-----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, BI4CGL+Ks3xfk7Nh8YREjqqL6QW1OdBEnjFk9nKYUGpvY6XHbSGnmLD2KFL8FzU7 4E0HTbBj5PmzeFrdWTp2zw== 0000073980-07-000009.txt : 20071107 0000073980-07-000009.hdr.sgml : 20071107 20071107093455 ACCESSION NUMBER: 0000073980-07-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070930 FILED AS OF DATE: 20071107 DATE AS OF CHANGE: 20071107 EFFECTIVENESS DATE: 20071107 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: 071219886 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 a13f092807.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: September 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 7th day of November 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: 284 Table Value Total: $210,476 (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 926,442 9,900 X 1 X 2. ABBOTT LABS COM 002824100 1,147,468 21,400 X 1 X 3. ACE LTD COM G0070K103 278,622 4,600 X 1 X 4. ADOBE SYS INC COM 00724F101 1,072,071 24,555 X 1 X 5. AETNA INC NEW COM 00817Y108 385,317 7,100 X 1 X 6. AFLAC INC COM 001055102 387,872 6,800 X 1 X 7. AIR PRODS & CHEMS INC COM 009158106 293,280 3,000 X 1 X 8. ALCOA INC COM 013817101 481,176 12,300 X 1 X 9. ALLERGAN INC COM 018490102 277,221 4,300 X 1 X 10. ALLSTATE CORP COM 020002101 463,239 8,100 X 1 X 11. ALLTEL CORP COM 020039103 341,432 4,900 X 1 X 12. ALTERA CORP COM 021441100 449,092 18,650 X 1 X 13. ALTRIA GROUP INC COM 02209S103 2,030,276 29,200 X 1 X 14. AMAZON COM INC COM 023135106 1,115,471 11,975 X 1 X 15. AMERICAN ELEC PWR INC COM 025537101 253,440 5,500 X 1 X 16. AMERICAN EXPRESS CO COM 025816109 973,668 16,400 X 1 X 17. AMERICAN INTL GROUP INC COM 026874107 2,401,575 35,500 X 1 X 18. AMERIPRISE FINL INC COM 03076C106 207,001 3,280 X 1 X 19. AMGEN INC COM 031162100 1,667,570 29,478 X 1 X 20. ANADARKO PETE CORP COM 032511107 344,000 6,400 X 1 X 21. ANHEUSER BUSCH COS INC COM 035229103 519,896 10,400 X 1 X 22. APACHE CORP COM 037411105 416,257 4,622 X 1 X 23. APOLLO GROUP INC COM 037604105 419,546 6,975 X 1 X 24. APPLE INC COM 037833100 7,142,681 46,520 X 1 X 25. APPLIED MATLS INC COM 038222105 814,028 39,325 X 1 X 26. ARCHER DANIELS MIDLAND CO COM 039483102 296,066 8,950 X 1 X 27. AT&T INC COM 00206R102 3,578,495 84,578 X 1 X 28. AUTODESK INC COM 052769106 499,700 10,000 X 1 X 29. AUTOMATIC DATA PROCESSING INC COM 053015103 339,882 7,400 X 1 X 30. AVON PRODS INC COM 054303102 225,180 6,000 X 1 X 31. BAKER HUGHES INC COM 057224107 397,628 4,400 X 1 X 32. BANK OF AMERICA CORP COM 060505104 3,089,695 61,462 X 1 X 33. BANK OF NEW YORK MELLON CORP COM 064058100 697,898 15,811 X 1 X 34. BAXTER INTL INC COM 071813109 500,892 8,900 X 1 X 35. BB&T CORP COM 054937107 306,964 7,600 X 1 X 36. BEA SYS INC COM 073325102 142,861 10,300 X 1 X 37. BECTON DICKINSON & CO COM 075887109 278,970 3,400 X 1 X 38. BED BATH & BEYOND INC COM 075896100 482,798 14,150 X 1 X 39. BEST BUY INC COM 086516101 251,960 5,475 X 1 X 40. BIOGEN IDEC INC COM 09062X103 850,351 12,820 X 1 X 41. BOEING CO COM 097023105 1,144,391 10,900 X 1 X 42. BOSTON SCIENTIFIC CORP COM 101137107 258,117 18,503 X 1 X 43. BRISTOL MYERS SQUIBB CO COM 110122108 789,668 27,400 X 1 X 44. BROADCOM CORP COM 111320107 680,517 18,675 X 1 X 45. BURLINGTON NORTHN SANTA FE COM 12189T104 340,914 4,200 X 1 X 46. C D W CORP COM 12512N105 205,356 2,355 X 1 X 47. C H ROBINSON WORLDWIDE INC COM 12541W209 393,603 7,250 X 1 X 48. CAPITAL ONE FINL CORP COM 14040H105 383,500 5,773 X 1 X 49. CARDINAL HEALTH INC COM 14149Y108 318,903 5,100 X 1 X 50. CARNIVAL CORP COM 143658300 290,580 6,000 X 1 X 51. CATERPILLAR INC DEL COM 149123101 698,027 8,900 X 1 X 52. CBS CORP NEW COM 124857202 297,675 9,450 X 1 X 53. CELGENE CORP COM 151020104 1,146,308 16,075 X 1 X 54. CHESAPEAKE ENERGY CORP COM 165167107 200,982 5,700 X 1 X 55. CHEVRON CORP NEW COM 166764100 2,764,166 29,538 X 1 X 56. CHUBB CORP COM 171232101 295,020 5,500 X 1 X 57. CIGNA CORP COM 125509109 207,831 3,900 X 1 X 58. CINTAS CORP COM 172908105 270,830 7,300 X 1 X 59. CISCO SYS INC COM 17275R102 4,831,577 145,925 X 1 X 60. CITIGROUP INC COM 172967101 3,218,783 68,969 X 1 X 61. CITRIX SYS INC COM 177376100 344,736 8,550 X 1 X 62. CLEAR CHANNEL COMMUNICATIONS COM 184502102 258,336 6,900 X 1 X 63. CME GROUP INC COM 12572Q105 440,513 750 X 1 X 64. COACH INC COM 189754104 245,804 5,200 X 1 X 65. COCA COLA CO COM 191216100 1,586,172 27,600 X 1 X 66. COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 478,620 6,000 X 1 X 67. COLGATE PALMOLIVE CO COM 194162103 506,372 7,100 X 1 X 68. COMCAST CORP NEW COM 20030N101 2,032,329 84,050 X 1 X 69. CONOCOPHILLIPS COM 20825C104 1,983,602 22,600 X 1 X 70. CONSTELLATION ENERGY GROUP INC COM 210371100 214,475 2,500 X 1 X 71. CORNING INC COM 219350105 537,370 21,800 X 1 X 72. COSTCO WHSL CORP NEW COM 22160K105 775,410 12,635 X 1 X 73. COVIDIEN LTD COM G2552X108 284,275 6,850 X 1 X 74. CSX CORP COM 126408103 260,653 6,100 X 1 X 75. CVS CAREMARK CORP COM 126650100 813,208 20,520 X 1 X 76. DANAHER CORP DEL COM 235851102 281,214 3,400 X 1 X 77. DEERE & CO COM 244199105 460,102 3,100 X 1 X 78. DELL INC COM 24702R101 1,523,520 55,200 X 1 X 79. DEVON ENERGY CORP NEW COM 25179M103 515,840 6,200 X 1 X 80. DIRECTV GROUP INC COM 25459L106 254,940 10,500 X 1 X 81. DISNEY WALT CO COM 254687106 925,091 26,900 X 1 X 82. DOMINION RES INC VA NEW COM 25746U109 337,200 4,000 X 1 X 83. DOW CHEM CO COM 260543103 568,392 13,200 X 1 X 84. DU PONT E I DE NEMOURS & CO COM 263534109 634,368 12,800 X 1 X 85. DUKE ENERGY CORP NEW COM 26441C105 325,879 17,436 X 1 X 86. E M C CORP MASS COM 268648102 605,280 29,100 X 1 X 87. EBAY INC COM 278642103 1,737,756 44,535 X 1 X 88. ECHOSTAR COMMUNICATIONS NEW COM 278762109 286,009 6,110 X 1 X 89. EDISON INTL COM 281020107 249,525 4,500 X 1 X 90. ELECTRONIC ARTS INC COM 285512109 740,748 13,230 X 1 X 91. EMERSON ELEC CO COM 291011104 585,420 11,000 X 1 X 92. ENTERGY CORP NEW COM 29364G103 292,383 2,700 X 1 X 93. EOG RES INC COM 26875P101 245,922 3,400 X 1 X 94. EXELON CORP COM 30161N101 700,848 9,300 X 1 X 95. EXPEDIA INC DEL COM 30212P105 248,664 7,800 X 1 X 96. EXPEDITORS INTL WASH INC COM 302130109 280,253 5,925 X 1 X 97. EXPRESS SCRIPTS INC COM 302182100 565,178 10,125 X 1 X 98. EXXON MOBIL CORP COM 30231G102 7,117,864 76,900 X 1 X 99. FEDERAL HOME LN MTG CORP COM 313400301 531,090 9,000 X 1 X 100. FEDERAL NATL MTG ASSN COM 313586109 820,935 13,500 X 1 X 101. FEDEX CORP COM 31428X106 450,425 4,300 X 1 X 102. FIFTH THIRD BANCORP COM 316773100 252,406 7,450 X 1 X 103. FIRSTENERGY CORP COM 337932107 266,028 4,200 X 1 X 104. FISERV INC COM 337738108 415,119 8,162 X 1 X 105. FLEXTRONICS INTL LTD COM Y2573F102 209,625 18,750 X 1 X 106. FORD MTR CO DEL COM 345370860 246,949 29,087 X 1 X 107. FOSTER WHEELER LTD COM G36535139 278,970 2,125 X 1 X 108. FPL GROUP INC COM 302571104 340,928 5,600 X 1 X 109. FRANKLIN RES INC COM 354613101 280,500 2,200 X 1 X 110. FREEPORT MCMORAN COPPER & GOLD COM 35671D857 553,400 5,276 X 1 X 111. FURRS RESTATAURANT GROUP INC COM 361115603 15 117,000 X X 112. GARMIN LTD COM G37260109 680,580 5,700 X 1 X 113. GENERAL DYNAMICS CORP COM 369550108 473,032 5,600 X 1 X 114. GENERAL ELECTRIC CO COM 369604103 5,878,800 142,000 X 1 X 115. GENERAL MLS INC COM 370334104 266,846 4,600 X 1 X 116. GENERAL MTRS CORP COM 370442105 286,260 7,800 X 1 X 117. GENZYME CORP COM 372917104 808,578 13,050 X 1 X 118. GILEAD SCIENCES INC COM 375558103 1,580,647 38,675 X 1 X 119. GOLDMAN SACHS GROUP INC COM 38141G104 1,213,744 5,600 X 1 X 120. GOOGLE INC COM 38259P508 4,084,344 7,200 X 1 X 121. HALLIBURTON CO COM 406216101 472,320 12,300 X 1 X 122. HARRAHS ENTMT INC COM 413619107 226,018 2,600 X 1 X 123. HARTFORD FINL SVCS GROUP INC COM 416515104 407,220 4,400 X 1 X 124. HEINZ H J CO COM 423074103 203,280 4,400 X 1 X 125. HESS CORP COM 42809H107 252,814 3,800 X 1 X 126. HEWLETT PACKARD CO COM 428236103 1,777,503 35,700 X 1 X 127. HILTON HOTELS CORP COM 432848109 251,046 5,400 X 1 X 128. HOME DEPOT INC COM 437076102 759,096 23,400 X 1 X 129. HONEYWELL INTL INC COM 438516106 618,488 10,400 X 1 X 130. IAC INTERACTIVECORP COM 44919P300 329,396 11,102 X 1 X 131. ILLINOIS TOOL WKS INC COM 452308109 345,912 5,800 X 1 X 132. INGERSOLL RAND CO LTD COM G4776G101 217,880 4,000 X 1 X 133. INTEL CORP COM 458140100 3,592,471 138,920 X 1 X 134. INTL BUSINESS MACHS COM 459200101 2,226,420 18,900 X 1 X 135. INTL GAME TECHNOLOGY COM 459902102 202,570 4,700 X 1 X 136. INTL PAPER CO COM 460146103 215,220 6,000 X 1 X 137. INTUIT COM 461202103 506,919 16,730 X 1 X 138. INTUITIVE SURGICAL INC COM 46120E602 247,250 1,075 X 1 X 139. JOHNSON & JOHNSON COM 478160104 2,634,570 40,100 X 1 X 140. JOHNSON CTLS INC COM 478366107 318,897 2,700 X 1 X 141. JP MORGAN CHASE & CO COM 46625H100 2,146,759 46,852 X 1 X 142. JUNIPER NETWORKS INC COM 48203R104 610,472 16,675 X 1 X 143. KELLOGG CO COM 487836108 207,200 3,700 X 1 X 144. KIMBERLY CLARK CORP COM 494368103 414,534 5,900 X 1 X 145. KLA TENCOR CORP COM 482480100 521,543 9,350 X 1 X 146. KOHLS CORP COM 500255104 252,252 4,400 X 1 X 147. KRAFT FOODS INC COM 50075N104 754,941 21,876 X 1 X 148. KROGER CO COM 501044101 279,496 9,800 X 1 X 149. LEHMAN BROS HLDGS INC COM 524908100 456,802 7,400 X 1 X 150. LEVEL 3 COMMUNICATIONS INC COM 52729N100 197,276 42,425 X 1 X 151. LIBERTY GLOBAL INC COM 530555101 226,636 5,525 X 1 X 152. LIBERTY MEDIA HLDG CORP COM 53071M104 316,485 16,475 X 1 X 153. LILLY ELI & CO COM 532457108 779,941 13,700 X 1 X 154. LINCOLN NATL CORP IND COM 534187109 249,762 3,786 X 1 X 155. LINEAR TECHNOLOGY CORP COM 535678106 402,560 11,505 X 1 X 156. LOCKHEED MARTIN CORP COM 539830109 520,752 4,800 X 1 X 157. LOEWS CORP COM 540424108 299,770 6,200 X 1 X 158. LOWES COS INC COM 548661107 574,410 20,500 X 1 X 159. MARATHON OIL CORP COM 565849106 537,128 9,420 X 1 X 160. MARVELL TECHNOLOGY GROUP LTD COM G5876H105 261,511 15,975 X 1 X 161. MAXIM INTEGRATED PRODS INC COM 57772K101 373,919 12,740 X 1 X 162. MCDONALDS CORP COM 580135101 898,755 16,500 X 1 X 163. MCGRAW HILL COS INC COM 580645109 239,277 4,700 X 1 X 164. MCKESSON CORP COM 58155Q103 241,039 4,100 X 1 X 165. MEDCO HEALTH SOLUTIONS INC COM 58405U102 342,397 3,788 X 1 X 166. MEDTRONIC INC COM 585055106 885,637 15,700 X 1 X 167. MERCK & CO INC COM 589331107 1,561,038 30,200 X 1 X 168. MERRILL LYNCH & CO INC COM 590188108 848,232 11,900 X 1 X 169. METLIFE INC COM 59156R108 718,219 10,300 X 1 X 170. MICROCHIP TECHNOLOGY INC COM 595017104 296,008 8,150 X 1 X 171. MICRON TECHNOLOGY INC COM 595112103 116,550 10,500 X 1 X 172. MICROSOFT CORP COM 594918104 5,987,009 203,225 X 1 X 173. MILLICOM INTL CELLULAR S A COM L6388F110 232,823 2,775 X 1 X 174. MONSANTO CO NEW COM 61166W101 650,424 7,586 X 1 X 175. MORGAN STANLEY COM 617446448 919,800 14,600 X 1 X 176. MOTOROLA INC COM 620076109 594,813 32,100 X 1 X 177. NATIONAL CITY CORP COM 635405103 220,792 8,800 X 1 X 178. NATIONAL OILWELL VARCO INC COM 637071101 361,250 2,500 X 1 X 179. NETWORK APPLIANCE INC COM 64120L104 416,029 15,460 X 1 X 180. NEWMONT MINING CORP COM 651639106 281,799 6,300 X 1 X 181. NEWS CORP COM 65248E104 705,879 32,100 X 1 X 182. NII HLDGS INC COM 62913F201 392,266 4,775 X 1 X 183. NIKE INC COM 654106103 316,764 5,400 X 1 X 184. NORFOLK SOUTHERN CORP COM 655844108 285,505 5,500 X 1 X 185. NORTHROP GRUMMAN CORP COM 666807102 374,400 4,800 X 1 X 186. NUCOR CORP COM 670346105 237,880 4,000 X 1 X 187. NVIDIA CORP COM 67066G104 829,425 22,887 X 1 X 188. OCCIDENTAL PETE CORP DEL COM 674599105 736,920 11,500 X 1 X 189. OMNICOM GROUP INC COM 681919106 221,214 4,600 X 1 X 190. ORACLE CORP COM 68389X105 2,491,590 115,085 X 1 X 191. PACCAR INC COM 693718108 969,122 11,368 X 1 X 192. PATTERSON COMPANIES INC COM 703395103 220,270 5,705 X 1 X 193. PAYCHEX INC COM 704326107 614,795 14,995 X 1 X 194. PEPSICO INC COM 713448108 1,641,024 22,400 X 1 X 195. PFIZER INC COM 717081103 2,346,013 96,030 X 1 X 196. PG&E CORP COM 69331C108 234,220 4,900 X 1 X 197. PNC FINL SVCS GROUP INC COM 693475105 320,070 4,700 X 1 X 198. POWERSHARES QQQ TRUST COM 73935A104 239,828 4,665 X 1 X 199. PPL CORP COM 69351T106 245,390 5,300 X 1 X 200. PRAXAIR INC COM 74005P104 368,544 4,400 X 1 X 201. PRECISION CASTPARTS CORP COM 740189105 281,162 1,900 X 1 X 202. PRICE T ROWE GROUP INC COM 74144T108 206,053 3,700 X 1 X 203. PRINCIPAL FINANCIAL GROUP INC COM 74251V102 233,433 3,700 X 1 X 204. PROCTER & GAMBLE CO COM 742718109 3,040,235 43,222 X 1 X 205. PROGRESSIVE CORP OHIO COM 743315103 194,100 10,000 X 1 X 206. PROLOGIS COM 743410102 238,860 3,600 X 1 X 207. PRUDENTIAL FINL INC COM 744320102 624,512 6,400 X 1 X 208. PUBLIC SVC ENTERPRISE GROUP COM 744573106 307,965 3,500 X 1 X 209. QUALCOMM INC COM 747525103 3,400,662 80,470 X 1 X 210. QWEST COMMUNICATIONS INTL INC COM 749121109 202,436 22,100 X 1 X 211. RAYTHEON CO COM 755111507 389,302 6,100 X 1 X 212. REGIONS FINANCIAL CORP NEW COM 7591EP100 288,167 9,775 X 1 X 213. RESEARCH IN MOTION LTD COM 760975102 1,566,945 15,900 X 1 X 214. SAFEWAY INC COM 786514208 201,971 6,100 X 1 X 215. SANDISK CORP COM 80004C101 502,788 9,125 X 1 X 216. SARA LEE CORP COM 803111103 166,900 10,000 X 1 X 217. SCHERING PLOUGH CORP COM 806605101 708,512 22,400 X 1 X 218. SCHLUMBERGER LTD COM 806857108 1,732,500 16,500 X 1 X 219. SCHWAB CHARLES CORP NEW COM 808513105 282,960 13,100 X 1 X 220. SEARS HLDGS CORP COM 812350106 667,927 5,251 X 1 X 221. SEMPRA ENERGY COM 816851109 215,044 3,700 X 1 X 222. SIGMA ALDRICH CORP COM 826552101 260,759 5,350 X 1 X 223. SIMON PPTY GROUP INC NEW COM 828806109 310,000 3,100 X 1 X 224. SIRIUS SATELLITE RADIO INC COM 82966U103 156,701 44,900 X 1 X 225. SLM CORP COM 78442P106 283,119 5,700 X 1 X 226. SOLECTRON CORP COM 834182107 49,530 12,700 X 1 X 227. SOUTHERN CO COM 842587107 380,940 10,500 X 1 X 228. SOUTHWEST AIRLS CO COM 844741108 153,920 10,400 X 1 X 229. SPDR TR COM 78462F103 1,651,679 10,825 X 1 X 230. SPECTRA ENERGY CORP COM 847560109 213,417 8,718 X 1 X 231. SPRINT NEXTEL CORP COM 852061100 749,208 39,432 X 1 X 232. ST JUDE MED INC COM 790849103 207,129 4,700 X 1 X 233. STAPLES INC COM 855030102 505,015 23,500 X 1 X 234. STARBUCKS CORP COM 855244109 1,040,795 39,725 X 1 X 235. STATE STR CORP COM 857477103 368,064 5,400 X 1 X 236. STRYKER CORP COM 863667101 226,908 3,300 X 1 X 237. SUN MICROSYSTEMS INC COM 866810104 519,738 92,645 X 1 X 238. SUNTRUST BKS INC COM 867914103 363,216 4,800 X 1 X 239. SYMANTEC CORP COM 871503108 749,366 38,667 X 1 X 240. SYSCO CORP COM 871829107 302,515 8,500 X 1 X 241. TARGET CORP COM 87612E106 743,769 11,700 X 1 X 242. TELLABS INC COM 879664100 125,664 13,200 X 1 X 243. TEVA PHARMACEUTICAL INDS LTD COM 881624209 770,887 17,335 X 1 X 244. TEXAS INSTRS INC COM 882508104 724,482 19,800 X 1 X 245. TEXTRON INC COM 883203101 217,735 3,500 X 1 X 246. THERMO FISHER SCIENTIFIC INC COM 883556102 340,548 5,900 X 1 X 247. TIME WARNER INC COM 887317105 949,212 51,700 X 1 X 248. TRANSOCEAN INC COM G90078109 452,200 4,000 X 1 X 249. TRAVELERS COMPANIES INC COM 89417E109 456,030 9,059 X 1 X 250. TXU CORP COM 873168108 438,208 6,400 X 1 X 251. TYCO ELECTRONICS LTD COM G9144P105 242,696 6,850 X 1 X 252. TYCO INTL LTD BERMUDA COM G9143X208 303,729 6,850 X 1 X 253. UNION PAC CORP COM 907818108 418,322 3,700 X 1 X 254. UNITED PARCEL SERVICE INC COM 911312106 1,088,950 14,500 X 1 X 255. UNITED TECHNOLOGIES CORP COM 913017109 1,102,576 13,700 X 1 X 256. UNITEDHEALTH GROUP INC COM 91324P102 891,112 18,400 X 1 X 257. US BANCORP DEL COM 902973304 777,142 23,890 X 1 X 258. USINTERNETWORKING INC COM 917311805 74 73,847 X X 259. VALERO ENERGY CORP NEW COM 91913Y100 517,286 7,700 X 1 X 260. VERISIGN INC COM 92343E102 339,256 10,055 X 1 X 261. VERIZON COMMUNICATIONS COM 92343V104 1,780,056 40,200 X 1 X 262. VIACOM INC NEW COM 92553P201 372,164 9,550 X 1 X 263. VIRGIN MEDIA INC COM 92769L101 245,127 10,100 X 1 X 264. VORNADO RLTY TR COM 929042109 207,765 1,900 X 1 X 265. WACHOVIA CORP NEW COM 929903102 1,323,659 26,394 X 1 X 266. WAL MART STORES INC COM 931142103 1,453,545 33,300 X 1 X 267. WALGREEN CO COM 931422109 651,912 13,800 X 1 X 268. WASHINGTON MUT INC COM 939322103 429,087 12,152 X 1 X 269. WASTE MGMT INC DEL COM 94106L109 271,728 7,200 X 1 X 270. WEATHERFORD INTL LTD COM G95089101 315,746 4,700 X 1 X 271. WELLPOINT INC COM 94973V107 662,928 8,400 X 1 X 272. WELLS FARGO & CO NEW COM 949746101 1,649,206 46,300 X 1 X 273. WESTERN UN CO COM 959802109 225,365 10,747 X 1 X 274. WEYERHAEUSER CO COM 962166104 216,900 3,000 X 1 X 275. WHOLE FOODS MKT INC COM 966837106 282,744 5,775 X 1 X 276. WILLIAMS COS INC DEL COM 969457100 282,698 8,300 X 1 X 277. WYETH COM 983024100 828,630 18,600 X 1 X 278. WYNN RESORTS LTD COM 983134107 535,704 3,400 X 1 X 279. XEROX CORP COM 984121103 225,420 13,000 X 1 X 280. XILINX INC COM 983919101 400,726 15,330 X 1 X 281. XTO ENERGY INC COM 98385X106 329,793 5,333 X 1 X 282. YAHOO INC COM 984332106 992,006 36,960 X 1 X 283. YUM BRANDS INC COM 988498101 243,576 7,200 X 1 X 284. ZIMMER HLDGS INC COM 98956P102 264,837 3,270 X 1 X AGGREGATE TOTAL 210,476,318 4,885,357 -----END PRIVACY-ENHANCED MESSAGE-----