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.