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, 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 4th May 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: 401
------------
Form 13F Information Table Value Total: $ 1,596,358
------------
(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, 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 6055 80000 SH DEFINED 01 80000
ABBOTT LABS COM 002824100 7008 165000 SH DEFINED 01 165000
ACE LTD COM G0070K103 2288 44000 SH DEFINED 01 44000
ADOBE SYS INC COM 00724F101 2270 65000 SH DEFINED 01 65000
ADVANCED MICRO DEVICES INC COM 007903107 1492 45000 SH DEFINED 01 45000
AES CORP COM 00130H105 1297 76000 SH DEFINED 01 76000
AETNA INC COM 00817Y108 3538 72000 SH DEFINED 01 72000
AFFILIATED COMPUTER SVCS INC COM 008190100 835 14000 SH DEFINED 01 14000
AFLAC INC COM 001055102 2369 52500 SH DEFINED 01 52500
AGILENT TECHNOLOGIES INC COM 00846U101 1953 52000 SH DEFINED 01 52000
AIR PRODS + CHEMS INC COM 009158106 2016 30000 SH DEFINED 01 30000
ALBERTSONS INC COM 013104104 898 35000 SH DEFINED 01 35000
ALCOA INC COM 013817101 2689 88000 SH DEFINED 01 88000
ALLEGHENY ENERGY INC COM 017361106 1354 40000 SH DEFINED 01 40000
ALLEGHENY TECHNOLOGIES INC COM 01741R102 612 10000 SH DEFINED 01 10000
ALLSTATE CORP COM 020002101 4169 80000 SH DEFINED 01 80000
ALLTEL CORP COM 020039103 2946 45500 SH DEFINED 01 45500
ALTERA CORP COM 021441100 1032 50000 SH DEFINED 01 50000
ALTRIA GROUP INC COM 02209S103 15944 225000 SH DEFINED 01 225000
AMBAC FINL GROUP INC COM 023139108 915 11500 SH DEFINED 01 11500
AMERADA HESS CORP COM 023551104 1424 10000 SH DEFINED 01 10000
AMEREN CORP COM 023608102 996 20000 SH DEFINED 01 20000
AMERICA MOVIL S A DE C V ADR 02364W204 10212 300000 SH DEFINED 01 300000
AMERICA MOVIL S A DEC V ADR 02364W105 3632 106000 SH DEFINED 01 106000
AMERICAN ELEC PWR INC COM 025537101 1361 40000 SH DEFINED 01 40000
AMERICAN EXPRESS CO COM 025816109 8093 154000 SH DEFINED 01 154000
AMERICAN INTL GROUP INC COM 026874107 19761 299000 SH DEFINED 01 299000
AMERICAN PWR CONVERSION CORP COM 029066107 462 20000 SH DEFINED 01 20000
AMERICAN STD COS INC DEL COM 029712106 814 19000 SH DEFINED 01 19000
AMERIPRISE FINL INC COM 03076C106 1388 30800 SH DEFINED 01 30800
AMERISOURCEBERGEN CORP COM 03073E105 1207 25000 SH DEFINED 01 25000
AMGEN INC COM 031162100 10549 145000 SH DEFINED 01 145000
AMSOUTH BANCORPORATION COM 032165102 947 35000 SH DEFINED 01 35000
ANADARKO PETE CORP COM 032511107 2525 25000 SH DEFINED 01 25000
ANALOG DEVICES INC COM 032654105 1532 40000 SH DEFINED 01 40000
ANHEUSER BUSCH COS INC COM 035229103 2994 70000 SH DEFINED 01 70000
AON CORP COM 037389103 1245 30000 SH DEFINED 01 30000
APACHE CORP COM 037411105 2162 33000 SH DEFINED 01 33000
APOLLO GROUP INC COM 037604105 998 19000 SH DEFINED 01 19000
APPLE COMPUTER COM 037833100 5457 87000 SH DEFINED 01 87000
APPLERA CORP APPLIED BIOSYS COM 038020103 271 10000 SH DEFINED 01 10000
APPLIED MATERIALS INC COM 038222105 3012 172000 SH DEFINED 01 172000
ARCHER DANIELS MIDLAND CO COM 039483102 1178 35000 SH DEFINED 01 35000
AT+T INC COM 00206R102 11357 420000 SH DEFINED 01 420000
AUTODESK INCORPORATED COM 052769106 963 25000 SH DEFINED 01 25000
AUTOMATIC DATA PROCESSING INC COM 053015103 3015 66000 SH DEFINED 01 66000
AVAYA INC COM 053499109 791 70000 SH DEFINED 01 70000
AVON PRODS INC COM 054303102 1559 50000 SH DEFINED 01 50000
BAKBONE SOFTWARE ICOM NPV COM 057101107 183 87949 SH SOLE 87949
BAKER HUGHES INC COM 057224107 3591 52500 SH DEFINED 01 52500
BANCO BRADESCO SA ADR 059460303 1436 40000 SH DEFINED 01 40000
BANCO ITAU S A ADR 059602201 819 27500 SH DEFINED 01 27500
BANK AMER CORP COM 060505104 22360 491000 SH DEFINED 01 491000
BANK NEW YORK INC COM 064057102 3604 100000 SH DEFINED 01 100000
BAUSCH + LOMB INC COM 071707103 796 12500 SH DEFINED 01 12500
BAXTER INTL INC COM 071813109 2426 62500 SH DEFINED 01 62500
BB+T CORP COM 054937107 1960 50000 SH DEFINED 01 50000
BECTON DICKINSON + CO COM 075887109 1540 25000 SH DEFINED 01 25000
BED BATH + BEYOND INC COM 075896100 1152 30000 SH DEFINED 01 30000
BELLSOUTH CORP COM 079860102 6757 195000 SH DEFINED 01 195000
BEST BUY CO INC COM 086516101 2433 43500 SH DEFINED 01 43500
BIOGEN IDEC INC COM 09062X103 1601 34000 SH DEFINED 01 34000
BJ SVCS CO COM 055482103 1868 54000 SH DEFINED 01 54000
BLACK + DECKER CORPORATION COM 091797100 1303 15000 SH DEFINED 01 15000
BLOCK H + R INC COM 093671105 779 36000 SH DEFINED 01 36000
BMC SOFTWARE INC COM 055921100 498 23000 SH DEFINED 01 23000
BOEING CO COM 097023105 6702 86000 SH DEFINED 01 86000
BOSTON SCIENTIFIC CORP COM 101137107 1602 69500 SH DEFINED 01 69500
BRASIL TELECOM PARTICIPACOES ADR 105530109 454 12500 SH DEFINED 01 12500
BRISTOL MYERS SQUIBB CO COM 110122108 4922 200000 SH DEFINED 01 200000
BROADCOM CORP COM 111320107 2072 48000 SH DEFINED 01 48000
BURLINGTON NORTHN SANTA FE COM 12189T104 3250 39000 SH DEFINED 01 39000
BURLINGTON RES INC COM 122014103 2757 30000 SH DEFINED 01 30000
BUTTERFIELD FD MGR THAI EURO COM 335020905 3859 180000 SH DEFINED 01 180000
CA INC COM 12673P105 1497 55000 SH DEFINED 01 55000
CAPITAL ONE FINL CORP COM 14040H105 3543 44000 SH DEFINED 01 44000
CARDINAL HEALTH INC COM 14149Y108 3875 52000 SH DEFINED 01 52000
CAREMARK RX INC COM 141705103 2705 55000 SH DEFINED 01 55000
CARNIVAL CORP COM 143658300 2369 50000 SH DEFINED 01 50000
CARSO GLOBAL TELECOM SA DE CV ADR 14574P101 723 160000 SH DEFINED 01 160000
CATERPILLAR INC COM 149123101 5314 74000 SH DEFINED 01 74000
CBS CORP CLASS B COM 124857202 2098 87500 SH DEFINED 01 87500
CEMEX S A ADR 151290889 8264 126586 SH DEFINED 01 126586
CENDANT CORP COM 151313103 1891 109000 SH DEFINED 01 109000
CENTERPOINT ENERGY INC COM 15189T107 907 76000 SH DEFINED 01 76000
CENTEX CORP COM 152312104 868 14000 SH DEFINED 01 14000
CHESAPEAKE ENERGY CORP COM 165167107 565 18000 SH DEFINED 01 18000
CHEVRON CORP COM 166764100 13704 236403 SH DEFINED 01 236403
CHIRON CORP COM 170040109 504 11000 SH DEFINED 01 11000
CHUBB CORP COM 171232101 1909 20000 SH DEFINED 01 20000
CIGNA CORP COM 125509109 2612 20000 SH DEFINED 01 20000
CINERGY CORP COM 172474108 999 22000 SH DEFINED 01 22000
CINTAS CORP COM 172908105 618 14500 SH DEFINED 01 14500
CISCO SYS INC COM 17275R102 14454 667000 SH DEFINED 01 667000
CITIGROUP INC COM 172967101 25032 530000 SH DEFINED 01 530000
CITIZENS COMMUNICATIONS CO COM 17453B101 703 53000 SH DEFINED 01 53000
CITRIX SYS INC COM 177376100 758 20000 SH DEFINED 01 20000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1958 67500 SH DEFINED 01 67500
COACH INC COM 189754104 1383 40000 SH DEFINED 01 40000
COCA COLA CO COM 191216100 10468 250000 SH DEFINED 01 250000
COCA COLA ENTERPRISES INC COM 191219104 722 35500 SH DEFINED 01 35500
COLGATE PALMOLIVE CO COM 194162103 4054 71000 SH DEFINED 01 71000
COMCAST CORP NEW COM 20030N101 6278 240000 SH DEFINED 01 240000
COMERICA INC COM 200340107 1014 17500 SH DEFINED 01 17500
COMPANHIA DE BEBIDAS DAS AMERS ADR 20441W203 344 8000 SH DEFINED 01 8000
COMPANHIA VALE DO RIO DOCE ADR 204412209 2184 45000 SH DEFINED 01 45000
COMPUTER SCIENCES CORP COM 205363104 1622 29200 SH DEFINED 01 29200
COMVERSE TECHNOLOGY INC COM 205862402 471 20000 SH DEFINED 01 20000
CONAGRA INC COM 205887102 1459 68000 SH DEFINED 01 68000
CONOCOPHILLIPS COM 20825C104 9157 145000 SH DEFINED 01 145000
CONSTELLATION ENERGY GROUP INC COM 210371100 1313 24000 SH DEFINED 01 24000
CORNING INC COM 219350105 3633 135000 SH DEFINED 01 135000
COSTCO WHSL CORP NEW COM 22160K105 2437 45000 SH DEFINED 01 45000
COUNTRYWIDE FINL CORP COM 222372104 2019 55000 SH DEFINED 01 55000
CSX CORP COM 126408103 1435 24000 SH DEFINED 01 24000
CUMMINS INC COM 231021106 526 5000 SH DEFINED 01 5000
CVS CORP COM 126650100 2688 90000 SH DEFINED 01 90000
D R HORTON INC COM 23331A109 897 27000 SH DEFINED 01 27000
DANAHER CORP COM 235851102 2192 34500 SH DEFINED 01 34500
DEERE + CO COM 244199105 1976 25000 SH DEFINED 01 25000
DELL INC COM 24702R101 7380 248000 SH DEFINED 01 248000
DEVON ENERGY CORPORATION NEW COM 25179M103 3059 50000 SH DEFINED 01 50000
DISNEY WALT CO COM 254687106 6973 250000 SH DEFINED 01 250000
DOLLAR GEN CORP COM 256669102 884 50000 SH DEFINED 01 50000
DOMINION RES INC VA NEW COM 25746U109 2140 31000 SH DEFINED 01 31000
DONNELLEY R R + SONS CO COM 257867101 851 26000 SH DEFINED 01 26000
DOVER CORP COM 260003108 971 20000 SH DEFINED 01 20000
DOW CHEM CO COM 260543103 4466 110000 SH DEFINED 01 110000
DTE ENERGY CO COM 233331107 561 14000 SH DEFINED 01 14000
DU PONT E I DE NEMOURS + CO COM 263534109 4432 105000 SH DEFINED 01 105000
DUKE ENERGY CO COM 264399106 3075 105500 SH DEFINED 01 105500
EASTMAN KODAK CO COM 277461109 853 30000 SH DEFINED 01 30000
EATON CORP COM 278058102 1146 15700 SH DEFINED 01 15700
EBAY INC COM 278642103 4843 124000 SH DEFINED 01 124000
ECOLAB INC COM 278865100 1528 40000 SH DEFINED 01 40000
EDISON INTL COM 281020107 1853 45000 SH DEFINED 01 45000
EL PASO CORP COM 28336L109 1054 87500 SH DEFINED 01 87500
ELECTRONIC ARTS INC COM 285512109 1915 35000 SH DEFINED 01 35000
ELECTRONIC DATA SYS CORP NEW COM 285661104 1395 52000 SH DEFINED 01 52000
EMBRAER EMPRESA BRASILEIRA DE ADR 29081M102 369 10000 SH DEFINED 01 10000
EMC CORP COM 268648102 3544 260000 SH DEFINED 01 260000
EMERSON ELEC CO COM 291011104 4182 50000 SH DEFINED 01 50000
ENTERGY CORP NEW COM 29364G103 1517 22000 SH DEFINED 01 22000
EOG RESOURCES INC COM 26875P101 2880 40000 SH DEFINED 01 40000
EXELON CORP COM 30161N101 3756 71000 SH DEFINED 01 71000
EXPRESS SCRIPTS INC COM 302182100 1406 16000 SH DEFINED 01 16000
EXXON MOBIL CORP COM 30231G102 39711 652500 SH DEFINED 01 652500
FEDERAL HOME LN MTG CORP COM 313400301 4270 70000 SH DEFINED 01 70000
FEDERAL NATL MTG ASSN COM 313586109 5526 107500 SH DEFINED 01 107500
FEDERATED DEPT STORES INC DE COM 31410H101 2336 32000 SH DEFINED 01 32000
FEDEX CORP COM 31428X106 3671 32500 SH DEFINED 01 32500
FIFTH THIRD BANCORP COM 316773100 2362 60000 SH DEFINED 01 60000
FIRST DATA CORP COM 319963104 4167 89000 SH DEFINED 01 89000
FIRSTENERGY CORP COM 337932107 1663 34000 SH DEFINED 01 34000
FISERV INC COM 337738108 1064 25000 SH DEFINED 01 25000
FLUOR CORP NEW COM 343412102 772 9000 SH DEFINED 01 9000
FOMENTO ECONOMICO MEXICANO CDR 344419106 3896 42500 SH DEFINED 01 42500
FORD MTR CO DEL COM 345370860 1353 170000 SH DEFINED 01 170000
FOREST LABS INC COM 345838106 1808 40500 SH DEFINED 01 40500
FPL GROUP INC COM 302571104 1505 37500 SH DEFINED 01 37500
FRANKLIN RES INC COM 354613101 2356 25000 SH DEFINED 01 25000
FREEPORT MCMORAN COPPER + GOLD COM 35671D857 1136 19000 SH DEFINED 01 19000
FREESCALE SEMICONDUCTOR INC COM 35687M206 1277 46000 SH DEFINED 01 46000
GANNETT INC COM 364730101 2097 35000 SH DEFINED 01 35000
GAP INC COM 364760108 1308 70000 SH DEFINED 01 70000
GEDEON RICHTER LTD GDR 368467205 4422 22000 SH DEFINED 01 22000
GENERAL DYNAMICS CORP COM 369550108 2559 40000 SH DEFINED 01 40000
GENERAL ELEC CO COM 369604103 38606 1110000 SH DEFINED 01 1110000
GENERAL MLS INC COM 370334104 2534 50000 SH DEFINED 01 50000
GENERAL MTRS CORP COM 370442105 1223 57500 SH DEFINED 01 57500
GENUINE PARTS CO COM 372460105 964 22000 SH DEFINED 01 22000
GENWORTH FINL INC COM 37247D106 1337 40000 SH DEFINED 01 40000
GENZYME CORP COM 372917104 2185 32500 SH DEFINED 01 32500
GERDAU S A ADR 373737105 338 15000 SH DEFINED 01 15000
GILEAD SCIENCES INC COM 375558103 3111 50000 SH DEFINED 01 50000
GOL LINHAS AEREAS INTELIGENTES COM 38045R107 375 14000 SH DEFINED 01 14000
GOLDEN WEST FINL CORP DEL COM 381317106 2716 40000 SH DEFINED 01 40000
GOLDMAN SACHS GROUP INC COM 38141G104 7926 50500 SH DEFINED 01 50500
GOOGLE INC COM 38259P508 1560 4000 SH DEFINED 01 4000
GRUPO CARSO SA DE CV ADR 400485207 1388 300000 SH DEFINED 01 300000
GRUPO TELEVISION SA DE CV GDR 40049J206 2786 140000 SH DEFINED 01 140000
GUIDANT CORP COM 401698105 2888 37000 SH DEFINED 01 37000
HALLIBURTON CO COM 406216101 4746 65000 SH DEFINED 01 65000
HARLEY DAVIDSON INC COM 412822108 1717 33100 SH DEFINED 01 33100
HARRAHS ENTMT INC COM 413619107 1481 19000 SH DEFINED 01 19000
HARTFORD FINANCIAL SVCS GRP COM 416515104 2819 35000 SH DEFINED 01 35000
HASBRO INC COM 418056107 422 20000 SH DEFINED 01 20000
HCA INC COM 404119109 2061 45000 SH DEFINED 01 45000
HEALTH MGMT ASSOC COM 421933102 647 30000 SH DEFINED 01 30000
HEINZ H J CO COM 423074103 1706 45000 SH DEFINED 01 45000
HELLENIC TELECOMMUNICATIONS ADR 423325307 305 27778 SH DEFINED 01 27778
HERSHEY CO / THE COM 427866108 992 19000 SH DEFINED 01 19000
HEWLETT PACKARD CO COM 428236103 9771 297000 SH DEFINED 01 297000
HILTON HOTELS CORP COM 432848109 891 35000 SH DEFINED 01 35000
HOME DEPOT INC COM 437076102 10575 250000 SH DEFINED 01 250000
HONEYWELL INTL INC COM 438516106 3700 86500 SH DEFINED 01 86500
HOSPIRA INC COM 441060100 651 16500 SH DEFINED 01 16500
HUMANA INC COM 444859102 895 17000 SH DEFINED 01 17000
ILLINOIS TOOL WKS INC COM 452308109 2986 31000 SH DEFINED 01 31000
IMS HEALTH INC COM 449934108 773 30000 SH DEFINED 01 30000
INGERSOLL RAND COMPANY LIMITED COM G4776G101 2298 55000 SH DEFINED 01 55000
INTEL CORP COM 458140100 13545 700000 SH DEFINED 01 700000
INTERCONTINENTALEXCHANGE INC COM 45865V100 290578 4208224 SH SOLE 4208224
INTERNATIONAL BUSINESS MACHS COM 459200101 14185 172000 SH DEFINED 01 172000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1268 36000 SH DEFINED 01 36000
INTERNATIONAL PAPER CO COM 460146103 2143 62000 SH DEFINED 01 62000
INTUIT COM 461202103 1064 20000 SH DEFINED 01 20000
IONA TECHNOLOGIES PLC ADR 46206P109 274 65000 SH DEFINED 01 65000
ISHARES TR COM 464287564 10308 120000 SH DEFINED 01 120000
ITT INDS INC COM 450911102 1406 25000 SH DEFINED 01 25000
JABIL CIRCUIT INC COM 466313103 1157 27000 SH DEFINED 01 27000
JDS UNIPHASE CORP COM 46612J101 584 140000 SH DEFINED 01 140000
JOHNSON + JOHNSON COM 478160104 18358 310000 SH DEFINED 01 310000
JOHNSON CTLS INC COM 478366107 2278 30000 SH DEFINED 01 30000
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KB HOME COM 48666K109 650 10000 SH DEFINED 01 10000
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KERR MCGEE CORP COM 492386107 1146 12000 SH DEFINED 01 12000
KEYCORP NEW COM 493267108 1656 45000 SH DEFINED 01 45000
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MATTEL INC COM 577081102 725 40000 SH DEFINED 01 40000
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METLIFE INC COM 59156R108 4450 92000 SH DEFINED 01 92000
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ORBOTECH LTD COM M75253100 1539 62500 SH DEFINED 01 62500
PACCAR INC COM 693718108 1304 18500 SH DEFINED 01 18500
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PRINCIPAL FINANCIAL GROUP COM 74251V102 1708 35000 SH DEFINED 01 35000
PROCTER AND GAMBLE CO COM 742718109 21435 372000 SH DEFINED 01 372000
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