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: 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 August 7, 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 Total: 402 Form 13F Information Table Value Total: $394,441,000 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 6/30/06 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 C> 3M CO COM 88579Y101 2,100 26,000 SH SOLE 26,000 ABBOTT LABS COM 002824100 2,309 52,944 SH SOLE 52,944 ACE LTD COM G0070K103 562 11,100 SH SOLE 11,100 ADOBE SYS INC COM 00724F101 628 20,700 SH SOLE 20,700 ADVANCED MICRO DEVICES INC COM 007903107 404 16,550 SH SOLE 16,550 AES CORP COM 00130H105 416 22,550 SH SOLE 22,550 AETNA INC COM 00817Y108 781 19,556 SH SOLE 19,556 AFFILIATED COMPUTER SVCS INC COM 008190100 206 4,000 SH SOLE 4,000 AFLAC INC COM 001055102 795 17,150 SH SOLE 17,150 AGILENT TECHNOLOGIES INC COM 00846U101 466 14,778 SH SOLE 14,778 AIR PRODS & CHEMS INC COM 009158106 492 7,700 SH SOLE 7,700 ALCOA INC COM 013817101 972 30,052 SH SOLE 30,052 ALLEGHENY ENERGY INC COM 017361106 208 5,600 SH SOLE 5,600 ALLEGHENY TECHNOLOGIES INC COM 01741R102 205 2,966 SH SOLE 2,966 ALLERGAN INC COM 018490102 558 5,200 SH SOLE 5,200 ALLSTATE CORP COM 020002101 1,214 22,180 SH SOLE 22,180 ALLTEL CORP COM 020039103 855 13,400 SH SOLE 13,400 ALTERA CORP COM 021441100 218 12,400 SH SOLE 12,400 ALTRIA GROUP INC COM 02209S103 5,276 71,849 SH SOLE 71,849 AMAZON.COM INC COM 023135106 410 10,600 SH SOLE 10,600 AMBAC FINANCIAL GROUP INC COM 023139108 292 3,600 SH SOLE 3,600 AMEREN CORP COM 023608102 354 7,000 SH SOLE 7,000 AMERICAN ELEC PWR INC COM 025537101 465 13,582 SH SOLE 13,582 AMERICAN EXPRESS CO COM 025816109 2,270 42,650 SH SOLE 42,650 AMERICAN INTL GROUP INC COM 026874107 5,276 89,343 SH SOLE 89,343 AMERICAN STD COS INC COM 029712106 264 6,100 SH SOLE 6,100 AMERIPRISE FINL INC COM 03076C106 387 8,670 SH SOLE 8,670 AMERISOURCEBERGEN CORP COM 03073E105 302 7,200 SH SOLE 7,200 AMGEN INC COM 031162100 2,625 40,235 SH SOLE 40,235 AMSOUTH BANCORPORATION COM 032165102 315 11,900 SH SOLE 11,900 ANADARKO PETE CORP COM 032511107 753 15,786 SH SOLE 15,786 ANALOG DEVICES INC COM 032654105 405 12,600 SH SOLE 12,600 ANHEUSER BUSCH COS INC COM 035229103 1,217 26,700 SH SOLE 26,700 AON CORP COM 037389103 385 11,056 SH SOLE 11,056 APACHE CORP COM 037411105 777 11,388 SH SOLE 11,388 APOLLO GROUP INC COM 037604105 248 4,800 SH SOLE 4,800 APPLE COMPUTER INC COM 037833100 1,678 29,300 SH SOLE 29,300 APPLERA CORP-APPLIED BIOSYSTEM GROUP 038020103 204 6,300 SH SOLE 6,300 APPLIED MATLS INC COM 038222105 889 54,600 SH SOLE 54,600 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 28 10,100 SH SOLE 10,100 ARCHER DANIELS MIDLAND CO COM 039483102 927 22,467 SH SOLE 22,467 ARCHSTONE SMITH TR COM 039583109 371 7,300 SH SOLE 7,300 AT & T INC COM 00206R102 3,726 133,610 SH SOLE 133,610 AUTODESK INC COM 052769106 272 7,900 SH SOLE 7,900 AUTOMATIC DATA PROCESSING INC COM 053015103 907 20,002 SH SOLE 20,002 AVAYA INC COM 053499109 164 14,321 SH SOLE 14,321 AVERY DENNISON CORP COM 053611109 221 3,800 SH SOLE 3,800 AVON PRODS INC COM 054303102 481 15,528 SH SOLE 15,528 BAKER HUGHES INC COM 057224107 963 11,760 SH SOLE 11,760 BANK NEW YORK INC COM 064057102 855 26,540 SH SOLE 26,540 BANK OF AMERICA CORP COM 060505104 7,693 159,938 SH SOLE 159,938 BARD C R INC COM 067383109 264 3,600 SH SOLE 3,600 BAXTER INTL INC COM 071813109 821 22,340 SH SOLE 22,340 BB&T CORP COM 054937107 765 18,400 SH SOLE 18,400 BEAR STEARNS COS INC COM 073902108 571 4,074 SH SOLE 4,074 BECTON DICKINSON & CO COM 075887109 520 8,500 SH SOLE 8,500 BED BATH & BEYOND INC COM 075896100 322 9,700 SH SOLE 9,700 BELLSOUTH CORP COM 079860102 2,240 61,882 SH SOLE 61,882 BEST BUY INC COM 086516101 771 14,050 SH SOLE 14,050 BIOGEN IDEC INC COM 09062X103 550 11,875 SH SOLE 11,875 BIOMET INC COM 090613100 268 8,550 SH SOLE 8,550 BJ SVCS CO COM 055482103 417 11,200 SH SOLE 11,200 BLACK & DECKER CORP COM 091797100 228 2,700 SH SOLE 2,700 BLOCK H & R INC COM 093671105 270 11,300 SH SOLE 11,300 BOEING CO COM 097023105 2,254 27,515 SH SOLE 27,515 BOSTON PPTYS INC COM 101121101 280 3,100 SH SOLE 3,100 BOSTON SCIENTIFIC CORP COM 101137107 668 39,650 SH SOLE 39,650 BRISTOL MYERS SQUIBB CO COM 110122108 1,744 67,446 SH SOLE 67,446 BROADCOM CORP COM 111320107 459 15,150 SH SOLE 15,150 BROWN FORMAN CORP CL B 115637209 207 2,900 SH SOLE 2,900 BURLINGTON NORTH SANTA FE CORP COM 12189T104 1,020 12,867 SH SOLE 12,867 CA INC COM 12673P105 323 15,699 SH SOLE 15,699 CAMPBELL SOUP CO COM 134429109 234 6,300 SH SOLE 6,300 CAPITAL ONE FINL CORP COM 14040H105 889 10,400 SH SOLE 10,400 CARDINAL HEALTH INC COM 14149Y108 936 14,550 SH SOLE 14,550 CAREMARK RX INC COM 141705103 768 15,400 SH SOLE 15,400 CARNIVAL CORP PAIRED 143658300 622 14,900 SH SOLE 14,900 CTF CATERPILLAR INC COM 149123101 1,719 23,080 SH SOLE 23,080 CBS CORP CL B 124857202 720 26,613 SH SOLE 26,613 CENDANT CORP COM 151313103 565 34,681 SH SOLE 34,681 CENTERPOINT ENERGY INC COM 15189T107 134 10,723 SH SOLE 10,723 CENTEX CORP COM 152312104 211 4,200 SH SOLE 4,200 CHESAPEAKE ENERGY CORP COM 165167107 390 12,900 SH SOLE 12,900 CHEVRON CORPORATION COM 166764100 4,755 76,616 SH SOLE 76,616 CHINA TECHFAITH WIRLS COMM T SPONSORED 169424108 13,005 880,504 SH DEFINED 1 880,504 ADR CHUBB CORP COM 171232101 689 13,800 SH SOLE 13,800 CIENA CORP COM 171779101 96 20,000 SH SOLE 20,000 CIGNA CORP COM 125509109 414 4,200 SH SOLE 4,200 CINCINNATI FINL CORP COM 172062101 281 5,982 SH SOLE 5,982 CISCO SYS INC COM 17275R102 4,131 211,518 SH SOLE 211,518 CIT GROUP INC COM 125581108 361 6,900 SH SOLE 6,900 CITIGROUP INC COM 172967101 8,289 171,793 SH SOLE 171,793 CITIZENS COMMUNICATIONS CO CL B 17453B101 147 11,300 SH SOLE 11,300 CITRIX SYS INC COM 177376100 245 6,100 SH SOLE 6,100 CLEAR CHANNEL COMMUNICATIONS COM 184502102 551 17,800 SH SOLE 17,800 CLOROX CO COM 189054109 317 5,200 SH SOLE 5,200 COACH INC COM 189754104 395 13,200 SH SOLE 13,200 COCA COLA CO COM 191216100 3,050 70,908 SH SOLE 70,908 COCA COLA ENTERPRISES INC COM 191219104 212 10,400 SH SOLE 10,400 COLGATE PALMOLIVE CO COM 194162103 1,060 17,700 SH SOLE 17,700 COMCAST CORP COM 20030N101 2,410 73,599 SH SOLE 73,599 COMERICA INC COM 200340107 291 5,600 SH SOLE 5,600 COMPASS BANCSHARES INC COM 20449H109 239 4,300 SH SOLE 4,300 COMPUTER SCIENCES CORP COM 205363104 311 6,400 SH SOLE 6,400 COMPUWARE CORP COM 205638109 88 13,200 SH SOLE 13,200 CONAGRA FOODS INC COM 205887102 396 17,900 SH SOLE 17,900 CONOCOPHILLIPS COM 20825C104 3,723 56,819 SH SOLE 56,819 CONSOLIDATED EDISON INC COM 209115104 378 8,500 SH SOLE 8,500 CONSTELLATION ENGY GRP INC COM 210371100 333 6,100 SH SOLE 6,100 COOPER INDUSTRIES LTD COM G24182100 297 3,200 SH SOLE 3,200 CORNING INC COM 219350105 1,288 53,250 SH SOLE 53,250 COSTCO WHSL CORP COM 22160K105 931 16,300 SH SOLE 16,300 COUNTRYWIDE FINANCIAL CORP COM 222372104 792 20,798 SH SOLE 20,798 COVENTRY HEALTH CARE INC COM 222862104 302 5,500 SH SOLE 5,500 CSX CORP COM 126408103 535 7,600 SH SOLE 7,600 CVS CORP COM 126650100 863 28,100 SH SOLE 28,100 D R HORTON INC COM 23331A109 224 9,400 SH SOLE 9,400 DANAHER CORP COM 235851102 527 8,200 SH SOLE 8,200 DEERE & CO COM 244199105 685 8,200 SH SOLE 8,200 DELL INC COM 24702R101 1,982 81,050 SH SOLE 81,050 DEVON ENERGY CORP COM 25179M103 918 15,200 SH SOLE 15,200 DISNEY WALT CO COM 254687106 1,989 66,312 SH SOLE 66,312 DOLLAR GEN CORP COM 256669102 153 10,918 SH SOLE 10,918 DOMINION RES INC VA COM 25746U109 896 11,984 SH SOLE 11,984 DONNELLEY R R & SONS CO COM 257867101 236 7,400 SH SOLE 7,400 DOVER CORP COM 260003108 346 7,000 SH SOLE 7,000 DOW CHEM CO COM 260543103 1,299 33,293 SH SOLE 33,293 DTE ENERGY CO COM 233331107 249 6,100 SH SOLE 6,100 DU PONT E I DE NEMOURS & CO COM 263534109 1,317 31,650 SH SOLE 31,650 DUKE ENERGY CORP COM 26441C105 1,253 42,662 SH SOLE 42,662 DYNEGY INC COM 26816Q101 57 10,350 SH SOLE 10,350 E TRADE FINANCIAL CORP COM 269246104 329 14,400 SH SOLE 14,400 EASTMAN KODAK CO COM 277461109 234 9,850 SH SOLE 9,850 EATON CORP COM 278058102 385 5,100 SH SOLE 5,100 EBAY INC COM 278642103 1,163 39,700 SH SOLE 39,700 ECOLAB INC COM 278865100 256 6,300 SH SOLE 6,300 EDISON INTL COM 281020107 437 11,200 SH SOLE 11,200 EL PASO CORP COM 28336L109 341 22,714 SH SOLE 22,714 ELECTRONIC ARTS COM 285512109 452 10,500 SH SOLE 10,500 ELECTRONIC DATA SYS CORP COM 285661104 426 17,700 SH SOLE 17,700 EMBARQ CORP COM 29078E105 209 5,109 SH SOLE 5,109 EMC CORP MASS COM 268648102 897 81,804 SH SOLE 81,804 EMCORE CORP COM 290846104 284 29,611 SH DEFINED 1 29,611 EMERSON ELEC CO COM 291011104 1,186 14,150 SH SOLE 14,150 ENTERGY CORP COM 29364G103 509 7,200 SH SOLE 7,200 EOG RES INC COM 26875P101 582 8,400 SH SOLE 8,400 EQUITY OFFICE PPTYS TR COM 294741103 467 12,800 SH SOLE 12,800 EQUITY RESIDENTIAL SH BEN 29476L107 445 9,950 SH SOLE 9,950 INT EXELON CORP COM 30161N101 1,307 23,000 SH SOLE 23,000 EXPRESS SCRIPTS INC COM 302182100 359 5,000 SH SOLE 5,000 EXXON MOBIL CORP COM 30231G102 12,885 210,025 SH SOLE 210,025 FANNIE MAE COM 313586109 1,604 33,350 SH SOLE 33,350 FEDERATED DEPT STORES INC COM 31410H101 686 18,738 SH SOLE 18,738 FEDEX CORP COM 31428X106 1,227 10,500 SH SOLE 10,500 FIFTH THIRD BANCORP COM 316773100 705 19,092 SH SOLE 19,092 FIRST DATA CORP COM 319963104 1,190 26,429 SH SOLE 26,429 FIRSTENERGY CORP COM 337932107 618 11,400 SH SOLE 11,400 FISERV INC COM 337738108 290 6,400 SH SOLE 6,400 FISHER SCIENTIFIC INTL INC COM 338032204 307 4,200 SH SOLE 4,200 FLUOR CORP COM 343412102 279 3,000 SH SOLE 3,000 FORD MTR CO DEL COM PAR 345370860 445 64,215 SH SOLE 64,215 $0.01 FOREST LABS INC COM 345838106 433 11,200 SH SOLE 11,200 FORTUNE BRANDS INC COM 349631101 361 5,086 SH SOLE 5,086 FPL GROUP INC COM 302571104 575 13,900 SH SOLE 13,900 FRANKLIN RES INC COM 354613101 460 5,300 SH SOLE 5,300 FREDDIE MAC CORP COM 313400301 1,356 23,782 SH SOLE 23,782 FREEPORT MCMORAN COPPER B COM 35671D857 352 6,361 SH SOLE 6,361 FREESCALE SEMICONDUCTOR INC CL B 35687M206 415 14,106 SH SOLE 14,106 GANNETT INC COM 364730101 459 8,200 SH SOLE 8,200 GAP INC COM 364760108 343 19,725 SH SOLE 19,725 GENERAL DYNAMICS CORP COM 369550108 903 13,800 SH SOLE 13,800 GENERAL ELEC CO COM 369604103 11,819 358,584 SH SOLE 358,584 GENERAL MLS INC COM 370334104 635 12,300 SH SOLE 12,300 GENERAL MTRS CORP COM 370442105 580 19,474 SH SOLE 19,474 GENUINE PARTS CO COM 372460105 248 5,950 SH SOLE 5,950 GENWORTH FINL INC COM 37247D106 453 13,000 SH SOLE 13,000 GENZYME CORP COM 372917104 543 8,900 SH SOLE 8,900 GILEAD SCIENCES INC COM 375558103 941 15,900 SH SOLE 15,900 GOLDEN WEST FINL CORP COM 381317106 653 8,800 SH SOLE 8,800 GOLDMAN SACHS GROUP INC COM 38141G104 2,256 15,000 SH SOLE 15,000 GOOGLE INC COM 38259P508 2,935 7,000 SH SOLE 7,000 HALLIBURTON CO COM 406216101 1,321 17,800 SH SOLE 17,800 HARLEY DAVIDSON INC COM 412822108 516 9,400 SH SOLE 9,400 HARRAHS ENTMT INC COM 413619107 448 6,300 SH SOLE 6,300 HARTFORD FINL SVCS GROUP INC COM 416515104 880 10,400 SH SOLE 10,400 HCA INC COM 404119109 606 14,050 SH SOLE 14,050 HEINZ H J CO COM 423074103 474 11,500 SH SOLE 11,500 HERSHEY COMPANY COM 427866108 341 6,200 SH SOLE 6,200 HESS CORP COM 42809H107 444 8,400 SH SOLE 8,400 HEWLETT PACKARD CO COM 428236103 3,086 97,416 SH SOLE 97,416 HILTON HOTELS CORP COM 432848109 320 11,300 SH SOLE 11,300 HOME DEPOT INC COM 437076102 2,618 73,150 SH SOLE 73,150 HONEYWELL INTL INC COM 438516106 1,151 28,557 SH SOLE 28,557 HOSPIRA INC COM 441060100 238 5,554 SH SOLE 5,554 HUMANA INC COM 444859102 301 5,600 SH SOLE 5,600 HUNTINGTON BANCSHARES INC COM 446150104 202 8,546 SH SOLE 8,546 IBM CORP COM 459200101 4,142 53,918 SH SOLE 53,918 ILLINOIS TOOL WKS INC COM 452308109 675 14,200 SH SOLE 14,200 INGERSOLL-RAND COMPANY LTD COM G4776G101 483 11,300 SH SOLE 11,300 INTERNATIONAL GAME TECHNOLOGY COM 459902102 440 11,600 SH SOLE 11,600 INTERNATIONAL PAPER CO COM 460146103 546 16,916 SH SOLE 16,916 INTERPUBLIC GROUP COS INC COM 460690100 124 14,844 SH SOLE 14,844 INTUIT COM 461202103 369 6,100 SH SOLE 6,100 ITT CORP COM 450911102 317 6,400 SH SOLE 6,400 JC PENNEY CO INC COM 708160106 542 8,028 SH SOLE 8,028 JDS UNIPHASE CORP COM 46612J101 146 57,700 SH SOLE 57,700 JOHNSON & JOHNSON COM 478160104 6,140 102,466 SH SOLE 102,466 JOHNSON CTLS INC COM 478366107 551 6,700 SH SOLE 6,700 JPMORGAN CHASE & CO COM 46625H100 5,042 120,044 SH SOLE 120,044 KELLOGG CO COM 487836108 420 8,680 SH SOLE 8,680 KERR MCGEE CORP COM 492386107 559 8,056 SH SOLE 8,056 KEYCORP COM 493267108 499 13,984 SH SOLE 13,984 KEYSPAN CORP COM 49337W100 242 6,000 SH SOLE 6,000 KIMBERLY CLARK CORP COM 494368103 981 15,900 SH SOLE 15,900 KIMCO RLTY CORP COM 49446R109 266 7,300 SH SOLE 7,300 KINDER MORGAN INC KANS COM 49455P101 360 3,600 SH SOLE 3,600 KLA TENCOR CORP COM 482480100 287 6,900 SH SOLE 6,900 KOHLS CORP COM 500255104 704 11,900 SH SOLE 11,900 KROGER CO COM 501044101 545 24,950 SH SOLE 24,950 L-3 COMMUNICATIONS HLDGS INC COM 502424104 317 4,200 SH SOLE 4,200 LABORATORY CORP AMER HLDGS COM 50540R409 268 4,300 SH SOLE 4,300 LEGG MASON INC COM 524901105 428 4,300 SH SOLE 4,300 LEHMAN BROS HLDGS INC COM 524908100 1,212 18,600 SH SOLE 18,600 LENNAR CORP COM 526057104 209 4,700 SH SOLE 4,700 LEXMARK INTERNATIONAL INC COM 529771107 207 3,700 SH SOLE 3,700 LILLY ELI & CO COM 532457108 2,153 38,950 SH SOLE 38,950 LIMITED BRANDS INC COM 532716107 307 12,006 SH SOLE 12,006 LINCOLN NATL CORP IND COM 534187109 553 9,800 SH SOLE 9,800 LINEAR TECHNOLOGY CORP COM 535678106 352 10,500 SH SOLE 10,500 LOCKHEED MARTIN CORP COM 539830109 886 12,344 SH SOLE 12,344 LOEWS CORP COM 540424108 500 14,100 SH SOLE 14,100 LOWES COS INC COM 548661107 1,632 26,900 SH SOLE 26,900 LSI LOGIC CORP COM 502161102 121 13,500 SH SOLE 13,500 LUCENT TECHNOLOGIES INC COM 549463107 372 153,911 SH SOLE 153,911 M & T BK CORP COM 55261F104 318 2,700 SH SOLE 2,700 MARATHON OIL CORP COM 565849106 1,056 12,672 SH SOLE 12,672 MARRIOTT INTL INC COM 571903202 427 11,200 SH SOLE 11,200 MARSH & MCLENNAN COS INC COM 571748102 507 18,858 SH SOLE 18,858 MARSHALL & ILSLEY CORP COM 571834100 348 7,600 SH SOLE 7,600 MASCO CORP COM 574599106 424 14,300 SH SOLE 14,300 MATTEL INC COM 577081102 221 13,375 SH SOLE 13,375 MAXIM INTEGRATED PRODS INC COM 57772K101 353 11,000 SH SOLE 11,000 MBIA INC COM COM 55262C100 269 4,600 SH SOLE 4,600 MCDONALDS CORP COM 580135101 1,455 43,304 SH SOLE 43,304 MCGRAW HILL COS INC COM 580645109 633 12,600 SH SOLE 12,600 MCKESSON CORP COM 58155Q103 497 10,513 SH SOLE 10,513 MEDCO HEALTH SOLUTIONS INC COM 58405U102 597 10,430 SH SOLE 10,430 MEDIMMUNE INC COM 584699102 238 8,800 SH SOLE 8,800 MEDTRONIC INC COM 585055106 1,950 41,562 SH SOLE 41,562 MELLON FINL CORP COM 58551A108 491 14,250 SH SOLE 14,250 MERCK & CO INC COM 589331107 2,744 75,316 SH SOLE 75,316 MERRILL LYNCH & CO INC COM 590188108 2,199 31,618 SH SOLE 31,618 METLIFE INC COM 59156R108 1,337 26,100 SH SOLE 26,100 MICRON TECHNOLOGY INC COM 595112103 349 23,200 SH SOLE 23,200 MICROSOFT CORP COM 594918104 7,122 305,650 SH SOLE 305,650 MONSANTO CO COM 61166W101 777 9,233 SH SOLE 9,233 MOODYS CORP COM 615369105 457 8,400 SH SOLE 8,400 MORGAN STANLEY COM 617446448 2,336 36,956 SH SOLE 36,956 MOTOROLA INC COM 620076109 1,735 86,098 SH SOLE 86,098 MURPHY OIL CORP COM 626717102 318 5,700 SH SOLE 5,700 NABORS INDUSTRIES LTD SHS COM G6359F103 368 10,900 SH SOLE 10,900 NATIONAL CITY CORP COM 635405103 680 18,800 SH SOLE 18,800 NATIONAL OILWELL VARCO INC COM 637071101 380 6,000 SH SOLE 6,000 NATIONAL SEMICONDUCTOR CORP COM 637640103 277 11,600 SH SOLE 11,600 NCR CORP COM 62886E108 231 6,300 SH SOLE 6,300 NETWORK APPLIANCE INC COM 64120L104 455 12,900 SH SOLE 12,900 NEWELL RUBBERMAID INC COM 651229106 243 9,424 SH SOLE 9,424 NEWMONT MINING CORP HOLDING CO COM 651639106 813 15,362 SH SOLE 15,362 NEWS CORPORATION COM 65248E104 1,584 82,600 SH SOLE 82,600 NIKE INC CL B 654106103 527 6,500 SH SOLE 6,500 NISOURCE INC COM 65473P105 205 9,400 SH SOLE 9,400 NOBLE CORP COM G65422100 350 4,700 SH SOLE 4,700 NORDSTROM INC WASH COM 655664100 274 7,500 SH SOLE 7,500 NORFOLK SOUTHN CORP COM 655844108 753 14,150 SH SOLE 14,150 NORTHERN TR CORP COM 665859104 354 6,400 SH SOLE 6,400 NORTHFORK BANCORPORATION INC N Y COM 659424105 496 16,425 SH SOLE 16,425 NORTHROP GRUMMAN CORP COM 666807102 772 12,058 SH SOLE 12,058 NOVELL INC COM 670006105 89 13,394 SH SOLE 13,394 NUCOR CORP COM 670346105 586 10,800 SH SOLE 10,800 NVIDIA CORP COM 67066G104 251 11,800 SH SOLE 11,800 OCCIDENTAL PETE CORP COM 674599105 1,518 14,800 SH SOLE 14,800 OFFICE DEPOT INC COM 676220106 388 10,200 SH SOLE 10,200 OMNICOM GROUP INC COM 681919106 552 6,200 SH SOLE 6,200 ORACLE CORPORATION COM 68389X105 1,880 129,734 SH SOLE 129,734 PACCAR INC COM 693718108 484 5,875 SH SOLE 5,875 PARKER HANNIFIN CORP COM 701094104 322 4,150 SH SOLE 4,150 PAYCHEX INC COM 704326107 447 11,475 SH SOLE 11,475 PEPSICO INC COM 713448108 3,422 57,000 SH SOLE 57,000 PFIZER INC COM 717081103 5,939 253,064 SH SOLE 253,064 PG&E CORP COM 69331C108 467 11,896 SH SOLE 11,896 PHELPS DODGE CORP COM 717265102 574 6,986 SH SOLE 6,986 PITNEY BOWES INC COM 724479100 322 7,800 SH SOLE 7,800 PLUM CREEK TIMBER CO INC COM 729251108 225 6,350 SH SOLE 6,350 PNC FINANCIAL SERVICES GROUP COM 693475105 709 10,100 SH SOLE 10,100 PPG INDS INC COM 693506107 374 5,670 SH SOLE 5,670 PPL CORP COM 69351T106 423 13,100 SH SOLE 13,100 PRAXAIR INC COM 74005P104 603 11,162 SH SOLE 11,162 PRICE T ROWE GROUP INC COM 74144T108 340 9,000 SH SOLE 9,000 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 534 9,600 SH SOLE 9,600 PROCTER & GAMBLE CO COM 742718109 6,294 113,206 SH SOLE 113,206 PROGRESS ENERGY INC COM 743263105 373 8,700 SH SOLE 8,700 PROGRESSIVE CORP OHIO COM 743315103 699 27,200 SH SOLE 27,200 PROLOGIS INT COM 743410102 438 8,400 SH SOLE 8,400 PRUDENTIAL FINL INC COM 744320102 1,323 17,025 SH SOLE 17,025 PUBLIC STORAGE INC COM 74460D109 213 2,800 SH SOLE 2,800 PUBLIC SVC ENTERPRISE GROUP COM 744573106 568 8,594 SH SOLE 8,594 PULTE HOMES INC COM 745867101 213 7,400 SH SOLE 7,400 QUALCOMM INC COM 747525103 2,284 57,000 SH SOLE 57,000 QUEST DIAGNOSTICS INC COM 74834L100 336 5,600 SH SOLE 5,600 QWEST COMMUNICATIONS INTL INC COM 749121109 432 53,398 SH SOLE 53,398 RAYTHEON CO COM 755111507 686 15,400 SH SOLE 15,400 RED HAT INC COM 756577102 1,103 47,151 SH DEFINED 1 47,151 REGIONS FINL CORP COM 7591EP100 522 15,748 SH SOLE 15,748 REYNOLDS AMERN INC COM 761713106 334 2,900 SH SOLE 2,900 ROBERT HALF INTL INC COM 770323103 248 5,900 SH SOLE 5,900 ROCKWELL AUTOMATION INC COM 773903109 439 6,100 SH SOLE 6,100 ROCKWELL COLLINS INC COM 774341101 330 5,900 SH SOLE 5,900 ROHM & HAAS CO COM 775371107 250 4,992 SH SOLE 4,992 SAFECO CORP COM 786429100 237 4,200 SH SOLE 4,200 SAFEWAY INC COM 786514208 403 15,500 SH SOLE 15,500 SANDISK CORP COM 80004C101 321 6,300 SH SOLE 6,300 SANMINA-SCI CORP COM 800907107 84 18,350 SH SOLE 18,350 SARA LEE CORP COM 803111103 419 26,150 SH SOLE 26,150 SCHERING PLOUGH CORP COM 806605101 970 50,950 SH SOLE 50,950 SCHLUMBERGER LTD COM 806857108 2,650 40,700 SH SOLE 40,700 SCHWAB CHARLES CORP COM 808513105 567 35,500 SH SOLE 35,500 SEARS HLDGS CORP COM 812350106 531 3,419 SH SOLE 3,419 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