UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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 February 1,2007
------------------ ------------------ ------------------
[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: 415
------------
Form 13F Information Table Value Total: $ 1,655,738
------------
(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
DECEMBER 31, 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 6234 80000 SH DEFINED 01 80000
ABBOTT LABS COM 002824100 8037 165000 SH DEFINED 01 165000
ACE LTD COM G0070K103 2665 44000 SH DEFINED 01 44000
ADOBE SYS INC COM 00724F101 2673 65000 SH DEFINED 01 65000
ADVANCED MICRO DEVICES INC COM 007903107 1180 58000 SH DEFINED 01 58000
AES CORP COM 00130H105 1675 76000 SH DEFINED 01 76000
AETNA INC COM 00817Y108 2591 60000 SH DEFINED 01 60000
AFFILIATED COMPUTER SVCS INC COM 008190100 659 13500 SH DEFINED 01 13500
AFLAC INC COM 001055102 2185 47500 SH DEFINED 01 47500
AGILENT TECHNOLOGIES INC COM 00846U101 1812 52000 SH DEFINED 01 52000
AIR PRODS + CHEMS INC COM 009158106 2108 30000 SH DEFINED 01 30000
ALCOA INC COM 013817101 2641 88000 SH DEFINED 01 88000
ALLEGHENY ENERGY INC COM 017361106 1492 32500 SH DEFINED 01 32500
ALLEGHENY TECHNOLOGIES INC COM 01741R102 997 11000 SH DEFINED 01 11000
ALLSTATE CORP COM 020002101 3646 56000 SH DEFINED 01 56000
ALLTEL CORP COM 020039103 2540 42000 SH DEFINED 01 42000
ALTERA CORP COM 021441100 984 50000 SH DEFINED 01 50000
ALTRIA GROUP INC COM 02209S103 20382 237500 SH DEFINED 01 237500
AMAZON COM INC COM 023135106 1302 33000 SH DEFINED 01 33000
AMBAC FINL GROUP INC COM 023139108 1470 16500 SH DEFINED 01 16500
AMEREN CORP COM 023608102 1075 20000 SH DEFINED 01 20000
AMERICA MOVIL S A DE C V ADR 02364W204 13545 300000 SH DEFINED 01 300000
AMERICA MOVIL S A DE C V ADR 02364W105 5336 118000 SH DEFINED 01 118000
AMERICAN ELEC PWR INC COM 025537101 1703 40000 SH DEFINED 01 40000
AMERICAN EXPRESS CO COM 025816109 9343 154000 SH DEFINED 01 154000
AMERICAN INTL GROUP INC COM 026874107 20244 282500 SH DEFINED 01 282500
AMERICAN STD COS INC DEL COM 029712106 871 19000 SH DEFINED 01 19000
AMERIPRISE FINL INC COM 03076C106 1406 25800 SH DEFINED 01 25800
AMERISOURCEBERGEN CORP COM 03073E105 1124 25000 SH DEFINED 01 25000
AMGEN INC COM 031162100 9563 140000 SH DEFINED 01 140000
ANADARKO PETE CORP COM 032511107 2176 50000 SH DEFINED 01 50000
ANALOG DEVICES INC COM 032654105 1315 40000 SH DEFINED 01 40000
ANHEUSER BUSCH COS INC COM 035229103 3985 81000 SH DEFINED 01 81000
AON CORP COM 037389103 1661 47000 SH DEFINED 01 47000
APACHE CORP COM 037411105 2527 38000 SH DEFINED 01 38000
APOLLO GROUP INC COM 037604105 740 19000 SH DEFINED 01 19000
APPLE COMPUTER COM 037833100 7678 90500 SH DEFINED 01 90500
APPLERA CORP APPLIED BIOSYS COM 038020103 367 10000 SH DEFINED 01 10000
APPLIED MATERIALS INC COM 038222105 3173 172000 SH DEFINED 01 172000
ARCH CAP GROUP LTD COM G0450A105 892 13200 SH DEFINED 01 13200
ARCHER DANIELS MIDLAND CO COM 039483102 2397 75000 SH DEFINED 01 75000
AT+T INC COM 00206R102 15015 420000 SH DEFINED 01 420000
AUTODESK INCORPORATED COM 052769106 1335 33000 SH DEFINED 01 33000
AUTOMATIC DATA PROCESSING INC COM 053015103 2955 60000 SH DEFINED 01 60000
AVAYA INC COM 053499109 559 40000 SH DEFINED 01 40000
AVON PRODS INC COM 054303102 1652 50000 SH DEFINED 01 50000
BAKBONE SOFTWARE ICOM NPV COM 057101107 123 87949 SH SOLE 87949
BAKER HUGHES INC COM 057224107 3920 52500 SH DEFINED 01 52500
BANCO BRADESCO SA ADR 059460303 1876 46500 SH DEFINED 01 46500
BANCO ITAU S A ADR 059602201 904 25000 SH DEFINED 01 25000
BANK AMER CORP COM 060505104 26214 491000 SH DEFINED 01 491000
BANK NEW YORK INC COM 064057102 3937 100000 SH DEFINED 01 100000
BARD C R INC COM 067383109 1245 15000 SH DEFINED 01 15000
BAUSCH + LOMB INC COM 071707103 312 6000 SH DEFINED 01 6000
BAXTER INTL INC COM 071813109 2899 62500 SH DEFINED 01 62500
BB+T CORP COM 054937107 2197 50000 SH DEFINED 01 50000
BECTON DICKINSON + CO COM 075887109 1754 25000 SH DEFINED 01 25000
BED BATH + BEYOND INC COM 075896100 1143 30000 SH DEFINED 01 30000
BELLSOUTH CORP COM 079860102 9186 195000 SH DEFINED 01 195000
BEST BUY CO INC COM 086516101 2386 48500 SH DEFINED 01 48500
BIOGEN IDEC INC COM 09062X103 1672 34000 SH DEFINED 01 34000
BIOMET INC COM 090613100 1444 35000 SH DEFINED 01 35000
BJ SVCS CO COM 055482103 1583 54000 SH DEFINED 01 54000
BLACK + DECKER CORPORATION COM 091797100 1200 15000 SH DEFINED 01 15000
BLOCK H + R INC COM 093671105 829 36000 SH DEFINED 01 36000
BMC SOFTWARE INC COM 055921100 741 23000 SH DEFINED 01 23000
BOEING CO COM 097023105 8084 91000 SH DEFINED 01 91000
BOSTON SCIENTIFIC CORP COM 101137107 2348 136656 SH DEFINED 01 136656
BRISTOL MYERS SQUIBB CO COM 110122108 5988 220000 SH DEFINED 01 220000
BROADCOM CORP COM 111320107 1551 48000 SH DEFINED 01 48000
BURLINGTON NORTHN SANTA FE COM 12189T104 2879 39000 SH DEFINED 01 39000
BUTTERFIELD FD MGR THAI EURO COM 335020905 4315 180000 SH DEFINED 01 180000
CA INC COM 12673P105 1246 55000 SH DEFINED 01 55000
CAPITAL ONE FINL CORP COM 14040H105 5000 32500 SH DEFINED 01 32500
CARDINAL HEALTH INC COM 14149Y108 3350 52000 SH DEFINED 01 52000
CAREMARK RX INC COM 141705103 3141 55000 SH DEFINED 01 55000
CARNIVAL CORP COM 143658300 2207 45000 SH DEFINED 01 45000
CARSO GLOBAL TELECOM SA DE CV ADR 14574P101 1144 160000 SH DEFINED 01 160000
CATERPILLAR INC COM 149123101 5029 82000 SH DEFINED 01 82000
CB RICHARD ELLIS GROUP INC COM 12497T101 863 26000 SH DEFINED 01 26000
CBS CORP CLASS B COM 124857202 2728 87500 SH DEFINED 01 87500
CELGENE CORP COM 151020104 2129 37000 SH DEFINED 01 37000
CEMEX S.A.B DE C.C ADR ADR 151290889 8821 260346 SH DEFINED 01 260346
CENTERPOINT ENERGY INC COM 15189T107 928 56000 SH DEFINED 01 56000
CENTEX CORP COM 152312104 788 14000 SH DEFINED 01 14000
CHESAPEAKE ENERGY CORP COM 165167107 1453 50000 SH DEFINED 01 50000
CHEVRON CORP COM 166764100 17383 236403 SH DEFINED 01 236403
CHICAGO MERCANTILE EXCHANGE COM 167760107 1733 3400 SH DEFINED 01 3400
CHUBB CORP COM 171232101 2116 40000 SH DEFINED 01 40000
CIGNA CORP COM 125509109 1579 12000 SH DEFINED 01 12000
CINTAS CORP COM 172908105 576 14500 SH DEFINED 01 14500
CISCO SYS INC COM 17275R102 18584 680000 SH DEFINED 01 680000
CITIGROUP INC COM 172967101 29521 530000 SH DEFINED 01 530000
CITIZENS COMMUNICATIONS CO COM 17453B101 762 53000 SH DEFINED 01 53000
CITRIX SYS INC COM 177376100 541 20000 SH DEFINED 01 20000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2754 77500 SH DEFINED 01 77500
COACH INC COM 189754104 2041 47500 SH DEFINED 01 47500
COCA COLA CO COM 191216100 12063 250000 SH DEFINED 01 250000
COCA COLA ENTERPRISES INC COM 191219104 725 35500 SH DEFINED 01 35500
COLGATE PALMOLIVE CO COM 194162103 4632 71000 SH DEFINED 01 71000
COMCAST CORP NEW COM 20030N101 9524 225000 SH DEFINED 01 225000
COMERICA INC COM 200340107 1027 17500 SH DEFINED 01 17500
COMMERCE BANCORP INC N J COM 200519106 882 25000 SH DEFINED 01 25000
COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W203 634 13000 SH DEFINED 01 13000
COMPANHIA SIDERURGICA NATL ADR 20440W105 327 10900 SH DEFINED 01 10900
COMPANHIA VALE DO RIO DOCE ADR 204412209 2974 100000 SH DEFINED 01 100000
COMPUTER SCIENCES CORP COM 205363104 1067 20000 SH DEFINED 01 20000
COMVERSE TECHNOLOGY INC COM 205862402 422 20000 SH DEFINED 01 20000
CONAGRA INC COM 205887102 1836 68000 SH DEFINED 01 68000
CONOCOPHILLIPS COM 20825C104 11990 166642 SH DEFINED 01 166642
CONSTELLATION ENERGY GROUP INC COM 210371100 1377 20000 SH DEFINED 01 20000
CORNING INC COM 219350105 3087 165000 SH DEFINED 01 165000
COSTCO WHSL CORP NEW COM 22160K105 2379 45000 SH DEFINED 01 45000
COUNTRYWIDE FINL CORP COM 222372104 3056 72000 SH DEFINED 01 72000
COVENTRY HEALTH CARE INC COM 222862104 1502 30000 SH DEFINED 01 30000
CSX CORP COM 126408103 1653 48000 SH DEFINED 01 48000
CUMMINS INC COM 231021106 709 6000 SH DEFINED 01 6000
CVS CORP COM 126650100 2782 90000 SH DEFINED 01 90000
D R HORTON INC COM 23331A109 715 27000 SH DEFINED 01 27000
DANAHER CORP COM 235851102 1956 27000 SH DEFINED 01 27000
DEERE + CO COM 244199105 2377 25000 SH DEFINED 01 25000
DELL INC COM 24702R101 5470 218000 SH DEFINED 01 218000
DEVON ENERGY CORPORATION NEW COM 25179M103 3119 46500 SH DEFINED 01 46500
DIRECTV GROUP INC COM 25459L106 2494 100000 SH DEFINED 01 100000
DISNEY WALT CO COM 254687106 7882 230000 SH DEFINED 01 230000
DOMINION RES INC VA NEW COM 25746U109 2599 31000 SH DEFINED 01 31000
DONNELLEY R R + SONS CO COM 257867101 924 26000 SH DEFINED 01 26000
DOVER CORP COM 260003108 1127 23000 SH DEFINED 01 23000
DOW CHEM CO COM 260543103 4393 110000 SH DEFINED 01 110000
DTE ENERGY CO COM 233331107 968 20000 SH DEFINED 01 20000
DU PONT E I DE NEMOURS + CO COM 263534109 5115 105000 SH DEFINED 01 105000
DUKE ENERGY HLDG CORP COM 26441C105 5646 170000 SH DEFINED 01 170000
EASTMAN KODAK CO COM 277461109 774 30000 SH DEFINED 01 30000
EATON CORP COM 278058102 1180 15700 SH DEFINED 01 15700
EBAY INC COM 278642103 3729 124000 SH DEFINED 01 124000
ECOLAB INC COM 278865100 1808 40000 SH DEFINED 01 40000
EDISON INTL COM 281020107 2047 45000 SH DEFINED 01 45000
EL PASO CORP COM 28336L109 1528 100000 SH DEFINED 01 100000
ELECTRONIC ARTS INC COM 285512109 1511 30000 SH DEFINED 01 30000
ELECTRONIC DATA SYS CORP NEW COM 285661104 1433 52000 SH DEFINED 01 52000
EMBARQ CORP COM 29078E105 863 16411 SH DEFINED 01 16411
EMBRAER EMPRESA BRASILEIRA DE ADR 29081M102 414 10000 SH DEFINED 01 10000
EMC CORP COM 268648102 3432 260000 SH DEFINED 01 260000
EMERSON ELEC CO COM 291011104 4409 100000 SH DEFINED 01 100000
ENTERGY CORP NEW COM 29364G103 2031 22000 SH DEFINED 01 22000
EOG RESOURCES INC COM 26875P101 2186 35000 SH DEFINED 01 35000
EXELON CORP COM 30161N101 5323 86000 SH DEFINED 01 86000
EXPRESS SCRIPTS INC COM 302182100 1146 16000 SH DEFINED 01 16000
EXXON MOBIL CORP COM 30231G102 49273 643000 SH DEFINED 01 643000
FEDERAL HOME LN MTG CORP COM 313400301 5602 82500 SH DEFINED 01 82500
FEDERAL NATL MTG ASSN COM 313586109 6681 112500 SH DEFINED 01 112500
FEDERATED DEPT STORES INC DE COM 31410H101 2440 64000 SH DEFINED 01 64000
FEDEX CORP COM 31428X106 3530 32500 SH DEFINED 01 32500
FIFTH THIRD BANCORP COM 316773100 2865 70000 SH DEFINED 01 70000
FIRST DATA CORP COM 319963104 2424 95000 SH DEFINED 01 95000
FIRST HORIZON NATL CORP COM 320517105 585 14000 SH DEFINED 01 14000
FIRSTENERGY CORP COM 337932107 2412 40000 SH DEFINED 01 40000
FISERV INC COM 337738108 996 19000 SH DEFINED 01 19000
FLUOR CORP NEW COM 343412102 1225 15000 SH DEFINED 01 15000
FOMENTO ECONOMICO MEXICANO SAB CDR 344419106 4295 37100 SH DEFINED 01 37100
FORD MTR CO DEL COM 345370860 1277 170000 SH DEFINED 01 170000
FOREST LABS INC COM 345838106 1796 35500 SH DEFINED 01 35500
FPL GROUP INC COM 302571104 2449 45000 SH DEFINED 01 45000
FRANKLIN RES INC COM 354613101 2754 25000 SH DEFINED 01 25000
FREEPORT MCMORAN COPPER + GOLD COM 35671D857 1282 23000 SH DEFINED 01 23000
GANNETT INC COM 364730101 1512 25000 SH DEFINED 01 25000
GAP INC COM 364760108 1112 57000 SH DEFINED 01 57000
GENENTECH INC COM 368710406 608 7500 SH DEFINED 01 7500
GENERAL DYNAMICS CORP COM 369550108 2974 40000 SH DEFINED 01 40000
GENERAL ELEC CO COM 369604103 41815 1123750 SH DEFINED 01 1123750
GENERAL MLS INC COM 370334104 2506 43500 SH DEFINED 01 43500
GENERAL MTRS CORP COM 370442105 1766 57500 SH DEFINED 01 57500
GENUINE PARTS CO COM 372460105 1043 22000 SH DEFINED 01 22000
GENWORTH FINL INC COM 37247D106 1368 40000 SH DEFINED 01 40000
GENZYME CORP COM 372917104 1693 27500 SH DEFINED 01 27500
GILEAD SCIENCES INC COM 375558103 3247 50000 SH DEFINED 01 50000
GOL LINHAS AEREAS INTELIGENTES COM 38045R107 229 8000 SH DEFINED 01 8000
GOLDMAN SACHS GROUP INC COM 38141G104 10067 50500 SH DEFINED 01 50500
GOOGLE INC COM 38259P508 10591 23000 SH DEFINED 01 23000
GRUPO CARSO SA DE CV ADR 400485207 2205 300000 SH DEFINED 01 300000
GRUPO TELEVISION SA DE CV ADR 40049J206 4187 155000 SH DEFINED 01 155000
HALLIBURTON CO COM 406216101 3769 121400 SH DEFINED 01 121400
HARLEY DAVIDSON INC COM 412822108 1973 28000 SH DEFINED 01 28000
HARRAHS ENTMT INC COM 413619107 1572 19000 SH DEFINED 01 19000
HARTFORD FINANCIAL SVCS GRP COM 416515104 3732 40000 SH DEFINED 01 40000
HASBRO INC COM 418056107 545 20000 SH DEFINED 01 20000
HEALTH MGMT ASSOC COM 421933102 633 30000 SH DEFINED 01 30000
HEINZ H J CO COM 423074103 2025 45000 SH DEFINED 01 45000
HELLENIC TELECOMMUNICATIONS ADR 423325307 421 27778 SH DEFINED 01 27778
HERSHEY CO / THE COM 427866108 946 19000 SH DEFINED 01 19000
HESS CORP COM 42809H107 1487 30000 SH DEFINED 01 30000
HEWLETT PACKARD CO COM 428236103 12769 310000 SH DEFINED 01 310000
HILTON HOTELS CORP COM 432848109 1571 45000 SH DEFINED 01 45000
HOME DEPOT INC COM 437076102 8916 222000 SH DEFINED 01 222000
HONEYWELL INTL INC COM 438516106 4072 90000 SH DEFINED 01 90000
HOSPIRA INC COM 441060100 554 16500 SH DEFINED 01 16500
HOST HOTELS + RESORTS INC COM 44107P104 436 17753 SH DEFINED 01 17753
HUMANA INC COM 444859102 940 17000 SH DEFINED 01 17000
IAC INTERACTIVECORP COM 44919P300 1338 36000 SH DEFINED 01 36000
ILLINOIS TOOL WKS INC COM 452308109 2864 62000 SH DEFINED 01 62000
IMS HEALTH INC COM 449934108 824 30000 SH DEFINED 01 30000
INGERSOLL RAND COMPANY LIMITED COM G4776G101 1839 47000 SH DEFINED 01 47000
INTEL CORP COM 458140100 14,175 700000 SH DEFINED 01 700000
INTERCONTINENTAL EXCHANGE INC COM 45865V100 201569 1868111 SH SOLE 1868111
INTERNATIONAL BUSINESS MACHS COM 459200101 15738 162000 SH DEFINED 01 162000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1663 36000 SH DEFINED 01 36000
INTERNATIONAL PAPER CO COM 460146103 1876 55000 SH DEFINED 01 55000
INTUIT COM 461202103 1220 40000 SH DEFINED 01 40000
IONA TECHNOLOGIES PLC ADR 46206P109 320 65000 SH DEFINED 01 65000
ISHARES TR COM 464287564 12036 120000 SH DEFINED 01 120000
ITT CORP NEW COM 450911102 1421 25000 SH DEFINED 01 25000
JABIL CIRCUIT INC COM 466313103 663 27000 SH DEFINED 01 27000
JDS UNIPHASE CORP COM 46612J507 375 22500 SH DEFINED 01 22500
JOHNSON + JOHNSON COM 478160104 21126 320000 SH DEFINED 01 320000
JOHNSON CTLS INC COM 478366107 2148 25000 SH DEFINED 01 25000
JPMORGAN CHASE + CO COM 46625H100 18253 377900 SH DEFINED 01 377900
JUNIPER NETWORKS INC COM 48203R104 1136 60000 SH DEFINED 01 60000
KB HOME COM 48666K109 513 10000 SH DEFINED 01 10000
KELLOGG CO COM 487836108 1302 26000 SH DEFINED 01 26000
KEYCORP NEW COM 493267108 1711 45000 SH DEFINED 01 45000
KIMBERLY CLARK CORP COM 494368103 3262 48000 SH DEFINED 01 48000
KLA TENCOR CORP COM 482480100 1045 21000 SH DEFINED 01 21000
KOHLS CORP COM 500255104 2463 36000 SH DEFINED 01 36000
KROGER CO COM 501044101 1776 77000 SH DEFINED 01 77000
L 3 COMMUNICATIONS HLDG CORP COM 502424104 1390 17000 SH DEFINED 01 17000
LEGG MASON INC COM 524901105 1663 17500 SH DEFINED 01 17500
LEHMAN BROTHERS HLDGS INC COM 524908100 4453 57000 SH DEFINED 01 57000
LEXMARK INTL INC COM 529771107 805 11000 SH DEFINED 01 11000
LG PHILIPS LCD CO LTD COM 50186V102 2637 175000 SH DEFINED 01 175000
LILLY ELI + CO COM 532457108 5471 105000 SH DEFINED 01 105000
LIMITED BRANDS INC COM 532716107 1158 40000 SH DEFINED 01 40000
LINCOLN NATL CORP IN COM 534187109 2158 32500 SH DEFINED 01 32500
LINEAR TECHNOLOGY CORP COM 535678106 1061 35000 SH DEFINED 01 35000
LOCKHEED MARTIN CORP COM 539830109 2946 32000 SH DEFINED 01 32000
LOEWS CORP COM 540424108 2177 52500 SH DEFINED 01 52500
LOTTE SHOPPING CO LTD COM 54569T106 609 30000 SH DEFINED 01 30000
LOWES COS INC COM 548661107 5327 171000 SH DEFINED 01 171000
LSI LOGIC CORP COM 502161102 405 45000 SH DEFINED 01 45000
M + T BK CORP COM 55261F104 1038 8500 SH DEFINED 01 8500
MARATHON OIL CORP COM 565849106 3931 42500 SH DEFINED 01 42500
MARRIOTT INTL INC NEW COM 571903202 2601 54500 SH DEFINED 01 54500
MARSH + MCLENNAN COS INC COM 571748102 2146 70000 SH DEFINED 01 70000
MARSHALL + ILSLEY CORP COM 571834100 1924 40000 SH DEFINED 01 40000
MASCO CORP COM 574599106 1344 45000 SH DEFINED 01 45000
MATTEL INC COM 577081102 906 40000 SH DEFINED 01 40000
MAXIM INTEGRATED PRODS INC COM 57772K101 1225 40000 SH DEFINED 01 40000
MBIA INC COM 55262C100 1059 14500 SH DEFINED 01 14500
MCCORMICK + CO INC COM 579780206 578 15000 SH DEFINED 01 15000
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MCGRAW HILL COS INC COM 580645109 3129 46000 SH DEFINED 01 46000
MCKESSON CORP COM 58155Q103 1775 35000 SH DEFINED 01 35000
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1764 33000 SH DEFINED 01 33000
MEDIMMUNE INC COM 584699102 793 24500 SH DEFINED 01 24500
MEDTRONIC INC COM 585055106 7144 133500 SH DEFINED 01 133500
MELLON FINL CORP COM 58551A108 1791 42500 SH DEFINED 01 42500
MERCK + CO INC COM 589331107 10486 240500 SH DEFINED 01 240500
MERRILL LYNCH + CO INC COM 590188108 9887 106200 SH DEFINED 01 106200
METLIFE INC COM 59156R108 4839 82000 SH DEFINED 01 82000
MICRON TECHNOLOGY INC COM 595112103 1075 77000 SH DEFINED 01 77000
MICROSOFT CORP COM 594918104 28367 950000 SH DEFINED 01 950000
MOLEX INC COM 608554101 633 20000 SH DEFINED 01 20000
MONSANTO CO NEW COM 61166W101 2627 50000 SH DEFINED 01 50000
MONSTER WORLDWIDE INC COM 611742107 653 14000 SH DEFINED 01 14000
MOODYS CORP COM 615369105 1796 26000 SH DEFINED 01 26000
MORGAN STANLEY COM 617446448 10912 134000 SH DEFINED 01 134000
MOTOROLA INC COM 620076109 5757 280000 SH DEFINED 01 280000
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NATIONAL CITY CORP COM 635405103 2084 57000 SH DEFINED 01 57000
NATIONAL SEMICONDUCTOR CORP COM 637640103 829 36500 SH DEFINED 01 36500
NATUZZI S P A ADR 63905A101 1543 181340 SH DEFINED 01 181340
NETWORK APPLIANCE INC COM 64120L104 1453 37000 SH DEFINED 01 37000
NEWELL RUBBERMAID INC COM 651229106 869 30000 SH DEFINED 01 30000
NEWMONT MNG CORP COM 651639106 2935 65000 SH DEFINED 01 65000
NEWS CORP COM 65248E203 5454 245000 SH DEFINED 01 245000
NIKE INC COM 654106103 2476 25000 SH DEFINED 01 25000
NOBLE CORPORATION COM G65422100 2094 27500 SH DEFINED 01 27500
NORDSTROM INC COM 655664100 1357 27500 SH DEFINED 01 27500
NORFOLK SOUTHN CORP COM 655844108 2263 45000 SH DEFINED 01 45000
NORTHERN TRUST CORP COM 665859104 1183 19500 SH DEFINED 01 19500
NORTHROP GRUMMAN CORP COM 666807102 2437 36000 SH DEFINED 01 36000
NOVELL INC COM 670006105 223 36000 SH DEFINED 01 36000
NOVELLUS SYS INC COM 670008101 516 15000 SH DEFINED 01 15000
NUCOR CORP COM 670346105 2186 40000 SH DEFINED 01 40000
NVIDIA CORP COM 67066G104 1517 41000 SH DEFINED 01 41000
OCCIDENTAL PETE CORP COM 674599105 5371 110000 SH DEFINED 01 110000
OFFICE DEPOT INC COM 676220106 1145 30000 SH DEFINED 01 30000
OMNICOM GROUP COM 681919106 2833 27100 SH DEFINED 01 27100
ORACLE CORP COM 68389X105 7370 430000 SH DEFINED 01 430000
ORBOTECH LTD COM M75253100 1590 62500 SH DEFINED 01 62500
PACCAR INC COM 693718108 1801 27750 SH DEFINED 01 27750
PARKER HANNIFIN CORP COM 701094104 999 13000 SH DEFINED 01 13000
PAYCHEX INC COM 704326107 1680 42500 SH DEFINED 01 42500
PEABODY ENERGY CORP COM 704549104 1010 25000 SH DEFINED 01 25000
PENNEY J C INC COM 708160106 2398 31000 SH DEFINED 01 31000
PEPSI BOTTLING GROUP INC COM 713409100 773 25000 SH DEFINED 01 25000
PEPSICO INC COM 713448108 11409 182400 SH DEFINED 01 182400
PETROLEO BRASILEIRO SA ADR 71654V408 4635 45000 SH DEFINED 01 45000
PFIZER INC COM 717081103 20124 777000 SH DEFINED 01 777000
PG+E CORP COM 69331C108 1751 37000 SH DEFINED 01 37000
PHELPS DODGE CORP COM 717265102 2275 19000 SH DEFINED 01 19000
PHOENIX COMPANIES COM 71902E109 1618 101817 SH SOLE 101817
PITNEY BOWES INC COM 724479100 1155 25000 SH DEFINED 01 25000
PNC FINL SVCS GROUP INC COM 693475105 2295 31000 SH DEFINED 01 31000
PPG INDS INC COM 693506107 1284 20000 SH DEFINED 01 20000
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