 SH DEFINED 01 180000
CA INC COM 12673P105 1303 55000 SH DEFINED 01 55000
CAPITAL ONE FINL CORP COM 14040H105 3461 44000 SH DEFINED 01 44000
CARDINAL HEALTH INC COM 14149Y108 3418 52000 SH DEFINED 01 52000
CAREMARK RX INC COM 141705103 3117 55000 SH DEFINED 01 55000
CARNIVAL CORP COM 143658300 2116 45000 SH DEFINED 01 45000
CARSO GLOBAL TELECOM SA DE CV ADR 14574P101 974 160000 SH DEFINED 01 160000
CATERPILLAR INC COM 149123101 5198 79000 SH DEFINED 01 79000
CBS CORP CLASS B COM 124857202 2465 87500 SH DEFINED 01 87500
CEMEX S.A.B DE C.C ADR ADR 151290889 7831 260346 SH DEFINED 01 260346
CENTERPOINT ENERGY INC COM 15189T107 1088 76000 SH DEFINED 01 76000
CENTEX CORP COM 152312104 737 14000 SH DEFINED 01 14000
CHESAPEAKE ENERGY CORP COM 165167107 1449 50000 SH DEFINED 01 50000
CHEVRON CORP COM 166764100 15333 236403 SH DEFINED 01 236403
CHICAGO MERCANTILE EXCHANGE COM 167760107 1626 3400 SH DEFINED 01 3400
CHUBB CORP COM 171232101 2078 40000 SH DEFINED 01 40000
CIGNA CORP COM 125509109 2210 19000 SH DEFINED 01 19000
CINTAS CORP COM 172908105 592 14500 SH DEFINED 01 14500
CISCO SYS INC COM 17275R102 15640 680000 SH DEFINED 01 680000
CITIGROUP INC COM 172967101 26325 530000 SH DEFINED 01 530000
CITIZENS COMMUNICATIONS CO COM 17453B101 744 53000 SH DEFINED 01 53000
CITRIX SYS INC COM 177376100 724 20000 SH DEFINED 01 20000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2236 77500 SH DEFINED 01 77500
COACH INC COM 189754104 1634 47500 SH DEFINED 01 47500
COCA COLA CO COM 191216100 11170 250000 SH DEFINED 01 250000
COCA COLA ENTERPRISES INC COM 191219104 739 35500 SH DEFINED 01 35500
COLGATE PALMOLIVE CO COM 194162103 4409 71000 SH DEFINED 01 71000
COMCAST CORP NEW COM 20030N101 8291 225000 SH DEFINED 01 225000
COMERICA INC COM 200340107 996 17500 SH DEFINED 01 17500
COMMERCE BANCORP INC N J COM 200519106 734 20000 SH DEFINED 01 20000
COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W203 590 13000 SH DEFINED 01 13000
COMPANHIA SIDERURGICA NATL ADR 20440W105 313 11000 SH DEFINED 01 11000
COMPANHIA VALE DO RIO DOCE ADR 204412209 2156 100000 SH DEFINED 01 100000
COMPUTER SCIENCES CORP COM 205363104 982 20000 SH DEFINED 01 20000
COMVERSE TECHNOLOGY INC COM 205862402 429 20000 SH DEFINED 01 20000
CONAGRA INC COM 205887102 1665 68000 SH DEFINED 01 68000
CONOCOPHILLIPS COM 20825C104 9920 166642 SH DEFINED 01 166642
CONSTELLATION ENERGY GROUP INC COM 210371100 1184 20000 SH DEFINED 01 20000
CORNING INC COM 219350105 4028 165000 SH DEFINED 01 165000
COSTCO WHSL CORP NEW COM 22160K105 2236 45000 SH DEFINED 01 45000
COUNTRYWIDE FINL CORP COM 222372104 2523 72000 SH DEFINED 01 72000
COVENTRY HEALTH CARE INC COM 222862104 1546 30000 SH DEFINED 01 30000
CSX CORP COM 126408103 1576 48000 SH DEFINED 01 48000
CUMMINS INC COM 231021106 596 5000 SH DEFINED 01 5000
CVS CORP COM 126650100 2891 90000 SH DEFINED 01 90000
D R HORTON INC COM 23331A109 647 27000 SH DEFINED 01 27000
DANAHER CORP COM 235851102 1854 27000 SH DEFINED 01 27000
DEERE + CO COM 244199105 2098 25000 SH DEFINED 01 25000
DELL INC COM 24702R101 4979 218000 SH DEFINED 01 218000
DEVON ENERGY CORPORATION NEW COM 25179M103 2936 46500 SH DEFINED 01 46500
DISNEY WALT CO COM 254687106 7109 230000 SH DEFINED 01 230000
DOLLAR GEN CORP COM 256669102 463 34000 SH DEFINED 01 34000
DOMINION RES INC VA NEW COM 25746U109 2371 31000 SH DEFINED 01 31000
DONNELLEY R R + SONS CO COM 257867101 857 26000 SH DEFINED 01 26000
DOVER CORP COM 260003108 949 20000 SH DEFINED 01 20000
DOW CHEM CO COM 260543103 4288 110000 SH DEFINED 01 110000
DTE ENERGY CO COM 233331107 830 20000 SH DEFINED 01 20000
DU PONT E I DE NEMOURS + CO COM 263534109 4498 105000 SH DEFINED 01 105000
DUKE ENERGY HLDG CORP COM 26441C105 4832 160000 SH DEFINED 01 160000
EASTMAN KODAK CO COM 277461109 672 30000 SH DEFINED 01 30000
EATON CORP COM 278058102 1081 15700 SH DEFINED 01 15700
EBAY INC COM 278642103 3517 124000 SH DEFINED 01 124000
ECOLAB INC COM 278865100 1713 40000 SH DEFINED 01 40000
EDISON INTL COM 281020107 1874 45000 SH DEFINED 01 45000
EL PASO CORP COM 28336L109 1364 100000 SH DEFINED 01 100000
ELECTRONIC ARTS INC COM 285512109 1670 30000 SH DEFINED 01 30000
ELECTRONIC DATA SYS CORP NEW COM 285661104 1275 52000 SH DEFINED 01 52000
EMBARQ CORP COM 29078E105 794 16411 SH DEFINED 01 16411
EMBRAER EMPRESA BRASILEIRA DE ADR 29081M102 393 10000 SH DEFINED 01 10000
EMC CORP COM 268648102 3115 260000 SH DEFINED 01 260000
EMERSON ELEC CO COM 291011104 4193 50000 SH DEFINED 01 50000
ENTERGY CORP NEW COM 29364G103 1721 22000 SH DEFINED 01 22000
EOG RESOURCES INC COM 26875P101 2277 35000 SH DEFINED 01 35000
EXELON CORP COM 30161N101 5206 86000 SH DEFINED 01 86000
EXPRESS SCRIPTS INC COM 302182100 1208 16000 SH DEFINED 01 16000
EXXON MOBIL CORP COM 30231G102 43783 652500 SH DEFINED 01 652500
FEDERAL HOME LN MTG CORP COM 313400301 5141 77500 SH DEFINED 01 77500
FEDERAL NATL MTG ASSN COM 313586109 6290 112500 SH DEFINED 01 112500
FEDERATED DEPT STORES INC DE COM 31410H101 2765 64000 SH DEFINED 01 64000
FEDEX CORP COM 31428X106 3532 32500 SH DEFINED 01 32500
FIFTH THIRD BANCORP COM 316773100 2666 70000 SH DEFINED 01 70000
FIRST DATA CORP COM 319963104 3990 95000 SH DEFINED 01 95000
FIRSTENERGY CORP COM 337932107 2234 40000 SH DEFINED 01 40000
FISERV INC COM 337738108 895 19000 SH DEFINED 01 19000
FLUOR CORP NEW COM 343412102 923 12000 SH DEFINED 01 12000
FOMENTO ECONOMICO MEXICANO CDR 344419106 3635 37500 SH DEFINED 01 37500
FORD MTR CO DEL COM 345370860 1375 170000 SH DEFINED 01 170000
FOREST LABS INC COM 345838106 2050 40500 SH DEFINED 01 40500
FPL GROUP INC COM 302571104 2025 45000 SH DEFINED 01 45000
FRANKLIN RES INC COM 354613101 2644 25000 SH DEFINED 01 25000
FREEPORT MCMORAN COPPER + GOLD COM 35671D857 1225 23000 SH DEFINED 01 23000
FREESCALE SEMICONDUCTOR INC COM 35687M206 1748 46000 SH DEFINED 01 46000
GANNETT INC COM 364730101 1421 25000 SH DEFINED 01 25000
GAP INC COM 364760108 1516 80000 SH DEFINED 01 80000
GENENTECH INC COM 368710406 620 7500 SH DEFINED 01 7500
GENERAL DYNAMICS CORP COM 369550108 2867 40000 SH DEFINED 01 40000
GENERAL ELEC CO COM 369604103 39668 1123750 SH DEFINED 01 1123750
GENERAL MLS INC COM 370334104 2462 43500 SH DEFINED 01 43500
GENERAL MTRS CORP COM 370442105 1912 57500 SH DEFINED 01 57500
GENUINE PARTS CO COM 372460105 949 22000 SH DEFINED 01 22000
GENWORTH FINL INC COM 37247D106 1400 40000 SH DEFINED 01 40000
GENZYME CORP COM 372917104 2193 32500 SH DEFINED 01 32500
GILEAD SCIENCES INC COM 375558103 3435 50000 SH DEFINED 01 50000
GOL LINHAS AEREAS INTELIGENTES COM 38045R107 275 8000 SH DEFINED 01 8000
GOLDEN WEST FINL CORP DEL COM 381317106 2318 30000 SH DEFINED 01 30000
GOLDMAN SACHS GROUP INC COM 38141G104 8543 50500 SH DEFINED 01 50500
GOOGLE INC COM 38259P508 8842 22000 SH DEFINED 01 22000
GRUPO CARSO SA DE CV ADR 400485207 1718 300000 SH DEFINED 01 300000
HALLIBURTON CO COM 406216101 3699 130000 SH DEFINED 01 130000
HANESBRANDS INC COM 410345102 239 10624 SH DEFINED 01 10624
HARLEY DAVIDSON INC COM 412822108 2077 33100 SH DEFINED 01 33100
HARRAHS ENTMT INC COM 413619107 1262 19000 SH DEFINED 01 19000
HARTFORD FINANCIAL SVCS GRP COM 416515104 3036 35000 SH DEFINED 01 35000
HASBRO INC COM 418056107 455 20000 SH DEFINED 01 20000
HCA INC COM 404119109 2245 45000 SH DEFINED 01 45000
HEALTH MGMT ASSOC COM 421933102 627 30000 SH DEFINED 01 30000
HEINZ H J CO COM 423074103 1887 45000 SH DEFINED 01 45000
HELLENIC TELECOMMUNICATIONS ADR 423325307 343 27778 SH DEFINED 01 27778
HERSHEY CO / THE COM 427866108 1016 19000 SH DEFINED 01 19000
HESS CORP COM 42809H107 1243 30000 SH DEFINED 01 30000
HEWLETT PACKARD CO COM 428236103 11374 310000 SH DEFINED 01 310000
HILTON HOTELS CORP COM 432848109 975 35000 SH DEFINED 01 35000
HOME DEPOT INC COM 437076102 8052 222000 SH DEFINED 01 222000
HONEYWELL INTL INC COM 438516106 3947 96500 SH DEFINED 01 96500
HOSPIRA INC COM 441060100 631 16500 SH DEFINED 01 16500
HOST HOTELS + RESORTS INC COM 44107P104 407 17753 SH DEFINED 01 17753
HUMANA INC COM 444859102 1124 17000 SH DEFINED 01 17000
ILLINOIS TOOL WKS INC COM 452308109 2784 62000 SH DEFINED 01 62000
IMS HEALTH INC COM 449934108 799 30000 SH DEFINED 01 30000
INGERSOLL RAND COMPANY LIMITED COM G4776G101 1519 40000 SH DEFINED 01 40000
INTEL CORP COM 458140100 14399 700000 SH DEFINED 01 700000
INTERCONTINENTAL EXCHANGE INC COM 45865V100 217875 2902291 SH SOLE 2902291
INTERNATIONAL BUSINESS MACHS COM 459200101 13274 162000 SH DEFINED 01 162000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1494 36000 SH DEFINED 01 36000
INTERNATIONAL PAPER CO COM 460146103 1905 55000 SH DEFINED 01 55000
INTRALASE CORP COM STK NPV COM 461169104 1504 76324 SH SOLE 76324
INTUIT COM 461202103 1284 40000 SH DEFINED 01 40000
IONA TECHNOLOGIES PLC ADR 46206P109 292 65000 SH DEFINED 01 65000
ISHARES TR COM 464287564 11016 120000 SH DEFINED 01 120000
ITT CORP NEW COM 450911102 1282 25000 SH DEFINED 01 25000
JABIL CIRCUIT INC COM 466313103 771 27000 SH DEFINED 01 27000
JDS UNIPHASE CORP COM 46612J101 394 180000 SH DEFINED 01 180000
JOHNSON + JOHNSON COM 478160104 20781 320000 SH DEFINED 01 320000
JOHNSON CTLS INC COM 478366107 1794 25000 SH DEFINED 01 25000
JPMORGAN CHASE + CO COM 46625H100 17746 377900 SH DEFINED 01 377900
JUNIPER NETWORKS INC COM 48203R104 1037 60000 SH DEFINED 01 60000
KB HOME COM 48666K109 438 10000 SH DEFINED 01 10000
KELLOGG CO COM 487836108 1288 26000 SH DEFINED 01 26000
KEYCORP NEW COM 493267108 1685 45000 SH DEFINED 01 45000
KIMBERLY CLARK CORP COM 494368103 3137 48000 SH DEFINED 01 48000
KLA TENCOR CORP COM 482480100 934 21000 SH DEFINED 01 21000
KOHLS CORP COM 500255104 2337 36000 SH DEFINED 01 36000
KROGER CO COM 501044101 1782 77000 SH DEFINED 01 77000
L 3 COMMUNICATIONS HLDG CORP COM 502424104 1332 17000 SH DEFINED 01 17000
LEGG MASON INC COM 524901105 1765 17500 SH DEFINED 01 17500
LEHMAN BROTHERS HLDGS INC COM 524908100 4210 57000 SH DEFINED 01 57000
LEXMARK INTL INC COM 529771107 634 11000 SH DEFINED 01 11000
LG PHILIPS LCD CO LTD COM 50186V102 2903 175000 SH DEFINED 01 175000
LILLY ELI + CO COM 532457108 6840 120000 SH DEFINED 01 120000
LIMITED BRANDS INC COM 532716107 1060 40000 SH DEFINED 01 40000
LINCOLN NATL CORP IN COM 534187109 2018 32500 SH DEFINED 01 32500
LINEAR TECHNOLOGY CORP COM 535678106 1089 35000 SH DEFINED 01 35000
LOCKHEED MARTIN CORP COM 539830109 3184 37000 SH DEFINED 01 37000
LOEWS CORP COM 540424108 1990 52500 SH DEFINED 01 52500
LOTTE SHOPPING CO LTD COM 54569T106 524 30000 SH DEFINED 01 30000
LOUISIANA PAC CORP COM 546347105 188 10000 SH DEFINED 01 10000
LOWES COS INC COM 548661107 4798 171000 SH DEFINED 01 171000
LSI LOGIC CORP COM 502161102 370 45000 SH DEFINED 01 45000
LUCENT TECHNOLOGIES INC COM 549463107 1076 460000 SH DEFINED 01 460000
M + T BK CORP COM 55261F104 1020 8500 SH DEFINED 01 8500
MARATHON OIL CORP COM 565849106 3268 42500 SH DEFINED 01 42500
MARRIOTT INTL INC NEW COM 571903202 2396 62000 SH DEFINED 01 62000
MARSHALL + ILSLEY CORP COM 571834100 1927 40000 SH DEFINED 01 40000
MASCO CORP COM 574599106 1234 45000 SH DEFINED 01 45000
MATTEL INC COM 577081102 788 40000 SH DEFINED 01 40000
MAXIM INTEGRATED PRODS INC COM 57772K101 1123 40000 SH DEFINED 01 40000
MBIA INC COM 55262C100 1382 22500 SH DEFINED 01 22500
MCCORMICK + CO INC COM 579780206 570 15000 SH DEFINED 01 15000
MCDONALDS CORP COM 580135101 5672 145000 SH DEFINED 01 145000
MCGRAW HILL COS INC COM 580645109 2669 46000 SH DEFINED 01 46000
MCKESSON CORP COM 58155Q103 1845 35000 SH DEFINED 01 35000
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1984 33000 SH DEFINED 01 33000
MEDIMMUNE INC COM 584699102 716 24500 SH DEFINED 01 24500
MEDTRONIC INC COM 585055106 6200 133500 SH DEFINED 01 133500
MELLON FINL CORP COM 58551A108 1662 42500 SH DEFINED 01 42500
MERCK + CO INC COM 589331107 9532 227500 SH DEFINED 01 227500
MERRILL LYNCH + CO INC COM 590188108 8307 106200 SH DEFINED 01 106200
METLIFE INC COM 59156R108 4648 82000 SH DEFINED 01 82000
MICRON TECHNOLOGY INC COM 595112103 1131 65000 SH DEFINED 01 65000
MICROSOFT CORP COM 594918104 25964 950000 SH DEFINED 01 950000
MOLEX INC COM 608554101 779 20000 SH DEFINED 01 20000
MONSANTO CO NEW COM 61166W101 2586 55000 SH DEFINED 01 55000
MONSTER WORLDWIDE INC COM 611742107 470 13000 SH DEFINED 01 13000
MOODYS CORP COM 615369105 1700 26000 SH DEFINED 01 26000
MORGAN STANLEY COM 617446448 9770 134000 SH DEFINED 01 134000
MOTOROLA INC COM 620076109 6525 261000 SH DEFINED 01 261000
NABORS INDUSTRIES LTD COM G6359F103 1190 40000 SH DEFINED 01 40000
NATIONAL CITY CORP COM 635405103 2086 57000 SH DEFINED 01 57000
NATIONAL SEMICONDUCTOR CORP COM 637640103 859 36500 SH DEFINED 01 36500
NATUZZI S P A ADR 63905A101 1313 181340 SH DEFINED 01 181340
NETWORK APPLIANCE INC COM 64120L104 1369 37000 SH DEFINED 01 37000
NEWELL RUBBERMAID INC COM 651229106 850 30000 SH DEFINED 01 30000
NEWMONT MNG CORP COM 651639106 2779 65000 SH DEFINED 01 65000
NEWS CORP COM 65248E203 5057 245000 SH DEFINED 01 245000
NIKE INC COM 654106103 2191 25000 SH DEFINED 01 25000
NOBLE CORPORATION COM G65422100 1765 27500 SH DEFINED 01 27500
NORDSTROM INC COM 655664100 1163 27500 SH DEFINED 01 27500
NORFOLK SOUTHN CORP COM 655844108 1982 45000 SH DEFINED 01 45000
NORTH FORK BANCORPORATION INC COM 659424105 2527 88250 SH DEFINED 01 88250
NORTHERN TRUST CORP COM 665859104 1139 19500 SH DEFINED 01 19500
NORTHROP GRUMMAN CORP COM 666807102 2451 36000 SH DEFINED 01 36000
NOVELL INC COM 670006105 220 36000 SH DEFINED 01 36000
NOVELLUS SYS INC COM 670008101 415 15000 SH DEFINED 01 15000
NUCOR CORP COM 670346105 2326 47000 SH DEFINED 01 47000
NVIDIA CORP COM 67066G104 1065 36000 SH DEFINED 01 36000
OCCIDENTAL PETE CORP COM 674599105 5292 110000 SH DEFINED 01 110000
OFFICE DEPOT INC COM 676220106 1191 30000 SH DEFINED 01 30000
OMNICOM GROUP COM 681919106 2537 27100 SH DEFINED 01 27100
ORACLE CORP COM 68389X105 7273 410000 SH DEFINED 01 410000
ORBOTECH LTD COM M75253100 1481 62500 SH DEFINED 01 62500
PACCAR INC COM 693718108 1582 27750 SH DEFINED 01 27750
PARKER HANNIFIN CORP COM 701094104 777 10000 SH DEFINED 01 10000
PAYCHEX INC COM 704326107 1566 42500 SH DEFINED 01 42500
PEABODY ENERGY CORP COM 704549104 368 10000 SH DEFINED 01 10000
PENNEY J C INC COM 708160106 2120 31000 SH DEFINED 01 31000
PEPSI BOTTLING GROUP INC COM 713409100 888 25000 SH DEFINED 01 25000
PEPSICO INC COM 713448108 11903 182400 SH DEFINED 01 182400
PETROLEO BRASILEIRO SA ADR 71654V408 3772 45000 SH DEFINED 01 45000
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PG+E CORP COM 69331C108 1541 37000 SH DEFINED 01 37000
PHELPS DODGE CORP COM 717265102 1609 19000 SH DEFINED 01 19000
PHOENIX COMPANIES COM 71902E109 1425 101817 SH SOLE 101817
PITNEY BOWES INC COM 724479100 1109 25000 SH DEFINED 01 25000
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