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, 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 August 1st 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: 417
------------
Form 13F Information Table Value Total: $ 2,562,225
------------
(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, 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 10415 120000 SH DEFINED 01 120000
ABBOTT LABS COM 002824100 13254 247500 SH DEFINED 01 247500
ACE LTD COM G0070K103 4126 66000 SH DEFINED 01 66000
ADOBE SYS INC COM 00724F101 3814 95000 SH DEFINED 01 95000
ADVANCED MICRO DEVICES INC COM 007903107 1244 87000 SH DEFINED 01 87000
AES CORP COM 00130H105 2494 114000 SH DEFINED 01 114000
AETNA INC COM 00817Y108 4446 90000 SH DEFINED 01 90000
AFFILIATED COMPUTER SVCS INC COM 008190100 1149 20250 SH DEFINED 01 20250
AFLAC INC COM 001055102 3662 71250 SH DEFINED 01 71250
AGILENT TECHNOLOGIES INC COM 00846U101 2998 78000 SH DEFINED 01 78000
AIR PRODS + CHEMS INC COM 009158106 3617 45000 SH DEFINED 01 45000
ALCOA INC COM 013817101 5350 132000 SH DEFINED 01 132000
ALLEGHENY ENERGY INC COM 017361106 2522 48750 SH DEFINED 01 48750
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1731 16500 SH DEFINED 01 16500
ALLSTATE CORP COM 020002101 5782 94000 SH DEFINED 01 94000
ALLTEL CORP COM 020039103 4053 60000 SH DEFINED 01 60000
ALTERA CORP COM 021441100 1660 75000 SH DEFINED 01 75000
ALTRIA GROUP INC COM 02209S103 24987 356250 SH DEFINED 01 356250
AMAZON COM INC COM 023135106 3386 49500 SH DEFINED 01 49500
AMBAC FINL GROUP INC COM 023139108 2594 29750 SH DEFINED 01 29750
AMEREN CORP COM 023608102 1470 30000 SH DEFINED 01 30000
AMERICA MOVIL S A DE C V ADR 02364W204 18525 300000 SH DEFINED 01 300000
AMERICA MOVIL SAB DE CV ADR 02364W105 7308 118000 SH DEFINED 01 118000
AMERICAN ELEC PWR INC COM 025537101 2702 60000 SH DEFINED 01 60000
AMERICAN EXPRESS CO COM 025816109 12450 203500 SH DEFINED 01 203500
AMERICAN INTL GROUP INC COM 026874107 29675 423750 SH DEFINED 01 423750
AMERICAN STD COS INC DEL COM 029712106 1681 28500 SH DEFINED 01 28500
AMERIPRISE FINL INC COM 03076C106 1983 31200 SH DEFINED 01 31200
AMERISOURCEBERGEN CORP COM 03073E105 1855 37500 SH DEFINED 01 37500
AMGEN INC COM 031162100 10726 194000 SH DEFINED 01 194000
ANADARKO PETE CORP COM 032511107 4289 82500 SH DEFINED 01 82500
ANALOG DEVICES INC COM 032654105 2258 60000 SH DEFINED 01 60000
ANHEUSER BUSCH COS INC COM 035229103 6337 121500 SH DEFINED 01 121500
AON CORP COM 037389103 3004 70500 SH DEFINED 01 70500
APACHE CORP COM 037411105 4283 52500 SH DEFINED 01 52500
APOLLO GROUP INC COM 037604105 1665 28500 SH DEFINED 01 28500
APPLE INC COM 037833100 16567 135750 SH DEFINED 01 135750
APPLERA CORP APPLIED BIOSYS COM 038020103 916 30000 SH DEFINED 01 30000
APPLIED MATERIALS INC COM 038222105 5126 258000 SH DEFINED 01 258000
ARCH CAP GROUP LTD COM G0450A105 1436 19800 SH DEFINED 01 19800
ARCHER DANIELS MIDLAND CO COM 039483102 3723 112500 SH DEFINED 01 112500
AT+T INC COM 00206R102 42455 1023000 SH DEFINED 01 1023000
AUTODESK INCORPORATED COM 052769106 2330 49500 SH DEFINED 01 49500
AUTOMATIC DATA PROCESSING INC COM 053015103 4362 90000 SH DEFINED 01 90000
AVAYA INC COM 053499109 1010 60000 SH DEFINED 01 60000
AVON PRODS INC COM 054303102 2756 75000 SH DEFINED 01 75000
BAKER HUGHES INC COM 057224107 5994 71250 SH DEFINED 01 71250
BANCO BRADESCO SA ADR 059460303 1688 70000 SH DEFINED 01 70000
BANCO ITAU S A ADR 059602201 1111 25000 SH DEFINED 01 25000
BANK AMER CORP COM 060505104 36496 746500 SH DEFINED 01 746500
BANK NEW YORK INC COM 064057102 6216 150000 SH DEFINED 01 150000
BARD C R INC COM 067383109 1859 22500 SH DEFINED 01 22500
BAUSCH + LOMB INC COM 071707103 625 9000 SH DEFINED 01 9000
BAXTER INTL INC COM 071813109 5282 93750 SH DEFINED 01 93750
BB+T CORP COM 054937107 3051 75000 SH DEFINED 01 75000
BECTON DICKINSON + CO COM 075887109 2794 37500 SH DEFINED 01 37500
BED BATH + BEYOND INC COM 075896100 1620 45000 SH DEFINED 01 45000
BEST BUY CO INC COM 086516101 3395 72750 SH DEFINED 01 72750
BIOGEN IDEC INC COM 09062X103 2729 51000 SH DEFINED 01 51000
BIOMET INC COM 090613100 2400 52500 SH DEFINED 01 52500
BJ SVCS CO COM 055482103 1834 64500 SH DEFINED 01 64500
BLACK + DECKER CORPORATION COM 091797100 993 11250 SH DEFINED 01 11250
BLOCK H + R INC COM 093671105 1262 54000 SH DEFINED 01 54000
BMC SOFTWARE INC COM 055921100 1045 34500 SH DEFINED 01 34500
BOEING CO COM 097023105 13126 136500 SH DEFINED 01 136500
BOSTON SCIENTIFIC CORP COM 101137107 3144 204984 SH DEFINED 01 204984
BRISTOL MYERS SQUIBB CO COM 110122108 10770 341250 SH DEFINED 01 341250
BROADCOM CORP COM 111320107 2106 72000 SH DEFINED 01 72000
BURLINGTON NORTHN SANTA FE COM 12189T104 4981 58500 SH DEFINED 01 58500
BUTTERFIELD FD MGR THAI EURO COM 335020905 4812 180000 SH DEFINED 01 180000
CA INC COM 12673P105 1937 75000 SH DEFINED 01 75000
CAPITAL ONE FINL CORP COM 14040H105 5648 72000 SH DEFINED 01 72000
CARDINAL HEALTH INC COM 14149Y108 5263 74500 SH DEFINED 01 74500
CARNIVAL CORP COM 143658300 3292 67500 SH DEFINED 01 67500
CATERPILLAR INC COM 149123101 9631 123000 SH DEFINED 01 123000
CB RICHARD ELLIS GROUP INC COM 12497T101 1424 39000 SH DEFINED 01 39000
CBS CORP CLASS B COM 124857202 4748 142500 SH DEFINED 01 142500
CELGENE CORP COM 151020104 3698 64500 SH DEFINED 01 64500
CEMEX S.A.B DE C.C ADR ADR 151290889 9607 260346 SH DEFINED 01 260346
CENTENNIAL COMMUNICATIONS CORP COM 15133V208 184 19367 SH SOLE 19367
CENTERPOINT ENERGY INC COM 15189T107 1462 84000 SH DEFINED 01 84000
CENTEX CORP COM 152312104 1233 30750 SH DEFINED 01 30750
CHESAPEAKE ENERGY CORP COM 165167107 2595 75000 SH DEFINED 01 75000
CHEVRON CORP COM 166764100 29872 354604 SH DEFINED 01 354604
CHICAGO MERCANTILE EXCHANGE COM 167760107 3153 5900 SH DEFINED 01 5900
CHUBB CORP COM 171232101 3248 60000 SH DEFINED 01 60000
CIGNA CORP COM 125509109 2820 54000 SH DEFINED 01 54000
CINTAS CORP COM 172908105 858 21750 SH DEFINED 01 21750
CISCO SYS INC COM 17275R102 28407 1020000 SH DEFINED 01 1020000
CITADEL BROADCASTING CORP COM 17285T106 323 50067 SH DEFINED 01 50067
CITIGROUP INC COM 172967101 40776 795000 SH DEFINED 01 795000
CITIZENS COMMUNICATIONS CO COM 17453B101 1214 79500 SH DEFINED 01 79500
CITRIX SYS INC COM 177376100 1010 30000 SH DEFINED 01 30000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3829 101250 SH DEFINED 01 101250
COACH INC COM 189754104 3377 71250 SH DEFINED 01 71250
COCA COLA CO COM 191216100 19616 375000 SH DEFINED 01 375000
COCA COLA ENTERPRISES INC COM 191219104 1278 53250 SH DEFINED 01 53250
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 1690 22500 SH DEFINED 01 22500
COLGATE PALMOLIVE CO COM 194162103 6907 106500 SH DEFINED 01 106500
COMCAST CORP NEW COM 20030N101 15185 540000 SH DEFINED 01 540000
COMERICA INC COM 200340107 1561 26250 SH DEFINED 01 26250
COMMERCE BANCORP INC N J COM 200519106 1387 37500 SH DEFINED 01 37500
COMMVAULT SYSTEMS INC COM 204166102 572 33107 SH SOLE 33107
COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W203 910 13000 SH DEFINED 01 13000
COMPANHIA SIDERURGICA NATL ADR 20440W105 564 10900 SH DEFINED 01 10900
COMPANHIA VALE DO RIO DOCE ADR 204412209 4455 100000 SH DEFINED 01 100000
COMPUTER SCIENCES CORP COM 205363104 1775 30000 SH DEFINED 01 30000
CONAGRA INC COM 205887102 3008 112000 SH DEFINED 01 112000
CONOCOPHILLIPS COM 20825C104 19622 249963 SH DEFINED 01 249963
CONSTELLATION ENERGY GROUP INC COM 210371100 3574 41000 SH DEFINED 01 41000
CORNING INC COM 219350105 6324 247500 SH DEFINED 01 247500
COSTCO WHSL CORP NEW COM 22160K105 3950 67500 SH DEFINED 01 67500
COUNTRYWIDE FINL CORP COM 222372104 3653 100500 SH DEFINED 01 100500
COVENTRY HEALTH CARE INC COM 222862104 2594 45000 SH DEFINED 01 45000
CSX CORP COM 126408103 3246 72000 SH DEFINED 01 72000
CUMMINS INC COM 231021106 1822 18000 SH DEFINED 01 18000
CVS CAREMARK CORP COM 126650100 9943 272775 SH DEFINED 01 272775
D R HORTON INC COM 23331A109 1106 55500 SH DEFINED 01 55500
DANAHER CORP COM 235851102 3586 47500 SH DEFINED 01 47500
DEERE + CO COM 244199105 4528 37500 SH DEFINED 01 37500
DELL INC COM 24702R101 9336 327000 SH DEFINED 01 327000
DENISON MINES CORP COM 248356107 361 30240 SH DEFINED 01 30240
DEVON ENERGY CORPORATION NEW COM 25179M103 5461 69750 SH DEFINED 01 69750
DIRECTV GROUP INC COM 25459L106 3467 150000 SH DEFINED 01 150000
DISNEY WALT CO COM 254687106 11778 345000 SH DEFINED 01 345000
DOMINION RES INC VA NEW COM 25746U109 4013 46500 SH DEFINED 01 46500
DONNELLEY R R + SONS CO COM 257867101 1697 39000 SH DEFINED 01 39000
DOVER CORP COM 260003108 1765 34500 SH DEFINED 01 34500
DOW CHEM CO COM 260543103 7296 165000 SH DEFINED 01 165000
DTE ENERGY CO COM 233331107 1447 30000 SH DEFINED 01 30000
DU PONT E I DE NEMOURS + CO COM 263534109 8007 157500 SH DEFINED 01 157500
DUKE ENERGY HLDG CORP COM 26441C105 3752 205000 SH DEFINED 01 205000
E TRADE FINL CORP COM 269246104 1491 67500 SH DEFINED 01 67500
EASTMAN KODAK CO COM 277461109 1252 45000 SH DEFINED 01 45000
EATON CORP COM 278058102 2190 23550 SH DEFINED 01 23550
EBAY INC COM 278642103 5985 186000 SH DEFINED 01 186000
ECOLAB INC COM 278865100 2562 60000 SH DEFINED 01 60000
EDISON INTL COM 281020107 3788 67500 SH DEFINED 01 67500
EL PASO CORP COM 28336L109 2757 160000 SH DEFINED 01 160000
ELECTRONIC ARTS INC COM 285512109 2887 61000 SH DEFINED 01 61000
ELECTRONIC DATA SYS CORP NEW COM 285661104 2163 78000 SH DEFINED 01 78000
EMBRAER EMPRESA BRASILEIRA DE ADR 29081M102 482 10000 SH DEFINED 01 10000
EMC CORP COM 268648102 6625 366000 SH DEFINED 01 366000
EMERSON ELEC CO COM 291011104 7020 150000 SH DEFINED 01 150000
ENTERGY CORP NEW COM 29364G103 3543 33000 SH DEFINED 01 33000
EOG RESOURCES INC COM 26875P101 3397 46500 SH DEFINED 01 46500
EQUITY RESIDENTIAL COM 29476L107 2122 46500 SH DEFINED 01 46500
EXELON CORP COM 30161N101 8168 112500 SH DEFINED 01 112500
EXPRESS SCRIPTS INC COM 302182100 2400 48000 SH DEFINED 01 48000
EXXON MOBIL CORP COM 30231G102 79434 947000 SH DEFINED 01 947000
FEDERAL HOME LN MTG CORP COM 313400301 7512 123750 SH DEFINED 01 123750
FEDERAL NATL MTG ASSN COM 313586109 11024 168750 SH DEFINED 01 168750
FEDEX CORP COM 31428X106 5410 48750 SH DEFINED 01 48750
FIFTH THIRD BANCORP COM 316773100 3579 90000 SH DEFINED 01 90000
FIRST DATA CORP COM 319963104 4655 142500 SH DEFINED 01 142500
FIRST HORIZON NATL CORP COM 320517105 1258 32250 SH DEFINED 01 32250
FIRSTENERGY CORP COM 337932107 3884 60000 SH DEFINED 01 60000
FISERV INC COM 337738108 1619 28500 SH DEFINED 01 28500
FLEXTRONICS INTERNATIONAL LTD COM Y2573F102 729 67500 SH DEFINED 01 67500
FLUOR CORP NEW COM 343412102 2506 22500 SH DEFINED 01 22500
FOMENTO ECONOMICO MEXICANO SAB ADR 344419106 4376 111300 SH DEFINED 01 111300
FORD MTR CO DEL COM 345370860 2402 255000 SH DEFINED 01 255000
FOREST LABS INC COM 345838106 2431 53250 SH DEFINED 01 53250
FPL GROUP INC COM 302571104 3830 67500 SH DEFINED 01 67500
FRANKLIN RES INC COM 354613101 4968 37500 SH DEFINED 01 37500
FREEPORT MCMORAN COPPER + GOLD COM 35671D857 4439 53595 SH DEFINED 01 53595
GANNETT INC COM 364730101 2061 37500 SH DEFINED 01 37500
GAP INC COM 364760108 1633 85500 SH DEFINED 01 85500
GENENTECH INC COM 368710406 1248 16500 SH DEFINED 01 16500
GENERAL DYNAMICS CORP COM 369550108 5084 65000 SH DEFINED 01 65000
GENERAL ELEC CO COM 369604103 64526 1685625 SH DEFINED 01 1685625
GENERAL MLS INC COM 370334104 3432 58750 SH DEFINED 01 58750
GENERAL MTRS CORP COM 370442105 3260 86250 SH DEFINED 01 86250
GENUINE PARTS CO COM 372460105 1637 33000 SH DEFINED 01 33000
GENWORTH FINL INC COM 37247D106 2984 86750 SH DEFINED 01 86750
GENZYME CORP COM 372917104 3140 48750 SH DEFINED 01 48750
GILEAD SCIENCES INC COM 375558103 6203 160000 SH DEFINED 01 160000
GOLDMAN SACHS GROUP INC COM 38141G104 16419 75750 SH DEFINED 01 75750
GOOGLE INC COM 38259P508 19234 36750 SH DEFINED 01 36750
GRUPO TELEVISION SA DE CV GDR 40049J206 4280 155000 SH DEFINED 01 155000
HALLIBURTON CO COM 406216101 6282 182100 SH DEFINED 01 182100
HARLEY DAVIDSON INC COM 412822108 2504 42000 SH DEFINED 01 42000
HARMAN INTL INDS INC NEW COM 413086109 1314 11250 SH DEFINED 01 11250
HARRAHS ENTMT INC COM 413619107 2430 28500 SH DEFINED 01 28500
HARTFORD FINANCIAL SVCS GRP COM 416515104 5911 60000 SH DEFINED 01 60000
HASBRO INC COM 418056107 942 30000 SH DEFINED 01 30000
HEINZ H J CO COM 423074103 3204 67500 SH DEFINED 01 67500
HELLENIC TELECOMMUNICATIONS ADR 423325307 432 27778 SH DEFINED 01 27778
HERSHEY CO / THE COM 427866108 1443 28500 SH DEFINED 01 28500
HESS CORP COM 42809H107 3479 59000 SH DEFINED 01 59000
HEWLETT PACKARD CO COM 428236103 19878 445500 SH DEFINED 01 445500
HILTON HOTELS CORP COM 432848109 2510 75000 SH DEFINED 01 75000
HOME DEPOT INC COM 437076102 13104 333000 SH DEFINED 01 333000
HONEYWELL INTL INC COM 438516106 7598 135000 SH DEFINED 01 135000
HOSPIRA INC COM 441060100 966 24750 SH DEFINED 01 24750
HUMANA INC COM 444859102 1553 25500 SH DEFINED 01 25500
IAC INTERACTIVECORP COM 44919P300 1480 42750 SH DEFINED 01 42750
ILLINOIS TOOL WKS INC COM 452308109 5040 93000 SH DEFINED 01 93000
IMS HEALTH INC COM 449934108 1446 45000 SH DEFINED 01 45000
INGERSOLL RAND COMPANY LIMITED COM G4776G101 3454 63000 SH DEFINED 01 63000
INTEL CORP COM 458140100 24948 1050000 SH DEFINED 01 1050000
INTERCONTINENTAL EXCHANGE INC COM 45865V100 276200 1868111 SH SOLE 1868111
INTERNATIONAL BUSINESS MACHS COM 459200101 25,576 243000 SH DEFINED 01 243000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 2442 61500 SH DEFINED 01 61500
INTERNATIONAL PAPER CO COM 460146103 3222 82500 SH DEFINED 01 82500
INTUIT COM 461202103 1805 60000 SH DEFINED 01 60000
IONA TECHNOLOGIES PLC ADR 46206P109 355 65000 SH DEFINED 01 65000
ISHARES TR COM 464287564 16290 180000 SH DEFINED 01 180000
ITT CORP NEW COM 450911102 2048 30000 SH DEFINED 01 30000
JABIL CIRCUIT INC COM 466313103 894 40500 SH DEFINED 01 40500
JDS UNIPHASE CORP COM 46612J507 453 33750 SH DEFINED 01 33750
JOHNSON + JOHNSON COM 478160104 29578 480000 SH DEFINED 01 480000
JOHNSON CTLS INC COM 478366107 4341 37500 SH DEFINED 01 37500
JPMORGAN CHASE + CO COM 46625H100 28288 583850 SH DEFINED 01 583850
JUNIPER NETWORKS INC COM 48203R104 2265 90000 SH DEFINED 01 90000
KB HOME COM 48666K109 591 15000 SH DEFINED 01 15000
KELLOGG CO COM 487836108 2020 39000 SH DEFINED 01 39000
KEYCORP NEW COM 493267108 2317 67500 SH DEFINED 01 67500
KIMBERLY CLARK CORP COM 494368103 4816 72000 SH DEFINED 01 72000
KLA TENCOR CORP COM 482480100 1731 31500 SH DEFINED 01 31500
KOHLS CORP COM 500255104 4191 59000 SH DEFINED 01 59000
KRAFT FOODS INC COM 50075N104 8690 246533 SH DEFINED 01 246533
KROGER CO COM 501044101 3249 115500 SH DEFINED 01 115500
L 3 COMMUNICATIONS HLDG CORP COM 502424104 2483 25500 SH DEFINED 01 25500
LEGG MASON INC COM 524901105 2582 26250 SH DEFINED 01 26250
LEHMAN BROTHERS HLDGS INC COM 524908100 6744 90500 SH DEFINED 01 90500
LEXMARK INTL INC COM 529771107 814 16500 SH DEFINED 01 16500
LG PHILIPS LCD CO LTD COM 50186V102 3960 175000 SH DEFINED 01 175000
LIBERTY MEDIA CORP NEW COM 53071M302 883 7500 SH DEFINED 01 7500
LILLY ELI + CO COM 532457108 8801 157500 SH DEFINED 01 157500
LIMITED BRANDS INC COM 532716107 1922 70000 SH DEFINED 01 70000
LINCOLN NATL CORP IN COM 534187109 4080 57500 SH DEFINED 01 57500
LINEAR TECHNOLOGY CORP COM 535678106 1899 52500 SH DEFINED 01 52500
LOCKHEED MARTIN CORP COM 539830109 4518 48000 SH DEFINED 01 48000
LOEWS CORP COM 540424108 4015 78750 SH DEFINED 01 78750
LOTTE SHOPPING CO LTD COM 54569T106 583 30000 SH DEFINED 01 30000
LOWES COS INC COM 548661107 7872 256500 SH DEFINED 01 256500
LSI CORP COM 502161102 507 67500 SH DEFINED 01 67500
M + T BK CORP COM 55261F104 1363 12750 SH DEFINED 01 12750
MACYS INC COM 55616P104 3342 84000 SH DEFINED 01 84000
MARATHON OIL CORP COM 565849106 7645 127500 SH DEFINED 01 127500
MARRIOTT INTL INC NEW COM 571903202 3211 74250 SH DEFINED 01 74250
MARSH + MCLENNAN COS INC COM 571748102 3242 105000 SH DEFINED 01 105000
MARSHALL + ILSLEY CORP COM 571834100 2858 60000 SH DEFINED 01 60000
MASCO CORP COM 574599106 1922 67500 SH DEFINED 01 67500
MATTEL INC COM 577081102 1517 60000 SH DEFINED 01 60000
MAXIM INTEGRATED PRODS INC COM 57772K101 2005 60000 SH DEFINED 01 60000
MBIA INC COM 55262C100 1975 31750 SH DEFINED 01 31750
MCCORMICK + CO INC COM 579780206 859 22500 SH DEFINED 01 22500
MCDONALDS CORP COM 580135101 11040 217500 SH DEFINED 01 217500
MCGRAW HILL COS INC COM 580645109 4289 63000 SH DEFINED 01 63000
MCKESSON CORP COM 58155Q103 3131 52500 SH DEFINED 01 52500
MEDCO HEALTH SOLUTIONS INC COM 58405U102 3861 49500 SH DEFINED 01 49500
MEDTRONIC INC COM 585055106 10385 200250 SH DEFINED 01 200250
MELLON FINL CORP COM 58551A108 2805 63750 SH DEFINED 01 63750
MEMC ELECTR MATLS INC COM 552715104 2261 37000 SH DEFINED 01 37000
MERCK + CO INC COM 589331107 18712 375750 SH DEFINED 01 375750
MERRILL LYNCH + CO INC COM 590188108 13314 159300 SH DEFINED 01 159300
METLIFE INC COM 59156R108 8253 128000 SH DEFINED 01 128000
MICRON TECHNOLOGY INC COM 595112103 1447 115500 SH DEFINED 01 115500
MICROSOFT CORP COM 594918104 41995 1425000 SH DEFINED 01 1425000
MOLEX INC COM 608554101 900 30000 SH DEFINED 01 30000
MONSANTO CO NEW COM 61166W101 5876 87000 SH DEFINED 01 87000
MONSTER WORLDWIDE INC COM 611742107 863 21000 SH DEFINED 01 21000
MOODYS CORP COM 615369105 3048 49000 SH DEFINED 01 49000
MORGAN STANLEY COM 617446448 16860 201000 SH DEFINED 01 201000
MOTOROLA INC COM 620076109 6903 390000 SH DEFINED 01 390000
NABORS INDUSTRIES LTD COM G6359F103 1502 45000 SH DEFINED 01 45000
NATIONAL CITY CORP COM 635405103 2849 85500 SH DEFINED 01 85500
NATIONAL OILWELL VARCO INC COM 637071101 3127 30000 SH DEFINED 01 30000
NATIONAL SEMICONDUCTOR CORP COM 637640103 1548 54750 SH DEFINED 01 54750
NETWORK APPLIANCE INC COM 64120L104 2000 68500 SH DEFINED 01 68500
NEWELL RUBBERMAID INC COM 651229106 1324 45000 SH DEFINED 01 45000
NEWMONT MNG CORP COM 651639106 3808 97500 SH DEFINED 01 97500
NEWS CORP COM 65248E104 8843 385500 SH DEFINED 01 385500
NIKE INC COM 654106103 4372 75000 SH DEFINED 01 75000
NOBLE CORPORATION COM G65422100 2633 27000 SH DEFINED 01 27000
NORDSTROM INC COM 655664100 2109 41250 SH DEFINED 01 41250
NORFOLK SOUTHN CORP COM 655844108 3548 67500 SH DEFINED 01 67500
NORTHERN TRUST CORP COM 665859104 1879 29250 SH DEFINED 01 29250
NORTHROP GRUMMAN CORP COM 666807102 4205 54000 SH DEFINED 01 54000
NOVELL INC COM 670006105 421 54000 SH DEFINED 01 54000
NOVELLUS SYS INC COM 670008101 553 19500 SH DEFINED 01 19500
NUCOR CORP COM 670346105 3196 54500 SH DEFINED 01 54500
NVIDIA CORP COM 67066G104 2541 61500 SH DEFINED 01 61500
OCCIDENTAL PETE CORP COM 674599105 9550 165000 SH DEFINED 01 165000
OFFICE DEPOT INC COM 676220106 1591 52500 SH DEFINED 01 52500
OMNICOM GROUP COM 681919106 3667 69300 SH DEFINED 01 69300
ORACLE CORP COM 68389X105 12713 645000 SH DEFINED 01 645000
ORBOTECH LTD COM M75253100 705 31590 SH DEFINED 01 31590
PACCAR INC COM 693718108 3623 41625 SH DEFINED 01 41625
PARKER HANNIFIN CORP COM 701094104 1909 19500 SH DEFINED 01 19500
PAYCHEX INC COM 704326107 2494 63750 SH DEFINED 01 63750
PEABODY ENERGY CORP COM 704549104 2359 48750 SH DEFINED 01 48750
PENNEY J C INC COM 708160106 3366 46500 SH DEFINED 01 46500
PEPSI BOTTLING GROUP INC COM 713409100 1263 37500 SH DEFINED 01 37500
PEPSICO INC COM 713448108 17743 273600 SH DEFINED 01 273600
PETROLEO BRASILEIRO SA ADR 71654V408 5457 45000 SH DEFINED 01 45000
PFIZER INC COM 717081103 29802 1165500 SH DEFINED 01 1165500
PG+E CORP COM 69331C108 2514 55500 SH DEFINED 01 55500
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