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: 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 November 9, 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: 401 Form 13F Information Table Value Total: $409,270,000 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 3M CO COM 88579Y101 1,935 26,000 SH SOLE 26,000 ABBOTT LABS COM 002824100 2,571 52,944 SH SOLE 52,944 ACE LTD COM G0070K103 608 11,100 SH SOLE 11,100 ADOBE SYS INC COM 00724F101 775 20,700 SH SOLE 20,700 ADVANCED MICRO DEVICES INC COM 007903107 411 16,550 SH SOLE 16,550 AES CORP COM 00130H105 460 22,550 SH SOLE 22,550 AETNA INC COM 00817Y108 773 19,556 SH SOLE 19,556 AFFILIATED COMPUTER SVCS INC COM 008190100 207 4,000 SH SOLE 4,000 AFLAC INC COM 001055102 785 17,150 SH SOLE 17,150 AGILENT TECHNOLOGIES INC COM 00846U101 483 14,778 SH SOLE 14,778 AIR PRODS & CHEMS INC COM 009158106 511 7,700 SH SOLE 7,700 ALCOA INC COM 013817101 843 30,052 SH SOLE 30,052 ALLEGHENY ENERGY INC COM 017361106 225 5,600 SH SOLE 5,600 ALLERGAN INC COM 018490102 586 5,200 SH SOLE 5,200 ALLSTATE CORP COM 020002101 1,391 22,180 SH SOLE 22,180 ALLTEL CORP COM 020039103 744 13,400 SH SOLE 13,400 ALTERA CORP COM 021441100 228 12,400 SH SOLE 12,400 ALTRIA GROUP INC COM 02209S103 5,500 71,849 SH SOLE 71,849 AMAZON.COM INC COM 023135106 340 10,600 SH SOLE 10,600 AMBAC FINANCIAL GROUP INC COM 023139108 298 3,600 SH SOLE 3,600 AMEREN CORP COM 023608102 370 7,000 SH SOLE 7,000 AMERICAN ELEC PWR INC COM 025537101 494 13,582 SH SOLE 13,582 AMERICAN EXPRESS CO COM 025816109 2,392 42,650 SH SOLE 42,650 AMERICAN INTL GROUP INC COM 026874107 5,920 89,343 SH SOLE 89,343 APPLE COMPUTER INC COM 037833100 2,256 29,300 SH SOLE 29,300 APPLERA CORP COM AP 038020103 209 6,300 SH SOLE 6,300 BIO GRP APPLIED MATLS INC COM 038222105 968 54,600 SH SOLE 54,600 APPLIED MICRO CIRCUITS CORP CD COM 03822W109 29 10,100 SH SOLE 10,100 ARCHER DANIELS MIDLAND CO COM 039483102 851 22,467 SH SOLE 22,467 ARCHSTONE SMITH TR COM 039583109 397 7,300 SH SOLE 7,300 AT & T INC COM 00206R102 4,350 133,610 SH SOLE 133,610 AUTODESK INC COM 052769106 275 7,900 SH SOLE 7,900 AUTOMATIC DATA PROCESSING INC COM 053015103 947 20,002 SH SOLE 20,002 AVAYA INC COM 053499109 164 14,321 SH SOLE 14,321 AVERY DENNISON CORP COM 053611109 229 3,800 SH SOLE 3,800 AVOCENT CORP COM 053893103 0 12 SH DEFINED 1 12 AVON PRODS INC COM 054303102 476 15,528 SH SOLE 15,528 BAKER HUGHES INC COM 057224107 802 11,760 SH SOLE 11,760 BANK NEW YORK INC COM 064057102 936 26,540 SH SOLE 26,540 BANK OF AMERICA CORP COM 060505104 8,568 159,938 SH SOLE 159,938 BARD C R INC COM 067383109 270 3,600 SH SOLE 3,600 BAXTER INTL INC COM 071813109 1,016 22,340 SH SOLE 22,340 BB&T CORP COM 054937107 806 18,400 SH SOLE 18,400 BEAR STEARNS COS INC COM 073902108 571 4,074 SH SOLE 4,074 BECTON DICKINSON & CO COM 075887109 601 8,500 SH SOLE 8,500 BED BATH & BEYOND INC COM 075896100 371 9,700 SH SOLE 9,700 BELLSOUTH CORP COM 079860102 2,645 61,882 SH SOLE 61,882 BEST BUY INC COM 086516101 753 14,050 SH SOLE 14,050 BIOGEN IDEC INC COM 09062X103 531 11,875 SH SOLE 11,875 BIOMET INC COM 090613100 275 8,550 SH SOLE 8,550 BJ SVCS CO COM 055482103 337 11,200 SH SOLE 11,200 BLACK & DECKER CORP COM 091797100 214 2,700 SH SOLE 2,700 BLOCK H & R INC COM 093671105 246 11,300 SH SOLE 11,300 BOEING CO COM 097023105 2,170 27,515 SH SOLE 27,515 BOSTON PPTYS INC COM 101121101 320 3,100 SH SOLE 3,100 BOSTON SCIENTIFIC CORP COM 101137107 586 39,650 SH SOLE 39,650 BRISTOL MYERS SQUIBB CO COM 110122108 1,681 67,446 SH SOLE 67,446 BROADCOM CORP COM 111320107 460 15,150 SH SOLE 15,150 BROWN FORMAN CORP CL B 115637209 222 2,900 SH SOLE 2,900 BURLINGTON NORTH SANTA FE CORP COM 12189T104 945 12,867 SH SOLE 12,867 CA INC COM 12673P105 372 15,699 SH SOLE 15,699 CAMPBELL SOUP CO COM 134429109 230 6,300 SH SOLE 6,300 CAPITAL ONE FINL CORP COM 14040H105 818 10,400 SH SOLE 10,400 CARDINAL HEALTH INC COM 14149Y108 957 14,550 SH SOLE 14,550 CAREMARK RX INC COM 141705103 873 15,400 SH SOLE 15,400 CARNIVAL CORP PAIRED 143658300 701 14,900 SH SOLE 14,900 CTF CATERPILLAR INC COM 149123101 1,519 23,080 SH SOLE 23,080 CBS CORP CL B 124857202 750 26,613 SH SOLE 26,613 CENTERPOINT ENERGY INC COM 15189T107 154 10,723 SH SOLE 10,723 CENTEX CORP COM 152312104 221 4,200 SH SOLE 4,200 CHESAPEAKE ENERGY CORP COM 165167107 374 12,900 SH SOLE 12,900 CHEVRON CORPORATION COM 166764100 4,969 76,616 SH SOLE 76,616 CHUBB CORP COM 171232101 717 13,800 SH SOLE 13,800 CIGNA CORP COM 125509109 489 4,200 SH SOLE 4,200 CINCINNATI FINL CORP COM 172062101 288 5,982 SH SOLE 5,982 CISCO SYS INC COM 17275R102 4,861 211,518 SH SOLE 211,518 CIT GROUP INC COM 125581108 336 6,900 SH SOLE 6,900 CITIGROUP INC COM 172967101 8,533 171,793 SH SOLE 171,793 CITIZENS COMMUNICATIONS CO CL B 17453B101 159 11,300 SH SOLE 11,300 CITRIX SYS INC COM 177376100 221 6,100 SH SOLE 6,100 CLEAR CHANNEL COMMUNICATIONS COM 184502102 514 17,800 SH SOLE 17,800 CLOROX CO COM 189054109 328 5,200 SH SOLE 5,200 COACH INC COM 189754104 454 13,200 SH SOLE 13,200 COCA COLA CO COM 191216100 3,168 70,908 SH SOLE 70,908 COCA COLA ENTERPRISES INC COM 191219104 217 10,400 SH SOLE 10,400 COLGATE PALMOLIVE CO COM 194162103 1,099 17,700 SH SOLE 17,700 COMCAST CORP COM 20030N101 2,716 73,599 SH SOLE 73,599 COMERICA INC COM 200340107 319 5,600 SH SOLE 5,600 COMPASS BANCSHARES INC COM 20449H109 245 4,300 SH SOLE 4,300 COMPUTER SCIENCES CORP COM 205363104 314 6,400 SH SOLE 6,400 COMPUWARE CORP COM 205638109 103 13,200 SH SOLE 13,200 CONAGRA FOODS INC COM 205887102 438 17,900 SH SOLE 17,900 CONOCOPHILLIPS COM 20825C104 3,382 56,819 SH SOLE 56,819 CONSOLIDATED EDISON INC COM 209115104 393 8,500 SH SOLE 8,500 CONSTELLATION ENGY GRP INC COM 210371100 361 6,100 SH SOLE 6,100 COOPER INDUSTRIES LTD COM G24182100 273 3,200 SH SOLE 3,200 CORNING INC COM 219350105 1,300 53,250 SH SOLE 53,250 COSTCO WHSL CORP COM 22160K105 810 16,300 SH SOLE 16,300 COUNTRYWIDE FINANCIAL CORP COM 222372104 729 20,798 SH SOLE 20,798 COVENTRY HEALTH CARE INC COM 222862104 283 5,500 SH SOLE 5,500 CSX CORP COM 126408103 499 15,200 SH SOLE 15,200 CVS CORP COM 126650100 903 28,100 SH SOLE 28,100 D R HORTON INC COM 23331A109 225 9,400 SH SOLE 9,400 DANAHER CORP COM 235851102 563 8,200 SH SOLE 8,200 DEERE & CO COM 244199105 688 8,200 SH SOLE 8,200 DELL INC COM 24702R101 1,851 81,050 SH SOLE 81,050 DEVON ENERGY CORP COM 25179M103 960 15,200 SH SOLE 15,200 DISNEY WALT CO COM 254687106 2,050 66,312 SH SOLE 66,312 DOLLAR GEN CORP COM 256669102 149 10,918 SH SOLE 10,918 DOMINION RES INC VA COM 25746U109 917 11,984 SH SOLE 11,984 DONNELLEY R R & SONS CO COM 257867101 244 7,400 SH SOLE 7,400 DOVER CORP COM 260003108 332 7,000 SH SOLE 7,000 DOW CHEM CO COM 260543103 1,298 33,293 SH SOLE 33,293 DTE ENERGY CO COM 233331107 253 6,100 SH SOLE 6,100 DU PONT E I DE NEMOURS & CO COM 263534109 1,356 31,650 SH SOLE 31,650 DUKE ENERGY CORP COM 26441C105 1,288 42,662 SH SOLE 42,662 DYNEGY INC COM 26816Q101 57 10,350 SH SOLE 10,350 E TRADE FINANCIAL CORP COM 269246104 344 14,400 SH SOLE 14,400 EASTMAN KODAK CO COM 277461109 221 9,850 SH SOLE 9,850 EATON CORP COM 278058102 351 5,100 SH SOLE 5,100 EBAY INC COM 278642103 1,126 39,700 SH SOLE 39,700 ECOLAB INC COM 278865100 270 6,300 SH SOLE 6,300 EDISON INTL COM 281020107 466 11,200 SH SOLE 11,200 EL PASO CORP COM 28336L109 310 22,714 SH SOLE 22,714 ELECTRONIC ARTS COM 285512109 586 10,500 SH SOLE 10,500 ELECTRONIC DATA SYS CORP COM 285661104 434 17,700 SH SOLE 17,700 EMBARQ CORP COM 29078E105 247 5,109 SH SOLE 5,109 EMC CORP MASS COM 268648102 980 81,804 SH SOLE 81,804 EMCORE CORP COM 290846104 175 29,611 SH DEFINED 1 29,611 EMERSON ELEC CO COM 291011104 1,187 14,150 SH SOLE 14,150 ENTERGY CORP COM 29364G103 563 7,200 SH SOLE 7,200 EOG RES INC COM 26875P101 546 8,400 SH SOLE 8,400 EQUITY OFFICE PPTYS TR COM 294741103 509 12,800 SH SOLE 12,800 EQUITY RESIDENTIAL SH BEN 29476L107 503 9,950 SH SOLE 9,950 INT EXELON CORP COM 30161N101 1,392 23,000 SH SOLE 23,000 EXPRESS SCRIPTS INC COM 302182100 377 5,000 SH SOLE 5,000 EXXON MOBIL CORP COM 30231G102 14,093 210,025 SH SOLE 210,025 FANNIE MAE COM 313586109 1,865 33,350 SH SOLE 33,350 FEDERATED DEPT STORES INC COM 31410H101 810 18,738 SH SOLE 18,738 FEDEX CORP COM 31428X106 1,141 10,500 SH SOLE 10,500 FIFTH THIRD BANCORP COM 316773100 727 19,092 SH SOLE 19,092 FIRST DATA CORP COM 319963104 1,110 26,429 SH SOLE 26,429 FIRSTENERGY CORP COM 337932107 637 11,400 SH SOLE 11,400 FISERV INC COM 337738108 301 6,400 SH SOLE 6,400 FISHER SCIENTIFIC INTL INC COM 338032204 329 4,200 SH SOLE 4,200 FLUOR CORP COM 343412102 231 3,000 SH SOLE 3,000 FORD MTR CO DEL COM PAR 345370860 519 64,215 SH SOLE 64,215 $0.01 FOREST LABS INC COM 345838106 567 11,200 SH SOLE 11,200 FORTUNE BRANDS INC COM 349631101 382 5,086 SH SOLE 5,086 FPL GROUP INC COM 302571104 626 13,900 SH SOLE 13,900 FRANKLIN RES INC COM 354613101 560 5,300 SH SOLE 5,300 FREDDIE MAC CORP COM 313400301 1,577 23,782 SH SOLE 23,782 FREEPORT MCMORAN COPPER B COM 35671D857 339 6,361 SH SOLE 6,361 FREESCALE SEMICONDUCTOR INC CL B 35687M206 536 14,106 SH SOLE 14,106 GANNETT INC COM 364730101 466 8,200 SH SOLE 8,200 GAP INC COM 364760108 374 19,725 SH SOLE 19,725 GENERAL DYNAMICS CORP COM 369550108 989 13,800 SH SOLE 13,800 GENERAL ELEC CO COM 369604103 12,658 358,584 SH SOLE 358,584 GENERAL MLS INC COM 370334104 696 12,300 SH SOLE 12,300 GENERAL MTRS CORP COM 370442105 648 19,474 SH SOLE 19,474 GENUINE PARTS CO COM 372460105 257 5,950 SH SOLE 5,950 GENWORTH FINL INC COM 37247D106 455 13,000 SH SOLE 13,000 GENZYME CORP COM 372917104 600 8,900 SH SOLE 8,900 GILEAD SCIENCES INC COM 375558103 1,093 15,900 SH SOLE 15,900 GOLDEN WEST FINL CORP COM 381317106 680 8,800 SH SOLE 8,800 GOLDMAN SACHS GROUP INC COM 38141G104 2,538 15,000 SH SOLE 15,000 GOOGLE INC COM 38259P508 2,813 7,000 SH SOLE 7,000 HALLIBURTON CO COM 406216101 1,013 35,600 SH SOLE 35,600 HARLEY DAVIDSON INC COM 412822108 590 9,400 SH SOLE 9,400 HARRAHS ENTMT INC COM 413619107 419 6,300 SH SOLE 6,300 HARTFORD FINL SVCS GROUP INC COM 416515104 902 10,400 SH SOLE 10,400 HCA INC COM 404119109 701 14,050 SH SOLE 14,050 HEINZ H J CO COM 423074103 482 11,500 SH SOLE 11,500 HERSHEY COMPANY COM 427866108 331 6,200 SH SOLE 6,200 HESS CORP COM 42809H107 348 8,400 SH SOLE 8,400 HEWLETT PACKARD CO COM 428236103 3,574 97,416 SH SOLE 97,416 HILTON HOTELS CORP COM 432848109 315 11,300 SH SOLE 11,300 HOME DEPOT INC COM 437076102 2,653 73,150 SH SOLE 73,150 HONEYWELL INTL INC COM 438516106 1,168 28,557 SH SOLE 28,557 HOSPIRA INC COM 441060100 213 5,554 SH SOLE 5,554 HUMANA INC COM 444859102 370 5,600 SH SOLE 5,600 HUNTINGTON BANCSHARES INC COM 446150104 205 8,546 SH SOLE 8,546 IBM CORP COM 459200101 4,418 53,918 SH SOLE 53,918 ILLINOIS TOOL WKS INC COM 452308109 638 14,200 SH SOLE 14,200 INGERSOLL-RAND COMPANY LTD COM G4776G101 429 11,300 SH SOLE 11,300 INTERNATIONAL GAME TECHNOLOGY COM 459902102 481 11,600 SH SOLE 11,600 INTERNATIONAL PAPER CO COM 460146103 586 16,916 SH SOLE 16,916 INTERPUBLIC GROUP COS INC COM 460690100 147 14,844 SH SOLE 14,844 INTUIT COM 461202103 391 12,200 SH SOLE 12,200 ITT CORP COM 450911102 328 6,400 SH SOLE 6,400 JC PENNEY CO INC COM 708160106 549 8,028 SH SOLE 8,028 JDS UNIPHASE CORP COM 46612J101 126 57,700 SH SOLE 57,700 JOHNSON & JOHNSON COM 478160104 6,654 102,466 SH SOLE 102,466 JOHNSON CTLS INC COM 478366107 481 6,700 SH SOLE 6,700 JPMORGAN CHASE & CO COM 46625H100 5,637 120,044 SH SOLE 120,044 KELLOGG CO COM 487836108 430 8,680 SH SOLE 8,680 KEYCORP COM 493267108 524 13,984 SH SOLE 13,984 KEYSPAN CORP COM 49337W100 247 6,000 SH SOLE 6,000 KIMBERLY CLARK CORP COM 494368103 1,039 15,900 SH SOLE 15,900 KIMCO RLTY CORP COM 49446R109 313 7,300 SH SOLE 7,300 KINDER MORGAN INC KANS COM 49455P101 377 3,600 SH SOLE 3,600 KLA TENCOR CORP COM 482480100 307 6,900 SH SOLE 6,900 KOHLS CORP COM 500255104 773 11,900 SH SOLE 11,900 KROGER CO COM 501044101 577 24,950 SH SOLE 24,950 L-3 COMMUNICATIONS HLDGS INC COM 502424104 329 4,200 SH SOLE 4,200 LABORATORY CORP AMER HLDGS COM 50540R409 282 4,300 SH SOLE 4,300 LEGG MASON INC COM 524901105 434 4,300 SH SOLE 4,300 LEHMAN BROS HLDGS INC COM 524908100 1,374 18,600 SH SOLE 18,600 LENNAR CORP COM 526057104 213 4,700 SH SOLE 4,700 LEXMARK INTERNATIONAL INC COM 529771107 213 3,700 SH SOLE 3,700 LILLY ELI & CO COM 532457108 2,220 38,950 SH SOLE 38,950 LIMITED BRANDS INC COM 532716107 318 12,006 SH SOLE 12,006 LINCOLN NATL CORP IND COM 534187109 608 9,800 SH SOLE 9,800 LINEAR TECHNOLOGY CORP COM 535678106 327 10,500 SH SOLE 10,500 LOCKHEED MARTIN CORP COM 539830109 1,062 12,344 SH SOLE 12,344 LOEWS CORP COM 540424108 534 14,100 SH SOLE 14,100 LOWES COS INC COM 548661107 1,510 53,800 SH SOLE 53,800 LSI LOGIC CORP COM 502161102 111 13,500 SH SOLE 13,500 LUCENT TECHNOLOGIES INC COM 549463107 360 153,911 SH SOLE 153,911 M & T BK CORP COM 55261F104 324 2,700 SH SOLE 2,700 MARATHON OIL CORP COM 565849106 974 12,672 SH SOLE 12,672 MARRIOTT INTL INC COM 571903202 433 11,200 SH SOLE 11,200 MARSH & MCLENNAN COS INC COM 571748102 531 18,858 SH SOLE 18,858 MARSHALL & ILSLEY CORP COM 571834100 366 7,600 SH SOLE 7,600 MASCO CORP COM 574599106 392 14,300 SH SOLE 14,300 MATTEL INC COM 577081102 263 13,375 SH SOLE 13,375 MAXIM INTEGRATED PRODS INC COM 57772K101 309 11,000 SH SOLE 11,000 MBIA INC COM 55262C100 283 4,600 SH SOLE 4,600 MCDONALDS CORP COM 580135101 1,694 43,304 SH SOLE 43,304 MCGRAW HILL COS INC COM 580645109 731 12,600 SH SOLE 12,600 MCKESSON CORP COM 58155Q103 554 10,513 SH SOLE 10,513 MEDCO HEALTH SOLUTIONS INC COM 58405U102 627 10,430 SH SOLE 10,430 MEDIMMUNE INC COM 584699102 258 8,800 SH SOLE 8,800 MEDTRONIC INC COM 585055106 1,930 41,562 SH SOLE 41,562 MELLON FINL CORP COM 58551A108 557 14,250 SH SOLE 14,250 MERCK & CO INC COM 589331107 3,156 75,316 SH SOLE 75,316 MERRILL LYNCH & CO INC COM 590188108 2,473 31,618 SH SOLE 31,618 METLIFE INC COM 59156R108 1,479 26,100 SH SOLE 26,100 MICRON TECHNOLOGY INC COM 595112103 404 23,200 SH SOLE 23,200 MICROSOFT CORP COM 594918104 8,360 305,650 SH SOLE 305,650 MONSANTO CO COM 61166W101 868 18,466 SH SOLE 18,466 MOODYS CORP COM 615369105 549 8,400 SH SOLE 8,400 MORGAN STANLEY COM 617446448 2,694 36,956 SH SOLE 36,956 MOTOROLA INC COM 620076109 2,152 86,098 SH SOLE 86,098 MURPHY OIL CORP COM 626717102 271 5,700 SH SOLE 5,700 NABORS INDUSTRIES LTD SHS COM G6359F103 324 10,900 SH SOLE 10,900 NATIONAL CITY CORP COM 635405103 688 18,800 SH SOLE 18,800 NATIONAL OILWELL VARCO INC COM 637071101 351 6,000 SH SOLE 6,000 NATIONAL SEMICONDUCTOR COM 637640103 273 11,600 SH SOLE 11,600 NCR CORP COM 62886E108 249 6,300 SH SOLE 6,300 NETWORK APPLIANCE INC COM 64120L104 477 12,900 SH SOLE 12,900 NEWELL RUBBERMAID INC COM 651229106 267 9,424 SH SOLE 9,424 NEWMONT MINING CORP HOLDING CO COM 651639106 657 15,362 SH SOLE 15,362 NEWS CORPORATION COM 65248E104 1,623 82,600 SH SOLE 82,600 NIKE INC COM 654106103 570 6,500 SH SOLE 6,500 NIKE INC COM 654106103 570 6,500 SH SOLE 6,500 NISOURCE INC COM 65473P105 204 9,400 SH SOLE 9,400 NOBLE CORP COM G65422100 302 4,700 SH SOLE 4,700 NORDSTROM INC WASH COM 655664100 317 7,500 SH SOLE 7,500 NORFOLK SOUTHN CORP COM 655844108 623 14,150 SH SOLE 14,150 NORTH FORK BANCORPORATION NY COM 659424105 470 16,425 SH SOLE 16,425 NORTHERN TR CORP COM 665859104 374 6,400 SH SOLE 6,400 NORTHROP GRUMMAN CORP COM 666807102 821 12,058 SH SOLE 12,058 NOVELL INC COM 670006105 82 13,394 SH SOLE 13,394 NUCOR CORP COM 670346105 534 10,800 SH SOLE 10,800 NVIDIA CORP COM 67066G104 349 11,800 SH SOLE 11,800 OCCIDENTAL PETE CORP COM 674599105 1,424 29,600 SH SOLE 29,600 OFFICE DEPOT INC COM 676220106 405 10,200 SH SOLE 10,200 OMNICOM GROUP INC USD0.15 681919106 580 6,200 SH SOLE 6,200 COM ORACLE CORPORATION COM 68389X105 2,301 129,734 SH SOLE 129,734 PACCAR INC COM 693718108 502 8,812 SH SOLE 8,812 PARKER HANNIFIN CORP COM 701094104 323 4,150 SH SOLE 4,150 PAYCHEX INC COM 704326107 423 11,475 SH SOLE 11,475 PEPSICO INC COM 713448108 3,720 57,000 SH SOLE 57,000 PFIZER INC COM 717081103 7,177 253,064 SH SOLE 253,064 PG&E CORP COM 69331C108 495 11,896 SH SOLE 11,896 PHELPS DODGE CORP COM 717265102 592 6,986 SH SOLE 6,986 PITNEY BOWES INC COM 724479100 346 7,800 SH SOLE 7,800 PLUM CREEK TIMBER CO INC COM 729251108 216 6,350 SH SOLE 6,350 PMC-SIERRA INC COM 69344F106 869 146,364 SH DEFINED 1 146,364 PNC FINANCIAL SERVICES GROUP COM 693475105 732 10,100 SH SOLE 10,100 PPG INDS INC COM 693506107 380 5,670 SH SOLE 5,670 PPL CORP COM 69351T106 431 13,100 SH SOLE 13,100 PRAXAIR INC COM 74005P104 660 11,162 SH SOLE 11,162 PRICE T ROWE GROUP INC COM 74144T108 431 9,000 SH SOLE 9,000 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 521 9,600 SH SOLE 9,600 PROCTER & GAMBLE CO COM 742718109 7,017 113,206 SH SOLE 113,206 PROGRESS ENERGY INC COM 743263105 395 8,700 SH SOLE 8,700 PROGRESSIVE CORP OHIO COM 743315103 667 27,200 SH SOLE 27,200 PROLOGIS INT COM 743410102 479 8,400 SH SOLE 8,400 PRUDENTIAL FINL INC COM 744320102 1,298 17,025 SH SOLE 17,025 PUBLIC STORAGE INC COM 74460D109 241 2,800 SH SOLE 2,800 PUBLIC SVC ENTERPRISE GROUP COM 744573106 526 8,594 SH SOLE 8,594 PULTE HOMES INC COM 745867101 236 7,400 SH SOLE 7,400 QUALCOMM INC COM 747525103 2,072 57,000 SH SOLE 57,000 QUEST DIAGNOSTICS INC COM 74834L100 342 5,600 SH SOLE 5,600 QWEST COMMUNICATIONS INTL INC COM 749121109 466 53,398 SH SOLE 53,398 RAYTHEON CO COM 755111507 739 15,400 SH SOLE 15,400 REGIONS FINL CORP COM 7591EP100 579 15,748 SH SOLE 15,748 REYNOLDS AMERN INC COM 761713106 359 5,800 SH SOLE 5,800 ROBERT HALF INTL INC COM 770323103 200 5,900 SH SOLE 5,900 ROCKWELL AUTOMATION INC COM 773903109 354 6,100 SH SOLE 6,100 ROCKWELL COLLINS INC COM 774341101 324 5,900 SH SOLE 5,900 ROHM & HAAS CO COM 775371107 236 4,992 SH SOLE 4,992 SAFECO CORP COM 786429100 248 4,200 SH SOLE 4,200 SAFEWAY INC COM 786514208 470 15,500 SH SOLE 15,500 SANDISK CORP COM 80004C101 337 6,300 SH SOLE 6,300 SANMINA-SCI CORP COM 800907107 69 18,350 SH SOLE 18,350 SARA LEE CORP COM 803111103 420 26,150 SH SOLE 26,150 SCHERING PLOUGH CORP COM 806605101 1,125 50,950 SH SOLE 50,950 SCHLUMBERGER LTD COM 806857108 2,525 40,700 SH SOLE 40,700 SCHWAB CHARLES CORP COM 808513105 636 35,500 SH SOLE 35,500 SEARS HLDGS CORP COM 812350106 541 3,419 SH SOLE 3,419 SEMPRA ENERGY COM 816851109 445 8,860 SH SOLE 8,860 SHERWIN WILLIAMS CO COM 824348106 212 3,800 SH SOLE 3,800 SIMON PPTY GROUP INC COM 828806109 571 6,300 SH SOLE 6,300 SLM CORP COM 78442P106 749 14,400 SH SOLE 14,400 SOLECTRON CORP COM 834182107 103 31,500 SH SOLE 31,500 SOUTHERN CO COM 842587107 880 25,550 SH SOLE 25,550 SOUTHWEST AIRLS CO COM 844741108 406 24,375 SH SOLE 24,375 SOVEREIGN BANCORP INC COM 845905108 278 12,915 SH SOLE 12,915 SPRINT NEXTEL CORP COM FON 852061100 1,752 102,184 SH SOLE 102,184 ST JUDE MED INC COM 790849103 446 12,624 SH SOLE 12,624 ST PAUL COMPANIES INC COM 792860108 1,123 23,940 SH SOLE 23,940 STAPLES INC COM 855030102 610 25,075 SH SOLE 25,075 STARBUCKS CORP COM 855244109 896 26,300 SH SOLE 26,300 STARWOOD HOTELS & RESORTS COM 85590A401 423 7,400 SH SOLE 7,400 STATE STREET CORP COM 857477103 718 11,500 SH SOLE 11,500 STRYKER CORP COM 863667101 501 10,100 SH SOLE 10,100 SUN MICROSYSTEMS INC COM 866810104 590 119,114 SH SOLE 119,114 SUNOCO INC COM 86764P109 286 4,600 SH SOLE 4,600 SUNTRUST BKS INC COM 867914103 989 12,800 SH SOLE 12,800 SUPERVALU INC COM 868536103 208 7,011 SH SOLE 7,011 SYMANTEC CORP COM 871503108 764 35,881 SH SOLE 35,881 SYNOVUS FINL CORP COM 87161C105 316 10,750 SH SOLE 10,750 SYSCO CORP COM 871829107 712 21,300 SH SOLE 21,300 TARGET CORP COM 87612E106 1,671 30,250 SH SOLE 30,250 TELLABS INC COM 879664100 170 15,500 SH SOLE 15,500 TENET HEALTHCARE CORP COM 88033G100 132 16,174 SH SOLE 16,174 TEXAS INSTRS INC COM 882508104 1,832 55,100 SH SOLE 55,100 TEXTRON INC COM 883203101 403 4,600 SH SOLE 4,600 THERMO ELECTRON CORP COM 883556102 220 5,600 SH SOLE 5,600 TIME WARNER INC COM 887317105 2,827 155,095 SH SOLE 155,095 TJX COS INC COM 872540109 446 15,900 SH SOLE 15,900 TORCHMARK CORP COM 891027104 227 3,600 SH SOLE 3,600 TRANSOCEAN INC COM G90078109 820 11,204 SH SOLE 11,204 TRIBUNE CO COM 896047107 295 9,026 SH SOLE 9,026 TXU CORP COM 873168108 994 15,904 SH SOLE 15,904 TYCO INTL LTD COM 902124106 1,942 69,380 SH SOLE 69,380 UNION PAC CORP COM 907818108 801 9,100 SH SOLE 9,100 UNISYS CORP COM 909214108 67 11,800 SH SOLE 11,800 UNITED HEALTH GROUP INC COM 91324P102 2,298 46,704 SH SOLE 46,704 UNITED PARCEL SVC INC CL B 911312106 2,701 37,550 SH SOLE 37,550 UNITED STATES STEEL CORP COM 912909108 213 3,700 SH SOLE 3,700 UNITED TECHNOLOGIES CORP COM 913017109 2,217 35,000 SH SOLE 35,000 UNIVISION COMMUNICATIONS INC COM 914906102 264 7,700 SH SOLE 7,700 UNUMPROVIDENT CORP COM 91529Y106 199 10,285 SH SOLE 10,285 US BANCORP COM 902973304 2,061 62,047 SH SOLE 62,047 UST INC COM 902911106 311 5,674 SH SOLE 5,674 V F CORP COM 918204108 219 3,000 SH SOLE 3,000 VALERO ENERGY CORP COM 91913Y100 1,101 21,400 SH SOLE 21,400 VERIZON COMMUNICATIONS COM 92343V104 3,743 100,798 SH SOLE 100,798 VIACOM INC CL B 92553P201 989 26,613 SH SOLE 26,613 VORNADO RLTY TR COM 929042109 447 4,100 SH SOLE 4,100 VULCAN MATLS CO COM 929160109 274 3,500 SH SOLE 3,500 WACHOVIA CORP COM 929903102 3,114 55,813 SH SOLE 55,813 WAL MART STORES INC COM 931142103 4,244 86,052 SH SOLE 86,052 WALGREEN CO COM 931422109 1,547 34,850 SH SOLE 34,850 WASHINGTON MUTUAL INC COM 939322103 1,482 34,097 SH SOLE 34,097 WASTE MGMT INC COM 94106L109 699 19,063 SH SOLE 19,063 WEATHERFORD INTERNATIONAL LTD COM G95089101 501 12,000 SH SOLE 12,000 WELLPOINT INC COM 94973V107 1,749 22,700 SH SOLE 22,700 WELLS FARGO & CO COM 949746101 4,173 115,348 SH SOLE 115,348 WENDYS INTL INC COM 950590109 261 3,900 SH SOLE 3,900 WEYERHAEUSER CO COM 962166104 518 8,417 SH SOLE 8,417 WHIRLPOOL CORP COM 963320106 226 2,687 SH SOLE 2,687 WHOLE FOODS MKT INC COM 966837106 285 4,800 SH SOLE 4,800 WILLIAMS COS INC COM 969457100 489 20,500 SH SOLE 20,500 WINDSTREAM CORP COM 97381W104 183 13,854 SH SOLE 13,854 WRIGLEY WM JR CO COM 982526105 350 7,600 SH SOLE 7,600 WYETH COM 983024100 2,350 46,226 SH SOLE 46,226 XCEL ENERGY INC COM 98389B100 288 13,935 SH SOLE 13,935 XEROX CORP COM 984121103 499 32,100 SH SOLE 32,100 XILINX INC COM 983919101 261 11,900 SH SOLE 11,900 XL CAP LTD COM G98255105 412 6,000 SH SOLE 6,000 XTO ENERGY INC COM 98385X106 525 12,466 SH SOLE 12,466 YAHOO INC COM 984332106 1,097 43,400 SH SOLE 43,400 YUM BRANDS INC COM 988498101 494 9,484 SH SOLE 9,484 ZIMMER HLDGS INC COM 98956P102 573 8,489 SH SOLE 8,489 ZIONS BANCORP COM 989701107 287 3,600 SH SOLE 3,600 # Securities 401 Total FMV ($000s) $409,270 **Reflects shares held in the Intel 64 Fund LLC, with Manager 1's and Manager 2's indirect pro rata interest reported separately. All fund investors participating in this investment (including Manager 1, Manager 2 and the Reporting Person) share investment discretion and voting authority over the combined shares shown as Shared-Other. Manager 1 and Manager 2 have informed the Reporting Person that they are required to file Forms 13F for fund holdings. The remaining fund investors have informed the reporting person that they are not separately required to file reports on Form 13F.