UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2005
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 February 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: 375
Form 13F Information Table Value Total: $329,907,000
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
12/31/05
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 1,775 22,900 SH SOLE 22,900
ABBOTT LABS COM 002824100 1,823 46,244 SH SOLE 46,244
ACE LTD COM G0070K103 460 8,600 SH SOLE 8,600
ADOBE SYS INC COM 00724F101 540 14,600 SH SOLE 14,600
ADVANCED MICRO DEVICES INC COM 007903107 360 11,750 SH SOLE 11,750
AES CORP COM 00130H105 308 19,450 SH SOLE 19,450
AETNA INC COM 00817Y108 818 8,678 SH SOLE 8,678
AFFILIATED COMPUTER SVCS INC COM 008190100 225 3,800 SH SOLE 3,800
AFLAC INC COM 001055102 694 14,950 SH SOLE 14,950
AGILENT TECHNOLOGIES INC COM 00846U101 429 12,878 SH SOLE 12,878
AIR PRODS & CHEMS INC COM 009158106 402 6,800 SH SOLE 6,800
ALBERTSONS INC COM 013104104 235 11,001 SH SOLE 11,001
ALCOA INC COM 013817101 767 25,952 SH SOLE 25,952
ALLERGAN INC COM 018490102 421 3,900 SH SOLE 3,900
ALLSTATE CORP COM 020002101 1,075 19,880 SH SOLE 19,880
ALLTEL CORP COM 020039103 713 11,300 SH SOLE 11,300
ALTERA CORP COM 021441100 206 11,100 SH SOLE 11,100
ALTRIA GROUP INC COM 02209S103 4,614 61,749 SH SOLE 61,749
AMBAC FINANCIAL GROUP INC COM 023139108 247 3,200 SH SOLE 3,200
AMERADA HESS CORP COM 023551104 330 2,600 SH SOLE 2,600
AMEREN CORP COM 023608102 313 6,100 SH SOLE 6,100
AMERICAN ELEC PWR INC COM 025537101 426 11,482 SH SOLE 11,482
AMERICAN EXPRESS CO COM 025816109 1,793 34,850 SH SOLE 34,850
AMERICAN INTL GROUP INC COM 026874107 5,277 77,343 SH SOLE 77,343
AMERICAN STD COS INC DEL COM 029712106 212 5,300 SH SOLE 5,300
AMERIPRISE FINL INC COM 03076C106 286 6,970 SH SOLE 6,970
AMERISOURCEBERGEN CORP COM 03073E105 261 6,300 SH SOLE 6,300
AMGEN INC COM 031162100 2,905 36,835 SH SOLE 36,835
AMSOUTH BANCORPORATION COM 032165102 275 10,500 SH SOLE 10,500
ANADARKO PETE CORP COM 032511107 663 6,993 SH SOLE 6,993
ANALOG DEVICES INC COM 032654105 395 11,000 SH SOLE 11,000
ANHEUSER BUSCH COS INC COM 035229103 992 23,100 SH SOLE 23,100
AON CORP COM 037389103 340 9,456 SH SOLE 9,456
APACHE CORP COM 037411105 671 9,788 SH SOLE 9,788
APOLLO GROUP INC COM 037604105 296 4,900 SH SOLE 4,900
APPLE COMPUTER INC COM 037833100 1,761 24,500 SH SOLE 24,500
APPLIED MATLS INC COM 038222105 879 49,000 SH SOLE 49,000
ARCHER DANIELS MIDLAND CO COM 039483102 458 18,567 SH SOLE 18,567
ARCHSTONE SMITH TR COM 039583109 247 5,900 SH SOLE 5,900
AT & T INC COM 00206R102 2,866 117,010 SH SOLE 117,010
AUTODESK INC COM 052769106 292 6,800 SH SOLE 6,800
AUTOMATIC DATA PROCESSING INC COM 053015103 799 17,402 SH SOLE 17,402
AVAYA INC COM 053499109 152 14,221 SH SOLE 14,221
AVON PRODS INC COM 054303102 400 14,028 SH SOLE 14,028
BAKER HUGHES INC COM 057224107 611 10,060 SH SOLE 10,060
BANK NEW YORK INC COM 064057102 740 23,240 SH SOLE 23,240
BANK OF AMERICA CORP COM 060505104 5,529 119,814 SH SOLE 119,814
BARD C R INC COM 067383109 204 3,100 SH SOLE 3,100
BAXTER INTL INC COM 071813109 698 18,540 SH SOLE 18,540
BB&T CORP COM 054937107 683 16,300 SH SOLE 16,300
BEAR STEARNS COS INC COM COM 073902108 390 3,374 SH SOLE 3,374
BECTON DICKINSON & CO COM COM 075887109 451 7,500 SH SOLE 7,500
BED BATH & BEYOND INC COM COM 075896100 318 8,800 SH SOLE 8,800
BELLSOUTH CORP COM COM 079860102 1,479 54,582 SH SOLE 54,582
BEST BUY INC COM COM 086516101 580 13,350 SH SOLE 13,350
BIOGEN IDEC INC COM COM 09062X103 465 10,275 SH SOLE 10,275
BIOMET INC COM COM 090613100 276 7,550 SH SOLE 7,550
BJ SVCS CO COM 055482103 352 9,600 SH SOLE 9,600
BLACK & DECKER CORP COM COM 091797100 209 2,400 SH SOLE 2,400
BLOCK H & R INC COM COM 093671105 241 9,800 SH SOLE 9,800
BOEING CO COM COM 097023105 1,729 24,615 SH SOLE 24,615
BOSTON SCIENTIFIC CORP COM COM 101137107 548 22,384 SH SOLE 22,384
BRISTOL MYERS SQUIBB CO COM COM 110122108 1,338 58,246 SH SOLE 58,246
BROADCOM CORP CL A COM COM 111320107 410 8,700 SH SOLE 8,700
BURLINGTON NORTH SANTA FE CORP COM 12189T104 798 11,267 SH SOLE 11,267
BURLINGTON RES INC COM COM 122014103 986 11,444 SH SOLE 11,444
CALPINE CORP COM COM 131347106 3 16,900 SH SOLE 16,900
CAMPBELL SOUP CO COM COM 134429109 289 9,700 SH SOLE 9,700
CAPITAL ONE FINL CORP COM 14040H105 743 8,600 SH SOLE 8,600
CARDINAL HEALTH INC COM COM 14149Y108 877 12,750 SH SOLE 12,750
CAREMARK RX INC COM COM 141705103 699 13,500 SH SOLE 13,500
CARNIVAL CORP PAIRED 143658300 839 15,700 SH SOLE 15,700
CTF
CATERPILLAR INC COM 149123101 1,177 20,380 SH SOLE 20,380
CENDANT CORP COM COM 151313103 540 31,281 SH SOLE 31,281
CENTEX CORP COM COM 152312104 272 3,800 SH SOLE 3,800
CHEVRON CORPORATION COM COM 166764100 3,833 67,516 SH SOLE 67,516
CHINA TECHFAITH WIRLS COMM T SPONSORED 169424108 792 880,504 SH DEFINED 1
ADR 880,504
CHUBB CORP COM COM 171232101 571 5,850 SH SOLE 5,850
CIENA CORP COM COM 171779101 51 17,200 SH SOLE 17,200
CIGNA CORP COM COM 125509109 436 3,900 SH SOLE 3,900
CINCINNATI FINL CORP COM COM 172062101 223 4,982 SH SOLE 4,982
CINERGY CORP COM COM 172474108 251 5,900 SH SOLE 5,900
CISCO SYS INC COM COM 17275R102 3,260 190,418 SH SOLE 190,418
CIT GROUP INC COM 125581108 326 6,300 SH SOLE 6,300
CITIGROUP INC COM COM 172967101 7,522 154,993 SH SOLE 154,993
CITIZENS COMMUNICATIONS CO COM 17453B101 124 10,100 SH SOLE 10,100
CLEAR CHANNEL COMMUNICATIONS COM 184502102 478 15,200 SH SOLE 15,200
CLOROX CO COM COM 189054109 262 4,600 SH SOLE 4,600
COACH INC COM COM 189754104 373 11,200 SH SOLE 11,200
COCA COLA CO COM COM 191216100 2,717 67,408 SH SOLE 67,408
COCA COLA ENTERPRISES INC COM COM 191219104 201 10,500 SH SOLE 10,500
COLGATE PALMOLIVE CO COM 194162103 856 15,600 SH SOLE 15,600
COMCAST CORP NEW CL A COM 20030N101 1,703 65,699 SH SOLE 65,699
COMERICA INC COM COM 200340107 284 5,000 SH SOLE 5,000
COMPUTER ASSOC INTL INC COM COM 204912109 448 15,899 SH SOLE 15,899
COMPUTER SCIENCES CORP COM COM 205363104 279 5,500 SH SOLE 5,500
COMPUWARE CORP COM 205638109 104 11,600 SH SOLE 11,600
CONAGRA FOODS INC COM COM 205887102 312 15,400 SH SOLE 15,400
CONOCOPHILLIPS COM 20825C104 2,412 41,464 SH SOLE 41,464
CONSOLIDATED EDISON INC COM COM 209115104 334 7,200 SH SOLE 7,200
CONSTELLATION ENGY GRP INC COM COM 210371100 305 5,300 SH SOLE 5,300
COOPER INDUSTRIES LTD COM G24182100 204 2,800 SH SOLE 2,800
CORNING INC COM COM 219350105 848 43,150 SH SOLE 43,150
COSTCO WHSL CORP NEW COM COM 22160K105 702 14,200 SH SOLE 14,200
COUNTRYWIDE FINANCIAL CORP COM COM 222372104 598 17,498 SH SOLE 17,498
COVENTRY HEALTH CARE INC COM COM 222862104 273 4,800 SH SOLE 4,800
CSX CORP COM COM 126408103 330 6,500 SH SOLE 6,500
CVS CORP COM 126650100 637 24,100 SH SOLE 24,100
D R HORTON INC COM 23331A109 289 8,100 SH SOLE 8,100
DANAHER CORP COM COM 235851102 457 8,200 SH SOLE 8,200
DEERE & CO COM COM 244199105 497 7,300 SH SOLE 7,300
DELL INC COM COM 24702R101 2,161 72,150 SH SOLE 72,150
DELPHI CORPORATION COM 247126105 5 16,758 SH SOLE 16,758
DEVON ENERGY CORP NEW COM COM 25179M103 882 14,100 SH SOLE 14,100
DISNEY WALT CO COM COM 254687106 1,458 60,812 SH SOLE 60,812
DOMINION RES INC VA NEW COM COM 25746U109 786 10,184 SH SOLE 10,184
DONNELLEY R R & SONS CO COM COM 257867101 219 6,400 SH SOLE 6,400
DOVER CORP COM COM 260003108 247 6,100 SH SOLE 6,100
DOW CHEM CO COM COM 260543103 1,253 28,593 SH SOLE 28,593
DTE ENERGY CO COM COM 233331107 225 5,200 SH SOLE 5,200
DU PONT E I DE NEMOURS & CO COM 263534109 1,260 29,650 SH SOLE 29,650
DUKE ENERGY CORP COM COM 264399106 759 27,646 SH SOLE 27,646
E TRADE FINANCIAL CORP COM 269246104 229 11,000 SH SOLE 11,000
EASTMAN KODAK CO COM COM 277461109 200 8,550 SH SOLE 8,550
EATON CORP COM 278058102 302 4,500 SH SOLE 4,500
EBAY INC COM COM 278642103 1,565 36,200 SH SOLE 36,200
ECOLAB INC COM COM 278865100 236 6,500 SH SOLE 6,500
EDISON INTL COM COM 281020107 423 9,700 SH SOLE 9,700
EL PASO CORP COM COM 28336L109 234 19,214 SH SOLE 19,214
ELECTRONIC ARTS COM 285512109 476 9,100 SH SOLE 9,100
ELECTRONIC DATA SYS CORP NEW COM 285661104 373 15,500 SH SOLE 15,500
EMC CORP MASS COM 268648102 975 71,604 SH SOLE 71,604
EMERSON ELEC CO COM COM 291011104 930 12,450 SH SOLE 12,450
ENTERGY CORP NEW COM COM 29364G103 432 6,300 SH SOLE 6,300
EOG RES INC COM COM 26875P101 521 7,100 SH SOLE 7,100
EQUITY OFFICE PPTYS TR COM COM 294741103 367 12,100 SH SOLE 12,100
EQUITY RESIDENTIAL SH BEN 29476L107 334 8,550 SH SOLE 8,550
INT
EXELON CORP COM COM 30161N101 1,057 19,900 SH SOLE 19,900
EXPRESS SCRIPTS INC COM STK COM 302182100 369 4,400 SH SOLE 4,400
EXXON MOBIL CORP COM 30231G102 10,651 189,625 SH SOLE 189,625
FANNIE MAE COM 313586109 1,408 28,850 SH SOLE 28,850
FEDERATED DEPT STORES INC DEL COM 31410H101 522 7,869 SH SOLE 7,869
FEDEX CORP COM COM 31428X106 931 9,000 SH SOLE 9,000
FIFTH THIRD BANCORP COM 316773100 588 15,592 SH SOLE 15,592
FIRST DATA CORP COM COM 319963104 999 23,229 SH SOLE 23,229
FIRSTENERGY CORP COM COM 337932107 480 9,800 SH SOLE 9,800
FISERV INC COM COM 337738108 247 5,700 SH SOLE 5,700
FISHER SCIENTIFIC INTL INC COM COM 338032204 223 3,600 SH SOLE 3,600
FLUOR CORP NEW COM COM 343412102 201 2,600 SH SOLE 2,600
FORD MTR CO DEL COM PAR 345370860 423 54,815 SH SOLE 54,815
$0.01
FOREST LABS INC CL A COM COM 345838106 411 10,100 SH SOLE 10,100
FORTUNE BRANDS INC COM COM 349631101 334 4,286 SH SOLE 4,286
FPL GROUP INC COM COM 302571104 486 11,700 SH SOLE 11,700
FRANKLIN RES INC COM COM 354613101 555 5,900 SH SOLE 5,900
FREDDIE MAC CORP COM COM 313400301 1,345 20,582 SH SOLE 20,582
FREEPORT MCMORAN COPPER B COM 35671D857 288 5,361 SH SOLE 5,361
FREESCALE SEMICONDUCTOR INC CL B 35687M206 302 12,006 SH SOLE 12,006
GANNETT INC COM COM 364730101 448 7,400 SH SOLE 7,400
GAP INC COM COM 364760108 399 22,625 SH SOLE 22,625
GENERAL DYNAMICS CORP COM COM 369550108 684 6,000 SH SOLE 6,000
GENERAL ELEC CO COM COM 369604103 11,075 315,984 SH SOLE 315,984
GENERAL MLS INC COM COM 370334104 543 11,000 SH SOLE 11,000
GENERAL MTRS CORP COM COM 370442105 328 16,874 SH SOLE 16,874
GENUINE PARTS CO COM COM 372460105 226 5,150 SH SOLE 5,150
GENZYME CORP COM COM 372917104 531 7,500 SH SOLE 7,500
GEORGIA PAC CORP COM COM 373298108 370 7,718 SH SOLE 7,718
GILEAD SCIENCES INC COM COM 375558103 710 13,500 SH SOLE 13,500
GOLDEN WEST FINL CORP DEL COM COM 381317106 554 8,400 SH SOLE 8,400
GOLDMAN SACHS GROUP INC COM COM 38141G104 1,686 13,200 SH SOLE 13,200
GUIDANT CORP COM COM 401698105 628 9,700 SH SOLE 9,700
HALLIBURTON CO COM COM 406216101 936 15,100 SH SOLE 15,100
HARLEY DAVIDSON INC COM COM 412822108 438 8,500 SH SOLE 8,500
HARRAHS ENTMT INC COM COM 413619107 385 5,400 SH SOLE 5,400
HARTFORD FINL SVCS GROUP INC COM 416515104 756 8,800 SH SOLE 8,800
HCA INC COM 404119109 629 12,450 SH SOLE 12,450
HEINZ H J CO COM COM 423074103 351 10,400 SH SOLE 10,400
HERSHEY COMPANY COM COM 427866108 359 6,500 SH SOLE 6,500
HEWLETT PACKARD CO COM COM 428236103 2,463 86,016 SH SOLE 86,016
HILTON HOTELS CORP COM COM 432848109 275 11,400 SH SOLE 11,400
HOME DEPOT INC COM COM 437076102 2,589 63,950 SH SOLE 63,950
HONEYWELL INTL INC COM COM 438516106 948 25,457 SH SOLE 25,457
HOSPIRA INC COM 441060100 203 4,754 SH SOLE 4,754
HUMANA INC COM COM 444859102 261 4,800 SH SOLE 4,800
IBM CORP COM COM 459200101 3,947 48,018 SH SOLE 48,018
IKANOS COMMUNICATIONS COM 45173E105 7,334 497,539 SH DEFINED 1
497,539
ILLINOIS TOOL WKS INC COM COM 452308109 713 8,100 SH SOLE 8,100
INGERSOLL-RAND COMPANY LTD COM G4776G101 404 10,000 SH SOLE 10,000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 314 10,200 SH SOLE 10,200
INTERNATIONAL PAPER CO COM COM 460146103 491 14,616 SH SOLE 14,616
INTERPUBLIC GROUP COS INC COM COM 460690100 122 12,600 SH SOLE 12,600
INTUIT COM COM 461202103 293 5,500 SH SOLE 5,500
ITT INDS INC IND COM COM 450911102 278 2,700 SH SOLE 2,700
JABIL CIRCUIT INC COM COM 466313103 204 5,500 SH SOLE 5,500
JC PENNEY CO INC COM COM 708160106 435 7,828 SH SOLE 7,828
JDS UNIPHASE CORP COM COM 46612J101 116 49,100 SH SOLE 49,100
JEFFERSON PILOT CORP COM COM 475070108 229 4,025 SH SOLE 4,025
JOHNSON & JOHNSON COM COM 478160104 5,323 88,566 SH SOLE 88,566
JOHNSON CTLS INC COM COM 478366107 416 5,700 SH SOLE 5,700
JPMORGAN CHASE & CO COM COM 46625H100 4,161 104,844 SH SOLE 104,844
KELLOGG CO COM COM 487836108 449 10,380 SH SOLE 10,380
KERR MCGEE CORP COM 492386107 311 3,428 SH SOLE 3,428
KEYCORP NEW COM COM 493267108 401 12,184 SH SOLE 12,184
KIMBERLY CLARK CORP COM COM 494368103 853 14,300 SH SOLE 14,300
KINDER MORGAN INC KANS COM COM 49455P101 294 3,200 SH SOLE 3,200
KLA TENCOR CORP COM 482480100 291 5,900 SH SOLE 5,900
KOHLS CORP COM COM 500255104 471 9,700 SH SOLE 9,700
KROGER CO COM COM 501044101 411 21,750 SH SOLE 21,750
L-3 COMMUNICATIONS HLDGS INC COM 502424104 260 3,500 SH SOLE 3,500
LABORATORY CORP AMER HLDGS COM 50540R409 215 4,000 SH SOLE 4,000
LEHMAN BROS HLDGS INC COM COM 524908100 1,051 8,200 SH SOLE 8,200
LILLY ELI & CO COM COM 532457108 1,910 33,750 SH SOLE 33,750
LIMITED BRANDS INC COM 532716107 253 11,306 SH SOLE 11,306
LINCOLN NATL CORP IND COM COM 534187109 276 5,200 SH SOLE 5,200
LINEAR TECHNOLOGY CORP COM COM 535678106 328 9,100 SH SOLE 9,100
LOCKHEED MARTIN CORP COM COM 539830109 766 12,044 SH SOLE 12,044
LOEWS CORP COM COM 540424108 455 4,800 SH SOLE 4,800
LOWES COS INC COM COM 548661107 1,533 23,000 SH SOLE 23,000
LSI LOGIC CORP COM COM 502161102 93 11,600 SH SOLE 11,600
LUCENT TECHNOLOGIES INC COM COM 549463107 351 132,011 SH SOLE 132,011
M & T BK CORP COM COM 55261F104 316 2,900 SH SOLE 2,900
MARATHON OIL CORP COM 565849106 663 10,872 SH SOLE 10,872
MARRIOTT INTL INC NEW CL A COM 571903202 395 5,900 SH SOLE 5,900
MARSH & MCLENNAN COS INC COM COM 571748102 504 15,858 SH SOLE 15,858
MARSHALL & ILSLEY CORP COM 571834100 271 6,300 SH SOLE 6,300
MASCO CORP COM COM 574599106 389 12,900 SH SOLE 12,900
MATRIXONE INC COM 57685P304 77 15,405 SH SOLE 15,405
MATRIXONE INC COM 57685P304 11 2,300 SH DEFINED 1
2,300
MATTEL INC COM COM 577081102 194 12,275 SH SOLE 12,275
MAXIM INTEGRATED PRODS INC COM COM 57772K101 355 9,800 SH SOLE 9,800
MBIA INC COM COM 55262C100 241 4,000 SH SOLE 4,000
MBNA CORP COM COM 060505104 1,026 37,780 SH SOLE 37,780
MCDONALDS CORP COM COM 580135101 1,275 37,804 SH SOLE 37,804
MCGRAW HILL COS INC COM COM 580645109 578 11,200 SH SOLE 11,200
MCKESSON CORP COM COM 58155Q103 455 8,813 SH SOLE 8,813
MEDCO HEALTH SOLUTIONS INC COM 58405U102 504 9,030 SH SOLE 9,030
MEDIMMUNE INC COM COM 584699102 259 7,400 SH SOLE 7,400
MEDTRONIC INC COM COM 585055106 2,076 36,062 SH SOLE 36,062
MELLON FINL CORP COM COM 58551A108 433 12,650 SH SOLE 12,650
MERCK & CO INC COM COM 589331107 2,087 65,616 SH SOLE 65,616
MERRILL LYNCH & CO INC COM 590188108 1,904 28,118 SH SOLE 28,118
METLIFE INC COM COM 59156R108 1,068 21,800 SH SOLE 21,800
MICRON TECHNOLOGY INC COM COM 595112103 244 18,300 SH SOLE 18,300
MICROSOFT CORP COM COM 594918104 7,828 299,350 SH SOLE 299,350
MONSANTO CO NEW COM COM 61166W101 623 8,033 SH SOLE 8,033
MOODYS CORP COM COM 615369105 504 8,200 SH SOLE 8,200
MORGAN STANLEY COM 617446448 1,853 32,656 SH SOLE 32,656
MOTOROLA INC COM COM 620076109 1,651 73,098 SH SOLE 73,098
MURPHY OIL CORP COM COM 626717102 265 4,900 SH SOLE 4,900
NABORS INDUSTRIES LTD SHS G6359F103 333 4,400 SH SOLE 4,400
NATIONAL CITY CORP COM COM 635405103 594 17,700 SH SOLE 17,700
NATIONAL OILWELL VARCO INC COM 637071101 320 5,100 SH SOLE 5,100
NATIONAL SEMICONDUCTOR CORP COM 637640103 270 10,400 SH SOLE 10,400
NETWORK APPLIANCE INC COM COM 64120L104 294 10,900 SH SOLE 10,900
NEWMONT MINING CORP HOLDING CO COM 651639106 708 13,262 SH SOLE 13,262
NEWS CORPORATION CL A COM 65248E104 1,336 85,900 SH SOLE 85,900
NIKE INC CL B COM COM 654106103 590 6,800 SH SOLE 6,800
NOBLE CORP COM G65422100 282 4,000 SH SOLE 4,000
NORDSTROM INC WASH COM COM 655664100 273 7,300 SH SOLE 7,300
NORFOLK SOUTHN CORP COM COM 655844108 540 12,050 SH SOLE 12,050
NORTH FORK BANCORPORATION NY COM 659424105 389 14,225 SH SOLE 14,225
NORTHERN TR CORP COM COM 665859104 316 6,100 SH SOLE 6,100
NORTHROP GRUMMAN CORP COM COM 666807102 641 10,658 SH SOLE 10,658
NOVELL INC COM 670006105 101 11,394 SH SOLE 11,394
NUCOR CORP COM 670346105 320 4,800 SH SOLE 4,800
OCCIDENTAL PETE CORP COM COM 674599105 951 11,900 SH SOLE 11,900
OFFICE DEPOT INC COM COM 676220106 295 9,400 SH SOLE 9,400
OMNICOM GROUP INC COM 681919106 468 5,500 SH SOLE 5,500
ORACLE CORPORATION COM COM 68389X105 1,608 131,734 SH SOLE 131,734
PACCAR INC COM 693718108 358 5,175 SH SOLE 5,175
PARKER HANNIFIN CORP COM COM 701094104 234 3,550 SH SOLE 3,550
PAYCHEX INC COM COM 704326107 403 10,575 SH SOLE 10,575
PEPSICO INC COM COM 713448108 2,948 49,900 SH SOLE 49,900
PFIZER INC COM 717081103 5,167 221,564 SH SOLE 221,564
PG&E CORP COM COM 69331C108 408 10,996 SH SOLE 10,996
PHELPS DODGE CORP COM COM 717265102 409 2,843 SH SOLE 2,843
PITNEY BOWES INC COM COM 724479100 292 6,900 SH SOLE 6,900
PNC FINANCIAL SERVICES GROUP COM 693475105 519 8,400 SH SOLE 8,400
PPG INDS INC COM COM 693506107 294 5,070 SH SOLE 5,070
PPL CORP COM COM 69351T106 332 11,300 SH SOLE 11,300
PRAXAIR INC COM COM 74005P104 512 9,662 SH SOLE 9,662
PRICE T ROWE GROUP INC COM COM 74144T108 267 3,700 SH SOLE 3,700
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 417 8,800 SH SOLE 8,800
PROCTER & GAMBLE CO COM COM 742718109 5,945 102,706 SH SOLE 102,706
PROGRESS ENERGY INC COM COM 743263105 325 7,400 SH SOLE 7,400
PROGRESSIVE CORP OHIO COM COM 743315103 689 5,900 SH SOLE 5,900
PROLOGIS INT COM 743410102 262 5,600 SH SOLE 5,600
PRUDENTIAL FINL INC COM 744320102 1,136 15,525 SH SOLE 15,525
PUBLIC STORAGE INC COM COM 74460D109 210 3,100 SH SOLE 3,100
PUBLIC SVC ENTERPRISE GROUP COM 744573106 461 7,094 SH SOLE 7,094
PULTE HOMES INC COM COM 745867101 279 7,100 SH SOLE 7,100
QUALCOMM INC COM 747525103 2,098 48,700 SH SOLE 48,700
QUEST DIAGNOSTICS INC COM COM 74834L100 278 5,400 SH SOLE 5,400
QWEST COMMUNICATIONS INTL INC COM 749121109 281 49,798 SH SOLE 49,798
RAYTHEON CO COM NEW COM 755111507 542 13,500 SH SOLE 13,500
REGIONS FINL CORP NEW COM 7591EP100 473 13,848 SH SOLE 13,848
REYNOLDS AMERN INC COM 761713106 334 3,500 SH SOLE 3,500
ROCKWELL AUTOMATION INC COM 773903109 308 5,200 SH SOLE 5,200
ROCKWELL COLLINS INC COM COM 774341101 246 5,300 SH SOLE 5,300
ROHM & HAAS CO COM COM 775371107 280 5,792 SH SOLE 5,792
SAFECO CORP COM COM 786429100 215 3,800 SH SOLE 3,800
SAFEWAY INC NEW COM COM 786514208 317 13,400 SH SOLE 13,400
SANMINA-SCI CORP COM 800907107 67 15,650 SH SOLE 15,650
SARA LEE CORP COM 803111103 443 23,450 SH SOLE 23,450
SCHERING PLOUGH CORP COM COM 806605101 916 43,950 SH SOLE 43,950
SCHLUMBERGER LTD COM COM 806857108 1,710 17,600 SH SOLE 17,600
SCHWAB CHARLES CORP NEW COM COM 808513105 497 33,900 SH SOLE 33,900
SEARS HLDGS CORP COM 812350106 349 3,019 SH SOLE 3,019
SEMPRA ENERGY COM COM 816851109 343 7,660 SH SOLE 7,660
SIEBEL SYS INC COM 826170102 163 15,400 SH SOLE 15,400
SIMON PPTY GROUP INC NEW COM COM 828806109 498 6,500 SH SOLE 6,500
SLM CORP COM 78442P106 689 12,500 SH SOLE 12,500
SOLECTRON CORP COM 834182107 106 29,000 SH SOLE 29,000
SOUTHERN CO COM COM 842587107 765 22,150 SH SOLE 22,150
SOUTHWEST AIRLS CO COM COM 844741108 361 21,975 SH SOLE 21,975
SOVEREIGN BANCORP INC COM COM 845905108 236 10,900 SH SOLE 10,900
SPRINT NEXTEL CORP COM FON 852061100 2,032 86,984 SH SOLE 86,984
ST JUDE MED INC COM COM 790849103 543 10,824 SH SOLE 10,824
ST PAUL TRAVELERS COS INC COM 792860108 895 20,040 SH SOLE 20,040
STAPLES INC COM COM 855030102 499 21,975 SH SOLE 21,975
STARBUCKS CORP COM COM 855244109 696 23,200 SH SOLE 23,200
STARWOOD HOTELS & RESORTS WRLD PAIRED 85590A203 409 6,400 SH SOLE 6,400
CTF
STATE STREET CORP COM 857477103 549 9,900 SH SOLE 9,900
STRYKER CORP COM 863667101 498 11,200 SH SOLE 11,200
SUN MICROSYSTEMS INC COM COM 866810104 425 101,514 SH SOLE 101,514
SUNOCO INC COM COM 86764P109 321 4,100 SH SOLE 4,100
SUNTRUST BKS INC COM 867914103 735 10,100 SH SOLE 10,100
SYMANTEC CORP COM COM 871503108 621 35,481 SH SOLE 35,481
SYNOVUS FINL CORP COM 87161C105 250 9,250 SH SOLE 9,250
SYSCO CORP COM COM 871829107 587 18,900 SH SOLE 18,900
TARGET CORP COM COM 87612E106 1,448 26,350 SH SOLE 26,350
TELLABS INC COM COM 879664100 146 13,400 SH SOLE 13,400
TENET HEALTHCARE CORP COM COM 88033G100 107 13,974 SH SOLE 13,974
TEXAS INSTRS INC COM COM 882508104 1,587 49,500 SH SOLE 49,500
TEXTRON INC COM COM 883203101 308 4,000 SH SOLE 4,000
TIME WARNER INC COM 887317105 2,435 139,595 SH SOLE 139,595
TJX COS INC NEW COM COM 872540109 325 14,000 SH SOLE 14,000
TRANSOCEAN INC COM G90078109 676 9,704 SH SOLE 9,704
TRIBUNE CO NEW COM COM 896047107 270 8,926 SH SOLE 8,926
TXU CORP COM 873168108 713 14,204 SH SOLE 14,204
TYCO INTL LTD NEW COM COM 902124106 1,737 60,180 SH SOLE 60,180
UNION PAC CORP COM COM 907818108 628 7,800 SH SOLE 7,800
UNISYS CORP COM 909214108 59 10,100 SH SOLE 10,100
UNITED HEALTH GROUP INC COM COM 91324P102 2,343 37,704 SH SOLE 37,704
UNITED PARCEL SVC INC CL B 911312106 2,491 33,150 SH SOLE 33,150
UNITED TECHNOLOGIES CORP COM COM 913017109 1,705 30,500 SH SOLE 30,500
UNIVISION COMMUNICATIONS INC COM 914906102 256 8,700 SH SOLE 8,700
UNUMPROVIDENT CORP COM 91529Y106 202 8,885 SH SOLE 8,885
US BANCORP DEL COM NEW COM 902973304 1,633 54,647 SH SOLE 54,647
UST INC COM COM 902911106 203 4,974 SH SOLE 4,974
VALERO ENERGY CORP COM NEW COM 91913Y100 929 18,000 SH SOLE 18,000
VERIZON COMMUNICATIONS COM COM 92343V104 2,482 82,398 SH SOLE 82,398
VIACOM INC CL B COM COM 925524308 1,566 48,027 SH SOLE 48,027
VORNADO RLTY TR COM COM 929042109 292 3,500 SH SOLE 3,500
VULCAN MATLS CO COM COM 929160109 203 3,000 SH SOLE 3,000
WACHOVIA CORP NEW COM COM 929903102 2,485 47,013 SH SOLE 47,013
WAL MART STORES INC COM COM 931142103 4,664 99,652 SH SOLE 99,652
WALGREEN CO COM 931422109 1,348 30,450 SH SOLE 30,450
WASHINGTON MUTUAL INC COM COM 939322103 1,292 29,697 SH SOLE 29,697
WASTE MGMT INC DEL COM COM 94106L109 515 16,963 SH SOLE 16,963
WEATHERFORD INTERNATIONAL LTD COM G95089101 355 9,800 SH SOLE 9,800
WELLPOINT INC COM 94973V107 1,460 18,300 SH SOLE 18,300
WELLS FARGO & CO NEW COM COM 949746101 3,159 50,274 SH SOLE 50,274
WEYERHAEUSER CO COM COM 962166104 485 7,317 SH SOLE 7,317
WILLIAMS COS INC COM COM 969457100 394 17,000 SH SOLE 17,000
WRIGLEY WM JR CO COM COM 982526105 386 5,800 SH SOLE 5,800
WYETH COM 983024100 1,839 39,926 SH SOLE 39,926
XCEL ENERGY INC COM 98389B100 220 11,935 SH SOLE 11,935
XEROX CORP COM COM 984121103 418 28,500 SH SOLE 28,500
XILINX INC COM COM 983919101 265 10,500 SH SOLE 10,500
XL CAP LTD COM G98255105 283 4,200 SH SOLE 4,200
XTO ENERGY INC COM COM 98385X106 473 10,766 SH SOLE 10,766
YAHOO INC COM 984332106 1,532 39,100 SH SOLE 39,100
YUM BRANDS INC COM 988498101 402 8,584 SH SOLE 8,584
ZIMMER HLDGS INC COM COM 98956P102 498 7,389 SH SOLE 7,389
ZIONS BANCORP COM 989701107 204 2,700 SH SOLE 2,700