UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 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 2nd November 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: 413 ------------ Form 13F Information Table Value Total: $ 1,578,820 ------------ (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 SEPTEMBER, 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 5954 80000 SH DEFINED 01 80000 ABBOTT LABS COM 002824100 8012 165000 SH DEFINED 01 165000 ACE LTD COM G0070K103 2408 44000 SH DEFINED 01 44000 ADOBE SYS INC COM 00724F101 2434 65000 SH DEFINED 01 65000 ADVANCED MICRO DEVICES INC COM 007903107 1118 45000 SH DEFINED 01 45000 AES CORP COM 00130H105 1550 76000 SH DEFINED 01 76000 AETNA INC COM 00817Y108 2373 60000 SH DEFINED 01 60000 AFFILIATED COMPUTER SVCS INC COM 008190100 622 12000 SH DEFINED 01 12000 AFLAC INC COM 001055102 2402 52500 SH DEFINED 01 52500 AGILENT TECHNOLOGIES INC COM 00846U101 1700 52000 SH DEFINED 01 52000 AIR PRODS + CHEMS INC COM 009158106 1991 30000 SH DEFINED 01 30000 ALCOA INC COM 013817101 2468 88000 SH DEFINED 01 88000 ALLEGHENY ENERGY INC COM 017361106 1306 32500 SH DEFINED 01 32500 ALLEGHENY TECHNOLOGIES INC COM 01741R102 808 13000 SH DEFINED 01 13000 ALLSTATE CORP COM 020002101 4642 74000 SH DEFINED 01 74000 ALLTEL CORP COM 020039103 2525 45500 SH DEFINED 01 45500 ALTERA CORP COM 021441100 919 50000 SH DEFINED 01 50000 ALTRIA GROUP INC COM 02209S103 18181 237500 SH DEFINED 01 237500 AMBAC FINL GROUP INC COM 023139108 1365 16500 SH DEFINED 01 16500 AMEREN CORP COM 023608102 1056 20000 SH DEFINED 01 20000 AMERICA MOVIL S A DE C V ADR 02364W204 11856 300000 SH DEFINED 01 300000 AMERICA MOVIL S A DEC V ADR 02364W105 4646 118000 SH DEFINED 01 118000 AMERICAN ELEC PWR INC COM 025537101 1455 40000 SH DEFINED 01 40000 AMERICAN EXPRESS CO COM 025816109 8636 154000 SH DEFINED 01 154000 AMERICAN INTL GROUP INC COM 026874107 18553 280000 SH DEFINED 01 280000 AMERICAN PWR CONVERSION CORP COM 029066107 439 20000 SH DEFINED 01 20000 AMERICAN STD COS INC DEL COM 029712106 797 19000 SH DEFINED 01 19000 AMERIPRISE FINL INC COM 03076C106 1445 30800 SH DEFINED 01 30800 AMERISOURCEBERGEN CORP COM 03037E105 1130 25000 SH DEFINED 01 25000 AMGEN INC COM 031162100 10372 145000 SH DEFINED 01 145000 AMSOUTH BANCORPORATION COM 032165102 1016 35000 SH DEFINED 01 35000 ANADARKO PETE CORP COM 032511107 2192 50000 SH DEFINED 01 50000 ANALOG DEVICES INC COM 032654105 1176 40000 SH DEFINED 01 40000 ANHEUSER BUSCH COS INC COM 035229103 3848 81000 SH DEFINED 01 81000 AON CORP COM 037389103 1423 42000 SH DEFINED 01 42000 APACHE CORP COM 037411105 2402 38000 SH DEFINED 01 38000 APOLLO GROUP INC COM 037604105 936 19000 SH DEFINED 01 19000 APPLE COMPUTER COM 037833100 6971 90500 SH DEFINED 01 90500 APPLERA CORP APPLIED BIOSYS COM 038020103 331 10000 SH DEFINED 01 10000 APPLIED MATERIALS INC COM 038222105 3050 172000 SH DEFINED 01 172000 ARCH CAP GROUP LTD COM G0450A105 838 13200 SH DEFINED 01 13200 ARCHER DANIELS MIDLAND CO COM 039483102 2652 70000 SH DEFINED 01 70000 AT+T INC COM 00206R102 13675 420000 SH DEFINED 01 420000 AUTODESK INCORPORATED COM 052769106 1148 33000 SH DEFINED 01 33000 AUTOMATIC DATA 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