13F-HR 1 a13f093006.txt OHIO NATIONAL LIFE INS CO 13F 9/30/06 UNITED STATES SECURITIES AND EXCHAGE COMMISSION Washington, D.C. 20549 FORM 13F INFORMATION REQUIRED OF INSITITUTIONAL INVESTMENT MANAGERS PURUANT TO SECTION 13(F) OF THE SECURITITES EXCHANGE ACT OF 1934 AND RULES THEREUNDER Report for the Calendar Year or Quarter Ended: September 30, 2006 Name of Institutional Investment Manager : The Ohio National Life Insurance Company Business Address: One Financial Way Cincinnati Ohio 45242 Name, Phone No., and Title of Person Duly Authorized to Submit This Report: R. Todd Brockman Assistant Vice President (513) 794-6971 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 submitting this form and its attachments and the person by whom it is signed represent hereby that all information contained therein is true, correct and complete. It is understood that all required items, statements and schedules are considered integral parts of the form and that the submission of any amendment represents that all unamended items, statements and schedules remain true, correct and complete as previously submitted. Pursuant to the requirements of Securities Exchange Act of 1934, the undersigned institutional investment manager has caused this report to be signed on his behalf in the city of Cincinnati and State Ohio on the 9th day of November 2006. Name of Institutional Investment Manager: Christopher A. Carlson Manual Signature of Person Duly Authorized to Submit This Report: R. Todd Brockman Name and 13f file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this reports): (list in alphabetical order). 13f File Numbers will be assigned to Institutional Investment Managers after they file their first report. 1. Name: Ohio National Investments, Inc 13F File No: Report Summary: Table Entry Total: 268 Table Value Total: $188,530 (thousands) Name of Reporting Manager THE OHIO NATIONAL LIFE INSURANCE COMPANY ITEM 1: NAME OF ISSUER ITEM 2: TITLE OF CLASS ITEM 3: CUSIP NUMBER ITEM 4: FAIR MARKET VALUE $ ITEM 5: SHARES OF PRINCIPAL ITEM 6: INVESTMENT DISCRETION (a) SOLE ITEM 7: MANAGERS ITEM 8: VOTING AUTHORTY (SHARES)(a) SOLE # 1: 2: 3: 4: 5: 6: 7: 8: 1. 3M CO COM 88579Y101 818,620 11,000 X 1 X 2. ABBOTT LABS COM 002824100 1,082,888 22,300 X 1 X 3. ACE LTD COM G0070K103 257,231 4,700 X 1 X 4. ADOBE SYSTEMS INC COM 00724F101 841,876 22,480 X 1 X 5. AETNA INC COM 00817Y108 316,400 8,000 X 1 X 6. AFLAC CORP COM 001055102 329,472 7,200 X 1 X 7. AIR PRODUCTS & CHEMICALS INC COM 009158106 212,384 3,200 X 1 X 8. ALCOA INC COM 013817101 356,108 12,700 X 1 X 9. ALLERGAN COM 018490102 247,742 2,200 X 1 X 10. ALLSTATE CORP COM 020002101 577,116 9,200 X 1 X 11. ALLTELL CORP COM 020039103 316,350 5,700 X 1 X 12. ALTERA CORP COM 021441100 324,407 17,650 X 1 X 13. ALTRIA GROUP INC COM 02209S103 2,342,430 30,600 X 1 X 14. AMAZONCOM INC COM 023135106 367,774 11,450 X 1 X 15. AMERICAN ELECTRIC POWER CO COM 025537101 207,309 5,700 X 1 X 16. AMERICAN EXPRESS CO COM 025816109 992,616 17,700 X 1 X 17. AMERICAN INTL GROUP COM 026874107 2,511,254 37,900 X 1 X 18. AMGEN COM 031162100 2,185,456 30,553 X 1 X 19. ANADARKO PETROLEUM CORP COM 032511107 293,661 6,700 X 1 X 20. ANHEUSER BUSCH COS INC COM 035229103 532,112 11,200 X 1 X 21. APACHE CORP COM 037411105 304,750 4,822 X 1 X 22. APOLLO GROUP INC COM 037604105 310,212 6,300 X 1 X 23. APPLE COMPUTER INC COM 037833100 3,211,766 41,695 X 1 X 24. APPLIED MATERIALS INC COM 038222105 706,541 39,850 X 1 X 25. ARCHER DANIELS MIDLAND CO COM 039483102 361,754 9,550 X 1 X 26. AT&T INC COM 00206R102 1,844,882 56,661 X 1 X 27. AUTODESK INC COM 052769106 323,454 9,300 X 1 X 28. AUTOMATIC DATA PROCESSING COM 053015103 383,454 8,100 X 1 X 29. BAKER HUGHES INC COM 057224107 327,360 4,800 X 1 X 30. BANK OF AMERICA CORP COM 060505104 3,538,941 66,062 X 1 X 31. BANK OF NEW YORK COM 064057102 391,386 11,100 X 1 X 32. BAXTER INTL INC COM 071813109 431,870 9,500 X 1 X 33. BB&T CORP COM 054937107 341,484 7,800 X 1 X 34. BEAR STEARNS COS INC COM 073902108 252,180 1,800 X 1 X 35. BECTON DICKINSON CO COM 075887109 254,412 3,600 X 1 X 36. BED BATH AND BEYOND INC COM 075896100 514,597 13,450 X 1 X 37. BELL SOUTH CORP COM 079860102 1,132,875 26,500 X 1 X 38. BEST BUY CO INC COM 086516101 320,021 5,975 X 1 X 39. BIOGEN IDEC INC COM 09062X103 636,467 14,245 X 1 X 40. BIOMET INC COM 090613100 377,428 11,725 X 1 X 41. BOEING COM 097023105 914,660 11,600 X 1 X 42. BOSTON SCIENTIFIC CORP COM 101137107 254,432 17,203 X 1 X 43. BRISTOL MEYERS SQUIBB CO COM 110122108 715,204 28,700 X 1 X 44. BROADCOM CORP CL A COM 111320107 527,158 17,375 X 1 X 45. BURLINGTON NRTHRN SANTA FE COM 12189T104 389,232 5,300 X 1 X 46. CAPITAL ONE FINANCIAL CORP COM 14040H105 353,970 4,500 X 1 X 47. CARDINAL HEALTH INC COM 14149Y108 387,866 5,900 X 1 X 48. CAREMARK RX INC COM 141705103 351,354 6,200 X 1 X 49. CARNIVAL CORP COM 143658300 305,695 6,500 X 1 X 50. CATERPILLAR INC COM 149123101 631,680 9,600 X 1 X 51. CBS CORP CL B COM 124857202 319,730 11,350 X 1 X 52. CELGENE CORP COM 151020104 371,298 8,575 X 1 X 53. CHARLES SCHWAB CORP COM 808513105 270,290 15,100 X 1 X 54. CHEVRON CORP COM 166764100 2,077,985 32,038 X 1 X 55. CHICAGO MERCANTILE EXCHANGE COM 167760107 239,125 500 X 1 X 56. CHUBB CORP COM 171232101 311,760 6,000 X 1 X 57. CINTAS GROUP COM 172908105 276,623 6,775 X 1 X 58. CISCO SYSTEMS INC COM 17275R102 3,284,975 142,825 X 1 X 59. CITIGROUP INC COM 172967101 3,584,634 72,169 X 1 X 60. CITRIX SYSTEMS INC COM 177376100 292,396 8,075 X 1 X 61. CLEAR CHANNEL COMMUNICATIONS COM 184502102 207,720 7,200 X 1 X 62. COCA COLA CO COM 191216100 1,326,996 29,700 X 1 X 63. COGNIZANT TECH SOLUTIONS CORP COM 192446102 249,953 3,375 X 1 X 64. COLGATE PALMOLIVE CO COM 194162103 465,750 7,500 X 1 X 65. COMCAST CORP CL A COM 20030N101 1,992,369 54,067 X 1 X 66. CONOCOPHILLIPS COM 20825C104 1,434,673 24,100 X 1 X 67. CORNING INC COM 219350105 556,548 22,800 X 1 X 68. COSTCO WHOLESALE CORP COM 22160K105 638,885 12,860 X 1 X 69. COUNTRYWIDE FINANCIAL CORP COM 222372104 311,786 8,898 X 1 X 70. CSX CORP COM 126408103 213,395 6,500 X 1 X 71. CVS CORP COM 126650100 385,440 12,000 X 1 X 72. DANAHER CORP COM 235851102 240,345 3,500 X 1 X 73. DEERE & CO COM 244199105 285,294 3,400 X 1 X 74. DELL INC COM 24702R101 1,228,221 53,775 X 1 X 75. DEVON ENERGY CORP COM 25179M103 404,160 6,400 X 1 X 76. DOMINION RESOURCES COM 25746U109 397,748 5,200 X 1 X 77. DOW CHEMICAL COM 260543103 545,720 14,000 X 1 X 78. DUKE ENERGY CORP COM 26441C105 553,747 18,336 X 1 X 79. DUPONT DE NEMOURS & CO COM 263534109 578,340 13,500 X 1 X 80. DYNEGY INC COM 26816Q101 78,779 14,220 X 0 X 81. EBAY INC COM 278642103 1,222,600 43,110 X 1 X 82. EL PASO CORP COM 28336L109 139,128 10,200 X 1 X 83. ELECTRONIC ARTS COM 285512109 674,006 12,105 X 1 X 84. ELI & LILLY CO COM 532457108 820,800 14,400 X 1 X 85. EMC CORP/MASSACHUSETTS COM 268648102 402,528 33,600 X 1 X 86. EMERSON ELECTRIC CO COM 291011104 503,160 6,000 X 1 X 87. ENTERGY CORP NEW COM 29364G103 234,690 3,000 X 1 X 88. EOG RESOURCES INC COM 26875P101 227,675 3,500 X 1 X 89. EQUITY OFFICE PROPERTIES COM 294741103 202,776 5,100 X 1 X 90. EQUITY RESIDENTIAL PROPS TR COM 29476L107 212,436 4,200 X 1 X 91. EXELON CORP COM 30161N101 593,292 9,800 X 1 X 92. EXPEDITORS INTL WASH INC COM 302130109 229,587 5,150 X 1 X 93. EXPRESS SCRIPTS INC COM 302182100 379,337 5,025 X 1 X 94. EXXON MOBIL CORP COM 30231G102 5,824,280 86,800 X 1 X 95. FANNIE MAE COM 313586109 788,331 14,100 X 1 X 96. FEDERATED DEPT STORES COM 31410H101 344,643 7,976 X 1 X 97. FEDEX CORP COM 31428X106 489,060 4,500 X 1 X 98. FIFTH THIRD BANCORP COM 316773100 310,352 8,150 X 1 X 99. FIRST DATA COM 319963104 468,174 11,147 X 1 X 100. FIRST ENERGY CORP COM 337932107 268,128 4,800 X 1 X 101. FISERV INC COM 337738108 370,222 7,862 X 1 X 102. FLEXTRONICS INTL LTD COM Y2573F102 195,604 15,475 X 1 X 103. FORD MOTOR CO COM 345370860 222,370 27,487 X 1 X 104. FOREST LABORATORIES CL A COM 345838106 232,806 4,600 X 1 X 105. FPL GROUP INC COM 302571104 265,500 5,900 X 1 X 106. FRANKLIN RESOURCES INC COM 354613101 253,800 2,400 X 1 X 107. FREDDIE MAC COM 313400301 669,933 10,100 X 1 X 108. FREESCALE SEMICONDUCTOR B COM 35687M206 224,905 5,917 X 1 X 109. FURRS RESTAURANT GROUP INC COM 361115603 12 117,000 X 0 X 110. GARMIN LTD COM G37260109 241,461 4,950 X 1 X 111. GENERAL DYNAMICS CORP COM 369550108 422,853 5,900 X 1 X 112. GENERAL ELECTRIC CO COM 369604103 5,319,710 150,700 X 1 X 113. GENERAL MILLS COM 370334104 288,660 5,100 X 1 X 114. GENERAL MOTORS CORP COM 370442105 276,058 8,300 X 1 X 115. GENWORTH FINANCIAL INC CL A COM 37247D106 231,066 6,600 X 1 X 116. GENZYME CORP COM 372917104 801,206 11,875 X 1 X 117. GILEAD SCIENCES INC COM 375558103 1,221,143 17,775 X 1 X 118. GOLDEN BOOKS FAMILY ENT COM 380804203 1,133 226,667 X 0 X 119. GOLDEN WEST FINANCIAL COM 381317106 301,275 3,900 X 1 X 120. GOLDMAN SACHS GROUP INC COM 38141G104 1,065,771 6,300 X 1 X 121. GOOGLE INC COM 38259P508 2,552,065 6,350 X 1 X 122. H J HEINZ CO COM 423074103 201,264 4,800 X 1 X 123. HALLIBURTON CO COM 406216101 426,750 15,000 X 1 X 124. HARLEY DAVIDSON INC COM 412822108 238,450 3,800 X 1 X 125. HARTFORD FINANCIAL SERVICES COM 416515104 381,700 4,400 X 1 X 126. HCA THE HEALTHCARE CO COM 404119109 309,318 6,200 X 1 X 127. HEWLETT PACKARD CO COM 428236103 1,467,600 40,000 X 1 X 128. HOME DEPOT INC COM 437076102 1,091,727 30,100 X 1 X 129. HONEYWELL INTL INC COM 438516106 490,800 12,000 X 1 X 130. IAC/INTERACTIVECORP COM 44919P300 220,791 7,677 X 1 X 131. ILLINOIS TOOL WORKS COM 452308109 273,890 6,100 X 1 X 132. INTEL CORP COM 458140100 2,755,249 133,945 X 1 X 133. INTL GAME TECHNOLOGY COM 459902102 207,500 5,000 X 1 X 134. INTL PAPER COM 460146103 228,558 6,600 X 1 X 135. INTL BUSINESS MACHINES COM 459200101 1,819,068 22,200 X 1 X 136. INTUIT INC COM 461202103 502,369 15,655 X 1 X 137. JDS UNIPHASE CORP COM 46612J101 158,359 72,310 X 1 X 138. JDS UNIPHASE CORP COM 46612J101 71,613 32,700 X X 139. JOHNSON & JOHNSON CO COM 478160104 2,772,938 42,700 X 1 X 140. JOHNSON CONTROLS COM 478366107 208,046 2,900 X 1 X 141. JPMORGAN CHASE & CO COM 46625H100 2,378,618 50,652 X 1 X 142. JUNIPER NETWORKS INC COM 48203R104 301,536 17,450 X 1 X 143. KEYCORP COM 493267108 220,896 5,900 X 1 X 144. KIMBERLY CLARK COM 494368103 437,912 6,700 X 1 X 145. KLA TENCOR CORP COM 482480100 392,448 8,825 X 1 X 146. KOHLS DEPARTMENT STORES COM 500255104 311,616 4,800 X 1 X 147. KROGER CO COM 501044101 242,970 10,500 X 1 X 148. LEHMAN BROTHERS HOLDINGS COM 524908100 576,108 7,800 X 1 X 149. LINCOLN NATIONAL CORP COM 534187109 259,867 4,186 X 1 X 150. LINEAR TECHNOLOGY CORP COM 535678106 448,284 14,405 X 1 X 151. LOCKHEED MARTIN CORP COM 539830109 447,512 5,200 X 1 X 152. LOEWS CORP COM 540424108 253,930 6,700 X 1 X 153. LOWES COS COM 548661107 625,738 22,300 X 1 X 154. LUCENT TECHNOLOGIES INC COM 549463107 153,036 65,400 X 1 X 155. MARATHON OIL CORP COM 565849106 404,494 5,260 X 1 X 156. MARSH & MCLENNAN CO COM 571748102 225,200 8,000 X 1 X 157. MARVELL TECHNOLOGY GROUP COM G5876H105 266,338 13,750 X 1 X 158. MAXIM INTEGRATED PRODUCTS COM 57772K101 442,524 15,765 X 1 X 159. MCDONALDS CORP COM 580135101 700,248 17,900 X 1 X 160. MCGRAW HILL COS INC COM 580645109 295,953 5,100 X 1 X 161. MCKESSON HBOC INC COM 58155Q103 231,968 4,400 X 1 X 162. MEDCO HEALTH SOLUTIONS COM 58405U102 257,752 4,288 X 1 X 163. MEDIMMUNE INC COM 584699102 286,842 9,820 X 1 X 164. MEDTRONIC INC COM 585055106 780,192 16,800 X 1 X 165. MELLON FINANCIAL CORP COM 58551A108 234,600 6,000 X 1 X 166. MERCK & CO COM 589331107 1,332,420 31,800 X 1 X 167. MERRILL LYNCH COM 590188108 1,009,038 12,900 X 1 X 168. METLIFE INC COM 59156R108 629,148 11,100 X 1 X 169. MICRON TECHNOLOGY INC COM 595112103 184,440 10,600 X 1 X 170. MICROSOFT CORP COM 594918104 5,756,381 210,625 X 1 X 171. MICROSOFT CORP COM 594918104 259,925 9,500 X X 172. MONSANTO CO COM 61166W101 370,721 7,886 X 1 X 173. MOODYS CORP COM 615369105 228,830 3,500 X 1 X 174. MORGAN STANLEY DEAN WITTER COM 617446448 1,137,396 15,600 X 1 X 175. MOTOROLA INC COM 620076109 895,000 35,800 X 1 X 176. NASDAQ 100 TRACKING STOCK COM 631100104 7,591,997 186,765 X 1 X 177. NATIONAL CITY CORP COM 635405103 322,080 8,800 X 1 X 178. NETWORK APPLIANCE INC COM 64120L104 553,670 14,960 X 1 X 179. NEWMONT MINING CORP COM 651639106 282,150 6,600 X 1 X 180. NEWS CORP INC CL A COM 65248E104 670,065 34,100 X 1 X 181. NII HOLDINGS INC CL B COM 62913F201 229,992 3,700 X 1 X 182. NIKE CL B COM 654106103 245,336 2,800 X 1 X 183. NORFOLK SOUTHERN CO COM 655844108 264,300 6,000 X 1 X 184. NORTHROP GRUMMAN CORP COM 666807102 340,350 5,000 X 1 X 185. NTL INC COM 62941W101 221,877 8,725 X 1 X 186. NUCOR CORP COM 670346105 222,705 4,500 X 1 X 187. NVIDIA CORP COM 67066G104 403,164 13,625 X 1 X 188. OCCIDENTAL PETROLEUM COM 674599105 606,186 12,600 X 1 X 189. OMNICOM GROUP COM 681919106 234,000 2,500 X 1 X 190. ORACLE CORP COM 68389X105 2,000,362 112,760 X 1 X 191. PACCAR INC COM 693718108 602,587 10,568 X 1 X 192. PAYCHEX INC COM 704326107 508,346 13,795 X 1 X 193. PENNEY JC CO COM 708160106 225,687 3,300 X 1 X 194. PEPSICO INC COM 713448108 1,572,766 24,100 X 1 X 195. PFIZER INC COM 717081103 3,018,355 106,430 X 1 X 196. PG & E CORP COM 69331C108 212,415 5,100 X 1 X 197. PHELPS DODGE COM 717265102 254,100 3,000 X 1 X 198. PNC FINANCIAL SERVICES GROUP COM 693475105 311,492 4,300 X 1 X 199. PRAXAIR INC COM 74005P104 278,052 4,700 X 1 X 200. PRINCIPAL FINANCIAL GROUP COM 74251V102 211,692 3,900 X 1 X 201. PROCTER & GAMBLE COM 742718109 2,871,038 46,322 X 1 X 202. PROGRESSIVE CORP COM 743315103 277,302 11,300 X 1 X 203. PROLOGIS TRUST COM 743410102 205,416 3,600 X 1 X 204. PRUDENTIAL FINANCIAL INC COM 744320102 541,375 7,100 X 1 X 205. PUBLIC SERVICE ENTERPRISES COM 744573106 226,403 3,700 X 1 X 206. QUALCOM INC COM 747525103 2,659,730 73,170 X 1 X 207. QWEST COMMUNICATIONS INTL COM 749121109 204,048 23,400 X 1 X 208. RAYTHEON CO COM 755111507 316,866 6,600 X 1 X 209. REGIONS FINANCIAL CORP COM 7591EP100 245,316 6,668 X 1 X 210. RESEARCH IN MOTION COM 760975102 472,190 4,600 X 1 X 211. SANDISK CORP COM 80004C101 393,519 7,350 X 1 X 212. SARA LEE CORP COM 803111103 178,377 11,100 X 1 X 213. SCHERING PLOUGH CORP COM 806605101 477,144 21,600 X 1 X 214. SCHLUMBERGER COM 806857108 1,073,119 17,300 X 1 X 215. SEARS HOLDINGS CORP COM 812350106 818,274 5,176 X 1 X 216. SIMON PROPERTY GROUP INC COM 828806109 289,984 3,200 X 1 X 217. SIRIUS SATELLITE RADIO INC COM 82966U103 146,527 37,475 X 1 X 218. SLM CORP COM 78442P106 311,880 6,000 X 1 X 219. SOLECTRON CORP COM 834182107 43,684 13,400 X 1 X 220. SOUTHERN CO COM 842587107 372,168 10,800 X 1 X 221. SOUTHWEST AIRLINES CO COM 844741108 191,590 11,500 X 1 X 222. SPDR TRUST SERIES 1 COM 78462F103 430,796 3,225 X 1 X 223. SPRINT NEXTEL CORP COM 852061100 748,289 43,632 X 1 X 224. ST PAUL TRAVELERS COS COM 792860108 471,667 10,059 X 1 X 225. STAPLES INC COM 855030102 550,466 22,625 X 1 X 226. STARBUCKS CORP COM 855244109 1,256,445 36,900 X 1 X 227. STATE STREET CORP COM 857477103 299,520 4,800 X 1 X 228. STRYKER CORP COM 863667101 213,237 4,300 X 1 X 229. SUN MICROSYSTEMS INC COM 866810104 441,063 88,745 X 1 X 230. SUN TRUST BANKS INC COM 867914103 409,584 5,300 X 1 X 231. SYMANTEC CORP COM 871503108 848,370 39,867 X 1 X 232. SYSCO CORP COM 871829107 301,050 9,000 X 1 X 233. TARGET CORP COM 87612E106 690,625 12,500 X 1 X 234. TELLABS INC COM 879664100 140,014 12,775 X 1 X 235. TEVA PHARMACEUTICAL ADR COM 881624209 516,804 15,160 X 1 X 236. TEXAS INSTRUMENTS INC COM 882508104 744,800 22,400 X 1 X 237. THE WALT DISNEY CO COM 254687106 942,755 30,500 X 1 X 238. TIME WARNER INC COM 887317105 1,082,862 59,400 X 1 X 239. TRANSOCEAN SEDCO FOREX INC COM G90078109 336,858 4,600 X 1 X 240. TXU CORP COM 873168108 418,884 6,700 X 1 X 241. TYCO INTL LTD COM 902124106 822,906 29,400 X 1 X 242. UNION PACIFIC CORP COM 907818108 343,200 3,900 X 1 X 243. UNITED PARCEL SERVICE CL B COM 911312106 1,136,652 15,800 X 1 X 244. UNITED TECHNOLOGIES CORP COM 913017109 937,580 14,800 X 1 X 245. UNITEDHEALTH GROUP INC COM 91324P102 969,240 19,700 X 1 X 246. US BANCORP COM 902973304 860,066 25,890 X 1 X 247. USINTERNETWORKING INC COM 917311805 7 73,847 X 0 X 248. VALERO ENERGY CORP COM 91913Y100 458,083 8,900 X 1 X 249. VERIZON COMMUNICATIONS COM 92343V104 1,570,599 42,300 X 1 X 250. VIACOM INC CL B COM 92553P201 384,813 10,350 X 1 X 251. WACHOVIA CORP COM 929903102 1,294,281 23,195 X 1 X 252. WALGREEN CO COM 931422109 652,533 14,700 X 1 X 253. WAL MART STORES INC COM 931142103 1,770,588 35,900 X 1 X 254. WASHINGTON MUTUAL INC COM 939322103 610,840 14,052 X 1 X 255. WASTE MANAGEMENT INC COM 94106L109 289,772 7,900 X 1 X 256. WEATHERFORD INTL LTD COM G95089101 208,600 5,000 X 1 X 257. WELLPOINT INC COM 94973V107 693,450 9,000 X 1 X 258. WELLS FARGO CO COM 949746101 1,776,438 49,100 X 1 X 259. WEYERHAEUSER CO COM 962166104 221,508 3,600 X 1 X 260. WHOLE FOODS MARKET INC COM 966837106 326,865 5,500 X 1 X 261. WILLIAMS COS INC COM 969457100 207,669 8,700 X 1 X 262. WYETH COM 983024100 996,464 19,600 X 1 X 263. XEROX CORP COM 984121103 222,508 14,300 X 1 X 264. XILINX INC COM 983919101 353,505 16,105 X 1 X 265. XTO ENERGY INC COM 98385X106 224,679 5,333 X 1 X 266. YAHOO! INC COM 984332106 871,149 34,460 X 1 X 267. YUM! BRANDS INC COM 988498101 208,200 4,000 X 1 X 268. ZIMMER HOLDINGS INC COM 98956P102 240,975 3,570 X 1 X AGGREGATE TOTAL 188,530,310 5,349,083