-----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, SaC4FBE8lstlCAgo6FF1z8a1QIE+PzZkB8I94BDBlyID18sIwCpLDYAWSt5uCOIz N7ZZcQXr01mFyy2e9ezxfw== 0000073980-07-000006.txt : 20070802 0000073980-07-000006.hdr.sgml : 20070802 20070802075229 ACCESSION NUMBER: 0000073980-07-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070802 DATE AS OF CHANGE: 20070802 EFFECTIVENESS DATE: 20070802 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: 071018354 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 a13f063007.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: June 30, 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 2nd day of August 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: 288 Table Value Total: $208,096 (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 859,221 9,900 X 1 X 2. ABBOTT LABS COM 002824100 1,140,615 21,300 X 1 X 3. ACE LTD COM G0070K103 281,340 4,500 X 1 X 4. ADOBE SYSTEMS INC COM 00724F101 1,004,955 25,030 X 1 X 5. AES CORP COM 00130H105 201,296 9,200 X 1 X 6. AETNA INC COM 00817Y108 350,740 7,100 X 1 X 7. AFLAC CORP COM 001055102 344,380 6,700 X 1 X 8. AGILENT TECHNOLOGIES INC COM 00846U101 211,420 5,500 X 1 X 9. AIR PRODUCTS & CHEMICALS INC COM 009158106 241,110 3,000 X 1 X 10. AKAMAI TECHNOLOGIES COM 00971T101 226,176 4,650 X 1 X 11. ALCOA INC COM 013817101 486,360 12,000 X 1 X 12. ALLERGAN COM 018490102 242,088 4,200 X 1 X 13. ALLSTATE CORP COM 020002101 516,684 8,400 X 1 X 14. ALLTELL CORP COM 020039103 324,240 4,800 X 1 X 15. ALTERA CORP COM 021441100 432,642 19,550 X 1 X 16. ALTRIA GROUP INC COM 02209S103 2,034,060 29,000 X 1 X 17. AMAZON COM INC COM 023135106 839,733 12,275 X 1 X 18. AMERICAN ELECTRIC POWER CO COM 025537101 247,720 5,500 X 1 X 19. AMERICAN EXPRESS CO COM 025816109 1,003,352 16,400 X 1 X 20. AMERICAN INTL GROUP COM 026874107 2,507,074 35,800 X 1 X 21. AMERIPRISE FINANCIAL INC COM 03076C106 208,510 3,280 X 1 X 22. AMGEN COM 031162100 1,762,535 31,878 X 1 X 23. ANADARKO PETROLEUM CORP COM 032511107 332,736 6,400 X 1 X 24. ANHEUSER BUSCH COS INC COM 035229103 547,680 10,500 X 1 X 25. APACHE CORP COM 037411105 368,950 4,522 X 1 X 26. APOLLO GROUP INC COM 037604105 411,932 7,050 X 1 X 27. APPLE COMPUTER INC COM 037833100 5,774,933 47,320 X 1 X 28. APPLIED MATERIALS INC COM 038222105 796,290 40,075 X 1 X 29. ARCHER DANIELS MIDLAND CO COM 039483102 299,465 9,050 X 1 X 30. AT&T INC COM 00206R102 3,530,737 85,078 X 1 X 31. AUTODESK INC COM 052769106 483,747 10,275 X 1 X 32. AUTOMATIC DATA PROCESSING INC COM 053015103 368,372 7,600 X 1 X 33. AVON PRODUCTS INC COM 054303102 224,175 6,100 X 1 X 34. BAKER HUGHES INC COM 057224107 370,172 4,400 X 1 X 35. BANK OF AMERICA CORP COM 060505104 2,995,099 61,262 X 1 X 36. BANK OF NEW YORK COM 064057102 430,976 10,400 X 1 X 37. BAXTER INTL INC COM 071813109 507,060 9,000 X 1 X 38. BB&T CORP COM 054937107 305,100 7,500 X 1 X 39. BEA SYSTEMS INC COM 073325102 146,141 10,675 X 1 X 40. BEAR STEARNS COS INC COM 073902108 224,000 1,600 X 1 X 41. BECTON DICKINSON CO COM 075887109 253,300 3,400 X 1 X 42. BED BATH AND BEYOND INC COM 075896100 530,853 14,750 X 1 X 43. BEST BUY CO INC COM 086516101 260,185 5,575 X 1 X 44. BIOGEN IDEC INC COM 09062X103 802,233 14,995 X 1 X 45. BIOMET INC COM 090613100 598,932 13,100 X 1 X 46. BOEING COM 097023105 1,048,144 10,900 X 1 X 47. BOSTON SCIENTIFIC CORP COM 101137107 251,622 16,403 X 1 X 48. BRISTOL MEYERS SQUIBB CO COM 110122108 858,432 27,200 X 1 X 49. BROADCOM CORP CL A COM 111320107 555,750 19,000 X 1 X 50. BURLINGTON NRTHRN SANTA FE COM 12189T104 417,186 4,900 X 1 X 51. C H ROBINSON WORLDWIDE INC COM 12541W209 383,396 7,300 X 1 X 52. CAPITAL ONE FINANCIAL CORP COM 14040H105 444,990 5,673 X 1 X 53. CARDINAL HEALTH INC COM 14149Y108 374,392 5,300 X 1 X 54. CARNIVAL CORP COM 143658300 297,497 6,100 X 1 X 55. CATERPILLAR INC COM 149123101 689,040 8,800 X 1 X 56. CBS CORP CL B COM 124857202 338,198 10,150 X 1 X 57. CDW CORP COM 12512N105 206,477 2,430 X 1 X 58. CELGENE CORP COM 151020104 931,613 16,250 X 1 X 59. CHARLES SCHWAB CORP COM 808513105 287,280 14,000 X 1 X 60. CHEVRON CORP COM 166764100 2,496,705 29,638 X 1 X 61. CHICAGO MERCANTILE EXCHANGE COM 167760107 267,180 500 X 1 X 62. CHUBB CORP COM 171232101 297,770 5,500 X 1 X 63. CIGNA CORP COM 125509109 208,880 4,000 X 1 X 64. CINTAS GROUP COM 172908105 295,725 7,500 X 1 X 65. CISCO SYSTEMS INC COM 17275R102 4,107,179 147,475 X 1 X 66. CITIGROUP INC COM 172967101 3,501,517 68,269 X 1 X 67. CITRIX SYSTEMS INC COM 177376100 296,296 8,800 X 1 X 68. CLEAR CHANNEL COMMUNICATIONS COM 184502102 257,176 6,800 X 1 X 69. COACH INC COM 189754104 241,689 5,100 X 1 X 70. COCA COLA CO COM 191216100 1,448,987 27,700 X 1 X 71. COGNIZANT TECH SOLUTIONS CORP COM 192446102 459,926 6,125 X 1 X 72. COLGATE PALMOLIVE CO COM 194162103 460,435 7,100 X 1 X 73. COMCAST CORP CL A COM 20030N101 2,403,557 85,475 X 1 X 74. CONOCOPHILLIPS COM 20825C104 1,774,100 22,600 X 1 X 75. CONSTELLATION ENERGY GROUP COM 210371100 217,925 2,500 X 1 X 76. CORNING INC COM 219350105 554,435 21,700 X 1 X 77. COSTCO WHOLESALE CORP COM 22160K105 767,197 13,110 X 1 X 78. COUNTRYWIDE FINANCIAL CORP COM 222372104 297,997 8,198 X 1 X 79. CSX CORP COM 126408103 270,480 6,000 X 1 X 80. CVS/CAREMARK CORP COM 126650100 777,114 21,320 X 1 X 81. DANAHER CORP COM 235851102 249,150 3,300 X 1 X 82. DEERE & CO COM 244199105 374,294 3,100 X 1 X 83. DELL INC COM 24702R101 1,593,804 55,825 X 1 X 84. DEVON ENERGY CORP COM 25179M103 477,569 6,100 X 1 X 85. DIRECTV GROUP INC COM 25459L106 244,966 10,600 X 1 X 86. DOMINION RESOURCES COM 25746U109 414,288 4,800 X 1 X 87. DOW CHEMICAL COM 260543103 583,704 13,200 X 1 X 88. DUKE ENERGY CORP COM 26441C105 317,249 17,336 X 1 X 89. DUPONT DE NEMOURS & CO COM 263534109 645,668 12,700 X 1 X 90. EBAY INC COM 278642103 1,462,903 45,460 X 1 X 91. ECHOSTAR COMMUNICATIONS COM 278762109 273,665 6,310 X 1 X 92. EDISON INTL COM 281020107 252,540 4,500 X 1 X 93. ELECTRONIC ARTS COM 285512109 640,240 13,530 X 1 X 94. ELI & LILLY CO COM 532457108 759,968 13,600 X 1 X 95. EMC CORP/MASSACHUSETTS COM 268648102 524,900 29,000 X 1 X 96. EMERSON ELECTRIC CO COM 291011104 514,800 11,000 X 1 X 97. ENTERGY CORP NEW COM 29364G103 289,845 2,700 X 1 X 98. EOG RESOURCES INC COM 26875P101 248,404 3,400 X 1 X 99. EXELON CORP COM 30161N101 675,180 9,300 X 1 X 100. EXPEDIA INC COM 30212P105 257,752 8,800 X 1 X 101. EXPEDITORS INTL WASH INC COM 302130109 253,995 6,150 X 1 X 102. EXPRESS SCRIPTS INC COM 302182100 547,610 10,950 X 1 X 103. EXXON MOBIL CORP COM 30231G102 6,517,476 77,700 X 1 X 104. FANNIE MAE COM 313586109 875,422 13,400 X 1 X 105. FEDEX CORP COM 31428X106 466,074 4,200 X 1 X 106. FIFTH THIRD BANCORP COM 316773100 300,264 7,550 X 1 X 107. FIRST DATA COM 319963104 341,303 10,447 X 1 X 108. FIRST ENERGY CORP COM 337932107 271,866 4,200 X 1 X 109. FISERV INC COM 337738108 482,062 8,487 X 1 X 110. FLEXTRONICS INTL LTD COM Y2573F102 209,250 19,375 X 1 X 111. FORD MOTOR CO COM 345370860 244,798 25,987 X 1 X 112. FOREST LABORATORIES CL A COM 345838106 200,860 4,400 X 1 X 113. FPL GROUP INC COM 302571104 317,744 5,600 X 1 X 114. FRANKLIN RESOURCES INC COM 354613101 304,681 2,300 X 1 X 115. FREDDIE MAC COM 313400301 552,370 9,100 X 1 X 116. FREEPORT MCMORAN COPPER COM 35671D857 428,676 5,176 X 1 X 117. FURRS RESTAURANT GROUP INC COM 361115603 12 117,000 X 0 X 118. GARMIN LTD COM G37260109 436,423 5,900 X 1 X 119. GENERAL DYNAMICS CORP COM 369550108 438,032 5,600 X 1 X 120. GENERAL ELECTRIC CO COM 369604103 5,435,760 142,000 X 1 X 121. GENERAL MILLS COM 370334104 280,416 4,800 X 1 X 122. GENERAL MOTORS CORP COM 370442105 294,840 7,800 X 1 X 123. GENZYME CORP COM 372917104 858,130 13,325 X 1 X 124. GILEAD SCIENCES INC COM 375558103 1,543,046 39,800 X 1 X 125. GOLDMAN SACHS GROUP INC COM 38141G104 1,213,800 5,600 X 1 X 126. GOOGLE INC COM 38259P508 3,715,998 7,100 X 1 X 127. H J HEINZ CO COM 423074103 213,615 4,500 X 1 X 128. HALLIBURTON CO COM 406216101 434,700 12,600 X 1 X 129. HARLEY DAVIDSON INC COM 412822108 214,596 3,600 X 1 X 130. HARRAHS ENTERTAINMENT INC COM 413619107 221,676 2,600 X 1 X 131. HARTFORD FINANCIAL SERVICES COM 416515104 433,444 4,400 X 1 X 132. HESS CORP COM 42809H107 224,048 3,800 X 1 X 133. HEWLETT PACKARD CO COM 428236103 1,610,782 36,100 X 1 X 134. HOME DEPOT INC COM 437076102 1,070,320 27,200 X 1 X 135. HONEYWELL INTL INC COM 438516106 607,824 10,800 X 1 X 136. IAC/INTERACTIVECORP COM 44919P300 407,602 11,777 X 1 X 137. ILLINOIS TOOL WORKS COM 452308109 308,883 5,700 X 1 X 138. INGERSOLL RAND CO COM G4776G101 230,244 4,200 X 1 X 139. INTEL CORP COM 458140100 3,325,093 139,945 X 1 X 140. INTL PAPER COM 460146103 234,300 6,000 X 1 X 141. INTL BUSINESS MACHINES COM 459200101 1,978,700 18,800 X 1 X 142. INTUIT INC COM 461202103 516,022 17,155 X 1 X 143. JOHNSON & JOHNSON CO COM 478160104 2,464,800 40,000 X 1 X 144. JOHNSON CONTROLS COM 478366107 312,579 2,700 X 1 X 145. JPMORGAN CHASE & CO COM 46625H100 2,284,514 47,152 X 1 X 146. JUNIPER NETWORKS INC COM 48203R104 471,308 18,725 X 1 X 147. KIMBERLY CLARK COM 494368103 421,407 6,300 X 1 X 148. KLA TENCOR CORP COM 482480100 517,904 9,425 X 1 X 149. KOHLS DEPARTMENT STORES COM 500255104 319,635 4,500 X 1 X 150. KRAFT FOODS CL A COM 50075N104 781,704 22,176 X 1 X 151. KROGER CO COM 501044101 275,674 9,800 X 1 X 152. LAM RESEARCH CORP COM 512807108 210,740 4,100 X 1 X 153. LEHMAN BROTHERS HOLDINGS COM 524908100 543,996 7,300 X 1 X 154. LEVEL 3 COMMUNICATIONS INC COM 52729N100 256,084 43,775 X 1 X 155. LIBERTY GLOBAL INC COM 530555101 233,928 5,700 X 1 X 156. LIBERTY MEDIA INTERACTIVE COM 53071M104 393,008 17,600 X 1 X 157. LINCOLN NATIONAL CORP COM 534187109 268,617 3,786 X 1 X 158. LINEAR TECHNOLOGY CORP COM 535678106 486,802 13,455 X 1 X 159. LOCKHEED MARTIN CORP COM 539830109 461,237 4,900 X 1 X 160. LOEWS CORP COM 540424108 316,076 6,200 X 1 X 161. LOWES COMPANIES COM 548661107 638,352 20,800 X 1 X 162. LSI LOGIC CORP COM 502161102 79,606 10,600 X 1 X 163. MACYS INC COM 55616P104 253,637 6,376 X 1 X 164. MARATHON OIL CORP COM 565849106 570,819 9,520 X 1 X 165. MARSH & MCLENNAN CO COM 571748102 237,776 7,700 X 1 X 166. MARVELL TECHNOLOGY GROUP COM G5876H105 298,644 16,400 X 1 X 167. MAXIM INTEGRATED PRODUCTS COM 57772K101 587,682 17,590 X 1 X 168. MCDONALDS CORP COM 580135101 837,540 16,500 X 1 X 169. MCGRAW HILL COS INC COM 580645109 319,976 4,700 X 1 X 170. MCKESSON HBOC INC COM 58155Q103 244,524 4,100 X 1 X 171. MEDCO HEALTH SOLUTIONS COM 58405U102 303,225 3,888 X 1 X 172. MEDTRONIC INC COM 585055106 824,574 15,900 X 1 X 173. MELLON FINANCIAL CORP COM 58551A108 250,800 5,700 X 1 X 174. MERCK & CO COM 589331107 1,489,020 29,900 X 1 X 175. MERRILL LYNCH COM 590188108 1,002,960 12,000 X 1 X 176. METLIFE INC COM 59156R108 657,696 10,200 X 1 X 177. MICRON TECHNOLOGY INC COM 595112103 130,312 10,400 X 1 X 178. MICROSOFT CORP COM 594918104 6,273,426 212,875 X 1 X 179. MILLICOM INTL CELLULAR S A COM L6388F110 263,465 2,875 X 1 X 180. MONSANTO CO COM 61166W101 505,604 7,486 X 1 X 181. MONSTER WORLDWIDE INC COM 611742107 235,298 5,725 X 1 X 182. MORGAN STANLEY DEAN WITTER COM 617446448 1,216,260 14,500 X 1 X 183. MOTOROLA INC COM 620076109 564,630 31,900 X 1 X 184. NATIONAL CITY CORP COM 635405103 263,228 7,900 X 1 X 185. NATIONAL OILWELL VARCO INC COM 637071101 260,600 2,500 X 1 X 186. NETWORK APPLIANCE INC COM 64120L104 481,362 16,485 X 1 X 187. NEWMONT MINING CORP COM 651639106 242,172 6,200 X 1 X 188. NEWS CORP INC CL A COM 65248E104 680,841 32,100 X 1 X 189. NII HOLDINGS INC CL B COM 62913F201 377,460 4,675 X 1 X 190. NIKE CL B COM 654106103 303,108 5,200 X 1 X 191. NORFOLK SOUTHERN CO COM 655844108 283,878 5,400 X 1 X 192. NORTHROP GRUMMAN CORP COM 666807102 373,776 4,800 X 1 X 193. NUCOR CORP COM 670346105 246,330 4,200 X 1 X 194. NVIDIA CORP COM 67066G104 639,272 15,475 X 1 X 195. OCCIDENTAL PETROLEUM COM 674599105 665,620 11,500 X 1 X 196. OMNICOM GROUP COM 681919106 243,432 4,600 X 1 X 197. ORACLE CORP COM 68389X105 2,316,615 117,535 X 1 X 198. PACCAR INC COM 693718108 1,013,407 11,643 X 1 X 199. PATTERSON COS INC COM 703395103 217,284 5,830 X 1 X 200. PAYCHEX INC COM 704326107 600,296 15,345 X 1 X 201. PENNEY JC CO COM 708160106 224,378 3,100 X 1 X 202. PEPSICO INC COM 713448108 1,459,125 22,500 X 1 X 203. PFIZER INC COM 717081103 2,475,943 96,830 X 1 X 204. PG & E CORP COM 69331C108 221,970 4,900 X 1 X 205. PNC FINANCIAL SERVICES GROUP COM 693475105 343,584 4,800 X 1 X 206. QQQ NASDAQ 100 COM 73935A104 1,396,893 29,365 X 1 X 207. PPL CORP COM 69351T106 247,987 5,300 X 1 X 208. PRAXAIR INC COM 74005P104 316,756 4,400 X 1 X 209. PRECISION CASTPARTS COM 740189105 230,584 1,900 X 1 X 210. PRINCIPAL FINANCIAL GROUP COM 74251V102 215,673 3,700 X 1 X 211. PROCTER & GAMBLE COM 742718109 2,656,992 43,422 X 1 X 212. PROGRESSIVE CORP COM 743315103 244,086 10,200 X 1 X 213. PRUDENTIAL FINANCIAL INC COM 744320102 631,995 6,500 X 1 X 214. PUBLIC SERVICE ENTERPRISES COM 744573106 307,230 3,500 X 1 X 215. QUALCOM INC COM 747525103 3,558,848 82,020 X 1 X 216. QWEST COMMUNICATIONS INTL COM 749121109 207,580 21,400 X 1 X 217. RAYTHEON CO COM 755111507 328,729 6,100 X 1 X 218. REGIONS FINANCIAL CORP COM 7591EP100 320,243 9,675 X 1 X 219. RESEARCH IN MOTION COM 760975102 1,089,946 5,450 X 1 X 220. SAFEWAY INC COM 786514208 207,583 6,100 X 1 X 221. SANDISK CORP COM 80004C101 452,695 9,250 X 1 X 222. SARA LEE CORP COM 803111103 175,740 10,100 X 1 X 223. SCHERING PLOUGH CORP COM 806605101 627,064 20,600 X 1 X 224. SCHLUMBERGER COM 806857108 1,384,522 16,300 X 1 X 225. SEARS HOLDINGS CORP COM 812350106 979,032 5,776 X 1 X 226. SEMPRA ENERGY COM 816851109 213,228 3,600 X 1 X 227. SIGMA ALDRICH CORP COM 826552101 234,685 5,500 X 1 X 228. SIMON PROPERTY GROUP INC COM 828806109 288,424 3,100 X 1 X 229. SIRIUS SATELLITE RADIO INC COM 82966U103 140,355 46,475 X 1 X 230. SLM CORP COM 78442P106 328,206 5,700 X 1 X 231. SOLECTRON CORP COM 834182107 46,000 12,500 X 1 X 232. SOUTHERN CO COM 842587107 356,616 10,400 X 1 X 233. SOUTHWEST AIRLINES CO COM 844741108 161,028 10,800 X 1 X 234. SPDR TRUST SERIES 1 COM 78462F103 2,395,598 15,925 X 1 X 235. SPECTRA ENERGY CORP COM 847560109 226,319 8,718 X 1 X 236. SPRINT NEXTEL CORP COM 852061100 826,992 39,932 X 1 X 237. STAPLES INC COM 855030102 569,520 24,000 X 1 X 238. STARBUCKS CORP COM 855244109 1,061,408 40,450 X 1 X 239. STARWOOD HOTELS & RESORTS COM 85590A401 201,210 3,000 X 1 X 240. STATE STREET CORP COM 857477103 314,640 4,600 X 1 X 241. STRYKER CORP COM 863667101 258,669 4,100 X 1 X 242. SUN MICROSYSTEMS INC COM 866810104 499,148 94,895 X 1 X 243. SUN TRUST BANKS INC COM 867914103 420,126 4,900 X 1 X 244. SYMANTEC CORP COM 871503108 809,353 40,067 X 1 X 245. SYSCO CORP COM 871829107 280,415 8,500 X 1 X 246. TARGET CORP COM 87612E106 744,120 11,700 X 1 X 247. TELLABS INC COM 879664100 143,377 13,325 X 1 X 248. TEVA PHARMACEUTICAL ADR COM 881624209 733,631 17,785 X 1 X 249. TEXAS INSTRUMENTS INC COM 882508104 745,074 19,800 X 1 X 250. THE WALT DISNEY CO COM 254687106 932,022 27,300 X 1 X 251. THERMO FISHER SCIENTIFIC INC COM 883556102 299,976 5,800 X 1 X 252. TIME WARNER INC COM 887317105 1,098,288 52,200 X 1 X 253. TRANSOCEAN SEDCO FOREX INC COM G90078109 423,920 4,000 X 1 X 254. TRAVELERS COS INC COM 89417E109 490,007 9,159 X 1 X 255. TXU CORP COM 873168108 423,990 6,300 X 1 X 256. TYCO INTL LTD COM 902124106 925,846 27,400 X 1 X 257. UNION PACIFIC CORP COM 907818108 426,055 3,700 X 1 X 258. UNITED PARCEL SERVICE CL B COM 911312106 1,065,800 14,600 X 1 X 259. UNITED TECHNOLOGIES CORP COM 913017109 971,741 13,700 X 1 X 260. UNITEDHEALTH GROUP INC COM 91324P102 946,090 18,500 X 1 X 261. US BANCORP COM 902973304 790,471 23,990 X 1 X 262. USINTERNETWORKING INC COM 917311805 103 73,847 X 0 X 263. VALERO ENERGY CORP COM 91913Y100 561,336 7,600 X 1 X 264. VERISIGN INC COM 92343E102 321,425 10,130 X 1 X 265. VERIZON COMMUNICATIONS COM 92343V104 1,650,917 40,100 X 1 X 266. VIACOM INC CL B COM 92553P201 397,567 9,550 X 1 X 267. VIRGIN MEDIA INC COM 92769L101 255,885 10,500 X 1 X 268. WACHOVIA CORP COM 929903102 1,352,693 26,394 X 1 X 269. WALGREEN CO COM 931422109 600,852 13,800 X 1 X 270. WAL MART STORES INC COM 931142103 1,611,685 33,500 X 1 X 271. WASHINGTON MUTUAL INC COM 939322103 522,425 12,252 X 1 X 272. WASTE MANAGEMENT INC COM 94106L109 277,255 7,100 X 1 X 273. WEATHERFORD INTL LTD COM G95089101 259,628 4,700 X 1 X 274. WELLPOINT INC COM 94973V107 678,555 8,500 X 1 X 275. WELLS FARGO CO COM 949746101 1,621,337 46,100 X 1 X 276. WESTERN UNION COM 959802109 221,777 10,647 X 1 X 277. WEYERHAEUSER CO COM 962166104 236,790 3,000 X 1 X 278. WHOLE FOODS MARKET INC COM 966837106 232,673 6,075 X 1 X 279. WILLIAMS COS INC COM 969457100 262,446 8,300 X 1 X 280. WYETH COM 983024100 1,066,524 18,600 X 1 X 281. WYNN RESORTS LTD COM 983134107 293,735 3,275 X 1 X 282. XEROX CORP COM 984121103 238,392 12,900 X 1 X 283. XILINX INC COM 983919101 420,423 15,705 X 1 X 284. XL CAPITAL LTD CL A COM G98255105 219,154 2,600 X 1 X 285. XTO ENERGY INC COM 98385X106 320,513 5,333 X 1 X 286. YAHOO! INC COM 984332106 967,456 35,660 X 1 X 287. YUM! BRANDS INC COM 988498101 235,584 7,200 X 1 X 288. ZIMMER HOLDINGS INC COM 98956P102 277,590 3,270 X 1 X AGGREGATE TOTAL 208,096,009 5,020,955 -----END PRIVACY-ENHANCED MESSAGE-----