0000073980-11-000005.txt : 20110419
0000073980-11-000005.hdr.sgml : 20110419
20110419092741
ACCESSION NUMBER: 0000073980-11-000005
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110419
DATE AS OF CHANGE: 20110419
EFFECTIVENESS DATE: 20110419
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: 11766999
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
a13f33111.txt
OHIO NATIONAL LIFE INS CO 13F 3/31/2011
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, 2011
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 Second 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 19th day of April 2011.
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: $216,322 (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 1,009,800 10,800 X 1 X
2. ABBOTT LABS
COM 002824100 1,152,675 23,500 X 1 X
3. ACE LTD
COM H0023R105 329,970 5,100 X 1 X
4. ACTIVISION BLIZZARD INC
COM 00507V109 301,949 27,525 X 1 X
5. ADOBE SYS INC
COM 00724F101 684,091 20,630 X 1 X
6. AES CORP
COM 00130H105 130,000 10,000 X 1 X
7. AETNA INC NEW
COM 00817Y108 217,094 5,800 X 1 X
8. AFLAC INC
COM 001055102 374,738 7,100 X 1 X
9. AGILENT TECHNOLOGIES INC
COM 00846U101 232,856 5,200 X 1 X
10. AIR PRODS & CHEMS INC
COM 009158106 297,594 3,300 X 1 X
11. AKAMAI TECHNOLOGIES INC
COM 00971T101 291,650 7,675 X 1 X
12. ALCOA INC
COM 013817101 284,165 16,100 X 1 X
13. ALLERGAN INC
COM 018490102 326,692 4,600 X 1 X
14. ALLSTATE CORP
COM 020002101 254,240 8,000 X 1 X
15. ALTERA CORP
COM 021441100 727,431 16,525 X 1 X
16. ALTRIA GROUP INC
COM 02209S103 825,151 31,700 X 1 X
17. AMAZON COM INC
COM 023135106 2,377,716 13,200 X 1 X
18. AMERICAN ELEC PWR INC
COM 025537101 256,522 7,300 X 1 X
19. AMERICAN EXPRESS CO
COM 025816109 718,680 15,900 X 1 X
20. AMERICAN TOWER CORP
COM 029912201 310,920 6,000 X 1 X
21. AMERIPRISE FINL INC
COM 03076C106 230,882 3,780 X 1 X
22. AMGEN INC
COM 031162100 1,359,127 25,428 X 1 X
23. ANADARKO PETE CORP
COM 032511107 614,400 7,500 X 1 X
24. AON CORP
COM 037389103 264,800 5,000 X 1 X
25. APACHE CORP
COM 037411105 755,670 5,772 X 1 X
26. APOLLO GROUP INC
COM 037604105 236,704 5,675 X 1 X
27. APPLE INC
COM 037833100 16,532,210 47,445 X 1 X
28. APPLIED MATLS INC
COM 038222105 590,046 37,775 X 1 X
29. ARCHER DANIELS MIDLAND CO
COM 039483102 347,497 9,650 X 1 X
30. AT&T INC
COM 00206R102 2,741,087 89,578 X 1 X
31. AUTODESK INC
COM 052769106 426,764 9,675 X 1 X
32. AUTOMATIC DATA PROCESSING INC
COM 053015103 854,312 16,650 X 1 X
33. BAIDU INC
COM 056752108 999,123 7,250 X 1 X
34. BAKER HUGHES INC
COM 057224107 480,306 6,541 X 1 X
35. BANK OF AMERICA CORP
COM 060505104 2,045,182 153,427 X 1 X
36. BANK OF NEW YORK MELLON CORP C
COM 064058100 561,885 18,811 X 1 X
37. BAXTER INTL INC
COM 071813109 473,176 8,800 X 1 X
38. BB&T CORP
COM 054937107 288,225 10,500 X 1 X
39. BECTON DICKINSON & CO
COM 075887109 270,708 3,400 X 1 X
40. BED BATH & BEYOND INC
COM 075896100 619,063 12,825 X 1 X
41. BERKSHIRE HATHAWAY INC CL B
COM 084670702 2,190,353 26,191 X 1 X
42. BIOGEN IDEC INC
COM 09062X103 768,393 10,470 X 1 X
43. BMC SOFTWARE INC
COM 055921100 404,138 8,125 X 1 X
44. BOEING CO
COM 097023105 828,016 11,200 X 1 X
45. BOSTON PROPERTIES INC
COM 101121101 208,670 2,200 X 1 X
46. BOSTON SCIENTIFIC CORP
COM 101137107 166,111 23,103 X 1 X
47. BRISTOL MYERS SQUIBB CO
COM 110122108 681,075 25,769 X 1 X
48. BROADCOM CORP
COM 111320107 739,360 18,775 X 1 X
49. C H ROBINSON WORLDWIDE INC
COM 12541W209 502,231 6,775 X 1 X
50. CA INC
COM 12673P105 449,144 18,575 X 1 X
51. CAMERON INTERNATIONAL CORP
COM 13342B105 211,270 3,700 X 1 X
52. CAPITAL ONE FINL CORP
COM 14040H105 362,317 6,973 X 1 X
53. CARDINAL HEALTH INC
COM 14149Y108 217,989 5,300 X 1 X
54. CARNIVAL CORP
COM 143658300 249,340 6,500 X 1 X
55. CATERPILLAR INC DEL
COM 149123101 1,080,095 9,700 X 1 X
56. CBS CORP NEW
COM 124857202 254,156 10,150 X 1 X
57. CELGENE CORP
COM 151020104 1,103,138 19,175 X 1 X
58. CEPHALON INC
COM 156708109 229,235 3,025 X 1 X
59. CERNER CORP
COM 156782104 364,180 3,275 X 1 X
60. CHECK POINT SOFTWARE TECH LTD
COM M22465104 274,139 5,370 X 1 X
61. CHESAPEAKE ENERGY CORP
COM 165167107 335,200 10,000 X 1 X
62. CHEVRON CORP NEW
COM 166764100 3,269,954 30,438 X 1 X
63. CHUBB CORP
COM 171232101 275,895 4,500 X 1 X
64. CISCO SYS INC
COM 17275R102 2,319,966 135,275 X 1 X
65. CITIGROUP INC
COM 172967101 1,946,431 440,369 X 1 X
66. CITRIX SYS INC
COM 177376100 631,756 8,600 X 1 X
67. CLIFFS NATURAL RESOURCES INC C
COM 18683K101 206,388 2,100 X 1 X
68. CME GROUP INC
COM 12572Q105 309,089 1,025 X 1 X
69. COACH INC
COM 189754104 234,180 4,500 X 1 X
70. COCA COLA CO
COM 191216100 2,308,980 34,800 X 1 X
71. COGNIZANT TECHNOLOGY SOLUTIONS
COM 192446102 1,003,255 12,325 X 1 X
72. COLGATE PALMOLIVE CO
COM 194162103 605,700 7,500 X 1 X
73. COMCAST CORP NEW
COM 20030N101 1,974,510 79,875 X 1 X
74. CONOCOPHILLIPS
COM 20825C104 1,732,962 21,700 X 1 X
75. CONSOLIDATED EDISON INC
COM 209115104 223,168 4,400 X 1 X
76. CORNING INC
COM 219350105 488,931 23,700 X 1 X
77. COSTCO WHSL CORP NEW
COM 22160K105 922,732 12,585 X 1 X
78. COVIDIEN PLC
COM G2554F113 389,550 7,500 X 1 X
79. CSX CORP
COM 126408103 440,160 5,600 X 1 X
80. CUMMINS INC
COM 231021106 328,860 3,000 X 1 X
81. CVS CAREMARK CORP
COM 126650100 711,110 20,720 X 1 X
82. DANAHER CORP DEL
COM 235851102 425,580 8,200 X 1 X
83. DEERE & CO
COM 244199105 620,096 6,400 X 1 X
84. DELL INC
COM 24702R101 638,440 44,000 X 1 X
85. DENTSPLY INTL INC NEW
COM 249030107 212,693 5,750 X 1 X
86. DEVON ENERGY CORP NEW
COM 25179M103 596,505 6,500 X 1 X
87. DIRECTV
COM 25490A101 1,263,600 27,000 X 1 X
88. DISNEY WALT CO
COM 254687106 1,240,992 28,800 X 1 X
89. DOMINION RES INC VA NEW
COM 25746U109 393,360 8,800 X 1 X
90. DOW CHEM CO
COM 260543103 668,175 17,700 X 1 X
91. DU PONT E I DE NEMOURS & CO
COM 263534109 769,580 14,000 X 1 X
92. DUKE ENERGY CORP NEW
COM 26441C105 365,468 20,136 X 1 X
93. E M C CORP MASS
COM 268648102 831,015 31,300 X 1 X
94. EATON CORP
COM 278058102 288,288 5,200 X 1 X
95. EBAY INC
COM 278642103 1,320,286 42,535 X 1 X
96. EL PASO CORP
COM 28336L109 192,600 10,700 X 1 X
97. ELECTRONIC ARTS INC
COM 285512109 271,076 13,880 X 1 X
98. EMERSON ELEC CO
COM 291011104 666,102 11,400 X 1 X
99. EOG RES INC
COM 26875P101 479,966 4,050 X 1 X
100. EQUITY RESIDENTIAL
COM 29476L107 253,845 4,500 X 1 X
101. EXELON CORP
COM 30161N101 412,400 10,000 X 1 X
102. EXPEDIA INC DEL
COM 30212P105 226,600 10,000 X 1 X
103. EXPEDITORS INTL WASH INC
COM 302130109 432,458 8,625 X 1 X
104. EXPRESS SCRIPTS INC
COM 302182100 1,127,493 20,275 X 1 X
105. EXXON MOBIL CORP
COM 30231G102 6,323,547 75,164 X 1 X
106. F5 NETWORKS INC
COM 315616102 330,788 3,225 X 1 X
107. FASTENAL CO
COM 311900104 380,876 5,875 X 1 X
108. FEDEX CORP
COM 31428X106 449,040 4,800 X 1 X
109. FIFTH THIRD BANCORP
COM 316773100 193,626 13,950 X 1 X
110. FIRST SOLAR INC
COM 336433107 450,352 2,800 X 1 X
111. FIRSTENERGY CORP
COM 337932107 234,928 6,334 X 1 X
112. FISERV INC
COM 337738108 436,657 6,962 X 1 X
113. FLEXTRONICS INTL LTD
COM Y2573F102 160,605 21,500 X 1 X
114. FLIR SYS INC
COM 302445101 232,752 6,725 X 1 X
115. FORD MTR CO DEL
COM 345370860 854,149 57,287 X 1 X
116. FRANKLIN RES INC
COM 354613101 275,176 2,200 X 1 X
117. FREEPORT MCMORAN COPPER & GOLD
COM 35671D857 797,254 14,352 X 1 X
118. FRONTIER COMMUNICATIONS CORP C
COM 35906A108 123,637 15,041 X 1 X
119. GENERAL DYNAMICS CORP
COM 369550108 428,736 5,600 X 1 X
120. GENERAL ELECTRIC CO
COM 369604103 3,226,045 160,900 X 1 X
121. GENERAL MLS INC
COM 370334104 350,880 9,600 X 1 X
122. GENZYME CORP
COM 372917104 955,683 12,550 X 1 X
123. GILEAD SCIENCES INC
COM 375558103 1,379,300 32,500 X 1 X
124. GOLDMAN SACHS GROUP INC
COM 38141G104 1,243,990 7,850 X 1 X
125. GOOGLE INC
COM 38259P508 4,557,783 7,775 X 1 X
126. HALLIBURTON CO
COM 406216101 687,792 13,800 X 1 X
127. HCP INC
COM 40414L109 231,434 6,100 X 1 X
128. HEINZ H J CO
COM 423074103 239,218 4,900 X 1 X
129. HESS CORP
COM 42809H107 391,966 4,600 X 1 X
130. HEWLETT PACKARD CO
COM 428236103 1,352,010 33,000 X 1 X
131. HOME DEPOT INC
COM 437076102 919,088 24,800 X 1 X
132. HONEYWELL INTL INC
COM 438516106 710,549 11,900 X 1 X
133. HOST HOTELS & RESORTS INC
COM 44107P104 181,418 10,302 X 1 X
134. HUNTINGTON BANCSHARES INC
COM 446150104 86,984 13,100 X 1 X
135. ILLINOIS TOOL WKS INC
COM 452308109 408,272 7,600 X 1 X
136. ILLUMINA INC
COM 452327109 229,479 3,275 X 1 X
137. INFOSYS TECHNOLOGIES LTD
COM 456788108 200,760 2,800 X 1 X
138. INGERSOLL RAND PLC
COM G47791101 241,550 5,000 X 1 X
139. INTEL CORP
COM 458140100 2,688,560 133,295 X 1 X
140. INTL BUSINESS MACHINES
COM 459200101 3,016,795 18,500 X 1 X
141. INTL PAPER CO
COM 460146103 202,206 6,700 X 1 X
142. INTUIT
COM 461202103 759,596 14,305 X 1 X
143. INTUITIVE SURGICAL INC
COM 46120E602 533,536 1,600 X 1 X
144. JOHNSON & JOHNSON
COM 478160104 2,458,875 41,500 X 1 X
145. JOHNSON CTLS INC
COM 478366107 428,171 10,300 X 1 X
146. JOY GLOBAL INC
COM 481165108 422,413 4,275 X 1 X
147. JPMORGAN CHASE & CO
COM 46625H100 2,781,812 60,343 X 1 X
148. JUNIPER NETWORKS INC
COM 48203R104 340,848 8,100 X 1 X
149. KELLOGG CO
COM 487836108 205,124 3,800 X 1 X
150. KEYCORP NEW
COM 493267108 127,872 14,400 X 1 X
151. KIMBERLY CLARK CORP
COM 494368103 398,147 6,100 X 1 X
152. KLA TENCOR CORP
COM 482480100 368,302 7,775 X 1 X
153. KOHLS CORP
COM 500255104 233,376 4,400 X 1 X
154. KRAFT FOODS INC
COM 50075N104 830,287 26,476 X 1 X
155. KROGER CO
COM 501044101 230,112 9,600 X 1 X
156. LIBERTY MEDIA CORP NEW
COM 53071M104 230,174 14,350 X 1 X
157. LIFE TECHNOLOGIES CORP
COM 53217V109 391,420 7,467 X 1 X
158. LILLY ELI & CO
COM 532457108 541,618 15,400 X 1 X
159. LINEAR TECHNOLOGY CORP
COM 535678106 380,187 11,305 X 1 X
160. LOCKHEED MARTIN CORP
COM 539830109 345,720 4,300 X 1 X
161. LOEWS CORP
COM 540424108 205,151 4,761 X 1 X
162. LORILLARD INC
COM 544147101 208,737 2,197 X 1 X
163. LOWES COS INC
COM 548661107 552,387 20,900 X 1 X
164. MARATHON OIL CORP
COM 565849106 571,483 10,720 X 1 X
165. MARSH & MCLENNAN COS INC
COM 571748102 244,442 8,200 X 1 X
166. MARVELL TECHNOLOGY GROUP LTD
COM G5876H105 251,521 16,175 X 1 X
167. MASTERCARD INC
COM 57636Q104 371,287 1,475 X 1 X
168. MATTEL INC
COM 577081102 391,401 15,700 X 1 X
169. MCDONALDS CORP
COM 580135101 1,202,222 15,800 X 1 X
170. MCKESSON CORP
COM 58155Q103 308,295 3,900 X 1 X
171. MEDCO HEALTH SOLUTIONS INC
COM 58405U102 346,844 6,176 X 1 X
172. MEDTRONIC INC
COM 585055106 637,470 16,200 X 1 X
173. MERCK & CO INC NEW
COM 58933Y105 1,541,369 46,694 X 1 X
174. METLIFE INC
COM 59156R108 715,680 16,000 X 1 X
175. MICROCHIP TECHNOLOGY INC
COM 595017104 265,120 6,975 X 1 X
176. MICRON TECHNOLOGY INC
COM 595112103 454,103 39,625 X 1 X
177. MICROSOFT CORP
COM 594918104 4,754,366 187,475 X 1 X
178. MILLICOM INTL CELLULAR S A
COM L6388F110 264,468 2,750 X 1 X
179. MONSANTO CO NEW
COM 61166W101 584,294 8,086 X 1 X
180. MORGAN STANLEY
COM 617446448 639,288 23,400 X 1 X
181. MOTOROLA SOLUTIONS INC
COM 620076307 228,545 5,114 X 1 X
182. MURPHY OIL CORP
COM 626717102 212,918 2,900 X 1 X
183. MYLAN INC
COM 628530107 412,027 18,175 X 1 X
184. NATIONAL OILWELL VARCO INC
COM 637071101 507,328 6,400 X 1 X
185. NETAPP INC
COM 64110D104 744,863 15,460 X 1 X
186. NETFLIX INC
COM 64110L106 480,593 2,025 X 1 X
187. NEWMONT MINING CORP
COM 651639106 409,350 7,500 X 1 X
188. NEWS CORP
COM 65248E104 1,261,247 71,825 X 1 X
189. NEXTERA ENERGY INC
COM 65339F101 352,768 6,400 X 1 X
190. NIKE INC
COM 654106103 439,060 5,800 X 1 X
191. NOBLE ENERGY INC
COM 655044105 260,955 2,700 X 1 X
192. NORFOLK SOUTHERN CORP
COM 655844108 374,058 5,400 X 1 X
193. NORTHROP GRUMMAN CORP
COM 666807102 275,924 4,400 X 1 X
194. NUCOR CORP
COM 670346105 220,896 4,800 X 1 X
195. NVIDIA CORP
COM 67066G104 436,801 23,662 X 1 X
196. O REILLY AUTOMOTIVE INC NEW
COM 67103H107 331,832 5,775 X 1 X
197. OCCIDENTAL PETE CORP DEL
COM 674599105 1,285,227 12,300 X 1 X
198. OMNICOM GROUP INC
COM 681919106 210,958 4,300 X 1 X
199. ORACLE CORP
COM 68389X105 3,801,177 113,910 X 1 X
200. PACCAR INC
COM 693718108 846,814 16,176 X 1 X
201. PARKER HANNIFIN CORP
COM 701094104 236,700 2,500 X 1 X
202. PAYCHEX INC
COM 704326107 434,179 13,845 X 1 X
203. PEABODY ENERGY CORP
COM 704549104 295,036 4,100 X 1 X
204. PEPSICO INC
COM 713448108 1,548,867 24,047 X 1 X
205. PFIZER INC
COM 717081103 2,461,775 121,210 X 1 X
206. PG&E CORP
COM 69331C108 265,080 6,000 X 1 X
207. PHILIP MORRIS INTL INC
COM 718172109 1,785,136 27,200 X 1 X
208. PNC FINL SVCS GROUP INC
COM 693475105 500,267 7,942 X 1 X
209. POWERSHARES QQQ
COM 73935A104 687,150 11,965 X 1 X
210. PPG INDS INC
COM 693506107 228,504 2,400 X 1 X
211. PRAXAIR INC
COM 74005P104 467,360 4,600 X 1 X
212. PRECISION CASTPARTS CORP
COM 740189105 323,796 2,200 X 1 X
213. PRICE T ROWE GROUP INC
COM 74144T108 259,038 3,900 X 1 X
214. PRICELINE COM INC
COM 741503403 1,063,524 2,100 X 1 X
215. PROCTER & GAMBLE CO
COM 742718109 2,613,195 42,422 X 1 X
216. PROGRESS ENERGY INC
COM 743263105 203,016 4,400 X 1 X
217. PROGRESSIVE CORP OHIO
COM 743315103 211,300 10,000 X 1 X
218. PRUDENTIAL FINL INC
COM 744320102 455,692 7,400 X 1 X
219. PUBLIC STORAGE
COM 74460D109 232,911 2,100 X 1 X
220. PUBLIC SVC ENTERPRISE GROUP
COM 744573106 242,627 7,700 X 1 X
221. QUAD GRAPHICS INC
COM 747301109 823,404 19,356 X X
222. QUALCOMM INC
COM 747525103 4,198,333 76,570 X 1 X
223. QWEST COMMUNICATIONS INTL INC
COM 749121109 181,678 26,600 X 1 X
224. RAYTHEON CO
COM 755111507 279,785 5,500 X 1 X
225. REGIONS FINANCIAL CORP NEW
COM 7591EP100 138,485 19,075 X 1 X
226. RESEARCH IN MOTION LTD
COM 760975102 766,524 13,550 X 1 X
227. ROCKWELL AUTOMATION INC
COM 773903109 208,230 2,200 X 1 X
228. ROSS STORES INC
COM 778296103 352,044 4,950 X 1 X
229. SALESFORCE COM INC
COM 79466L302 240,444 1,800 X 1 X
230. SANDISK CORP
COM 80004C101 455,139 9,875 X 1 X
231. SCHLUMBERGER LTD
COM 806857108 1,925,539 20,647 X 1 X
232. SCHWAB CHARLES CORP NEW
COM 808513105 272,253 15,100 X 1 X
233. SEAGATE TECHNOLOGY PLC
COM G7945M107 169,560 11,775 X 1 X
234. SEARS HLDGS CORP
COM 812350106 303,821 3,676 X 1 X
235. SIGMA ALDRICH CORP
COM 826552101 308,654 4,850 X 1 X
236. SIMON PPTY GROUP INC NEW
COM 828806109 478,148 4,462 X 1 X
237. SOUTHERN CO
COM 842587107 487,808 12,800 X 1 X
238. SOUTHWEST AIRLS CO
COM 844741108 142,719 11,300 X 1 X
239. SOUTHWESTERN ENERGY CO
COM 845467109 227,741 5,300 X 1 X
240. SPDR S&P 500 ETF
COM 78462F103 964,010 7,275 X 1 X
241. SPECTRA ENERGY CORP
COM 847560109 266,853 9,818 X 1 X
242. SPRINT NEXTEL CORP
COM 852061100 210,340 45,332 X 1 X
243. ST JUDE MED INC
COM 790849103 251,174 4,900 X 1 X
244. STAPLES INC
COM 855030102 457,341 23,550 X 1 X
245. STARBUCKS CORP
COM 855244109 1,416,109 38,325 X 1 X
246. STATE STR CORP
COM 857477103 341,544 7,600 X 1 X
247. STERICYCLE INC
COM 858912108 323,646 3,650 X 1 X
248. STRYKER CORP
COM 863667101 310,080 5,100 X 1 X
249. SUNTRUST BKS INC
COM 867914103 233,604 8,100 X 1 X
250. SYMANTEC CORP
COM 871503108 600,548 32,392 X 1 X
251. SYSCO CORP
COM 871829107 243,760 8,800 X 1 X
252. TARGET CORP
COM 87612E106 535,107 10,700 X 1 X
253. TEVA PHARMACEUTICAL INDS LTD A
COM 881624209 941,189 18,760 X 1 X
254. TEXAS INSTRS INC
COM 882508104 615,168 17,800 X 1 X
255. THERMO FISHER SCIENTIFIC INC C
COM 883556102 327,745 5,900 X 1 X
256. TIME WARNER CABLE INC
COM 88732J207 373,251 5,232 X 1 X
257. TIME WARNER INC
COM 887317303 591,406 16,566 X 1 X
258. TJX COS INC NEW
COM 872540109 298,380 6,000 X 1 X
259. TRAVELERS COMPANIES INC
COM 89417E109 390,129 6,559 X 1 X
260. TYCO INTERNATIONAL LTD
COM H89128104 322,344 7,200 X 1 X
261. UNION PAC CORP
COM 907818108 727,642 7,400 X 1 X
262. UNITED PARCEL SERVICE INC
COM 911312106 1,114,800 15,000 X 1 X
263. UNITED TECHNOLOGIES CORP
COM 913017109 1,176,635 13,900 X 1 X
264. UNITEDHEALTH GROUP INC
COM 91324P102 750,320 16,600 X 1 X
265. US BANCORP DEL
COM 902973304 768,849 29,090 X 1 X
266. VALERO ENERGY CORP NEW
COM 91913Y100 256,452 8,600 X 1 X
267. VERISIGN INC
COM 92343E102 248,220 6,855 X 1 X
268. VERIZON COMMUNICATIONS INC
COM 92343V104 1,653,366 42,900 X 1 X
269. VERTEX PHARMACEUTICALS INC
COM 92532F100 267,210 5,575 X 1 X
270. VIACOM INC NEW
COM 92553P201 421,006 9,050 X 1 X
271. VIRGIN MEDIA INC
COM 92769L101 238,299 8,575 X 1 X
272. VISA INC
COM 92826C839 537,426 7,300 X 1 X
273. VODAFONE GROUP PLC NEW
COM 92857W209 568,531 19,775 X 1 X
274. VORNADO RLTY TR
COM 929042109 218,138 2,493 X 1 X
275. WAL MART STORES INC
COM 931142103 1,545,885 29,700 X 1 X
276. WALGREEN CO
COM 931422109 561,960 14,000 X 1 X
277. WASTE MGMT INC DEL
COM 94106L109 268,848 7,200 X 1 X
278. WELLPOINT INC
COM 94973V107 397,803 5,700 X 1 X
279. WELLS FARGO & CO NEW
COM 949746101 2,530,072 79,813 X 1 X
280. WESTERN UN CO
COM 959802109 204,522 9,847 X 1 X
281. WEYERHAEUSER CO
COM 962166104 200,810 8,163 X 1 X
282. WHOLE FOODS MKT INC
COM 966837106 458,005 6,950 X 1 X
283. WILLIAMS COS INC DEL
COM 969457100 277,502 8,900 X 1 X
284. WYNN RESORTS LTD
COM 983134107 601,256 4,725 X 1 X
285. XEROX CORP
COM 984121103 225,801 21,202 X 1 X
286. XILINX INC
COM 983919101 427,384 13,030 X 1 X
287. YAHOO INC
COM 984332106 602,897 36,210 X 1 X
288. YUM BRANDS INC
COM 988498101 364,798 7,100 X 1 X
Grand Total
216,322,209 5,325,369