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: Intel Corporation 2200 Mission College Boulevard Santa Clara, CA 95054-1549 Form 13F File Number: 28-04527 Person Signing this Report on Behalf of Reporting Manager: Ravi Jacob, Vice President, Finance and Enterprise Services, and Treasurer, (408) 765-1168 ATTENTION--Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a) 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. Signature, Place and Date of Signing: /s/ Ravi Jacob Santa Clara, California May 5, 2006 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 manager(s).) Form 13F SUMMARY PAGE REPORTING MANAGER: INTEL CORPORATION Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry 377 Total: Form 13F Information Table Value $347,653,000 Total: 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. 1. Intel Capital Corporation 3/31/06 FORM 13F INFORMATION TABLE REPORTING MANAGER: INTEL CORPORATION
ITEM 4: ITEM 5: FAIR SHARES ITEM 8: ITEM 2: ITEM 3: MARKET OR ITEM 6: VOTING AUTHORITY ITEM 1: TITLE OF CUSIP VALUE PRINCIPAL SH/ INVESTMENT ITEM 7: (A) (B) (C) NAME OF ISSUER CLASS NUMBER (000) AMOUNT PRN DISCRETION MANAGERS SOLE SHARED NONE 3M CO COM 88579Y101 1,748 23,100 SH SOLE 23,100 ABBOTT LABS COM 002824100 1,989 46,844 SH SOLE 46,844 ACE LTD COM G0070K103 510 9,800 SH SOLE 9,800 ADOBE SYS INC COM 00724F101 636 18,200 SH SOLE 18,200 ADVANCED MICRO DEVICES INC COM 007903107 410 12,350 SH SOLE 12,350 AES CORP COM 00130H105 339 19,850 SH SOLE 19,850 AETNA INC COM 00817Y108 843 17,156 SH SOLE 17,156 AFFILIATED COMPUTER SVCS INC COM 008190100 215 3,600 SH SOLE 3,600 AFLAC INC COM 001055102 684 15,150 SH SOLE 15,150 AGILENT TECHNOLOGIES INC COM 00846U101 461 12,278 SH SOLE 12,278 AIR PRODS & CHEMS INC COM 009158106 443 6,600 SH SOLE 6,600 ALBERTSONS INC COM 013104104 288 11,201 SH SOLE 11,201 ALCOA INC COM 013817101 805 26,352 SH SOLE 26,352 ALLERGAN INC COM 018490102 423 3,900 SH SOLE 3,900 ALLSTATE CORP COM 020002101 1,015 19,480 SH SOLE 19,480 ALLTEL CORP COM 020039103 745 11,500 SH SOLE 11,500 ALTERA CORP COM 021441100 225 10,900 SH SOLE 10,900 ALTRIA GROUP INC COM 02209S103 4,461 62,949 SH SOLE 62,949 AMAZON.COM INC COM 023135106 343 9,400 SH SOLE 9,400 AMBAC FINANCIAL GROUP INC COM 023139108 239 3,000 SH SOLE 3,000 AMERADA HESS CORP COM 023551104 342 2,400 SH SOLE 2,400 AMEREN CORP COM 023608102 314 6,300 SH SOLE 6,300 AMERICAN ELEC PWR INC COM 025537101 404 11,882 SH SOLE 11,882 AMERICAN EXPRESS CO COM 025816109 1,979 37,650 SH SOLE 37,650 AMERICAN INTL GROUP INC COM 026874107 5,178 78,343 SH SOLE 78,343 AMERICAN STD COS INC COM 029712106 244 5,700 SH SOLE 5,700 AMERIPRISE FINL INC COM 03076C106 332 7,370 SH SOLE 7,370 AMERISOURCEBERGEN CORP COM 03073E105 304 6,300 SH SOLE 6,300 AMGEN INC COM 031162100 2,709 37,235 SH SOLE 37,235 AMSOUTH BANCORPORATION COM 032165102 284 10,500 SH SOLE 10,500 ANADARKO PETE CORP COM 032511107 727 7,193 SH SOLE 7,193 ANALOG DEVICES INC COM 032654105 421 11,000 SH SOLE 11,000 ANHEUSER BUSCH COS INC COM 035229103 1,005 23,500 SH SOLE 23,500 AON CORP COM 037389103 401 9,656 SH SOLE 9,656 APACHE CORP COM 037411105 654 9,988 SH SOLE 9,988 APOLLO GROUP INC COM 037604105 226 4,300 SH SOLE 4,300 APPLE COMPUTER INC COM 037833100 1,599 25,500 SH SOLE 25,500 APPLIED MATLS INC COM 038222105 858 49,000 SH SOLE 49,000 ARCHER DANIELS MIDLAND CO COM 039483102 665 19,767 SH SOLE 19,767 ARCHSTONE SMITH TR COM 039583109 317 6,500 SH SOLE 6,500 AT & T INC COM 00206R102 3,191 118,010 SH SOLE 118,010 AUTODESK INC COM 052769106 270 7,000 SH SOLE 7,000 AUTOMATIC DATA PROCESSING INC COM 053015103 795 17,402 SH SOLE 17,402 AVAYA INC COM 053499109 143 12,621 SH SOLE 12,621 AVON PRODS INC COM 054303102 431 13,828 SH SOLE 13,828 BAKER HUGHES INC COM 057224107 702 10,260 SH SOLE 10,260 BANK NEW YORK INC COM 064057102 845 23,440 SH SOLE 23,440 BANK OF AMERICA CORP COM 060505104 6,391 140,338 SH SOLE 140,338 BARD C R INC COM 067383109 210 3,100 SH SOLE 3,100 BAXTER INTL INC COM 071813109 735 18,940 SH SOLE 18,940 BB&T CORP COM 054937107 647 16,500 SH SOLE 16,500 BEAR STEARNS COS INC COM 073902108 468 3,374 SH SOLE 3,374 BECTON DICKINSON & CO COM 075887109 474 7,700 SH SOLE 7,700 BED BATH & BEYOND INC COM 075896100 323 8,400 SH SOLE 8,400 BELLSOUTH CORP COM 079860102 1,912 55,182 SH SOLE 55,182 BEST BUY INC COM 086516101 680 12,150 SH SOLE 12,150 BIOGEN IDEC INC COM 09062X103 475 10,075 SH SOLE 10,075 BIOMET INC COM 090613100 261 7,350 SH SOLE 7,350 BJ SVCS CO COM 055482103 339 9,800 SH SOLE 9,800 BLOCK H & R INC COM 093671105 217 10,000 SH SOLE 10,000 BOEING CO COM 097023105 1,903 24,415 SH SOLE 24,415 BOSTON SCIENTIFIC CORP COM 101137107 410 17,784 SH SOLE 17,784 BRISTOL MYERS SQUIBB CO COM 110122108 1,458 59,246 SH SOLE 59,246 BROADCOM CORP COM 111320107 563 13,050 SH SOLE 13,050 BURLINGTON NORTH SANTA FE CORP COM 12189T104 922 11,067 SH SOLE 11,067 BURLINGTON RES INC COM 122014103 1,052 11,444 SH SOLE 11,444 CA INC COM 12673P105 378 13,899 SH SOLE 13,899 CAPITAL ONE FINL CORP COM 14040H105 725 9,000 SH SOLE 9,000 CARDINAL HEALTH INC COM 14149Y108 980 13,150 SH SOLE 13,150 CAREMARK RX INC COM 141705103 674 13,700 SH SOLE 13,700 CARNIVAL CORP PAIRED 143658300 621 13,100 SH SOLE 13,100 CTF CATERPILLAR INC COM 149123101 1,478 20,580 SH SOLE 20,580 CBS CORP CL B 124857202 561 23,413 SH SOLE 23,413 CENDANT CORP COM 151313103 536 30,881 SH SOLE 30,881 CENTEX CORP COM 152312104 236 3,800 SH SOLE 3,800 CHEVRON CORPORATION COM 166764100 3,937 67,916 SH SOLE 67,916 CHINA TECHFAITH WIRLS COMM T SPONSORED 169424108 12,750 880,504 SH DEFINED 1 880,504 ADR CHUBB CORP COM 171232101 597 6,250 SH SOLE 6,250 CIENA CORP COM 171779101 91 17,400 SH SOLE 17,400 CIGNA CORP COM 125509109 483 3,700 SH SOLE 3,700 CINCINNATI FINL CORP COM 172062101 226 5,382 SH SOLE 5,382 CINERGY CORP COM 172474108 277 6,100 SH SOLE 6,100 CISCO SYS INC COM 17275R102 4,018 185,418 SH SOLE 185,418 CIT GROUP INC COM 125581108 326 6,100 SH SOLE 6,100 CITIGROUP INC COM 172967101 7,216 152,793 SH SOLE 152,793 CITIZENS COMMUNICATIONS CO COM 17453B101 134 10,100 SH SOLE 10,100 CITRIX SYS INC COM 177376100 205 5,400 SH SOLE 5,400 CLEAR CHANNEL COMMUNICATIONS COM 184502102 476 16,400 SH SOLE 16,400 CLOROX CO COM 189054109 275 4,600 SH SOLE 4,600 COACH INC COM 189754104 394 11,400 SH SOLE 11,400 COCA COLA CO COM 191216100 2,613 62,408 SH SOLE 62,408 COLGATE PALMOLIVE CO COM 194162103 902 15,800 SH SOLE 15,800 COMCAST CORP COM 20030N101 1,713 65,499 SH SOLE 65,499 COMERICA INC COM 200340107 290 5,000 SH SOLE 5,000 COMPUTER SCIENCES CORP COM 205363104 317 5,700 SH SOLE 5,700 COMPUWARE CORP COM 205638109 92 11,800 SH SOLE 11,800 CONAGRA FOODS INC COM 205887102 339 15,800 SH SOLE 15,800 CONOCOPHILLIPS COM 20825C104 2,644 41,864 SH SOLE 41,864 CONSOLIDATED EDISON INC COM 209115104 322 7,400 SH SOLE 7,400 CONSTELLATION ENGY GRP INC COM 210371100 301 5,500 SH SOLE 5,500 COOPER INDUSTRIES LTD COM G24182100 226 2,600 SH SOLE 2,600 CORNING INC COM 219350105 1,242 46,150 SH SOLE 46,150 COSTCO WHSL CORP COM 22160K105 780 14,400 SH SOLE 14,400 COUNTRYWIDE FINANCIAL CORP COM 222372104 664 18,098 SH SOLE 18,098 COVENTRY HEALTH CARE INC COM 222862104 270 5,000 SH SOLE 5,000 CSX CORP COM 126408103 401 6,700 SH SOLE 6,700 CVS CORP COM 126650100 738 24,700 SH SOLE 24,700 D R HORTON INC COM 23331A109 276 8,300 SH SOLE 8,300 DANAHER CORP COM 235851102 458 7,200 SH SOLE 7,200 DEERE & CO COM 244199105 577 7,300 SH SOLE 7,300 DELL INC COM 24702R101 2,111 70,950 SH SOLE 70,950 DEVON ENERGY CORP COM 25179M103 826 13,500 SH SOLE 13,500 DISNEY WALT CO COM 254687106 1,618 58,012 SH SOLE 58,012 DOMINION RES INC VA COM 25746U109 731 10,584 SH SOLE 10,584 DONNELLEY R R & SONS CO COM 257867101 216 6,600 SH SOLE 6,600 DOVER CORP COM 260003108 296 6,100 SH SOLE 6,100 DOW CHEM CO COM 260543103 1,185 29,193 SH SOLE 29,193 DTE ENERGY CO COM 233331107 216 5,400 SH SOLE 5,400 DU PONT E I DE NEMOURS & CO COM 263534109 1,167 27,650 SH SOLE 27,650 DUKE ENERGY CORP COM 264399106 818 28,046 SH SOLE 28,046 E TRADE FINANCIAL CORP COM 269246104 335 12,400 SH SOLE 12,400 EASTMAN KODAK CO COM 277461109 249 8,750 SH SOLE 8,750 EATON CORP COM 278058102 328 4,500 SH SOLE 4,500 EBAY INC COM 278642103 1,342 34,400 SH SOLE 34,400 ECOLAB INC COM 278865100 210 5,500 SH SOLE 5,500 EDISON INTL COM 281020107 408 9,900 SH SOLE 9,900 EL PASO CORP COM 28336L109 241 20,014 SH SOLE 20,014 ELECTRONIC ARTS COM 285512109 498 9,100 SH SOLE 9,100 ELECTRONIC DATA SYS CORP COM 285661104 427 15,900 SH SOLE 15,900 EMC CORP MASS COM 268648102 984 72,204 SH SOLE 72,204 EMCORE CORP COM 290846104 302 29,611 SH DEFINED 1 29,611 EMERSON ELEC CO COM 291011104 1,024 12,250 SH SOLE 12,250 ENTERGY CORP COM 29364G103 434 6,300 SH SOLE 6,300 EOG RES INC COM 26875P101 526 7,300 SH SOLE 7,300 EQUITY OFFICE PPTYS TR COM 294741103 413 12,300 SH SOLE 12,300 EQUITY RESIDENTIAL SH BEN 29476L107 409 8,750 SH SOLE 8,750 INT EXELON CORP COM 30161N101 1,063 20,100 SH SOLE 20,100 EXPRESS SCRIPTS INC COM 302182100 387 4,400 SH SOLE 4,400 EXXON MOBIL CORP COM 30231G102 11,431 187,825 SH SOLE 187,825 FANNIE MAE COM 313586109 1,503 29,250 SH SOLE 29,250 FEDERATED DEPT STORES INC COM 31410H101 604 8,269 SH SOLE 8,269 FEDEX CORP COM 31428X106 1,039 9,200 SH SOLE 9,200 FIFTH THIRD BANCORP COM 316773100 661 16,792 SH SOLE 16,792 FIRST DATA CORP COM 319963104 1,078 23,029 SH SOLE 23,029 FIRSTENERGY CORP COM 337932107 489 10,000 SH SOLE 10,000 FISERV INC COM 337738108 234 5,500 SH SOLE 5,500 FISHER SCIENTIFIC INTL INC COM 338032204 259 3,800 SH SOLE 3,800 FLUOR CORP COM 343412102 223 2,600 SH SOLE 2,600 FORD MTR CO DEL COM PAR 345370860 446 56,015 SH SOLE 56,015 $0.01 FOREST LABS INC COM 345838106 460 10,300 SH SOLE 10,300 FORTUNE BRANDS INC COM 349631101 362 4,486 SH SOLE 4,486 FPL GROUP INC COM 302571104 478 11,900 SH SOLE 11,900 FRANKLIN RES INC COM 354613101 424 4,500 SH SOLE 4,500 FREDDIE MAC CORP COM 313400301 1,268 20,782 SH SOLE 20,782 FREEPORT MCMORAN COPPER B COM 35671D857 332 5,561 SH SOLE 5,561 FREESCALE SEMICONDUCTOR INC CL B 35687M206 345 12,406 SH SOLE 12,406 GANNETT INC COM 364730101 431 7,200 SH SOLE 7,200 GAP INC COM 364760108 322 17,225 SH SOLE 17,225 GENERAL DYNAMICS CORP COM 369550108 793 12,400 SH SOLE 12,400 GENERAL ELEC CO COM 369604103 11,094 318,984 SH SOLE 318,984 GENERAL MLS INC COM 370334104 537 10,600 SH SOLE 10,600 GENERAL MTRS CORP COM 370442105 363 17,074 SH SOLE 17,074 GENUINE PARTS CO COM 372460105 234 5,350 SH SOLE 5,350 GENWORTH FINL INC COM 37247D106 381 11,400 SH SOLE 11,400 GENZYME CORP COM 372917104 531 7,900 SH SOLE 7,900 GILEAD SCIENCES INC COM 375558103 865 13,900 SH SOLE 13,900 GOLDEN WEST FINL CORP COM 381317106 516 7,600 SH SOLE 7,600 GOLDMAN SACHS GROUP INC COM 38141G104 2,166 13,800 SH SOLE 13,800 GUIDANT CORP COM 401698105 788 10,100 SH SOLE 10,100 HALLIBURTON CO COM 406216101 1,132 15,500 SH SOLE 15,500 HARLEY DAVIDSON INC COM 412822108 431 8,300 SH SOLE 8,300 HARMAN INTL INDS INC COM 413086109 222 2,000 SH SOLE 2,000 HARRAHS ENTMT INC COM 413619107 437 5,600 SH SOLE 5,600 HARTFORD FINL SVCS GROUP INC COM 416515104 741 9,200 SH SOLE 9,200 HCA INC COM 404119109 588 12,850 SH SOLE 12,850 HEINZ H J CO COM 423074103 379 10,000 SH SOLE 10,000 HERSHEY COMPANY COM 427866108 287 5,500 SH SOLE 5,500 HEWLETT PACKARD CO COM 428236103 2,850 86,616 SH SOLE 86,616 HILTON HOTELS CORP COM 432848109 250 9,800 SH SOLE 9,800 HOME DEPOT INC COM 437076102 2,714 64,150 SH SOLE 64,150 HONEYWELL INTL INC COM 438516106 1,080 25,257 SH SOLE 25,257 HUMANA INC COM 444859102 263 5,000 SH SOLE 5,000 IBM CORP COM 459200101 3,927 47,618 SH SOLE 47,618 ILLINOIS TOOL WKS INC COM 452308109 587 6,100 SH SOLE 6,100 INGERSOLL-RAND COMPANY LTD COM G4776G101 418 10,000 SH SOLE 10,000 INTERNATIONAL GAME TECHNOLOGY COM 459902102 359 10,200 SH SOLE 10,200 INTERNATIONAL PAPER CO COM 460146103 512 14,816 SH SOLE 14,816 INTERPUBLIC GROUP COS INC COM 460690100 126 13,144 SH SOLE 13,144 INTUIT COM 461202103 282 5,300 SH SOLE 5,300 ITT INDS INC IND COM 450911102 315 5,600 SH SOLE 5,600 JABIL CIRCUIT INC COM 466313103 227 5,300 SH SOLE 5,300 JC PENNEY CO INC COM 708160106 425 7,028 SH SOLE 7,028 JDS UNIPHASE CORP COM 46612J101 208 49,900 SH SOLE 49,900 JEFFERSON PILOT CORP COM 475070108 225 4,025 SH SOLE 4,025 JOHNSON & JOHNSON COM 478160104 5,316 89,766 SH SOLE 89,766 JOHNSON CTLS INC COM 478366107 448 5,900 SH SOLE 5,900 JPMORGAN CHASE & CO COM 46625H100 4,399 105,644 SH SOLE 105,644 KELLOGG CO COM 487836108 343 7,780 SH SOLE 7,780 KERR MCGEE CORP COM 492386107 346 3,628 SH SOLE 3,628 KEYCORP COM 493267108 456 12,384 SH SOLE 12,384 KEYSPAN CORP COM 49337W100 221 5,400 SH SOLE 5,400 KIMBERLY CLARK CORP COM 494368103 815 14,100 SH SOLE 14,100 KINDER MORGAN INC KANS COM 49455P101 276 3,000 SH SOLE 3,000 KLA TENCOR CORP COM 482480100 295 6,100 SH SOLE 6,100 KOHLS CORP COM 500255104 557 10,500 SH SOLE 10,500 KROGER CO COM 501044101 447 21,950 SH SOLE 21,950 L-3 COMMUNICATIONS HLDGS INC COM 502424104 317 3,700 SH SOLE 3,700 LABORATORY CORP AMER HLDGS COM 50540R409 234 4,000 SH SOLE 4,000 LEHMAN BROS HLDGS INC COM 524908100 1,156 8,000 SH SOLE 8,000 LENNAR CORP COM 526057104 254 4,200 SH SOLE 4,200 LILLY ELI & CO COM 532457108 1,900 34,350 SH SOLE 34,350 LIMITED BRANDS INC COM 532716107 257 10,506 SH SOLE 10,506 LINCOLN NATL CORP IND COM 534187109 295 5,400 SH SOLE 5,400 LINEAR TECHNOLOGY CORP COM 535678106 326 9,300 SH SOLE 9,300 LOCKHEED MARTIN CORP COM 539830109 815 10,844 SH SOLE 10,844 LOEWS CORP COM 540424108 405 4,000 SH SOLE 4,000 LOWES COS INC COM 548661107 1,521 23,600 SH SOLE 23,600 LSI LOGIC CORP COM 502161102 136 11,800 SH SOLE 11,800 LUCENT TECHNOLOGIES INC COM 549463107 409 134,211 SH SOLE 134,211 M & T BK CORP COM 55261F104 263 2,300 SH SOLE 2,300 MARATHON OIL CORP COM 565849106 843 11,072 SH SOLE 11,072 MARRIOTT INTL INC COM 571903202 336 4,900 SH SOLE 4,900 MARSH & MCLENNAN COS INC COM 571748102 483 16,458 SH SOLE 16,458 MARSHALL & ILSLEY CORP COM 571834100 275 6,300 SH SOLE 6,300 MASCO CORP COM 574599106 413 12,700 SH SOLE 12,700 MATTEL INC COM 577081102 219 12,075 SH SOLE 12,075 MAXIM INTEGRATED PRODS INC COM 57772K101 372 10,000 SH SOLE 10,000 MBIA INC COM 55262C100 241 4,000 SH SOLE 4,000 MCDONALDS CORP COM 580135101 1,306 38,004 SH SOLE 38,004 MCGRAW HILL COS INC COM 580645109 657 11,400 SH SOLE 11,400 MCKESSON CORP COM 58155Q103 491 9,413 SH SOLE 9,413 MEDCO HEALTH SOLUTIONS INC COM 58405U102 540 9,430 SH SOLE 9,430 MEDIMMUNE INC COM 584699102 271 7,400 SH SOLE 7,400 MEDTRONIC INC COM 585055106 1,850 36,462 SH SOLE 36,462 MELLON FINL CORP COM 58551A108 443 12,450 SH SOLE 12,450 MERCK & CO INC COM 589331107 2,326 66,016 SH SOLE 66,016 MERRILL LYNCH & CO INC COM 590188108 2,183 27,718 SH SOLE 27,718 METLIFE INC COM 59156R108 1,113 23,000 SH SOLE 23,000 MICRON TECHNOLOGY INC COM 595112103 275 18,700 SH SOLE 18,700 MICROSOFT CORP COM 594918104 7,519 276,350 SH SOLE 276,350 MONSANTO CO COM 61166W101 698 8,233 SH SOLE 8,233 MOODYS CORP COM 615369105 529 7,400 SH SOLE 7,400 MORGAN STANLEY COM 617446448 2,039 32,456 SH SOLE 32,456 MOTOROLA INC COM 620076109 1,725 75,298 SH SOLE 75,298 MURPHY OIL CORP COM 626717102 254 5,100 SH SOLE 5,100 NABORS INDUSTRIES LTD COM G6359F103 344 4,800 SH SOLE 4,800 NATIONAL CITY CORP COM 635405103 576 16,500 SH SOLE 16,500 NATIONAL OILWELL VARCO INC COM 637071101 340 5,300 SH SOLE 5,300 NATIONAL SEMICONDUCTOR CORP COM 637640103 290 10,400 SH SOLE 10,400 NCR CORP COM 62886E108 234 5,600 SH SOLE 5,600 NETWORK APPLIANCE INC COM 64120L104 407 11,300 SH SOLE 11,300 NEWELL RUBBERMAID INC COM 651229106 212 8,424 SH SOLE 8,424 NEWMONT MINING CORP HOLDING CO COM 651639106 699 13,462 SH SOLE 13,462 NEWS CORPORATION COM 65248E104 1,221 73,500 SH SOLE 73,500 NIKE INC CL B 654106103 494 5,800 SH SOLE 5,800 NOBLE CORP COM G65422100 341 4,200 SH SOLE 4,200 NORDSTROM INC WASH COM 655664100 255 6,500 SH SOLE 6,500 NORFOLK SOUTHN CORP COM 655844108 662 12,250 SH SOLE 12,250 NORTHERN TR CORP COM 665859104 289 5,500 SH SOLE 5,500 NORTHFORK BANCORPORATION INC NY COM 659424105 416 14,425 SH SOLE 14,425 NORTHROP GRUMMAN CORP COM 666807102 728 10,658 SH SOLE 10,658 NOVELL INC COM 670006105 89 11,594 SH SOLE 11,594 NUCOR CORP COM 670346105 482 4,600 SH SOLE 4,600 NVIDIA CORP COM 67066G104 298 5,200 SH SOLE 5,200 OCCIDENTAL PETE CORP COM 674599105 1,214 13,100 SH SOLE 13,100 OFFICE DEPOT INC COM 676220106 343 9,200 SH SOLE 9,200 OMNICOM GROUP INC COM 681919106 458 5,500 SH SOLE 5,500 ORACLE CORPORATION COM 68389X105 1,554 113,534 SH SOLE 113,534 PACCAR INC COM 693718108 365 5,175 SH SOLE 5,175 PARKER HANNIFIN CORP COM 701094104 302 3,750 SH SOLE 3,750 PAYCHEX INC COM 704326107 416 9,975 SH SOLE 9,975 PEPSICO INC COM 713448108 2,895 50,100 SH SOLE 50,100 PFIZER INC COM 717081103 5,546 222,564 SH SOLE 222,564 PG&E CORP COM 69331C108 397 10,196 SH SOLE 10,196 PHELPS DODGE CORP COM 717265102 490 6,086 SH SOLE 6,086 PITNEY BOWES INC COM 724479100 296 6,900 SH SOLE 6,900 PLUM CREEK TIMBER CO INC COM 729251108 209 5,650 SH SOLE 5,650 PNC FINANCIAL SERVICES GROUP COM 693475105 592 8,800 SH SOLE 8,800 PPG INDS INC COM 693506107 321 5,070 SH SOLE 5,070 PPL CORP COM 69351T106 338 11,500 SH SOLE 11,500 PRAXAIR INC COM 74005P104 533 9,662 SH SOLE 9,662 PRICE T ROWE GROUP INC COM 74144T108 305 3,900 SH SOLE 3,900 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 410 8,400 SH SOLE 8,400 PROCTER & GAMBLE CO COM 742718109 5,827 101,106 SH SOLE 101,106 PROGRESS ENERGY INC COM 743263105 334 7,600 SH SOLE 7,600 PROGRESSIVE CORP OHIO COM 743315103 636 6,100 SH SOLE 6,100 PROLOGIS INT COM 743410102 396 7,400 SH SOLE 7,400 PRUDENTIAL FINL INC COM 744320102 1,162 15,325 SH SOLE 15,325 PUBLIC STORAGE INC COM 74460D109 203 2,500 SH SOLE 2,500 PUBLIC SVC ENTERPRISE GROUP COM 744573106 493 7,694 SH SOLE 7,694 PULTE HOMES INC COM 745867101 250 6,500 SH SOLE 6,500 QUALCOMM INC COM 747525103 2,515 49,700 SH SOLE 49,700 QUEST DIAGNOSTICS INC COM 74834L100 257 5,000 SH SOLE 5,000 QWEST COMMUNICATIONS INTL INC COM 749121109 317 46,598 SH SOLE 46,598 RAYTHEON CO COM 755111507 619 13,500 SH SOLE 13,500 REGIONS FINL CORP COM 7591EP100 494 14,048 SH SOLE 14,048 REYNOLDS AMERN INC COM 761713106 264 2,500 SH SOLE 2,500 ROBERT HALF INTL INC COM 770323103 201 5,200 SH SOLE 5,200 ROCKWELL AUTOMATION INC COM 773903109 388 5,400 SH SOLE 5,400 ROCKWELL COLLINS INC COM 774341101 299 5,300 SH SOLE 5,300 ROHM & HAAS CO COM 775371107 215 4,392 SH SOLE 4,392 SAFEWAY INC COM 786514208 342 13,600 SH SOLE 13,600 SANMINA-SCI CORP COM 800907107 66 16,050 SH SOLE 16,050 SARA LEE CORP COM 803111103 409 22,850 SH SOLE 22,850 SCHERING PLOUGH CORP COM 806605101 850 44,750 SH SOLE 44,750 SCHLUMBERGER LTD COM 806857108 2,253 17,800 SH SOLE 17,800 SCHWAB CHARLES CORP COM 808513105 535 31,100 SH SOLE 31,100 SEARS HLDGS CORP COM 812350106 398 3,019 SH SOLE 3,019 SEMPRA ENERGY COM 816851109 365 7,860 SH SOLE 7,860 SIMON PPTY GROUP INC COM 828806109 480 5,700 SH SOLE 5,700 SLM CORP COM 78442P106 660 12,700 SH SOLE 12,700 SOLECTRON CORP COM 834182107 110 27,600 SH SOLE 27,600 SOUTHERN CO COM 842587107 739 22,550 SH SOLE 22,550 SOUTHWEST AIRLS CO COM 844741108 377 20,975 SH SOLE 20,975 SOVEREIGN BANCORP INC COM 845905108 234 10,700 SH SOLE 10,700 SPRINT NEXTEL CORP COM FON 852061100 2,305 89,184 SH SOLE 89,184 ST JUDE MED INC COM 790849103 452 11,024 SH SOLE 11,024 ST PAUL TRAVELERS COS INC COM 792860108 879 21,040 SH SOLE 21,040 STAPLES INC COM 855030102 566 22,175 SH SOLE 22,175 STARBUCKS CORP COM 855244109 873 23,200 SH SOLE 23,200 STARWOOD HOTELS & RESORTS COM 85590A401 447 6,600 SH SOLE 6,600 STATE STREET CORP COM 857477103 598 9,900 SH SOLE 9,900 STRYKER CORP COM 863667101 390 8,800 SH SOLE 8,800 SUN MICROSYSTEMS INC COM 866810104 529 103,114 SH SOLE 103,114 SUNOCO INC COM 86764P109 318 4,100 SH SOLE 4,100 SUNTRUST BKS INC COM 867914103 793 10,900 SH SOLE 10,900 SYMANTEC CORP COM 871503108 550 32,681 SH SOLE 32,681 SYNOVUS FINL CORP COM 87161C105 256 9,450 SH SOLE 9,450 SYSCO CORP COM 871829107 599 18,700 SH SOLE 18,700 TARGET CORP COM 87612E106 1,381 26,550 SH SOLE 26,550 TELLABS INC COM 879664100 216 13,600 SH SOLE 13,600 TENET HEALTHCARE CORP COM 88033G100 105 14,174 SH SOLE 14,174 TEXAS INSTRS INC COM 882508104 1,588 48,900 SH SOLE 48,900 TEXTRON INC COM 883203101 374 4,000 SH SOLE 4,000 TIME WARNER INC COM 887317105 2,364 140,795 SH SOLE 140,795 TJX COS INC COM 872540109 343 13,800 SH SOLE 13,800 TRANSOCEAN INC COM G90078109 795 9,904 SH SOLE 9,904 TRIBUNE CO COM 896047107 217 7,926 SH SOLE 7,926 TXU CORP COM 873168108 654 14,604 SH SOLE 14,604 TYCO INTL LTD COM 902124106 1,634 60,780 SH SOLE 60,780 UNION PAC CORP COM 907818108 747 8,000 SH SOLE 8,000 UNISYS CORP COM 909214108 71 10,300 SH SOLE 10,300 UNITED HEALTH GROUP INC COM 91324P102 2,307 41,304 SH SOLE 41,304 UNITED PARCEL SVC INC CL B 911312106 2,647 33,350 SH SOLE 33,350 UNITED STATES STEEL CORP COM 912909108 206 3,400 SH SOLE 3,400 UNITED TECHNOLOGIES CORP COM 913017109 1,791 30,900 SH SOLE 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CO COM 962166104 544 7,517 SH SOLE 7,517 WHOLE FOODS MKT INC COM 966837106 279 4,200 SH SOLE 4,200 WILLIAMS COS INC COM 969457100 372 17,400 SH SOLE 17,400 WRIGLEY WM JR CO COM 982526105 346 5,400 SH SOLE 5,400 WYETH COM 983024100 1,976 40,726 SH SOLE 40,726 XCEL ENERGY INC COM 98389B100 220 12,135 SH SOLE 12,135 XEROX CORP COM 984121103 442 29,100 SH SOLE 29,100 XILINX INC COM 983919101 267 10,500 SH SOLE 10,500 XL CAP LTD COM G98255105 346 5,400 SH SOLE 5,400 XTO ENERGY INC COM 98385X106 478 10,966 SH SOLE 10,966 YAHOO INC COM 984332106 1,229 38,100 SH SOLE 38,100 YUM BRANDS INC COM 988498101 410 8,384 SH SOLE 8,384 ZIMMER HLDGS INC COM 98956P102 513 7,589 SH SOLE 7,589 ZIONS BANCORP COM 989701107 256 3,100 SH SOLE 3,100