-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, M/V7ndR6rs1N1rtkRZZLYq+zJ08yNvuc2mwDFuYYMvbarbN7wbd2D3hI8+jO5McT vYfKHTp0oxkWRZ3kcziQkQ== 0000073980-07-000004.txt : 20070511 0000073980-07-000004.hdr.sgml : 20070511 20070511090821 ACCESSION NUMBER: 0000073980-07-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070511 DATE AS OF CHANGE: 20070511 EFFECTIVENESS DATE: 20070511 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OHIO NATIONAL LIFE INSURANCE CO CENTRAL INDEX KEY: 0000073980 IRS NUMBER: 310397080 STATE OF INCORPORATION: OH FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05516 FILM NUMBER: 07840236 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL WAY STREET 2: PO BOX 237 CITY: CINCINNATI STATE: OH ZIP: 45242 BUSINESS PHONE: 5138613600 MAIL ADDRESS: STREET 1: P O BOX 237 CITY: CINCINNATI STATE: OH ZIP: 45219 13F-HR 1 a13f033107.txt 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: March 31, 2007 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 11th day of May 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: 285 Table Value Total: $196,386 (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 787,229 10,300 X 1 X 2. ABBOTT LABS COM 002824100 1,205,280 21,600 X 1 X 3. ACE LTD COM G0070K103 262,476 4,600 X 1 X 4. ADOBE SYSTEMS INC COM 00724F101 1,045,836 25,080 X 1 X 5. AES CORP COM 00130H105 200,136 9,300 X 1 X 6. AETNA INC COM 00817Y108 315,288 7,200 X 1 X 7. AFLAC CORP COM 001055102 324,714 6,900 X 1 X 8. AIR PRODUCTS & CHEMICALS INC COM 009158106 221,880 3,000 X 1 X 9. AKAMAI TECHNOLOGIES COM 00971T101 225,888 4,525 X 1 X 10. ALCOA INC COM 013817101 410,190 12,100 X 1 X 11. ALLERGAN COM 018490102 232,722 2,100 X 1 X 12. ALLSTATE CORP COM 020002101 516,516 8,600 X 1 X 13. ALLTELL CORP COM 020039103 310,000 5,000 X 1 X 14. ALTERA CORP COM 021441100 393,303 19,675 X 1 X 15. ALTRIA GROUP INC COM 02209S103 2,572,833 29,300 X 1 X 16. AMAZONCOM INC COM 023135106 492,401 12,375 X 1 X 17. AMERICAN ELECTRIC POWER CO COM 025537101 268,125 5,500 X 1 X 18. AMERICAN EXPRESS CO COM 025816109 941,880 16,700 X 1 X 19. AMERICAN INTL GROUP COM 026874107 2,440,086 36,300 X 1 X 20. AMGEN COM 031162100 1,800,901 32,228 X 1 X 21. ANADARKO PETROLEUM CORP COM 032511107 279,370 6,500 X 1 X 22. ANHEUSERBUSCH COS INC COM 035229103 539,922 10,700 X 1 X 23. APACHE CORP COM 037411105 326,775 4,622 X 1 X 24. APOLLO GROUP INC COM 037604105 312,788 7,125 X 1 X 25. APPLE COMPUTER INC COM 037833100 4,387,210 47,220 X 1 X 26. APPLIED MATERIALS INC COM 038222105 744,708 40,650 X 1 X 27. ARCHER DANIELS MIDLAND CO COM 039483102 335,805 9,150 X 1 X 28. AT&T INC COM 00206R102 3,441,372 87,278 X 1 X 29. AUTODESK INC COM 052769106 385,400 10,250 X 1 X 30. AUTOMATIC DATA PROCESSING INC COM 053015103 372,680 7,700 X 1 X 31. AVON PRODUCTS INC COM 054303102 231,012 6,200 X 1 X 32. BAKER HUGHES INC COM 057224107 297,585 4,500 X 1 X 33. BANK OF AMERICA CORP COM 060505104 3,186,811 62,462 X 1 X 34. BANK OF NEW YORK COM 064057102 429,830 10,600 X 1 X 35. BAXTER INTL INC COM 071813109 479,297 9,100 X 1 X 36. BB&T CORP COM 054937107 311,752 7,600 X 1 X 37. BEA SYSTEMS INC COM 073325102 123,434 10,650 X 1 X 38. BEAR STEARNS COS INC COM 073902108 255,595 1,700 X 1 X 39. BECTON DICKINSON CO COM 075887109 261,426 3,400 X 1 X 40. BED BATH & BEYOND INC COM 075896100 608,576 15,150 X 1 X 41. BEST BUY CO INC COM 086516101 276,486 5,675 X 1 X 42. BIOGEN IDEC INC COM 09062X103 694,325 15,645 X 1 X 43. BIOMET INC COM 090613100 555,557 13,075 X 1 X 44. BOEING COM 097023105 978,010 11,000 X 1 X 45. BOSTON SCIENTIFIC CORP COM 101137107 239,954 16,503 X 1 X 46. BRISTOLMEYERS SQUIBB CO COM 110122108 782,832 28,200 X 1 X 47. BROADCOM CORP CL A COM 111320107 615,744 19,200 X 1 X 48. BURLINGTON NRTHRN SANTA FE COM 12189T104 402,150 5,000 X 1 X 49. CH ROBINSON WORLDWIDE INC COM 12541W209 353,350 7,400 X 1 X 50. CAPITAL ONE FINANCIAL CORP COM 14040H105 435,631 5,773 X 1 X 51. CARDINAL HEALTH INC COM 14149Y108 408,520 5,600 X 1 X 52. CARNIVAL CORP COM 143658300 290,532 6,200 X 1 X 53. CATERPILLAR INC COM 149123101 603,270 9,000 X 1 X 54. CBS CORP CL B COM 124857202 316,607 10,350 X 1 X 55. CELGENE CORP COM 151020104 853,787 16,275 X 1 X 56. CHARLES SCHWAB CORP COM 808513105 261,547 14,300 X 1 X 57. CHEVRON CORP COM 166764100 2,229,006 30,138 X 1 X 58. CHICAGO MERCANTILE EXCHANGE COM 167760107 266,230 500 X 1 X 59. CHUBB CORP COM 171232101 294,519 5,700 X 1 X 60. CINTAS GROUP COM 172908105 270,750 7,500 X 1 X 61. CISCO SYSTEMS INC COM 17275R102 201,687 7,900 X X 62. CISCO SYSTEMS INC COM 17275R102 3,768,228 147,600 X 1 X 63. CITIGROUP INC COM 172967101 3,515,198 68,469 X 1 X 64. CITRIX SYSTEMS INC COM 177376100 281,063 8,775 X 1 X 65. CLEAR CHANNEL COMMUNICATIONS COM 184502102 241,776 6,900 X 1 X 66. COACH INC COM 189754104 260,260 5,200 X 1 X 67. COCA COLA CO COM 191216100 1,348,800 28,100 X 1 X 68. COGNIZANT TECH SOLUTIONS CORP COM 192446102 536,240 6,075 X 1 X 69. COLGATE PALMOLIVE CO COM 194162103 480,888 7,200 X 1 X 70. COMCAST CORP CL A COM 20030N101 2,227,808 85,850 X 1 X 71. CONOCOPHILLIPS COM 20825C104 1,572,050 23,000 X 1 X 72. CONSTELLATION ENERGY GROUP COM 210371100 217,375 2,500 X 1 X 73. CORNING INC COM 219350105 498,006 21,900 X 1 X 74. COSTCO WHOLESALE CORP COM 22160K105 715,264 13,285 X 1 X 75. COUNTRYWIDE FINANCIAL CORP COM 222372104 275,781 8,198 X 1 X 76. CSX CORP COM 126408103 244,305 6,100 X 1 X 77. CVS CAREMARK CORP COM 126650100 738,107 21,620 X 1 X 78. DANAHER CORP COM 235851102 235,785 3,300 X 1 X 79. DEERE & CO COM 244199105 347,648 3,200 X 1 X 80. DELL INC COM 24702R101 1,303,822 56,175 X 1 X 81. DEVON ENERGY CORP COM 25179M103 429,164 6,200 X 1 X 82. DIRECTV GROUP INC COM 25459L106 249,156 10,800 X 1 X 83. DOMINION RESOURCES COM 25746U109 434,973 4,900 X 1 X 84. DOW CHEMICAL COM 260543103 614,524 13,400 X 1 X 85. DUKE ENERGY CORP COM 26441C105 355,805 17,536 X 1 X 86. DUPONT DE NEMOURS & CO COM 263534109 637,647 12,900 X 1 X 87. DYNEGY INC COM 26816Q101 131,677 14,220 X X 88. EBAY INC COM 278642103 1,518,602 45,810 X 1 X 89. ECHOSTAR COMMUNICATIONS COM 278762109 272,958 6,285 X 1 X 90. EDISON INTL COM 281020107 225,998 4,600 X 1 X 91. ELECTRONIC ARTS COM 285512109 677,594 13,455 X 1 X 92. ELI & LILLY CO COM 532457108 741,198 13,800 X 1 X 93. EMC CORP MASSACHUSETTS COM 268648102 408,575 29,500 X 1 X 94. EMERSON ELECTRIC CO COM 291011104 478,299 11,100 X 1 X 95. ENTERGY CORP NEW COM 29364G103 293,776 2,800 X 1 X 96. EOG RESOURCES INC COM 26875P101 242,556 3,400 X 1 X 97. EXELON CORP COM 30161N101 645,874 9,400 X 1 X 98. EXPEDIA INC COM 30212P105 202,825 8,750 X 1 X 99. EXPEDITORS INTL WASH INC COM 302130109 254,118 6,150 X 1 X 100. EXPRESS SCRIPTS INC COM 302182100 439,924 5,450 X 1 X 101. EXXON MOBIL CORP COM 30231G102 5,998,275 79,500 X 1 X 102. FANNIE MAE COM 313586109 736,830 13,500 X 1 X 103. FEDERATED DEPT STORES NEW COM 31410H101 332,289 7,376 X 1 X 104. FEDEX CORP COM 31428X106 461,949 4,300 X 1 X 105. FIFTH THIRD BANCORP COM 316773100 299,848 7,750 X 1 X 106. FIRST DATA COM 319963104 283,714 10,547 X 1 X 107. FIRST ENERGY CORP COM 337932107 298,080 4,500 X 1 X 108. FISERV INC COM 337738108 459,606 8,662 X 1 X 109. FLEXTRONICS INTL LTD COM Y2573F102 211,142 19,300 X 1 X 110. FORD MOTOR CO COM 345370860 208,982 26,487 X 1 X 111. FOREST LABORATORIES CL A COM 345838106 226,336 4,400 X 1 X 112. FPL GROUP INC COM 302571104 348,669 5,700 X 1 X 113. FRANKLIN RESOURCES INC COM 354613101 277,909 2,300 X 1 X 114. FREDDIE MAC COM 313400301 577,053 9,700 X 1 X 115. FREEPORT MCMORAN COPPER COM 35671D857 309,504 4,676 X 1 X 116. FURRS RESTAURANT GROUP INC COM 361115603 12 117,000 X X 117. GARMIN LTD COM G37260109 318,131 5,875 X 1 X 118. GENERAL DYNAMICS CORP COM 369550108 435,480 5,700 X 1 X 119. GENERAL ELECTRIC CO COM 369604103 5,081,232 143,700 X 1 X 120. GENERAL MILLS COM 370334104 279,456 4,800 X 1 X 121. GENERAL MOTORS CORP COM 370442105 242,056 7,900 X 1 X 122. GENWORTH FINANCIAL INC CL A COM 37247D106 216,628 6,200 X 1 X 123. GENZYME CORP COM 372917104 802,768 13,375 X 1 X 124. GILEAD SCIENCES INC COM 375558103 1,522,350 19,900 X 1 X 125. GOLDMAN SACHS GROUP INC COM 38141G104 1,177,791 5,700 X 1 X 126. GOOGLE INC COM 38259P508 3,287,298 7,175 X 1 X 127. H J HEINZ CO COM 423074103 212,040 4,500 X 1 X 128. HALLIBURTON CO COM 406216101 444,360 14,000 X 1 X 129. HARLEYDAVIDSON INC COM 412822108 211,500 3,600 X 1 X 130. HARRAHS ENTERTAINMENT INC COM 413619107 219,570 2,600 X 1 X 131. HARTFORD FINANCIAL SERVICES COM 416515104 430,110 4,500 X 1 X 132. HESS CORP COM 42809H107 210,786 3,800 X 1 X 133. HEWLETTPACKARD CO COM 428236103 1,501,236 37,400 X 1 X 134. HOME DEPOT INC COM 437076102 1,047,090 28,500 X 1 X 135. HONEYWELL INTL INC COM 438516106 515,872 11,200 X 1 X 136. IAC INTERACTIVE CORP COM 44919P300 441,282 11,702 X 1 X 137. ILLINOIS TOOL WORKS COM 452308109 299,280 5,800 X 1 X 138. INTEL CORP COM 458140100 2,673,322 139,745 X 1 X 139. INTL PAPER COM 460146103 229,320 6,300 X 1 X 140. INTL BUSINESS MACHINES COM 459200101 1,979,460 21,000 X 1 X 141. INTUIT INC COM 461202103 476,885 17,430 X 1 X 142. JOHNSON & JOHNSON CO COM 478160104 2,434,504 40,400 X 1 X 143. JOHNSON CONTROLS COM 478366107 255,474 2,700 X 1 X 144. JPMORGAN CHASE & CO COM 46625H100 2,348,946 48,552 X 1 X 145. JUNIPER NETWORKS INC COM 48203R104 371,952 18,900 X 1 X 146. KEYCORP COM 493267108 206,085 5,500 X 1 X 147. KIMBERLY CLARK COM 494368103 438,336 6,400 X 1 X 148. KLATENCOR CORP COM 482480100 529,201 9,925 X 1 X 149. KOHLS DEPARTMENT STORES COM 500255104 352,406 4,600 X 1 X 150. KROGER CO COM 501044101 279,675 9,900 X 1 X 151. LAM RESEARCH CORP COM 512807108 203,562 4,300 X 1 X 152. LEHMAN BROTHERS HOLDINGS COM 524908100 518,518 7,400 X 1 X 153. LEVEL 3 COMMUNICATIONS INC COM 52729N100 265,045 43,450 X 1 X 154. LIBERTY MEDIAINTERACTIVE COM 53071M104 418,637 17,575 X 1 X 155. LINCOLN NATIONAL CORP COM 534187109 263,432 3,886 X 1 X 156. LINEAR TECHNOLOGY CORP COM 535678106 502,439 15,905 X 1 X 157. LOCKHEED MARTIN CORP COM 539830109 485,100 5,000 X 1 X 158. LOEWS CORP COM 540424108 286,209 6,300 X 1 X 159. LOWES COS COM 548661107 670,737 21,300 X 1 X 160. MARATHON OIL CORP COM 565849106 480,314 4,860 X 1 X 161. MARRIOTT INTL COM 571903202 225,216 4,600 X 1 X 162. MARSH & MCLENNAN CO COM 571748102 225,533 7,700 X 1 X 163. MARVELL TECHNOLOGY GROUP COM G5876H105 274,844 16,350 X 1 X 164. MAXIM INTEGRATED PRODUCTS COM 57772K101 519,351 17,665 X 1 X 165. MCDONALDS CORP COM 580135101 756,840 16,800 X 1 X 166. MCGRAW HILL COS INC COM 580645109 314,400 5,000 X 1 X 167. MCKESSON HBOC INC COM 58155Q103 240,014 4,100 X 1 X 168. MEDCO HEALTH SOLUTIONS COM 58405U102 289,250 3,988 X 1 X 169. MEDIMMUNE INC COM 584699102 391,011 10,745 X 1 X 170. MEDTRONIC INC COM 585055106 789,866 16,100 X 1 X 171. MELLON FINANCIAL CORP COM 58551A108 250,212 5,800 X 1 X 172. MERCK & CO COM 589331107 1,338,351 30,300 X 1 X 173. MERRILL LYNCH COM 590188108 1,012,708 12,400 X 1 X 174. METLIFE INC COM 59156R108 663,075 10,500 X 1 X 175. MICRON TECHNOLOGY INC COM 595112103 126,840 10,500 X 1 X 176. MICROSOFT CORP COM 594918104 6,106,317 219,100 X 1 X 177. MILLICOM INTL CELLULAR SA COM L6388F110 223,326 2,850 X 1 X 178. MONSANTO CO COM 61166W101 416,927 7,586 X 1 X 179. MONSTER WORLDWIDE INC COM 611742107 277,115 5,850 X 1 X 180. MOODYS CORP COM 615369105 204,798 3,300 X 1 X 181. MORGAN STANLEY DEAN WITTER COM 617446448 1,173,524 14,900 X 1 X 182. MOTOROLA INC COM 620076109 590,178 33,400 X 1 X 183. NASDAQ 100 TRACKING STOCK COM 631100104 1,417,554 32,565 X 1 X 184. NATIONAL CITY CORP COM 635405103 309,175 8,300 X 1 X 185. NETWORK APPLIANCE INC COM 64120L104 608,423 16,660 X 1 X 186. NEWMONT MINING CORP COM 651639106 264,537 6,300 X 1 X 187. NEWS CORP INC CL A COM 65248E104 758,336 32,800 X 1 X 188. NII HOLDINGS INC CL B COM 62913F201 343,083 4,625 X 1 X 189. NIKE CL B COM 654106103 276,276 2,600 X 1 X 190. NORFOLK SOUTHERN CO COM 655844108 278,300 5,500 X 1 X 191. NORTHROP GRUMMAN CORP COM 666807102 363,678 4,900 X 1 X 192. NUCOR CORP COM 670346105 273,546 4,200 X 1 X 193. NVIDIA CORP COM 67066G104 438,176 15,225 X 1 X 194. OCCIDENTAL PETROLEUM COM 674599105 576,927 11,700 X 1 X 195. OMNICOM GROUP COM 681919106 235,474 2,300 X 1 X 196. ORACLE CORP COM 68389X105 2,157,198 118,985 X 1 X 197. PACCAR INC COM 693718108 852,761 11,618 X 1 X 198. PATTERSON COS INC COM 703395103 206,019 5,805 X 1 X 199. PAYCHEX INC COM 704326107 579,222 15,295 X 1 X 200. PENNEY JC CO COM 708160106 254,696 3,100 X 1 X 201. PEPSICO INC COM 713448108 1,455,524 22,900 X 1 X 202. PFIZER INC COM 717081103 2,501,498 99,030 X 1 X 203. PG & E CORP COM 69331C108 236,523 4,900 X 1 X 204. PNC FINANCIAL SERVICES GROUP COM 693475105 345,456 4,800 X 1 X 205. PPL CORP COM 69351T106 220,860 5,400 X 1 X 206. PRAXAIR INC COM 74005P104 283,320 4,500 X 1 X 207. PRINCIPAL FINANCIAL GROUP COM 74251V102 221,519 3,700 X 1 X 208. PROCTER & GAMBLE COM 742718109 2,786,746 44,122 X 1 X 209. PROGRESSIVE CORP COM 743315103 226,928 10,400 X 1 X 210. PROLOGIS TRUST COM 743410102 233,748 3,600 X 1 X 211. PRUDENTIAL FINANCIAL INC COM 744320102 595,716 6,600 X 1 X 212. PUBLIC SERVICE ENTERPRISES COM 744573106 290,640 3,500 X 1 X 213. QUALCOM INC COM 747525103 3,481,909 81,620 X 1 X 214. QWEST COMMUNICATIONS INTL COM 749121109 196,881 21,900 X 1 X 215. RAYTHEON CO COM 755111507 325,252 6,200 X 1 X 216. REGIONS FINANCIAL CORP COM 7591EP100 359,890 10,175 X 1 X 217. RESEARCH IN MOTION COM 760975102 743,871 5,450 X 1 X 218. SAFEWAY INC COM 786514208 227,168 6,200 X 1 X 219. SANDISK CORP COM 80004C101 407,340 9,300 X 1 X 220. SARA LEE CORP COM 803111103 172,584 10,200 X 1 X 221. SCHERINGPLOUGH CORP COM 806605101 530,608 20,800 X 1 X 222. SCHLUMBERGER COM 806857108 1,140,150 16,500 X 1 X 223. SEARS HOLDINGS CORP COM 812350106 1,063,124 5,901 X 1 X 224. SEMPRA ENERGY COM 816851109 225,737 3,700 X 1 X 225. SIGMAALDRICH CORP COM 826552101 229,398 5,525 X 1 X 226. SIMON PROPERTY GROUP INC COM 828806109 344,875 3,100 X 1 X 227. SIRIUS SATELLITE RADIO INC COM 82966U103 148,160 46,300 X 1 X 228. SLM CORP COM 78442P106 233,130 5,700 X 1 X 229. SOLECTRON CORP COM 834182107 39,690 12,600 X 1 X 230. SOUTHERN CO COM 842587107 384,825 10,500 X 1 X 231. SOUTHWEST AIRLINES CO COM 844741108 161,700 11,000 X 1 X 232. SPDR TRUST SERIES 1 COM 78462F103 443,750 3,125 X 1 X 233. SPECTRA ENERGY CORP COM 847560109 231,649 8,818 X 1 X 234. SPRINT NEXTEL CORP COM 852061100 768,487 40,532 X 1 X 235. STAPLES INC COM 855030102 622,744 24,100 X 1 X 236. STARBUCKS CORP COM 855244109 1,288,112 41,075 X 1 X 237. STATE STREET CORP COM 857477103 304,325 4,700 X 1 X 238. STRYKER CORP COM 863667101 278,544 4,200 X 1 X 239. SUN MICROSYSTEMS INC COM 866810104 577,982 96,170 X 1 X 240. SUN TRUST BANKS INC COM 867914103 415,200 5,000 X 1 X 241. SYMANTEC CORP COM 871503108 713,054 41,217 X 1 X 242. SYSCO CORP COM 871829107 290,938 8,600 X 1 X 243. TARGET CORP COM 87612E106 711,120 12,000 X 1 X 244. TELLABS INC COM 879664100 132,660 13,400 X 1 X 245. TEVA PHARMACEUTICAL ADR COM 881624209 665,693 17,785 X 1 X 246. TEXAS INSTRUMENTS INC COM 882508104 608,020 20,200 X 1 X 247. THE WALT DISNEY CO COM 254687106 984,698 28,600 X 1 X 248. THERMO FISHER SCIENTIFIC INC COM 883556102 275,825 5,900 X 1 X 249. TIME WARNER INC COM 887317105 1,051,076 53,300 X 1 X 250. TRANSOCEAN SEDCO FOREX INC COM G90078109 334,970 4,100 X 1 X 251. TRAVELERS COS INC COM 89417E109 489,692 9,459 X 1 X 252. TXU CORP COM 873168108 410,240 6,400 X 1 X 253. TYCO INTL LTD COM 902124106 870,780 27,600 X 1 X 254. UNION PACIFIC CORP COM 907818108 385,890 3,800 X 1 X 255. UNITED PARCEL SERVICE CL B COM 911312106 1,044,490 14,900 X 1 X 256. UNITED TECHNOLOGIES CORP COM 913017109 903,500 13,900 X 1 X 257. UNITEDHEALTH GROUP INC COM 91324P102 1,001,133 18,900 X 1 X 258. US BANCORP COM 902973304 866,906 24,790 X 1 X 259. USINTERNETWORKING INC COM 917311805 15 73,847 X X 260. VALERO ENERGY CORP COM 91913Y100 541,716 8,400 X 1 X 261. VERISIGN INC COM 92343E102 253,838 10,105 X 1 X 262. VERIZON COMMUNICATIONS COM 92343V104 1,543,344 40,700 X 1 X 263. VIACOM INC CL B COM 92553P201 396,712 9,650 X 1 X 264. VIRGIN MEDIA INC COM 92769L101 261,338 10,350 X 1 X 265. VORNADO REALTY TRUST COM 929042109 214,812 1,800 X 1 X 266. WACHOVIA CORP COM 929903102 1,464,000 26,594 X 1 X 267. WALGREEN CO COM 931422109 642,460 14,000 X 1 X 268. WALMART STORES INC COM 931142103 1,615,080 34,400 X 1 X 269. WASHINGTON MUTUAL INC COM 939322103 502,812 12,452 X 1 X 270. WASTE MANAGEMENT INC COM 94106L109 254,634 7,400 X 1 X 271. WEATHERFORD INTL LTD COM G95089101 211,970 4,700 X 1 X 272. WELLPOINT INC COM 94973V107 697,460 8,600 X 1 X 273. WELLS FARGO CO COM 949746101 1,625,096 47,200 X 1 X 274. WESTERN UNION COM 959802109 235,897 10,747 X 1 X 275. WEYERHAEUSER CO COM 962166104 224,220 3,000 X 1 X 276. WHOLE FOODS MARKET INC COM 966837106 271,343 6,050 X 1 X 277. WILLIAMS COS INC COM 969457100 239,064 8,400 X 1 X 278. WYETH COM 983024100 940,564 18,800 X 1 X 279. WYNN RESORTS LTD COM 983134107 308,295 3,250 X 1 X 280. XEROX CORP COM 984121103 224,637 13,300 X 1 X 281. XILINX INC COM 983919101 450,404 17,505 X 1 X 282. XTO ENERGY INC COM 98385X106 281,340 5,133 X 1 X 283. YAHOO! INC COM 984332106 1,133,011 36,210 X 1 X 284. YUM! BRANDS INC COM 988498101 213,712 3,700 X 1 X 285. ZIMMER HOLDINGS INC COM 98956P102 279,291 3,270 X 1 X AGGREGATE TOTAL 196,385,624 5,034,999 -----END PRIVACY-ENHANCED MESSAGE-----