UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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 3rd May 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: 403
------------
Form 13F Information Table Value Total: $ 2,321,946
------------
(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
MARCH 31, 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 9172 120000 SH DEFINED 01 120000
ABBOTT LABS COM 002824100 13811 247500 SH DEFINED 01 247500
ACCEL IX LP COM 00499P938 1577 2150000 SH DEFINED 01 2150000
ADOBE SYS INC COM 00724F101 4379 105000 SH DEFINED 01 105000
ADVANCED MICRO DEVICES INC COM 007903107 1136 87000 SH DEFINED 01 87000
AES CORP COM 00130H105 2453 114000 SH DEFINED 01 114000
AETNA INC COM 00817Y108 3941 90000 SH DEFINED 01 90000
AFFILIATED COMPUTER SVCS INC COM 008190100 1192 20250 SH DEFINED 01 20250
AFLAC INC COM 001055102 3353 71250 SH DEFINED 01 71250
AGILENT TECHNOLOGIES INC COM 00846U101 2628 78000 SH DEFINED 01 78000
AIR PRODS + CHEMS INC COM 009158106 3328 45000 SH DEFINED 01 45000
ALCOA INC COM 013817101 4475 132000 SH DEFINED 01 132000
ALLEGHENY ENERGY INC COM 017361106 2396 48750 SH DEFINED 01 48750
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1760 16500 SH DEFINED 01 16500
ALLSTATE CORP COM 020002101 5045 84000 SH DEFINED 01 84000
ALLTEL CORP COM 020039103 3720 60000 SH DEFINED 01 60000
ALTERA CORP COM 021441100 1499 75000 SH DEFINED 01 75000
ALTRIA GROUP INC COM 02209S103 31282 356250 SH DEFINED 01 356250
AMAZON COM INC COM 023135106 1970 49500 SH DEFINED 01 49500
AMBAC FINL GROUP INC COM 023139108 2138 24750 SH DEFINED 01 24750
AMEREN CORP COM 023608102 1509 30000 SH DEFINED 01 30000
AMERICA MOVIL S A DE C V ADR 02364W204 14319 300000 SH DEFINED 01 300000
AMERICA MOVIL SAB DE CV ADR 02364W105 5639 118000 SH DEFINED 01 118000
AMERICAN ELEC PWR INC COM 025537101 2925 60000 SH DEFINED 01 60000
AMERICAN EXPRESS CO COM 025816109 12605 223500 SH DEFINED 01 223500
AMERICAN INTL GROUP INC COM 026874107 28484 423750 SH DEFINED 01 423750
AMERICAN STD COS INC DEL COM 029712106 1511 28500 SH DEFINED 01 28500
AMERIPRISE FINL INC COM 03076C106 1783 31200 SH DEFINED 01 31200
AMERISOURCEBERGEN CORP COM 03073E105 1978 37500 SH DEFINED 01 37500
AMGEN INC COM 031162100 11316 202500 SH DEFINED 01 202500
ANADARKO PETE CORP COM 032511107 3546 82500 SH DEFINED 01 82500
ANALOG DEVICES INC COM 032654105 2069 60000 SH DEFINED 01 60000
ANHEUSER BUSCH COS INC COM 035229103 6131 121500 SH DEFINED 01 121500
AON CORP COM 037389103 2676 70500 SH DEFINED 01 70500
APACHE CORP COM 037411105 3712 52500 SH DEFINED 01 52500
APOLLO GROUP INC COM 037604105 1251 28500 SH DEFINED 01 28500
APPLE INC COM 037833100 12613 135750 SH DEFINED 01 135750
APPLERA CORP APPLIED BIOSYS COM 038020103 887 30000 SH DEFINED 01 30000
APPLIED MATERIALS INC COM 038222105 4727 258000 SH DEFINED 01 258000
ARCHER DANIELS MIDLAND CO COM 039483102 4129 112500 SH DEFINED 01 112500
AT+T INC COM 00206R102 40337 1023000 SH DEFINED 01 1023000
AUTODESK INCORPORATED COM 052769106 1861 49500 SH DEFINED 01 49500
AUTOMATIC DATA PROCESSING INC COM 053015103 4356 90000 SH DEFINED 01 90000
AVAYA INC COM 053499109 709 60000 SH DEFINED 01 60000
AVON PRODS INC COM 054303102 2795 75000 SH DEFINED 01 75000
BAKBONE SOFTWARE ICOM NPV COM 057101107 154 87949 SH SOLE 87949
BAKER HUGHES INC COM 057224107 4712 71250 SH DEFINED 01 71250
BANCO ITAU S A ADR 059602201 871 25000 SH DEFINED 01 25000
BANK AMER CORP COM 060505104 37576 736500 SH DEFINED 01 736500
BANK NEW YORK INC COM 064057102 6083 150000 SH DEFINED 01 150000
BARD C R INC COM 067383109 1789 22500 SH DEFINED 01 22500
BAUSCH + LOMB INC COM 071707103 460 9000 SH DEFINED 01 9000
BAXTER INTL INC COM 071813109 4938 93750 SH DEFINED 01 93750
BB+T CORP COM 054937107 3077 75000 SH DEFINED 01 75000
BECTON DICKINSON + CO COM 075887109 2883 37500 SH DEFINED 01 37500
BED BATH + BEYOND INC COM 075896100 1808 45000 SH DEFINED 01 45000
BEST BUY CO INC COM 086516101 3544 72750 SH DEFINED 01 72750
BIOGEN IDEC INC COM 09062X103 2263 51000 SH DEFINED 01 51000
BIOMET INC COM 090613100 2231 52500 SH DEFINED 01 52500
BJ SVCS CO COM 055482103 1800 64500 SH DEFINED 01 64500
BLACK + DECKER CORPORATION COM 091797100 918 11250 SH DEFINED 01 11250
BLOCK H + R INC COM 093671105 1136 54000 SH DEFINED 01 54000
BMC SOFTWARE INC COM 055921100 1062 34500 SH DEFINED 01 34500
BOEING CO COM 097023105 12136 136500 SH DEFINED 01 136500
BOSTON SCIENTIFIC CORP COM 101137107 2980 204984 SH DEFINED 01 204984
BRISTOL MYERS SQUIBB CO COM 110122108 9473 341250 SH DEFINED 01 341250
BROADCOM CORP COM 111320107 2309 72000 SH DEFINED 01 72000
BURLINGTON NORTHN SANTA FE COM 12189T104 4705 58500 SH DEFINED 01 58500
BUTTERFIELD FD MGR THAI EURO COM 335020905 4338 180000 SH DEFINED 01 180000
CA INC COM 12673P105 1943 75000 SH DEFINED 01 75000
CAPITAL ONE FINL CORP COM 14040H105 6791 90000 SH DEFINED 01 90000
CARDINAL HEALTH INC COM 14149Y108 4705 64500 SH DEFINED 01 64500
CATERPILLAR INC COM 149123101 8245 123000 SH DEFINED 01 123000
CB RICHARD ELLIS GROUP INC COM 12497T101 1333 39000 SH DEFINED 01 39000
CBS CORP CLASS B COM 124857202 4359 142500 SH DEFINED 01 142500
CELGENE CORP COM 151020104 3384 64500 SH DEFINED 01 64500
CEMEX S.A.B DE C.C ADR ADR 151290889 8526 260346 SH DEFINED 01 260346
CENTERPOINT ENERGY INC COM 15189T107 1507 84000 SH DEFINED 01 84000
CENTEX CORP COM 152312104 1285 30750 SH DEFINED 01 30750
CHESAPEAKE ENERGY CORP COM 165167107 2316 75000 SH DEFINED 01 75000
CHEVRON CORP COM 166764100 26227 354604 SH DEFINED 01 354604
CHICAGO MERCANTILE EXCHANGE COM 167760107 2716 5100 SH DEFINED 01 5100
CHUBB CORP COM 171232101 3100 60000 SH DEFINED 01 60000
CIGNA CORP COM 125509109 2568 18000 SH DEFINED 01 18000
CINTAS CORP COM 172908105 785 21750 SH DEFINED 01 21750
CISCO SYS INC COM 17275R102 26041 1020000 SH DEFINED 01 1020000
CITIGROUP INC COM 172967101 40815 795000 SH DEFINED 01 795000
CITIZENS COMMUNICATIONS CO COM 17453B101 1189 79500 SH DEFINED 01 79500
CITRIX SYS INC COM 177376100 961 30000 SH DEFINED 01 30000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3548 101250 SH DEFINED 01 101250
COACH INC COM 189754104 3566 71250 SH DEFINED 01 71250
COCA COLA CO COM 191216100 18000 375000 SH DEFINED 01 375000
COCA COLA ENTERPRISES INC COM 191219104 1078 53250 SH DEFINED 01 53250
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 1986 22500 SH DEFINED 01 22500
COLGATE PALMOLIVE CO COM 194162103 7113 106500 SH DEFINED 01 106500
COMCAST CORP NEW COM 20030N101 14013 540000 SH DEFINED 01 540000
COMERICA INC COM 200340107 1552 26250 SH DEFINED 01 26250
COMMERCE BANCORP INC N J COM 200519106 1252 37500 SH DEFINED 01 37500
COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W203 714 13000 SH DEFINED 01 13000
COMPANHIA SIDERURGICA NATL ADR 20440W105 467 10900 SH DEFINED 01 10900
COMPANHIA VALE DO RIO DOCE ADR 204412209 3699 100000 SH DEFINED 01 100000
COMPASS BANCSHARES INC COM 20449H109 1445 21000 SH DEFINED 01 21000
COMPUTER SCIENCES CORP COM 205363104 1564 30000 SH DEFINED 01 30000
CONAGRA INC COM 205887102 2541 102000 SH DEFINED 01 102000
CONOCOPHILLIPS COM 20825C104 17085 249963 SH DEFINED 01 249963
CONSTELLATION ENERGY GROUP INC COM 210371100 2609 30000 SH DEFINED 01 30000
CORNING INC COM 219350105 5628 247500 SH DEFINED 01 247500
COSTCO WHSL CORP NEW COM 22160K105 3634 67500 SH DEFINED 01 67500
COUNTRYWIDE FINL CORP COM 222372104 3381 100500 SH DEFINED 01 100500
COVENTRY HEALTH CARE INC COM 222862104 2522 45000 SH DEFINED 01 45000
CSX CORP COM 126408103 2884 72000 SH DEFINED 01 72000
CUMMINS INC COM 231021106 1302 9000 SH DEFINED 01 9000
CVS/CAREMARK CORP COM 126650100 9313 272775 SH DEFINED 01 272775
D R HORTON INC COM 23331A109 1221 55500 SH DEFINED 01 55500
DANAHER CORP COM 235851102 2894 40500 SH DEFINED 01 40500
DEERE + CO COM 244199105 4074 37500 SH DEFINED 01 37500
DELL INC COM 24702R101 7590 327000 SH DEFINED 01 327000
DEVON ENERGY CORPORATION NEW COM 25179M103 4828 69750 SH DEFINED 01 69750
DIRECTV GROUP INC COM 25459L106 3461 150000 SH DEFINED 01 150000
DISNEY WALT CO COM 254687106 11878 345000 SH DEFINED 01 345000
DOMINION RES INC VA NEW COM 25746U109 4128 46500 SH DEFINED 01 46500
DONNELLEY R R + SONS CO COM 257867101 1427 39000 SH DEFINED 01 39000
DOVER CORP COM 260003108 1684 34500 SH DEFINED 01 34500
DOW CHEM CO COM 260543103 7567 165000 SH DEFINED 01 165000
DTE ENERGY CO COM 233331107 1437 30000 SH DEFINED 01 30000
DU PONT E I DE NEMOURS + CO COM 263534109 7785 157500 SH DEFINED 01 157500
DUKE ENERGY HLDG CORP COM 26441C105 5174 255000 SH DEFINED 01 255000
E TRADE FINL CORP COM 269246104 1432 67500 SH DEFINED 01 67500
EASTMAN KODAK CO COM 277461109 1015 45000 SH DEFINED 01 45000
EATON CORP COM 278058102 1968 23550 SH DEFINED 01 23550
EBAY INC COM 278642103 6166 186000 SH DEFINED 01 186000
ECOLAB INC COM 278865100 2580 60000 SH DEFINED 01 60000
EDISON INTL COM 281020107 3316 67500 SH DEFINED 01 67500
EL PASO CORP COM 28336L109 1881 130000 SH DEFINED 01 130000
ELECTRONIC ARTS INC COM 285512109 2417 48000 SH DEFINED 01 48000
ELECTRONIC DATA SYS CORP NEW COM 285661104 2159 78000 SH DEFINED 01 78000
EMBARQ CORP COM 29078E105 1387 24616 SH DEFINED 01 24616
EMBRAER EMPRESA BRASILEIRA DE ADR 29081M102 459 10000 SH DEFINED 01 10000
EMC CORP COM 268648102 5402 390000 SH DEFINED 01 390000
EMERSON ELEC CO COM 291011104 6464 150000 SH DEFINED 01 150000
ENTERGY CORP NEW COM 29364G103 3462 33000 SH DEFINED 01 33000
EOG RESOURCES INC COM 26875P101 3317 46500 SH DEFINED 01 46500
EQUITY RESIDENTIAL COM 29476L107 2243 46500 SH DEFINED 01 46500
EXELON CORP COM 30161N101 7730 112500 SH DEFINED 01 112500
EXPRESS SCRIPTS INC COM 302182100 1937 24000 SH DEFINED 01 24000
EXXON MOBIL CORP COM 30231G102 72206 957000 SH DEFINED 01 957000
FEDERAL HOME LN MTG CORP COM 313400301 7362 123750 SH DEFINED 01 123750
FEDERAL NATL MTG ASSN COM 313586109 9210 168750 SH DEFINED 01 168750
FEDERATED DEPT STORES INC DE COM 31410H101 3784 84000 SH DEFINED 01 84000
FEDEX CORP COM 31428X106 5237 48750 SH DEFINED 01 48750
FIFTH THIRD BANCORP COM 316773100 4062 105000 SH DEFINED 01 105000
FIRST DATA CORP COM 319963104 3833 142500 SH DEFINED 01 142500
FIRST HORIZON NATL CORP COM 320517105 1339 32250 SH DEFINED 01 32250
FIRSTENERGY CORP COM 337932107 3974 60000 SH DEFINED 01 60000
FISERV INC COM 337738108 1512 28500 SH DEFINED 01 28500
FLUOR CORP NEW COM 343412102 2019 22500 SH DEFINED 01 22500
FOMENTO ECONOMICO MEXICANO SAB ADR 344419106 4095 37100 SH DEFINED 01 37100
FORD MTR CO DEL COM 345370860 2012 255000 SH DEFINED 01 255000
FOREST LABS INC COM 345838106 2739 53250 SH DEFINED 01 53250
FPL GROUP INC COM 302571104 4129 67500 SH DEFINED 01 67500
FRANKLIN RES INC COM 354613101 4531 37500 SH DEFINED 01 37500
FREEPORT MCMORAN COPPER + GOLD COM 35671D857 3547 53595 SH DEFINED 01 53595
GANNETT INC COM 364730101 2111 37500 SH DEFINED 01 37500
GAP INC COM 364760108 1471 85500 SH DEFINED 01 85500
GENENTECH INC COM 368710406 1355 16500 SH DEFINED 01 16500
GENERAL DYNAMICS CORP COM 369550108 4584 60000 SH DEFINED 01 60000
GENERAL ELEC CO COM 369604103 59604 1685625 SH DEFINED 01 1685625
GENERAL MLS INC COM 370334104 3799 65250 SH DEFINED 01 65250
GENERAL MTRS CORP COM 370442105 2643 86250 SH DEFINED 01 86250
GENUINE PARTS CO COM 372460105 1617 33000 SH DEFINED 01 33000
GENWORTH FINL INC COM 37247D106 2856 81750 SH DEFINED 01 81750
GENZYME CORP COM 372917104 2926 48750 SH DEFINED 01 48750
GILEAD SCIENCES INC COM 375558103 5738 75000 SH DEFINED 01 75000
GOLDMAN SACHS GROUP INC COM 38141G104 15652 75750 SH DEFINED 01 75750
GOOGLE INC COM 38259P508 16837 36750 SH DEFINED 01 36750
GRUPO TELEVISION SA DE CV GDR 40049J206 4619 155000 SH DEFINED 01 155000
HALLIBURTON CO COM 406216101 5780 182100 SH DEFINED 01 182100
HARLEY DAVIDSON INC COM 412822108 2468 42000 SH DEFINED 01 42000
HARMAN INTL INDS INC NEW COM 413086109 1081 11250 SH DEFINED 01 11250
HARRAHS ENTMT INC COM 413619107 2407 28500 SH DEFINED 01 28500
HARTFORD FINANCIAL SVCS GRP COM 416515104 5735 60000 SH DEFINED 01 60000
HASBRO INC COM 418056107 859 30000 SH DEFINED 01 30000
HEINZ H J CO COM 423074103 3181 67500 SH DEFINED 01 67500
HELLENIC TELECOMMUNICATIONS ADR 423325307 382 27778 SH DEFINED 01 27778
HERSHEY CO / THE COM 427866108 1558 28500 SH DEFINED 01 28500
HESS CORP COM 42809H107 2496 45000 SH DEFINED 01 45000
HEWLETT PACKARD CO COM 428236103 17882 445500 SH DEFINED 01 445500
HILTON HOTELS CORP COM 432848109 2697 75000 SH DEFINED 01 75000
HOME DEPOT INC COM 437076102 12234 333000 SH DEFINED 01 333000
HONEYWELL INTL INC COM 438516106 6218 135000 SH DEFINED 01 135000
HOSPIRA INC COM 441060100 1012 24750 SH DEFINED 01 24750
HUMANA INC COM 444859102 1480 25500 SH DEFINED 01 25500
IAC INTERACTIVECORP COM 44919P300 1612 42750 SH DEFINED 01 42750
ILLINOIS TOOL WKS INC COM 452308109 4799 93000 SH DEFINED 01 93000
IMS HEALTH INC COM 449934108 1335 45000 SH DEFINED 01 45000
INTEL CORP COM 458140100 20087 1050000 SH DEFINED 01 1050000
INTERCONTINENTAL EXCHANGE INC COM 45865V100 228302 1868111 SH SOLE 1868111
INTERNATIONAL BUSINESS MACHS COM 459200101 22905 243000 SH DEFINED 01 243000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 2483 61500 SH DEFINED 01 61500
INTERNATIONAL PAPER CO COM 460146103 3003 82500 SH DEFINED 01 82500
INTUIT COM 461202103 1642 60000 SH DEFINED 01 60000
IONA TECHNOLOGIES PLC ADR 46206P109 408 65000 SH DEFINED 01 65000
ISHARES TR COM 464287564 18,527 180000 SH DEFINED 01 180000
ITT CORP NEW COM 450911102 2262 37500 SH DEFINED 01 37500
JABIL CIRCUIT INC COM 466313103 867 40500 SH DEFINED 01 40500
JDS UNIPHASE CORP COM 46612J507 514 33750 SH DEFINED 01 33750
JOHNSON + JOHNSON COM 478160104 28925 480000 SH DEFINED 01 480000
JOHNSON CTLS INC COM 478366107 3548 37500 SH DEFINED 01 37500
JPMORGAN CHASE + CO COM 46625H100 27424 566850 SH DEFINED 01 566850
JUNIPER NETWORKS INC COM 48203R104 1771 90000 SH DEFINED 01 90000
KB HOME COM 48666K109 640 15000 SH DEFINED 01 15000
KELLOGG CO COM 487836108 2006 39000 SH DEFINED 01 39000
KEYCORP NEW COM 493267108 2529 67500 SH DEFINED 01 67500
KIMBERLY CLARK CORP COM 494368103 4931 72000 SH DEFINED 01 72000
KLA TENCOR CORP COM 482480100 1680 31500 SH DEFINED 01 31500
KOHLS CORP COM 500255104 4137 54000 SH DEFINED 01 54000
KROGER CO COM 501044101 3263 115500 SH DEFINED 01 115500
L 3 COMMUNICATIONS HLDG CORP COM 502424104 2230 25500 SH DEFINED 01 25500
LEGG MASON INC COM 524901105 2473 26250 SH DEFINED 01 26250
LEHMAN BROTHERS HLDGS INC COM 524908100 6341 90500 SH DEFINED 01 90500
LEXMARK INTL INC COM 529771107 965 16500 SH DEFINED 01 16500
LG PHILIPS LCD CO LTD COM 50186V102 3059 175000 SH DEFINED 01 175000
LIBERTY MEDIA CORP NEW COM 53071M302 829 7500 SH DEFINED 01 7500
LILLY ELI + CO COM 532457108 8459 157500 SH DEFINED 01 157500
LIMITED BRANDS INC COM 532716107 1564 60000 SH DEFINED 01 60000
LINCOLN NATL CORP IN COM 534187109 3305 48750 SH DEFINED 01 48750
LINEAR TECHNOLOGY CORP COM 535678106 1658 52500 SH DEFINED 01 52500
LOCKHEED MARTIN CORP COM 539830109 4657 48000 SH DEFINED 01 48000
LOEWS CORP COM 540424108 3578 78750 SH DEFINED 01 78750
LOOPNET INC COM 543524300 284 16591 SH SOLE 16591
LOWES COS INC COM 548661107 8077 256500 SH DEFINED 01 256500
LSI LOGIC CORP COM 502161102 705 67500 SH DEFINED 01 67500
M + T BK CORP COM 55261F104 1477 12750 SH DEFINED 01 12750
MARATHON OIL CORP COM 565849106 6300 63750 SH DEFINED 01 63750
MARRIOTT INTL INC NEW COM 571903202 3635 74250 SH DEFINED 01 74250
MARSH + MCLENNAN COS INC COM 571748102 3075 105000 SH DEFINED 01 105000
MARSHALL + ILSLEY CORP COM 571834100 2779 60000 SH DEFINED 01 60000
MASCO CORP COM 574599106 1850 67500 SH DEFINED 01 67500
MATTEL INC COM 577081102 1654 60000 SH DEFINED 01 60000
MAXIM INTEGRATED PRODS INC COM 57772K101 1764 60000 SH DEFINED 01 60000
MBIA INC COM 55262C100 1424 21750 SH DEFINED 01 21750
MCCORMICK + CO INC COM 579780206 867 22500 SH DEFINED 01 22500
MCDONALDS CORP COM 580135101 9798 217500 SH DEFINED 01 217500
MCGRAW HILL COS INC COM 580645109 3961 63000 SH DEFINED 01 63000
MCKESSON CORP COM 58155Q103 3073 52500 SH DEFINED 01 52500
MEDCO HEALTH SOLUTIONS INC COM 58405U102 3590 49500 SH DEFINED 01 49500
MEDIMMUNE INC COM 584699102 1337 36750 SH DEFINED 01 36750
MEDTRONIC INC COM 585055106 9824 200250 SH DEFINED 01 200250
MELLON FINL CORP COM 58551A108 2750 63750 SH DEFINED 01 63750
MERCK + CO INC COM 589331107 15934 360750 SH DEFINED 01 360750
MERRILL LYNCH + CO INC COM 590188108 13010 159300 SH DEFINED 01 159300
METLIFE INC COM 59156R108 7767 123000 SH DEFINED 01 123000
MICRON TECHNOLOGY INC COM 595112103 1395 115500 SH DEFINED 01 115500
MICROSOFT CORP COM 594918104 39715 1425000 SH DEFINED 01 1425000
MOLEX INC COM 608554101 846 30000 SH DEFINED 01 30000
MONSANTO CO NEW COM 61166W101 4782 87000 SH DEFINED 01 87000
MONSTER WORLDWIDE INC COM 611742107 995 21000 SH DEFINED 01 21000
MOODYS CORP COM 615369105 2420 39000 SH DEFINED 01 39000
MORGAN STANLEY COM 617446448 15831 201000 SH DEFINED 01 201000
MOTOROLA INC COM 620076109 6891 390000 SH DEFINED 01 390000
NATIONAL CITY CORP COM 635405103 3185 85500 SH DEFINED 01 85500
NATIONAL OILWELL VARCO INC COM 637071101 2334 30000 SH DEFINED 01 30000
NATIONAL SEMICONDUCTOR CORP COM 637640103 1322 54750 SH DEFINED 01 54750
NATUZZI S P A ADR 63905A101 1482 181340 SH DEFINED 01 181340
NETWORK APPLIANCE INC COM 64120L104 2027 55500 SH DEFINED 01 55500
NEWELL RUBBERMAID INC COM 651229106 1399 45000 SH DEFINED 01 45000
NEWMONT MNG CORP COM 651639106 4094 97500 SH DEFINED 01 97500
NEWS CORP COM 65248E203 8993 367500 SH DEFINED 01 367500
NIKE INC COM 654106103 3985 37500 SH DEFINED 01 37500
NORDSTROM INC COM 655664100 2184 41250 SH DEFINED 01 41250
NORFOLK SOUTHN CORP COM 655844108 3416 67500 SH DEFINED 01 67500
NORTHERN TRUST CORP COM 665859104 1759 29250 SH DEFINED 01 29250
NORTHROP GRUMMAN CORP COM 666807102 4008 54000 SH DEFINED 01 54000
NOVELL INC COM 670006105 390 54000 SH DEFINED 01 54000
NOVELLUS SYS INC COM 670008101 624 19500 SH DEFINED 01 19500
NUCOR CORP COM 670346105 3224 49500 SH DEFINED 01 49500
NVIDIA CORP COM 67066G104 1770 61500 SH DEFINED 01 61500
OCCIDENTAL PETE CORP COM 674599105 8136 165000 SH DEFINED 01 165000
OFFICE DEPOT INC COM 676220106 1845 52500 SH DEFINED 01 52500
OMNICOM GROUP COM 681919106 3547 34650 SH DEFINED 01 34650
ORACLE CORP COM 68389X105 11694 645000 SH DEFINED 01 645000
ORBOTECH LTD COM M75253100 696 31590 SH DEFINED 01 31590
PACCAR INC COM 693718108 3055 41625 SH DEFINED 01 41625
PARKER HANNIFIN CORP COM 701094104 1683 19500 SH DEFINED 01 19500
PAYCHEX INC COM 704326107 2414 63750 SH DEFINED 01 63750
PEABODY ENERGY CORP COM 704549104 1962 48750 SH DEFINED 01 48750
PENNEY J C INC COM 708160106 3820 46500 SH DEFINED 01 46500
PEPSI BOTTLING GROUP INC COM 713409100 1196 37500 SH DEFINED 01 37500
PEPSICO INC COM 713448108 17390 273600 SH DEFINED 01 273600
PETROLEO BRASILEIRO SA ADR 71654V408 4478 45000 SH DEFINED 01 45000
PFIZER INC COM 717081103 29441 1165500 SH DEFINED 01 1165500
PG+E CORP COM 69331C108 2679 55500 SH DEFINED 01 55500
PHOENIX COMPANIES COM 71902E109 1413 101817 SH SOLE 101817
PITNEY BOWES INC COM 724479100 1702 37500 SH DEFINED 01 37500
PNC FINL SVCS GROUP INC COM 693475105 4426 61500 SH DEFINED 01 61500
PPG INDS INC COM 693506107 2109 30000 SH DEFINED 01 30000
PPL CORP COM 69351T106 2454 60000 SH DEFINED 01 60000
PRAXAIR INC COM 74005P104 3542 56250 SH DEFINED 01 56250
PRINCIPAL FINANCIAL GROUP COM 74251V102 2559 42750 SH DEFINED 01 42750
PROCTER AND GAMBLE CO COM 742718109 33348 528000 SH DEFINED 01 528000
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