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, 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 28th July 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: 408
------------
Form 13F Information Table Value Total: $ 1,518,835
------------
(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, 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 6462 80000 SH DEFINED 01 80000
ABBOTT LABS COM 002824100 7196 165000 SH DEFINED 01 165000
ACE LTD COM G0070K103 2226 44000 SH DEFINED 01 44000
ADOBE SYS INC COM 00724F101 1973 65000 SH DEFINED 01 65000
ADVANCED MICRO DEVICES INC COM 007903107 1099 45000 SH DEFINED 01 45000
AES CORP COM 00130H105 1402 76000 SH DEFINED 01 76000
AETNA INC COM 00817Y108 2875 72000 SH DEFINED 01 72000
AFFILIATED COMPUTER SVCS INC COM 008190100 619 12000 SH DEFINED 01 12000
AFLAC INC COM 001055102 2433 52500 SH DEFINED 01 52500
AGILENT TECHNOLOGIES INC COM 00846U101 1641 52000 SH DEFINED 01 52000
AIR PRODS + CHEMS INC COM 009158106 1918 30000 SH DEFINED 01 30000
ALCOA INC COM 013817101 2848 88000 SH DEFINED 01 88000
ALLEGHENY ENERGY INC COM 017361106 1483 40000 SH DEFINED 01 40000
ALLEGHENY TECHNOLOGIES INC COM 01741R102 692 10000 SH DEFINED 01 10000
ALLSTATE CORP COM 020002101 4378 80000 SH DEFINED 01 80000
ALLTEL CORP COM 020039103 2904 45500 SH DEFINED 01 45500
ALTERA CORP COM 021441100 878 50000 SH DEFINED 01 50000
ALTRIA GROUP INC COM 02209S103 16889 230000 SH DEFINED 01 230000
AMBAC FINL GROUP INC COM 023139108 933 11500 SH DEFINED 01 11500
AMEREN CORP COM 023608102 1010 20000 SH DEFINED 01 20000
AMERICA MOVIL S A DE C V ADR 02364W204 9702 300000 SH DEFINED 01 300000
AMERICA MOVIL S A DEC V ADR 02364W105 3526 106000 SH DEFINED 01 106000
AMERICAN ELEC PWR INC COM 025537101 1370 40000 SH DEFINED 01 40000
AMERICAN EXPRESS CO COM 025816109 8196 154000 SH DEFINED 01 154000
AMERICAN INTL GROUP INC COM 026874107 16180 274000 SH DEFINED 01 274000
AMERICAN PWR CONVERSION CORP COM 029066107 390 20000 SH DEFINED 01 20000
AMERICAN STD COS INC DEL COM 029712106 822 19000 SH DEFINED 01 19000
AMERIPRISE FINL INC COM 03076C106 1376 30800 SH DEFINED 01 30800
AMERISOURCEBERGEN CORP COM 03073E105 1048 25000 SH DEFINED 01 25000
AMGEN INC COM 031162100 9458 145000 SH DEFINED 01 145000
AMSOUTH BANCORPORATION COM 032165102 926 35000 SH DEFINED 01 35000
ANADARKO PETE CORP COM 032511107 2385 50000 SH DEFINED 01 50000
ANALOG DEVICES INC COM 032654105 1286 40000 SH DEFINED 01 40000
ANHEUSER BUSCH COS INC COM 035229103 3191 70000 SH DEFINED 01 70000
AON CORP COM 037389103 1462 42000 SH DEFINED 01 42000
APACHE CORP COM 037411105 2252 33000 SH DEFINED 01 33000
APOLLO GROUP INC COM 037604105 982 19000 SH DEFINED 01 19000
APPLE COMPUTER COM 037833100 5169 90500 SH DEFINED 01 90500
APPLERA CORP APPLIED BIOSYS COM 038020103 647 20000 SH DEFINED 01 20000
APPLIED MATERIALS INC COM 038222105 2800 172000 SH DEFINED 01 172000
ARCH CAP GROUP LTD COM G0450A105 785 13200 SH DEFINED 01 13200
ARCH CAPITAL GROUP COM G0450A105 491 8250 SH SOLE 8250
ARCHER DANIELS MIDLAND CO COM 039483102 2890 70000 SH DEFINED 01 70000
AT+T INC COM 00206R102 11714 420000 SH DEFINED 01 420000
AUTODESK INCORPORATED COM 052769106 862 25000 SH DEFINED 01 25000
AUTOMATIC DATA PROCESSING INC COM 053015103 2721 60000 SH DEFINED 01 60000
AVAYA INC COM 053499109 799 70000 SH DEFINED 01 70000
AVON PRODS INC COM 054303102 1550 50000 SH DEFINED 01 50000
BAKBONE SOFTWARE COM 057101107 137 87949 SH SOLE 87949
BAKER HUGHES INC COM 057224107 4297 52500 SH DEFINED 01 52500
BANCO BRADESCO SA ADR 059460303 1244 40000 SH DEFINED 01 40000
BANCO ITAU S A ADR 059602201 802 27500 SH DEFINED 01 27500
BANK AMER CORP COM 060505104 23617 491000 SH DEFINED 01 491000
BANK NEW YORK INC COM 064057102 3220 100000 SH DEFINED 01 100000
BARD C R INC COM 067383109 1099 15000 SH DEFINED 01 15000
BAUSCH + LOMB INC COM 071707103 294 6000 SH DEFINED 01 6000
BAXTER INTL INC COM 071813109 2298 62500 SH DEFINED 01 62500
BB+T CORP COM 054937107 2080 50000 SH DEFINED 01 50000
BECTON DICKINSON + CO COM 075887109 1528 25000 SH DEFINED 01 25000
BED BATH + BEYOND INC COM 075896100 995 30000 SH DEFINED 01 30000
BELLSOUTH CORP COM 079860102 7059 195000 SH DEFINED 01 195000
BEST BUY CO INC COM 086516101 2386 43500 SH DEFINED 01 43500
BIOGEN IDEC INC COM 09062X103 1575 34000 SH DEFINED 01 34000
BJ SVCS CO COM 055482103 2012 54000 SH DEFINED 01 54000
BLACK + DECKER CORPORATION COM 091797100 1267 15000 SH DEFINED 01 15000
BLOCK H + R INC COM 093671105 859 36000 SH DEFINED 01 36000
BMC SOFTWARE INC COM 055921100 550 23000 SH DEFINED 01 23000
BOEING CO COM 097023105 7044 86000 SH DEFINED 01 86000
BOSTON SCIENTIFIC CORP COM 101137107 2133 126656 SH DEFINED 01 126656
BRISTOL MYERS SQUIBB CO COM 110122108 5172 200000 SH DEFINED 01 200000
BROADCOM CORP COM 111320107 1442 48000 SH DEFINED 01 48000
BURLINGTON NORTHN SANTA FE COM 12189T104 3091 39000 SH DEFINED 01 39000
BUTTERFIELD FD MGR THAI EURO COM 335020905 3418 180000 SH DEFINED 01 180000
CA INC COM 12673P105 1130 55000 SH DEFINED 01 55000
CAPITAL ONE FINL CORP COM 14040H105 3760 44000 SH DEFINED 01 44000
CARDINAL HEALTH INC COM 14149Y108 3345 52000 SH DEFINED 01 52000
CAREMARK RX INC COM 141705103 2743 55000 SH DEFINED 01 55000
CARNIVAL CORP COM 143658300 1878 45000 SH DEFINED 01 45000
CARSO GLOBAL TELECOM SA DE CV ADR 14574P101 666 160000 SH DEFINED 01 160000
CATERPILLAR INC COM 149123101 5884 79000 SH DEFINED 01 79000
CBS CORP CLASS B COM 124857202 2367 87500 SH DEFINED 01 87500
CEMEX S A ADR 151290889 7416 126586 SH DEFINED 01 126586
CENDANT CORP COM 151313103 1955 120000 SH DEFINED 01 120000
CENTERPOINT ENERGY INC COM 15189T107 950 76000 SH DEFINED 01 76000
CENTEX CORP COM 152312104 704 14000 SH DEFINED 01 14000
CHESAPEAKE ENERGY CORP COM 165167107 1513 50000 SH DEFINED 01 50000
CHEVRON CORP COM 166764100 14671 236403 SH DEFINED 01 236403
CHUBB CORP COM 171232101 1996 40000 SH DEFINED 01 40000
CIGNA CORP COM 125509109 1970 20000 SH DEFINED 01 20000
CINTAS CORP COM 172908105 577 14500 SH DEFINED 01 14500
CISCO SYS INC COM 17275R102 13027 667000 SH DEFINED 01 667000
CITIGROUP INC COM 172967101 25567 530000 SH DEFINED 01 530000
CITIZENS COMMUNICATIONS CO COM 17453B101 692 53000 SH DEFINED 01 53000
CITRIX SYS INC COM 177376100 803 20000 SH DEFINED 01 20000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2399 77500 SH DEFINED 01 77500
COACH INC COM 189754104 1420 47500 SH DEFINED 01 47500
COCA COLA CO COM 191216100 10755 250000 SH DEFINED 01 250000
COCA COLA ENTERPRISES INC COM 191219104 723 35500 SH DEFINED 01 35500
COLGATE PALMOLIVE CO COM 194162103 4253 71000 SH DEFINED 01 71000
COMCAST CORP NEW COM 20030N101 7367 225000 SH DEFINED 01 225000
COMERICA INC COM 200340107 910 17500 SH DEFINED 01 17500
COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W203 330 8000 SH DEFINED 01 8000
COMPANHIA SIDERURGICA NATL ADR 20440W105 354 11000 SH DEFINED 01 11000
COMPANHIA VALE DO RIO DOCE ADR 204412209 2164 45000 SH DEFINED 01 45000
COMPUTER SCIENCES CORP COM 205363104 969 20000 SH DEFINED 01 20000
COMVERSE TECHNOLOGY INC COM 205862402 395 20000 SH DEFINED 01 20000
CONAGRA INC COM 205887102 1503 68000 SH DEFINED 01 68000
CONOCOPHILLIPS COM 20825C104 10920 166642 SH DEFINED 01 166642
CONSTELLATION ENERGY GROUP INC COM 210371100 1090 20000 SH DEFINED 01 20000
CORNING INC COM 219350105 3991 165000 SH DEFINED 01 165000
COSTCO WHSL CORP NEW COM 22160K105 2571 45000 SH DEFINED 01 45000
COUNTRYWIDE FINL CORP COM 222372104 2742 72000 SH DEFINED 01 72000
CSX CORP COM 126408103 1691 24000 SH DEFINED 01 24000
CUMMINS INC COM 231021106 611 5000 SH DEFINED 01 5000
CVS CORP COM 126650100 2763 90000 SH DEFINED 01 90000
D R HORTON INC COM 23331A109 643 27000 SH DEFINED 01 27000
DANAHER CORP COM 235851102 2219 34500 SH DEFINED 01 34500
DEERE + CO COM 244199105 2087 25000 SH DEFINED 01 25000
DELL INC COM 24702R101 5810 238000 SH DEFINED 01 238000
DEVON ENERGY CORPORATION NEW COM 25179M103 3021 50000 SH DEFINED 01 50000
DISNEY WALT CO COM 254687106 6900 230000 SH DEFINED 01 230000
DOLLAR GEN CORP COM 256669102 475 34000 SH DEFINED 01 34000
DOMINION RES INC VA NEW COM 25746U109 2318 31000 SH DEFINED 01 31000
DONNELLEY R R + SONS CO COM 257867101 831 26000 SH DEFINED 01 26000
DOVER CORP COM 260003108 989 20000 SH DEFINED 01 20000
DOW CHEM CO COM 260543103 4293 110000 SH DEFINED 01 110000
DTE ENERGY CO COM 233331107 815 20000 SH DEFINED 01 20000
DU PONT E I DE NEMOURS + CO COM 263534109 4368 105000 SH DEFINED 01 105000
DUKE ENERGY HLDG CORP COM 26441C105 4107 139820 SH DEFINED 01 139820
EASTMAN KODAK CO COM 277461109 713 30000 SH DEFINED 01 30000
EATON CORP COM 278058102 1184 15700 SH DEFINED 01 15700
EBAY INC COM 278642103 3632 124000 SH DEFINED 01 124000
ECOLAB INC COM 278865100 1623 40000 SH DEFINED 01 40000
EDISON INTL COM 281020107 1755 45000 SH DEFINED 01 45000
EL PASO CORP COM 28336L109 1500 100000 SH DEFINED 01 100000
ELECTRONIC ARTS INC COM 285512109 1506 35000 SH DEFINED 01 35000
ELECTRONIC DATA SYS CORP NEW COM 285661104 1251 52000 SH DEFINED 01 52000
EMBARQ CORP COM 29078E105 673 16411 SH DEFINED 01 16411
EMBRAER EMPRESA BRASILEIRA DE ADR 29081M102 365 10000 SH DEFINED 01 10000
EMC CORP COM 268648102 2852 260000 SH DEFINED 01 260000
EMERSON ELEC CO COM 291011104 4191 50000 SH DEFINED 01 50000
ENTERGY CORP NEW COM 29364G103 1557 22000 SH DEFINED 01 22000
EOG RESOURCES INC COM 26875P101 2774 40000 SH DEFINED 01 40000
EXELON CORP COM 30161N101 4319 76000 SH DEFINED 01 76000
EXPRESS SCRIPTS INC COM 302182100 1148 16000 SH DEFINED 01 16000
EXXON MOBIL CORP COM 30231G102 40031 652500 SH DEFINED 01 652500
FEDERAL HOME LN MTG CORP COM 313400301 3991 70000 SH DEFINED 01 70000
FEDERAL NATL MTG ASSN COM 313586109 5411 112500 SH DEFINED 01 112500
FEDERATED DEPT STORES INC DE COM 31410H101 2342 64000 SH DEFINED 01 64000
FEDEX CORP COM 31428X106 3798 32500 SH DEFINED 01 32500
FIFTH THIRD BANCORP COM 316773100 2217 60000 SH DEFINED 01 60000
FIRST DATA CORP COM 319963104 4279 95000 SH DEFINED 01 95000
FIRSTENERGY CORP COM 337932107 1843 34000 SH DEFINED 01 34000
FISERV INC COM 337738108 862 19000 SH DEFINED 01 19000
FLUOR CORP NEW COM 343412102 1115 12000 SH DEFINED 01 12000
FOMENTO ECONOMICO MEXICANO CDR 344419106 3558 42500 SH DEFINED 01 42500
FORD MTR CO DEL COM 345370860 1178 170000 SH DEFINED 01 170000
FOREST LABS INC COM 345838106 1567 40500 SH DEFINED 01 40500
FPL GROUP INC COM 302571104 1552 37500 SH DEFINED 01 37500
FRANKLIN RES INC COM 354613101 2170 25000 SH DEFINED 01 25000
FREEPORT MCMORAN COPPER + GOLD COM 35671D857 1053 19000 SH DEFINED 01 19000
FREESCALE SEMICONDUCTOR INC COM 35687M206 1352 46000 SH DEFINED 01 46000
GANNETT INC COM 364730101 1398 25000 SH DEFINED 01 25000
GAP INC COM 364760108 1392 80000 SH DEFINED 01 80000
GENERAL DYNAMICS CORP COM 369550108 2618 40000 SH DEFINED 01 40000
GENERAL ELEC CO COM 369604103 36091 1095000 SH DEFINED 01 1095000
GENERAL MLS INC COM 370334104 2583 50000 SH DEFINED 01 50000
GENERAL MTRS CORP COM 370442105 1713 57500 SH DEFINED 01 57500
GENUINE PARTS CO COM 372460105 917 22000 SH DEFINED 01 22000
GENWORTH FINL INC COM 37247D106 1394 40000 SH DEFINED 01 40000
GENZYME CORP COM 372917104 1984 32500 SH DEFINED 01 32500
GILEAD SCIENCES INC COM 375558103 2958 50000 SH DEFINED 01 50000
GOL LINHAS AEREAS INTELIGENTES COM 38045R107 284 8000 SH DEFINED 01 8000
GOLDEN WEST FINL CORP DEL COM 381317106 2226 30000 SH DEFINED 01 30000
GOLDMAN SACHS GROUP INC COM 38141G104 7597 50500 SH DEFINED 01 50500
GOOGLE INC COM 38259P508 9225 22000 SH DEFINED 01 22000
GRUPO CARSO SA DE CV ADR 400485207 1410 300000 SH DEFINED 01 300000
GRUPO TELEVISION SA DE CV GDR 40049J206 2703 140000 SH DEFINED 01 140000
HALLIBURTON CO COM 406216101 4824 65000 SH DEFINED 01 65000
HARLEY DAVIDSON INC COM 412822108 1817 33100 SH DEFINED 01 33100
HARRAHS ENTMT INC COM 413619107 1352 19000 SH DEFINED 01 19000
HARTFORD FINANCIAL SVCS GRP COM 416515104 2961 35000 SH DEFINED 01 35000
HASBRO INC COM 418056107 362 20000 SH DEFINED 01 20000
HCA INC COM 404119109 1942 45000 SH DEFINED 01 45000
HEALTH MGMT ASSOC COM 421933102 591 30000 SH DEFINED 01 30000
HEINZ H J CO COM 423074103 1855 45000 SH DEFINED 01 45000
HELLENIC TELECOMMUNICATIONS ADR 423325307 309 27778 SH DEFINED 01 27778
HERSHEY CO / THE COM 427866108 1046 19000 SH DEFINED 01 19000
HESS CORP COM 42809H107 1586 30000 SH DEFINED 01 30000
HEWLETT PACKARD CO COM 428236103 9409 297000 SH DEFINED 01 297000
HILTON HOTELS CORP COM 432848109 990 35000 SH DEFINED 01 35000
HOME DEPOT INC COM 437076102 7945 222000 SH DEFINED 01 222000
HONEYWELL INTL INC COM 438516106 3889 96500 SH DEFINED 01 96500
HOSPIRA INC COM 441060100 709 16500 SH DEFINED 01 16500
HOST HOTELS + RESORTS INC COM 44107P104 388 17753 SH DEFINED 01 17753
HUMANA INC COM 444859102 913 17000 SH DEFINED 01 17000
ILLINOIS TOOL WKS INC COM 452308109 2945 62000 SH DEFINED 01 62000
IMS HEALTH INC COM 449934108 806 30000 SH DEFINED 01 30000
INGERSOLL RAND COMPANY LIMITED COM G4776G101 1497 35000 SH DEFINED 01 35000
INTEL CORP COM 458140100 13265 700000 SH DEFINED 01 700000
INTERCONTINENTAL EXCHANGE INC COM 45865V100 234192 4041966 SH SOLE 4041966
INTERNATIONAL BUSINESS MACHS COM 459200101 12445 162000 SH DEFINED 01 162000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1366 36000 SH DEFINED 01 36000
INTERNATIONAL PAPER CO COM 460146103 2003 62000 SH DEFINED 01 62000
INTRALASE CORP COM 461169104 1278 76324 SH SOLE 76324
INTUIT COM 461202103 1208 20000 SH DEFINED 01 20000
IONA TECHNOLOGIES PLC ADR 46206P109 282 65000 SH DEFINED 01 65000
ISHARES TR COM 464287564 10049 120000 SH DEFINED 01 120000
ITT CORP COM 450911102 1238 25000 SH DEFINED 01 25000
JABIL CIRCUIT INC COM 466313103 691 27000 SH DEFINED 01 27000
JDS UNIPHASE CORP COM 46612J101 455 180000 SH DEFINED 01 180000
JOHNSON + JOHNSON COM 478160104 19174 320000 SH DEFINED 01 320000
JOHNSON CTLS INC COM 478366107 2056 25000 SH DEFINED 01 25000
JPMORGAN CHASE + CO COM 46625H100 15872 377900 SH DEFINED 01 377900
JUNIPER NETWORKS INC COM 48203R104 959 60000 SH DEFINED 01 60000
KB HOME COM 48666K109 459 10000 SH DEFINED 01 10000
KELLOGG CO COM 487836108 1259 26000 SH DEFINED 01 26000
KERR MCGEE CORP COM 492386107 1664 24000 SH DEFINED 01 24000
KEYCORP NEW COM 493267108 1606 45000 SH DEFINED 01 45000
KIMBERLY CLARK CORP COM 494368103 2962 48000 SH DEFINED 01 48000
KLA TENCOR CORP COM 482480100 873 21000 SH DEFINED 01 21000
KOHLS CORP COM 500255104 2542 43000 SH DEFINED 01 43000
KROGER CO COM 501044101 1683 77000 SH DEFINED 01 77000
L 3 COMMUNICATIONS HLDG CORP COM 502424104 1282 17000 SH DEFINED 01 17000
LEGG MASON INC COM 524901105 1742 17500 SH DEFINED 01 17500
LEHMAN BROTHERS HLDGS INC COM 524908100 3714 57000 SH DEFINED 01 57000
LEXMARK INTL INC COM 529771107 614 11000 SH DEFINED 01 11000
LG PHILIPS LCD CO LTD COM 50186V102 3171 175000 SH DEFINED 01 175000
LILLY ELI + CO COM 532457108 7351 133000 SH DEFINED 01 133000
LIMITED BRANDS INC COM 532716107 1024 40000 SH DEFINED 01 40000
LINCOLN NATL CORP IN COM 534187109 1834 32500 SH DEFINED 01 32500
LINEAR TECHNOLOGY CORP COM 535678106 1172 35000 SH DEFINED 01 35000
LOCKHEED MARTIN CORP COM 539830109 2654 37000 SH DEFINED 01 37000
LOEWS CORP COM 540424108 1861 52500 SH DEFINED 01 52500
LOTTE SHOPPING CO LTD COM 54569T106 575 30000 SH DEFINED 01 30000
LOUISIANA PAC CORP COM 546347105 219 10000 SH DEFINED 01 10000
LOWES COS INC COM 548661107 5764 95000 SH DEFINED 01 95000
LSI LOGIC CORP COM 502161102 403 45000 SH DEFINED 01 45000
LUCENT TECHNOLOGIES INC COM 549463107 1113 460000 SH DEFINED 01 460000
M + T BK CORP COM 55261F104 1002 8500 SH DEFINED 01 8500
MARATHON OIL CORP COM 565849106 3749 45000 SH DEFINED 01 45000
MARRIOTT INTL INC NEW COM 571903202 2363 62000 SH DEFINED 01 62000
MARSHALL + ILSLEY CORP COM 571834100 1830 40000 SH DEFINED 01 40000
MASCO CORP COM 574599106 1334 45000 SH DEFINED 01 45000
MATTEL INC COM 577081102 660 40000 SH DEFINED 01 40000
MAXIM INTEGRATED PRODS INC COM 57772K101 1284 40000 SH DEFINED 01 40000
MBIA INC COM 55262C100 1317 22500 SH DEFINED 01 22500
MCCORMICK + CO INC COM 579780206 503 15000 SH DEFINED 01 15000
MCDONALDS CORP COM 580135101 4872 145000 SH DEFINED 01 145000
MCGRAW HILL COS INC COM 580645109 2311 46000 SH DEFINED 01 46000
MCKESSON CORP COM 58155Q103 1655 35000 SH DEFINED 01 35000
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1890 33000 SH DEFINED 01 33000
MEDIMMUNE INC COM 584699102 664 24500 SH DEFINED 01 24500
MEDTRONIC INC COM 585055106 6264 133500 SH DEFINED 01 133500
MELLON FINL CORP COM 58551A108 1463 42500 SH DEFINED 01 42500
MERCK + CO INC COM 589331107 8288 227500 SH DEFINED 01 227500
MERRILL LYNCH + CO INC COM 590188108 7387 106200 SH DEFINED 01 106200
METLIFE INC COM 59156R108 4199 82000 SH DEFINED 01 82000
MICRON TECHNOLOGY INC COM 595112103 979 65000 SH DEFINED 01 65000
MICROSOFT CORP COM 594918104 22135 950000 SH DEFINED 01 950000
MOLEX INC COM 608554101 671 20000 SH DEFINED 01 20000
MONSANTO CO NEW COM 61166W101 2315 27500 SH DEFINED 01 27500
MONSTER WORLDWIDE INC COM 611742107 555 13000 SH DEFINED 01 13000
MOODYS CORP COM 615369105 1416 26000 SH DEFINED 01 26000
MORGAN STANLEY COM 617446448 8470 134000 SH DEFINED 01 134000
MOTOROLA INC COM 620076109 5259 261000 SH DEFINED 01 261000
NABORS INDUSTRIES LTD COM G6359F103 1352 40000 SH DEFINED 01 40000
NATIONAL CITY CORP COM 635405103 2063 57000 SH DEFINED 01 57000
NATIONAL SEMICONDUCTOR CORP COM 637640103 871 36500 SH DEFINED 01 36500
NATUZZI S P A ADR 63905A101 1297 181340 SH DEFINED 01 181340
NETWORK APPLIANCE INC COM 64120L104 1306 37000 SH DEFINED 01 37000
NEWELL RUBBERMAID INC COM 651229106 775 30000 SH DEFINED 01 30000
NEWMONT MNG CORP COM 651639106 3440 65000 SH DEFINED 01 65000
NEWS CORP COM 65248E203 4944 245000 SH DEFINED 01 245000
NIKE INC COM 654106103 2025 25000 SH DEFINED 01 25000
NOBLE CORPORATION COM G65422100 2047 27500 SH DEFINED 01 27500
NORDSTROM INC COM 655664100 1004 27500 SH DEFINED 01 27500
NORFOLK SOUTHN CORP COM 655844108 2395 45000 SH DEFINED 01 45000
NORTH FORK BANCORPORATION INC COM 659424105 2663 88250 SH DEFINED 01 88250
NORTHERN TRUST CORP COM 665859104 1078 19500 SH DEFINED 01 19500
NORTHROP GRUMMAN CORP COM 666807102 2306 36000 SH DEFINED 01 36000
NOVELL INC COM 670006105 239 36000 SH DEFINED 01 36000
NOVELLUS SYS INC COM 670008101 371 15000 SH DEFINED 01 15000
NUCOR CORP COM 670346105 2713 50000 SH DEFINED 01 50000
NVIDIA CORP COM 67066G104 766 36000 SH DEFINED 01 36000
OCCIDENTAL PETE CORP COM 674599105 5640 55000 SH DEFINED 01 55000
OFFICE DEPOT INC COM 676220106 1140 30000 SH DEFINED 01 30000
OMNICOM GROUP COM 681919106 2414 27100 SH DEFINED 01 27100
ORACLE CORP COM 68389X105 6231 430000 SH DEFINED 01 430000
ORBOTECH LTD COM M75253100 1433 62500 SH DEFINED 01 62500
PACCAR INC COM 693718108 1524 18500 SH DEFINED 01 18500
PARKER HANNIFIN CORP COM 701094104 776 10000 SH DEFINED 01 10000
PAYCHEX INC COM 704326107 1657 42500 SH DEFINED 01 42500
PENNEY J C INC COM 708160106 2093 31000 SH DEFINED 01 31000
PEPSI BOTTLING GROUP INC COM 713409100 804 25000 SH DEFINED 01 25000
PEPSICO INC COM 713448108 10951 182400 SH DEFINED 01 182400
PETROLEO BRASILEIRO SA ADR 71654V408 4019 45000 SH DEFINED 01 45000
PFIZER INC COM 717081103 18471 787000 SH DEFINED 01 787000
PG+E CORP COM 69331C108 1453 37000 SH DEFINED 01 37000
PHELPS DODGE CORP COM 717265102 1808 22000 SH DEFINED 01 22000
PHOENIX COMPANIES COM 71902E109 1434 101817 SH SOLE 101817
PITNEY BOWES INC COM 724479100 1033 25000 SH DEFINED 01 25000
PNC FINL SVCS GROUP INC COM 693475105 2175 31000 SH DEFINED 01 31000
PPG INDS INC COM 693506107 1320 20000 SH DEFINED 01 20000
PPL CORP COM 69351T106 1292 40000 SH DEFINED 01 40000
PRAXAIR INC COM 74005P104 1782 33000 SH DEFINED 01 33000
PRINCIPAL FINANCIAL GROUP COM 74251V102 1948 35000 SH DEFINED 01 35000
PROCTER AND GAMBLE CO COM 742718109 19571 352000 SH DEFINED 01 352000
PROGRESS ENERGY INC COM 743263105 857 20000 SH DEFINED 01 20000
PROGRESSIVE CORP OHIO COM 743315103 2057 80000 SH DEFINED 01 80000
PRUDENTIAL FINL INC COM 744320102 4662 60000 SH DEFINED 01 60000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1984 30000 SH DEFINED 01 30000
PULTE HOMES INC COM 745867101 749 26000 SH DEFINED 01 26000
QLOGIC CORP COM 747277101 517 30000 SH DEFINED 01 30000
QUALCOMM INC COM 747525103 6812 170000 SH DEFINED 01 170000
QUEST DIAGNOSTICS INC COM 74834L100 1258 21000 SH DEFINED 01 21000
QWEST COMMUNICATIONS INTL INC COM 749121109 1294 160000 SH DEFINED 01 160000
RAYTHEON CO COM 755111507 2229 50000 SH DEFINED 01 50000
ROBERT HALF INTL INC COM 770323103 693 16500 SH DEFINED 01 16500
ROCKWELL AUTOMATION INC COM 773903109 1440 20000 SH DEFINED 01 20000
ROCKWELL COLLINS INC COM 774341101 1006 18000 SH DEFINED 01 18000
ROHM + HAAS CO COM 775371107 1754 35000 SH DEFINED 01 35000
SAFECO CORP COM 786429100 733 13000 SH DEFINED 01 13000
SAFEWAY INC COM 786514208 1170 45000 SH DEFINED 01 45000
SANDISK CORP COM 80004C101 510 10000 SH DEFINED 01 10000
SANMINA SCI CORP COM 800907107 253 55000 SH DEFINED 01 55000
SARA LEE CORP COM 803111103 1362 85000 SH DEFINED 01 85000
SCHERING PLOUGH CORP COM 806605101 2969 156000 SH DEFINED 01 156000
SCHLUMBERGER LTD COM 806857108 7813 120000 SH DEFINED 01 120000
SCHWAB CHARLES CORP COM 808513105 2061 129000 SH DEFINED 01 129000
SEARS HLDGS CORP COM 812350106 1550 10010 SH DEFINED 01 10010
SEMPRA ENERGY COM 816851109 1364 30000 SH DEFINED 01 30000
SENOMYX INC COM 81724Q107 210 14528 SH SOLE 14528
SIGMA ALDRICH COM 826552101 581 8000 SH DEFINED 01 8000
SK TELECOM LTD COM 78440P108 2928 125000 SH DEFINED 01 125000
SLM CORP COM 78442P106 2858 54000 SH DEFINED 01 54000
SOHU COM INC COM 83408W103 2579 100000 SH DEFINED 01 100000
SOLECTRON CORP COM 834182107 334 97550 SH DEFINED 01 97550
SOUTHERN CO COM 842587107 2404 75000 SH DEFINED 01 75000
SOUTHWEST AIRLS CO COM 844741108 1318 80500 SH DEFINED 01 80500
SPRINT NEXTEL CORP COM 852061100 6561 328227 SH DEFINED 01 328227
ST JUDE MED INC COM 790849103 1670 51500 SH DEFINED 01 51500
ST PAUL TRAVELERS COS INC COM 792860108 3566 80000 SH DEFINED 01 80000
STANLEY WORKS COM 854616109 425 9000 SH DEFINED 01 9000
STAPLES INC COM 855030102 2359 97000 SH DEFINED 01 97000
STARBUCKS CORP COM 855244109 3059 81000 SH DEFINED 01 81000
STARWOOD HOTELS + RESORTS INC COM 85590A401 1750 29000 SH DEFINED 01 29000
STATE STREET CORPORATION COM 857477103 2091 36000 SH DEFINED 01 36000
STRYKER CORP COM 863667101 1684 40000 SH DEFINED 01 40000
SUN MICROSYSTEMS INC COM 866810104 1494 360000 SH DEFINED 01 360000
SUNTRUST BKS INC COM 867914103 3241 42500 SH DEFINED 01 42500
SYMANTEC CORP COM 871503108 1709 110000 SH DEFINED 01 110000
SYNOVUS FINL CORP COM 87161C105 1232 46000 SH DEFINED 01 46000
SYSCO CORP COM 871829107 1986 65000 SH DEFINED 01 65000
TAIWAN GTR CHINA FD COM 874037104 610 109723 SH DEFINED 01 109723
TARGET CORP COM 87612E106 4643 95000 SH DEFINED 01 95000
TELE NORTE LESTE PARTICIPACOES ADR 879246106 255 20000 SH DEFINED 01 20000
TELEFONOS DE MEXICO S A ADR 879403707 1967 95000 SH DEFINED 01 95000
TELEFONOS DE MEXICO S A ADR 879403780 2416 116000 SH DEFINED 01 116000
TELLABS INC COM 879664100 799 60000 SH DEFINED 01 60000
TEMPLE INLAND INC COM 879868107 429 10000 SH DEFINED 01 10000
TENET HEALTHCARE CORP COM 88033G100 349 50000 SH DEFINED 01 50000
TERADYNE INC COM 880770102 418 30000 SH DEFINED 01 30000
TEXAS INSTRS INC COM 882508104 5452 180000 SH DEFINED 01 180000
TEXTRON INC COM 883203101 1798 19500 SH DEFINED 01 19500
TIFFANY + CO NEW COM 886547108 495 15000 SH DEFINED 01 15000
TIME WARNER INC NEW COM 887317105 8737 505000 SH DEFINED 01 505000
TJX COS INC NEW COM 872540109 1097 48000 SH DEFINED 01 48000
TRANSOCEAN INC COM G90078109 4217 52500 SH DEFINED 01 52500
TRIBUNE CO NEW COM 896047107 1070 33000 SH DEFINED 01 33000
TXU CORP COM 873168108 3767 63000 SH DEFINED 01 63000
TYCO INTL LTD COM 902124106 5748 209000 SH DEFINED 01 209000
UNION PAC CORP COM 907818108 2510 27000 SH DEFINED 01 27000
UNITED PARCEL SVC INC COM 911312106 9468 115000 SH DEFINED 01 115000
UNITED TECHNOLOGIES CORP COM 913017109 7420 117000 SH DEFINED 01 117000
UNITEDHEALTH GROUP INC COM 91324P102 7236 161600 SH DEFINED 01 161600
UNUMPROVIDENT CORP COM 91529Y106 761 42000 SH DEFINED 01 42000
US BANCORP DEL COM 902973304 5883 190500 SH DEFINED 01 190500
UST INC COM 902911106 452 10000 SH DEFINED 01 10000
VALERO ENERGY CORP COM 91913Y100 4656 70000 SH DEFINED 01 70000
VERISIGN INC COM 92343E102 602 26000 SH DEFINED 01 26000
VERIZON COMMUNICATIONS COM 92343V104 9846 294000 SH DEFINED 01 294000
VIACOM INC NEW COM 92553P201 2778 77500 SH DEFINED 01 77500
VIVO PARTICIPACOES S A COM 92855S101 362 147000 SH DEFINED 01 147000
VULCAN MATLS CO COM 929160109 780 10000 SH DEFINED 01 10000
WACHOVIA CORP 2ND NEW COM 929903102 10295 190370 SH DEFINED 01 190370
WAL MART STORES INC COM 931142103 13054 271000 SH DEFINED 01 271000
WALGREEN CO COM 931422109 5157 115000 SH DEFINED 01 115000
WASHINGTON MUT INC COM 939322103 4786 105000 SH DEFINED 01 105000
WASTE MGMT INC DEL COM 94106L109 2081 58000 SH DEFINED 01 58000
WELLPOINT INC COM 94973V107 5749 79000 SH DEFINED 01 79000
WELLS FARGO + CO NEW COM 949746101 11739 175000 SH DEFINED 01 175000
WENDYS INTL INC COM 950590109 729 12500 SH DEFINED 01 12500
WEYERHAEUSER CO COM 962166104 2148 34500 SH DEFINED 01 34500
WHIRLPOOL CORP COM 963320106 661 8000 SH DEFINED 01 8000
WHOLE FOODS MKT INC COM 966837106 1034 16000 SH DEFINED 01 16000
WILLIAMS COS INC COM 969457100 1402 60000 SH DEFINED 01 60000
WRIGLEY WM JR CO COM 982526105 1588 35000 SH DEFINED 01 35000
WYETH COM 983024100 6439 145000 SH DEFINED 01 145000
XCEL ENERGY INC COM 98389B100 767 40000 SH DEFINED 01 40000
XEROX CORP COM 984121103 1335 96000 SH DEFINED 01 96000
XILINX INC COM 983919101 804 35500 SH DEFINED 01 35500
XL CAPITAL LTD COM G98255105 1226 20000 SH DEFINED 01 20000
XTO ENERGY INC COM 98385X106 1977 44666 SH DEFINED 01 44666
YAHOO INC COM 984332106 4571 138500 SH DEFINED 01 138500
YUM BRANDS INC COM 988498101 1458 29000 SH DEFINED 01 29000
ZIMMER HOLDINGS INC COM 98956P102 1843 32500 SH DEFINED 01 32500
ZIONS BANCORP COM 989701107 1442 18500 SH DEFINED 01 18500
1518835