13F-HR 1 a13f123106.txt OHIO NATIONAL LIFE INS. 13F 12/31/06 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: December 31, 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 13th day of February 2007. 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: 289 Table Value Total: $200,630 (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. AFLAC CORP COM 001055102 322,000 7,000 X 1 X 2. AES CORP COM 00130H105 207,176 9,400 X 1 X 3. AT AND T INC COM 00206R102 1,950,556 54,561 X 1 X 4. ABBOTT LABS COM 002824100 1,061,878 21,800 X 1 X 5. ADOBE SYSTEMS INC COM 00724F101 1,026,150 24,955 X 1 X 6. AETNA INC COM 00817Y108 319,532 7,400 X 1 X 7. AGILENT TECHNOLOGIES INC COM 00846U101 202,130 5,800 X 1 X 8. AIR PRODUCTS AND CHEMICALS INC COM 009158106 217,868 3,100 X 1 X 9. AKAMAI TECHNOLOGIES COM 00971T101 232,400 4,375 X 1 X 10. ALCOA INC COM 013817101 369,123 12,300 X 1 X 11. ALLERGAN COM 018490102 263,428 2,200 X 1 X 12. ALLSTATE CORP COM 020002101 579,479 8,900 X 1 X 13. ALLTELL CORP COM 020039103 320,544 5,300 X 1 X 14. ALTERA CORP COM 021441100 392,124 19,925 X 1 X 15. ALTRIA GROUP INC COM 02209S103 2,557,436 29,800 X 1 X 16. AMAZON COM INC COM 023135106 488,318 12,375 X 1 X 17. AMERICAN EAGLE OUTFITTERS COM 02553E106 210,668 6,750 X 1 X 18. AMERICAN ELECTRIC POWER CO COM 025537101 238,448 5,600 X 1 X 19. AMERICAN EXPRESS CO COM 025816109 1,037,457 17,100 X 1 X 20. AMERICAN INTL GROUP COM 026874107 2,644,254 36,900 X 1 X 21. AMERICAN POWER CONVERSION CO COM 029066107 247,014 8,075 X 1 X 22. AMGEN COM 031162100 2,216,864 32,453 X 1 X 23. ANADARKO PETROLEUM CORP COM 032511107 282,880 6,500 X 1 X 24. ANHEUSER BUSCH COS INC COM 035229103 536,280 10,900 X 1 X 25. APACHE CORP COM 037411105 314,060 4,722 X 1 X 26. APOLLO GROUP INC COM 037604105 276,687 7,100 X 1 X 27. APPLE COMPUTER INC COM 037833100 3,965,846 46,745 X 1 X 28. APPLIED MATERIALS INC COM 038222105 748,609 40,575 X 1 X 29. ARCHER DANIELS MIDLAND CO COM 039483102 298,826 9,350 X 1 X 30. AUTODESK INC COM 052769106 417,750 10,325 X 1 X 31. AUTOMATIC DATA PROCESSING INC COM 053015103 384,150 7,800 X 1 X 32. AVON PRODUCTS INC COM 054303102 208,152 6,300 X 1 X 33. BB AND T CORP COM 054937107 338,261 7,700 X 1 X 34. BAKER HUGHES INC COM 057224107 343,436 4,600 X 1 X 35. BANK OF AMERICA CORP COM 060505104 3,404,253 63,762 X 1 X 36. BANK OF NEW YORK COM 064057102 429,133 10,900 X 1 X 37. BAXTER INTL INC COM 071813109 431,427 9,300 X 1 X 38. BEA SYSTEMS INC COM 073325102 133,034 10,575 X 1 X 39. BEAR STEARNS COS INC COM 073902108 276,726 1,700 X 1 X 40. BECTON DICKINSON CO COM 075887109 245,525 3,500 X 1 X 41. BED BATH AND BEYOND INC COM 075896100 574,358 15,075 X 1 X 42. BELL SOUTH CORP COM 079860102 1,220,149 25,900 X 1 X 43. BEST BUY CO INC COM 086516101 284,072 5,775 X 1 X 44. BIOMET INC COM 090613100 540,637 13,100 X 1 X 45. BIOGEN IDEC INC COM 09062X103 758,510 15,420 X 1 X 46. BOEING COM 097023105 995,008 11,200 X 1 X 47. BOSTON SCIENTIFIC CORP COM 101137107 286,958 16,703 X 1 X 48. BRISTOL MEYERS SQUIBB CO COM 110122108 734,328 27,900 X 1 X 49. BROADCOM CORP CL A COM 111320107 617,121 19,100 X 1 X 50. BURLINGTON NORTHERN SANTA FE COM 12189T104 376,431 5,100 X 1 X 51. CBS CORP CL B COM 124857202 344,539 11,050 X 1 X 52. CSX CORP COM 126408103 213,466 6,200 X 1 X 53. CVS CORP COM 126650100 361,647 11,700 X 1 X 54. CAPITAL ONE FINANCIAL CORP COM 14040H105 443,482 5,773 X 1 X 55. CARDINAL HEALTH INC COM 14149Y108 373,694 5,800 X 1 X 56. CAREMARK RX INC COM 141705103 348,371 6,100 X 1 X 57. CARNIVAL CORP COM 143658300 309,015 6,300 X 1 X 58. CATERPILLAR INC COM 149123101 564,236 9,200 X 1 X 59. CELGENE CORP COM 151020104 931,986 16,200 X 1 X 60. CHEVRON CORP COM 166764100 2,274,871 30,938 X 1 X 61. CHICAGO MERCANTILE EXCHANGE COM 167760107 254,875 500 X 1 X 62. CHUBB CORP COM 171232101 306,878 5,800 X 1 X 63. CISCO SYSTEMS INC COM 17275R102 4,083,102 149,400 X 1 X 64. CINTAS GROUP COM 172908105 297,825 7,500 X 1 X 65. CITIGROUP INC COM 172967101 3,886,133 69,769 X 1 X 66. CITRIX SYSTEMS INC COM 177376100 239,393 8,850 X 1 X 67. CLEAR CHANNEL COMMUNICATIONS COM 184502102 248,780 7,000 X 1 X 68. COACH INC COM 189754104 223,392 5,200 X 1 X 69. COCA COLA CO COM 191216100 1,399,250 29,000 X 1 X 70. COGNIZANT TECH SOLUTIONS CORP COM 192446102 464,889 6,025 X 1 X 71. COLGATE PALMOLIVE CO COM 194162103 476,252 7,300 X 1 X 72. COMCAST CORP CL A COM 20030N101 2,434,695 57,517 X 1 X 73. CONOCO PHILLIPS COM 20825C104 1,683,630 23,400 X 1 X 74. CORNING INC COM 219350105 415,362 22,200 X 1 X 75. COSTCO WHOLESALE CORP COM 22160K105 715,595 13,535 X 1 X 76. COUNTRYWIDE FINANCIAL CORP COM 222372104 373,475 8,798 X 1 X 77. DANAHER CORP COM 235851102 246,296 3,400 X 1 X 78. DEERE AND CO COM 244199105 313,731 3,300 X 1 X 79. DELL INC COM 24702R101 1,421,349 56,650 X 1 X 80. DEVON ENERGY CORP COM 25179M103 422,604 6,300 X 1 X 81. DIRECTV GROUP INC COM 25459L106 271,846 10,900 X 1 X 82. THE WALT DISNEY CO COM 254687106 1,007,538 29,400 X 1 X 83. DOMINION RESOURCES COM 25746U109 419,200 5,000 X 1 X 84. DOW CHEMICAL COM 260543103 543,184 13,600 X 1 X 85. DUPONT DE NEMOURS AND CO COM 263534109 638,101 13,100 X 1 X 86. DUKE ENERGY CORP COM 26441C105 592,334 17,836 X 1 X 87. DYNEGY INC COM 26816Q101 102,953 14,220 X X 88. EMC CORP/MASSACHUSETTS COM 268648102 413,160 31,300 X 1 X 89. EOG RESOURCES INC COM 26875P101 218,575 3,500 X 1 X 90. EBAY INC COM 278642103 1,403,818 46,685 X 1 X 91. ECHOSTAR COMMUNICATIONS A COM 278762109 236,166 6,210 X 1 X 92. EDISON INTL COM 281020107 209,208 4,600 X 1 X 93. EL PASO CORP COM 28336L109 152,800 10,000 X 1 X 94. ELECTRONIC ARTS COM 285512109 677,594 13,455 X 1 X 95. ELECTRONIC DATA SYSTEMS CORP COM 285661104 201,115 7,300 X 1 X 96. EMERSON ELECTRIC CO COM 291011104 502,626 11,400 X 1 X 97. ENTERGY CORP NEW COM 29364G103 267,728 2,900 X 1 X 98. EQUITY OFFICE PROPERTIES COM 294741103 240,850 5,000 X 1 X 99. EQUITY RESIDENTIAL PROPS TRUST COM 29476L107 208,075 4,100 X 1 X 100. EXELON CORP COM 30161N101 587,955 9,500 X 1 X 101. EXPEDIA INC COM 30212P105 201,408 9,600 X 1 X 102. EXPEDITORS INTL WASH INC COM 302130109 247,050 6,100 X 1 X 103. EXPRESS SCRIPTS INC COM 302182100 388,430 5,425 X 1 X 104. EXXON MOBIL CORP COM 30231G102 6,344,964 82,800 X 1 X 105. FPL GROUP INC COM 302571104 310,194 5,700 X 1 X 106. FREDDIE MAC COM 313400301 665,420 9,800 X 1 X 107. FANNIE MAE COM 313586109 819,582 13,800 X 1 X 108. FEDERATED DEPT STORES NEW COM 31410H101 285,060 7,476 X 1 X 109. FEDEX CORP COM 31428X106 477,928 4,400 X 1 X 110. FIFTH THIRD BANCORP COM 316773100 325,394 7,950 X 1 X 111. FIRST DATA COM 319963104 276,815 10,847 X 1 X 112. FISERV INC COM 337738108 461,925 8,812 X 1 X 113. FIRST ENERGY CORP COM 337932107 271,350 4,500 X 1 X 114. FORD MOTOR CO COM 345370860 201,170 26,787 X 1 X 115. FOREST LABORATORIES CL A COM 345838106 227,700 4,500 X 1 X 116. FRANKLIN RESOURCES INC COM 354613101 264,408 2,400 X 1 X 117. FURRS RESTAURANT GROUP INC COM 361115603 15 117,000 X X 118. GENERAL DYNAMICS CORP COM 369550108 423,795 5,700 X 1 X 119. GENERAL ELECTRIC CO COM 369604103 5,447,544 146,400 X 1 X 120. GENERAL MILLS COM 370334104 282,240 4,900 X 1 X 121. GENERAL MOTORS CORP COM 370442105 245,760 8,000 X 1 X 122. GENWORTH FINANCIAL INC CL A COM 37247D106 215,523 6,300 X 1 X 123. GENZYME CORP COM 372917104 819,014 13,300 X 1 X 124. GILEAD SCIENCES INC COM 375558103 1,279,121 19,700 X 1 X 125. GOLDMAN SACHS GROUP INC COM 38141G104 1,196,100 6,000 X 1 X 126. GOOGLE INC COM 38259P508 3,234,872 7,025 X 1 X 127. HALLIBURTON CO COM 406216101 444,015 14,300 X 1 X 128. HARLEY DAVIDSON INC COM 412822108 260,739 3,700 X 1 X 129. HARRAHS ENTERTAINMENT INC COM 413619107 215,072 2,600 X 1 X 130. HARTFORD FINANCIAL SERVICES COM 416515104 419,895 4,500 X 1 X 131. H J HEINZ CO COM 423074103 211,547 4,700 X 1 X 132. HEWLETT PACKARD CO COM 428236103 1,602,291 38,900 X 1 X 133. HOME DEPOT INC COM 437076102 1,164,640 29,000 X 1 X 134. HONEYWELL INTL INC COM 438516106 524,784 11,600 X 1 X 135. IAC/INTERACTIVE CORP COM 44919P300 449,710 12,102 X 1 X 136. ILLINOIS TOOL WORKS COM 452308109 277,140 6,000 X 1 X 137. INTEL CORP COM 458140100 2,849,074 140,695 X 1 X 138. INTL BUSINESS MACHINES COM 459200101 2,079,010 21,400 X 1 X 139. INTL GAME TECHNOLOGY COM 459902102 221,760 4,800 X 1 X 140. INTL PAPER COM 460146103 221,650 6,500 X 1 X 141. INTUIT INC COM 461202103 542,468 17,780 X 1 X 142. JP MORGAN CHASE AND CO COM 46625H100 2,378,872 49,252 X 1 X 143. JOHNSON AND JOHNSON CO COM 478160104 2,720,024 41,200 X 1 X 144. JOHNSON CONTROLS COM 478366107 240,576 2,800 X 1 X 145. JUNIPER NETWORKS INC COM 48203R104 356,546 18,825 X 1 X 146. KLATENCOR CORP COM 482480100 488,794 9,825 X 1 X 147. KEYCORP COM 493267108 216,771 5,700 X 1 X 148. KIMBERLY CLARK COM 494368103 441,675 6,500 X 1 X 149. KOHLS DEPARTMENT STORES COM 500255104 314,778 4,600 X 1 X 150. KROGER CO COM 501044101 235,314 10,200 X 1 X 151. LAM RESEARCH CORP COM 512807108 216,401 4,275 X 1 X 152. LEHMAN BROTHERS HOLDINGS COM 524908100 585,900 7,500 X 1 X 153. LEVEL 3 COMMUNICATIONS INC COM 52729N100 187,180 33,425 X 1 X 154. LIBERTY MEDIA INTERACTIVE A COM 53071M104 380,171 17,625 X 1 X 155. ELI AND LILLY CO COM 532457108 729,400 14,000 X 1 X 156. LINCOLN NATIONAL CORP COM 534187109 271,310 4,086 X 1 X 157. LINEAR TECHNOLOGY CORP COM 535678106 479,966 15,830 X 1 X 158. LOCKHEED MARTIN CORP COM 539830109 469,557 5,100 X 1 X 159. LOEWS CORP COM 540424108 269,555 6,500 X 1 X 160. LOWES COS COM 548661107 672,840 21,600 X 1 X 161. MARATHON OIL CORP COM 565849106 458,800 4,960 X 1 X 162. MARSH AND MCLENNAN CO COM 571748102 239,148 7,800 X 1 X 163. MARRIOTT INTL COM 571903202 229,056 4,800 X 1 X 164. MAXIM INTEGRATED PRODUCTS COM 57772K101 541,668 17,690 X 1 X 165. MCDONALDS CORP COM 580135101 780,208 17,600 X 1 X 166. MCGRAW HILL COS INC COM 580645109 340,100 5,000 X 1 X 167. MCKESSON HBOC INC COM 58155Q103 212,940 4,200 X 1 X 168. MEDCO HEALTH SOLUTIONS COM 58405U102 223,807 4,188 X 1 X 169. MEDIMMUNE INC COM 584699102 351,053 10,845 X 1 X 170. MEDTRONIC INC COM 585055106 872,213 16,300 X 1 X 171. MELLON FINANCIAL CORP COM 58551A108 244,470 5,800 X 1 X 172. MERCK AND CO COM 589331107 1,342,880 30,800 X 1 X 173. MERRILL LYNCH COM 590188108 1,173,060 12,600 X 1 X 174. METLIFE INC COM 59156R108 637,308 10,800 X 1 X 175. MICROSOFT CORP COM 594918104 253,810 8,500 X X 176. MICROSOFT CORP COM 594918104 6,609,511 221,350 X 1 X 177. MICRON TECHNOLOGY INC COM 595112103 149,372 10,700 X 1 X 178. MONSANTO CO COM 61166W101 403,746 7,686 X 1 X 179. MONSTER WORLDWIDE INC COM 611742107 262,350 5,625 X 1 X 180. MOODYS CORP COM 615369105 227,898 3,300 X 1 X 181. MORGAN STANLEY DEAN WITTER COM 617446448 1,221,450 15,000 X 1 X 182. MOTOROLA INC COM 620076109 705,208 34,300 X 1 X 183. NII HOLDINGS INC CL B COM 62913F201 281,925 4,375 X 1 X 184. NTL INC COM 62941W101 261,865 10,375 X 1 X 185. NASDAQ 100 TRACKING STOCK COM 631100104 1,673,097 38,765 X 1 X 186. NATIONAL CITY CORP COM 635405103 329,040 9,000 X 1 X 187. NETWORK APPLIANCE INC COM 64120L104 652,441 16,610 X 1 X 188. NEWMONT MINING CORP COM 651639106 288,960 6,400 X 1 X 189. NEWS CORP INC CL A COM 65248E104 713,136 33,200 X 1 X 190. NIKE CL B COM 654106103 267,381 2,700 X 1 X 191. NORFOLK SOUTHERN CO COM 655844108 281,624 5,600 X 1 X 192. NORTHROP GRUMMAN CORP COM 666807102 331,730 4,900 X 1 X 193. NUCOR CORP COM 670346105 235,038 4,300 X 1 X 194. NVIDIA CORP COM 67066G104 561,627 15,175 X 1 X 195. OCCIDENTAL PETROLEUM COM 674599105 595,726 12,200 X 1 X 196. OMNICOM GROUP COM 681919106 250,896 2,400 X 1 X 197. ORACLE CORP COM 68389X105 2,054,829 119,885 X 1 X 198. PGE CORP COM 69331C108 236,650 5,000 X 1 X 199. PNC FINANCIAL SERVICES GROUP COM 693475105 310,968 4,200 X 1 X 200. PACCAR INC COM 693718108 758,876 11,693 X 1 X 201. PATTERSON COS INC COM 703395103 208,799 5,880 X 1 X 202. PAYCHEX INC COM 704326107 605,753 15,320 X 1 X 203. PENNEY JC CO COM 708160106 247,552 3,200 X 1 X 204. PEPSICO INC COM 713448108 1,457,415 23,300 X 1 X 205. PFIZER INC COM 717081103 2,652,937 102,430 X 1 X 206. PHELPS DODGE COM 717265102 347,188 2,900 X 1 X 207. PRAXAIR INC COM 74005P104 272,918 4,600 X 1 X 208. PRINCIPAL FINANCIAL GROUP COM 74251V102 223,060 3,800 X 1 X 209. PROCTER AND GAMBLE COM 742718109 2,893,564 45,022 X 1 X 210. PROGRESSIVE CORP COM 743315103 261,576 10,800 X 1 X 211. PROLOGIS TRUST COM 743410102 212,695 3,500 X 1 X 212. PRUDENTIAL FINANCIAL INC COM 744320102 583,848 6,800 X 1 X 213. PUBLIC SERVICE ENTERPRISES COM 744573106 238,968 3,600 X 1 X 214. QUALCOM INC COM 747525103 3,081,586 81,545 X 1 X 215. QWEST COMMUNICATIONS INTL COM 749121109 190,836 22,800 X 1 X 216. RAYTHEON CO COM 755111507 332,640 6,300 X 1 X 217. REGIONS FINANCIAL CORP COM 7591EP100 388,025 10,375 X 1 X 218. RESEARCH IN MOTION COM 760975102 683,623 5,350 X 1 X 219. SLM CORP COM 78442P106 282,866 5,800 X 1 X 220. SPDR TRUST SERIES 1 COM 78462F103 1,108,724 7,825 X 1 X 221. SAFEWAY INC COM 786514208 217,728 6,300 X 1 X 222. ST PAUL TRAVELERS COS COM 792860108 523,961 9,759 X 1 X 223. SANDISK CORP COM 80004C101 398,028 9,250 X 1 X 224. SARA LEE CORP COM 803111103 180,518 10,600 X 1 X 225. SCHERING PLOUGH CORP COM 806605101 498,804 21,100 X 1 X 226. SCHLUMBERGER COM 806857108 1,054,772 16,700 X 1 X 227. CHARLES SCHWAB CORP COM 808513105 280,430 14,500 X 1 X 228. SEARS HOLDINGS CORP COM 812350106 990,955 5,901 X 1 X 229. SEMPRA ENERGY COM 816851109 207,348 3,700 X 1 X 230. SIGMA ALDRICH CORP COM 826552101 213,730 2,750 X 1 X 231. SIMON PROPERTY GROUP INC COM 828806109 313,999 3,100 X 1 X 232. SIRIUS SATELLITE RADIO INC COM 82966U103 156,999 44,350 X 1 X 233. SOLECTRON CORP COM 834182107 41,860 13,000 X 1 X 234. SOUTHERN CO COM 842587107 387,030 10,500 X 1 X 235. SOUTHWEST AIRLINES CO COM 844741108 171,584 11,200 X 1 X 236. SPRINT NEXTEL CORP COM 852061100 776,983 41,132 X 1 X 237. STAPLES INC COM 855030102 652,815 24,450 X 1 X 238. STARBUCKS CORP COM 855244109 1,463,732 41,325 X 1 X 239. STATE STREET CORP COM 857477103 316,968 4,700 X 1 X 240. STRYKER CORP COM 863667101 231,462 4,200 X 1 X 241. SUN MICROSYSTEMS INC COM 866810104 512,705 94,595 X 1 X 242. SUN TRUST BANKS INC COM 867914103 422,250 5,000 X 1 X 243. SYMANTEC CORP COM 871503108 872,927 41,867 X 1 X 244. SYSCO CORP COM 871829107 323,488 8,800 X 1 X 245. TXU CORP COM 873168108 352,365 6,500 X 1 X 246. TARGET CORP COM 87612E106 696,010 12,200 X 1 X 247. TELLABS INC COM 879664100 139,793 13,625 X 1 X 248. TEVA PHARMACEUTICAL ADR COM 881624209 549,650 17,685 X 1 X 249. TEXAS INSTRUMENTS INC COM 882508104 607,680 21,100 X 1 X 250. THERMO FISHER SCIENTIFIC INC COM 883556102 262,682 5,800 X 1 X 251. 3M CO COM 88579Y101 818,265 10,500 X 1 X 252. TIME WARNER INC COM 887317105 1,234,926 56,700 X 1 X 253. TYCO INTL LTD COM 902124106 857,280 28,200 X 1 X 254. US BANCORP COM 902973304 904,388 24,990 X 1 X 255. UNION PACIFIC CORP COM 907818108 349,676 3,800 X 1 X 256. UNITED PARCEL SERVICE CL B COM 911312106 1,139,696 15,200 X 1 X 257. UNITED TECHNOLOGIES CORP COM 913017109 894,036 14,300 X 1 X 258. UNITEDHEALTH GROUP INC COM 91324P102 1,026,243 19,100 X 1 X 259. USINTERNETWORKING INC COM 917311805 7 73,847 X X 260. VALERO ENERGY CORP COM 91913Y100 439,976 8,600 X 1 X 261. VERISIGN INC COM 92343E102 244,829 10,180 X 1 X 262. VERIZON COMMUNICATIONS COM 92343V104 1,545,460 41,500 X 1 X 263. VIACOM INC CL B COM 92553P201 408,249 9,950 X 1 X 264. VORNADO REALTY TRUST COM 929042109 218,700 1,800 X 1 X 265. WACHOVIA CORP COM 929903102 1,543,003 27,094 X 1 X 266. WALMART STORES INC COM 931142103 1,611,682 34,900 X 1 X 267. WALGREEN CO COM 931422109 651,638 14,200 X 1 X 268. WASHINGTON MUTUAL INC COM 939322103 611,931 13,452 X 1 X 269. WASTE MANAGEMENT INC COM 94106L109 279,452 7,600 X 1 X 270. WELLPOINT INC COM 94973V107 692,472 8,800 X 1 X 271. WELLS FARGO CO COM 949746101 1,703,324 47,900 X 1 X 272. WESTERN UNION COM 959802109 243,190 10,847 X 1 X 273. WEYERHAEUSER CO COM 962166104 240,210 3,400 X 1 X 274. WHOLE FOODS MARKET INC COM 966837106 281,580 6,000 X 1 X 275. WILLIAMS COS INC COM 969457100 222,020 8,500 X 1 X 276. WYETH COM 983024100 972,572 19,100 X 1 X 277. WYNN RESORTS LTD COM 983134107 302,666 3,225 X 1 X 278. XTO ENERGY INC COM 98385X106 246,213 5,233 X 1 X 279. XILINX INC COM 983919101 423,342 17,780 X 1 X 280. XEROX CORP COM 984121103 232,215 13,700 X 1 X 281. YAHOO! INC COM 984332106 930,550 36,435 X 1 X 282. YUM! BRANDS INC COM 988498101 223,440 3,800 X 1 X 283. ZIMMER HOLDINGS INC COM 98956P102 264,141 3,370 X 1 X 284. ACE LTD COM G0070K103 278,622 4,600 X 1 X 285. GARMIN LTD COM G37260109 324,220 5,825 X 1 X 286. MARVELL TECHNOLOGY GROUP COM G5876H105 312,317 16,275 X 1 X 287. TRANSOCEAN SEDCO FOREX INC COM G90078109 339,738 4,200 X 1 X 288. WEATHERFORD INTL LTD COM G95089101 200,592 4,800 X 1 X 289. FLEXTRONICS INTL LTD COM Y2573F102 210,371 18,325 X 1 X AGGREGATE TOTAL 200,630,216 5,078,535