0000073980-11-000007.txt : 20110722 0000073980-11-000007.hdr.sgml : 20110722 20110722081545 ACCESSION NUMBER: 0000073980-11-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110722 DATE AS OF CHANGE: 20110722 EFFECTIVENESS DATE: 20110722 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: 11981289 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 a13f63011.txt OHIO NATIONAL LIFE INS CO 13F 6/30/2011 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: June 30, 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 22th day of July 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: 279 Table Value Total: $210,707 (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 1,014,895 10,700 X 1 X 2. ABBOTT LABS COM 002824100 1,236,570 23,500 X 1 X 3. ACE LTD COM H0023R105 335,682 5,100 X 1 X 4. ACTIVISION BLIZZARD INC COM 00507V109 278,860 23,875 X 1 X 5. ADOBE SYS INC COM 00724F101 570,189 18,130 X 1 X 6. AETNA INC NEW COM 00817Y108 251,313 5,700 X 1 X 7. AFLAC INC COM 001055102 331,428 7,100 X 1 X 8. AGILENT TECHNOLOGIES INC COM 00846U101 270,883 5,300 X 1 X 9. AIR PRODS & CHEMS INC COM 009158106 305,856 3,200 X 1 X 10. AKAMAI TECHNOLOGIES INC COM 00971T101 210,849 6,700 X 1 X 11. ALCOA INC COM 013817101 255,346 16,100 X 1 X 12. ALLERGAN INC COM 018490102 382,950 4,600 X 1 X 13. ALLSTATE CORP COM 020002101 241,187 7,900 X 1 X 14. ALTERA CORP COM 021441100 538,819 11,625 X 1 X 15. ALTRIA GROUP INC COM 02209S103 834,556 31,600 X 1 X 16. AMAZON COM INC COM 023135106 3,031,564 14,825 X 1 X 17. AMERICAN ELEC PWR INC COM 025537101 275,064 7,300 X 1 X 18. AMERICAN EXPRESS CO COM 025816109 816,860 15,800 X 1 X 19. AMERICAN TOWER CORP COM 029912201 313,980 6,000 X 1 X 20. AMERIPRISE FINL INC COM 03076C106 212,262 3,680 X 1 X 21. AMGEN INC COM 031162100 1,950,524 33,428 X 1 X 22. ANADARKO PETE CORP COM 032511107 575,700 7,500 X 1 X 23. AON CORP COM 037389103 256,500 5,000 X 1 X 24. APACHE CORP COM 037411105 712,207 5,772 X 1 X 25. APOLLO GROUP INC COM 037604105 207,480 4,750 X 1 X 26. APPLE INC COM 037833100 11,159,349 33,245 X 1 X 27. APPLIED MATLS INC COM 038222105 616,999 47,425 X 1 X 28. ARCHER DANIELS MIDLAND CO COM 039483102 309,038 10,250 X 1 X 29. AT&T INC COM 00206R102 2,807,363 89,378 X 1 X 30. AUTODESK INC COM 052769106 320,380 8,300 X 1 X 31. AUTOMATIC DATA PROCESSING INC COM 053015103 944,289 17,925 X 1 X 32. BAIDU INC COM 056752108 791,735 5,650 X 1 X 33. BAKER HUGHES INC COM 057224107 474,615 6,541 X 1 X 34. BANK OF AMERICA CORPORATION COM 060505104 1,676,080 152,927 X 1 X 35. BANK OF NEW YORK MELLON CORP C COM 064058100 479,376 18,711 X 1 X 36. BAXTER INTL INC COM 071813109 513,334 8,600 X 1 X 37. BB&T CORP COM 054937107 281,820 10,500 X 1 X 38. BECTON DICKINSON & CO COM 075887109 284,361 3,300 X 1 X 39. BED BATH & BEYOND INC COM 075896100 525,330 9,000 X 1 X 40. BERKSHIRE HATHAWAY INC DEL COM 084670702 2,019,182 26,091 X 1 X 41. BIOGEN IDEC INC COM 09062X103 929,669 8,695 X 1 X 42. BLACKROCK INC COM 09247X101 278,125 1,450 X 1 X 43. BMC SOFTWARE INC COM 055921100 350,080 6,400 X 1 X 44. BOEING CO COM 097023105 820,623 11,100 X 1 X 45. BOSTON PROPERTIES INC COM 101121101 233,552 2,200 X 1 X 46. BOSTON SCIENTIFIC CORP COM 101137107 159,642 23,103 X 1 X 47. BRISTOL MYERS SQUIBB CO COM 110122108 746,270 25,769 X 1 X 48. BROADCOM CORP COM 111320107 582,813 17,325 X 1 X 49. C H ROBINSON WORLDWIDE INC COM 12541W209 469,098 5,950 X 1 X 50. CA INC COM 12673P105 371,721 16,275 X 1 X 51. CAPITAL ONE FINL CORP COM 14040H105 360,295 6,973 X 1 X 52. CARDINAL HEALTH INC COM 14149Y108 240,726 5,300 X 1 X 53. CARNIVAL CORP COM 143658300 244,595 6,500 X 1 X 54. CATERPILLAR INC DEL COM 149123101 1,032,662 9,700 X 1 X 55. CBS CORP NEW COM 124857202 286,325 10,050 X 1 X 56. CELGENE CORP COM 151020104 1,004,328 16,650 X 1 X 57. CENTURYLINK INC COM 156700106 366,781 9,072 X 1 X 58. CEPHALON INC COM 156708109 223,720 2,800 X 1 X 59. CERNER CORP COM 156782104 348,327 5,700 X 1 X 60. CHECK POINT SOFTWARE TECH LTD COM M22465104 247,013 4,345 X 1 X 61. CHESAPEAKE ENERGY CORP COM 165167107 293,931 9,900 X 1 X 62. CHEVRON CORP NEW COM 166764100 3,119,960 30,338 X 1 X 63. CHUBB CORP COM 171232101 275,484 4,400 X 1 X 64. CIGNA CORP COM 125509109 210,863 4,100 X 1 X 65. CISCO SYS INC COM 17275R102 3,088,048 197,825 X 1 X 66. CITIGROUP INC COM 172967424 1,837,823 44,136 X 1 X 67. CITRIX SYS INC COM 177376100 538,000 6,725 X 1 X 68. CLIFFS NATURAL RESOURCES INC C COM 18683K101 203,390 2,200 X 1 X 69. CME GROUP INC COM 12572Q105 298,880 1,025 X 1 X 70. COACH INC COM 189754104 281,292 4,400 X 1 X 71. COCA COLA CO COM 191216100 2,328,234 34,600 X 1 X 72. COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 803,073 10,950 X 1 X 73. COLGATE PALMOLIVE CO COM 194162103 646,834 7,400 X 1 X 74. COMCAST CORP NEW COM 20030N101 2,160,869 85,275 X 1 X 75. CONOCOPHILLIPS COM 20825C104 1,601,547 21,300 X 1 X 76. CONSOLIDATED EDISON INC COM 209115104 234,256 4,400 X 1 X 77. CORNING INC COM 219350105 430,155 23,700 X 1 X 78. COSTCO WHSL CORP NEW COM 22160K105 1,276,280 15,710 X 1 X 79. COVIDIEN PLC COM G2554F113 399,225 7,500 X 1 X 80. CSX CORP COM 126408103 435,252 16,600 X 1 X 81. CUMMINS INC COM 231021106 310,470 3,000 X 1 X 82. CVS CAREMARK CORPORATION COM 126650100 767,384 20,420 X 1 X 83. DANAHER CORP DEL COM 235851102 434,518 8,200 X 1 X 84. DEERE & CO COM 244199105 519,435 6,300 X 1 X 85. DELL INC COM 24702R101 1,070,214 64,200 X 1 X 86. DEVON ENERGY CORP NEW COM 25179M103 504,384 6,400 X 1 X 87. DIRECTV COM 25490A101 1,403,903 27,625 X 1 X 88. DISCOVER FINL SVCS COM 254709108 220,688 8,250 X 1 X 89. DISNEY WALT CO COM 254687106 1,112,640 28,500 X 1 X 90. DOMINION RES INC VA NEW COM 25746U109 419,949 8,700 X 1 X 91. DOW CHEM CO COM 260543103 637,200 17,700 X 1 X 92. DU PONT E I DE NEMOURS & CO COM 263534109 756,700 14,000 X 1 X 93. DUKE ENERGY CORP NEW COM 26441C105 379,161 20,136 X 1 X 94. E M C CORP MASS COM 268648102 856,805 31,100 X 1 X 95. EATON CORP COM 278058102 267,540 5,200 X 1 X 96. EBAY INC COM 278642103 1,429,077 44,285 X 1 X 97. EL PASO CORP COM 28336L109 234,320 11,600 X 1 X 98. ELECTRONIC ARTS INC COM 285512109 281,548 11,930 X 1 X 99. EMERSON ELEC CO COM 291011104 635,625 11,300 X 1 X 100. EOG RES INC COM 26875P101 423,428 4,050 X 1 X 101. EQUITY RESIDENTIAL COM 29476L107 264,000 4,400 X 1 X 102. EXELON CORP COM 30161N101 428,400 10,000 X 1 X 103. EXPEDIA INC DEL COM 30212P105 236,993 8,175 X 1 X 104. EXPEDITORS INTL WASH INC COM 302130109 390,324 7,625 X 1 X 105. EXPRESS SCRIPTS INC COM 302182100 1,028,319 19,050 X 1 X 106. EXXON MOBIL CORP COM 30231G102 6,051,742 74,364 X 1 X 107. F5 NETWORKS INC COM 315616102 319,725 2,900 X 1 X 108. FASTENAL CO COM 311900104 383,294 10,650 X 1 X 109. FEDEX CORP COM 31428X106 455,280 4,800 X 1 X 110. FIFTH THIRD BANCORP COM 316773100 176,588 13,850 X 1 X 111. FIRST SOLAR INC COM 336433107 350,516 2,650 X 1 X 112. FIRSTENERGY CORP COM 337932107 279,646 6,334 X 1 X 113. FISERV INC COM 337738108 324,862 5,187 X 1 X 114. FLEXTRONICS INTL LTD COM Y2573F102 101,597 15,825 X 1 X 115. FORD MTR CO DEL COM 345370860 791,367 57,387 X 1 X 116. FRANKLIN RES INC COM 354613101 288,838 2,200 X 1 X 117. FREEPORT MCMORAN COPPER & GOLD COM 35671D857 753,931 14,252 X 1 X 118. FRONTIER COMMUNICATIONS CORP C COM 35906A108 121,381 15,041 X 1 X 119. GENERAL DYNAMICS CORP COM 369550108 417,312 5,600 X 1 X 120. GENERAL ELECTRIC CO COM 369604103 3,019,486 160,100 X 1 X 121. GENERAL MLS INC COM 370334104 357,312 9,600 X 1 X 122. GILEAD SCIENCES INC COM 375558103 1,172,938 28,325 X 1 X 123. GOLDMAN SACHS GROUP INC COM 38141G104 1,044,757 7,850 X 1 X 124. GOOGLE INC COM 38259P508 4,595,399 9,075 X 1 X 125. GREEN MTN COFFEE ROASTERS INC COM 393122106 285,632 3,200 X 1 X 126. HALLIBURTON CO COM 406216101 703,800 13,800 X 1 X 127. HCP INC COM 40414L109 223,809 6,100 X 1 X 128. HEINZ H J CO COM 423074103 261,072 4,900 X 1 X 129. HESS CORP COM 42809H107 343,896 4,600 X 1 X 130. HEWLETT PACKARD CO COM 428236103 1,139,320 31,300 X 1 X 131. HOME DEPOT INC COM 437076102 869,280 24,000 X 1 X 132. HONEYWELL INTL INC COM 438516106 709,121 11,900 X 1 X 133. HOST HOTELS & RESORTS INC COM 44107P104 176,314 10,402 X 1 X 134. HUMANA INC COM 444859102 201,350 2,500 X 1 X 135. HUNTINGTON BANCSHARES INC COM 446150104 85,280 13,000 X 1 X 136. ILLINOIS TOOL WKS INC COM 452308109 423,675 7,500 X 1 X 137. INGERSOLL RAND PLC COM G47791101 227,050 5,000 X 1 X 138. INTEL CORP COM 458140100 4,225,801 190,695 X 1 X 139. INTERNATIONAL BUSINESS MACHS COM 459200101 3,139,365 18,300 X 1 X 140. INTUIT COM 461202103 539,603 10,405 X 1 X 141. INTUITIVE SURGICAL INC COM 46120E602 530,257 1,425 X 1 X 142. JOHNSON & JOHNSON COM 478160104 2,753,928 41,400 X 1 X 143. JOHNSON CTLS INC COM 478366107 424,932 10,200 X 1 X 144. JOY GLOBAL INC COM 481165108 361,912 3,800 X 1 X 145. JPMORGAN CHASE & CO COM 46625H100 2,454,066 59,943 X 1 X 146. JUNIPER NETWORKS INC COM 48203R104 252,000 8,000 X 1 X 147. KELLOGG CO COM 487836108 210,216 3,800 X 1 X 148. KEYCORP NEW COM 493267108 119,952 14,400 X 1 X 149. KIMBERLY CLARK CORP COM 494368103 392,704 5,900 X 1 X 150. KLA TENCOR CORP COM 482480100 242,880 6,000 X 1 X 151. KOHLS CORP COM 500255104 210,042 4,200 X 1 X 152. KRAFT FOODS INC COM 50075N104 936,272 26,576 X 1 X 153. KROGER CO COM 501044101 228,160 9,200 X 1 X 154. LIBERTY MEDIA CORP NEW COM 53071M104 200,402 11,950 X 1 X 155. LIFE TECHNOLOGIES CORP COM 53217V109 335,435 6,442 X 1 X 156. LILLY ELI & CO COM 532457108 577,962 15,400 X 1 X 157. LINEAR TECHNOLOGY CORP COM 535678106 269,278 8,155 X 1 X 158. LOCKHEED MARTIN CORP COM 539830109 348,171 4,300 X 1 X 159. LORILLARD INC COM 544147101 239,187 2,197 X 1 X 160. LOWES COS INC COM 548661107 459,207 19,700 X 1 X 161. MARATHON OIL CORP COM 565849106 564,730 10,720 X 1 X 162. MARSH & MCLENNAN COS INC COM 571748102 258,877 8,300 X 1 X 163. MARVELL TECHNOLOGY GROUP LTD COM G5876H105 188,254 12,750 X 1 X 164. MASTERCARD INC COM 57636Q104 429,410 1,425 X 1 X 165. MATTEL INC COM 577081102 342,251 12,450 X 1 X 166. MCDONALDS CORP COM 580135101 1,323,824 15,700 X 1 X 167. MCKESSON CORP COM 58155Q103 317,870 3,800 X 1 X 168. MEAD JOHNSON NUTRITION CO COM 582839106 206,095 3,051 X 1 X 169. MEDCO HEALTH SOLUTIONS INC COM 58405U102 343,416 6,076 X 1 X 170. MEDTRONIC INC COM 585055106 620,333 16,100 X 1 X 171. MERCK & CO INC NEW COM 58933Y105 1,644,302 46,594 X 1 X 172. METLIFE INC COM 59156R108 701,920 16,000 X 1 X 173. MICROCHIP TECHNOLOGY INC COM 595017104 260,631 6,875 X 1 X 174. MICRON TECHNOLOGY INC COM 595112103 253,572 33,900 X 1 X 175. MICROSOFT CORP COM 594918104 7,489,300 288,050 X 1 X 176. MONSANTO CO NEW COM 61166W101 586,558 8,086 X 1 X 177. MORGAN STANLEY COM 617446448 536,133 23,300 X 1 X 178. MOTOROLA SOLUTIONS INC COM 620076307 235,449 5,114 X 1 X 179. MYLAN INC COM 628530107 389,169 15,775 X 1 X 180. NATIONAL OILWELL VARCO INC COM 637071101 500,544 6,400 X 1 X 181. NETAPP INC COM 64110D104 701,182 13,285 X 1 X 182. NETFLIX INC COM 64110L106 459,708 1,750 X 1 X 183. NEWMONT MINING CORP COM 651639106 404,775 7,500 X 1 X 184. NEWS CORP COM 65248E104 1,286,348 72,675 X 1 X 185. NEXTERA ENERGY INC COM 65339F101 367,744 6,400 X 1 X 186. NIKE INC COM 654106103 512,886 5,700 X 1 X 187. NOBLE ENERGY INC COM 655044105 242,001 2,700 X 1 X 188. NORFOLK SOUTHERN CORP COM 655844108 397,129 5,300 X 1 X 189. NORTHROP GRUMMAN CORP COM 666807102 305,140 4,400 X 1 X 190. NVIDIA CORP COM 67066G104 344,786 21,637 X 1 X 191. O REILLY AUTOMOTIVE INC NEW COM 67103H107 325,912 4,975 X 1 X 192. OCCIDENTAL PETE CORP DEL COM 674599105 1,279,692 12,300 X 1 X 193. OMNICOM GROUP INC COM 681919106 202,272 4,200 X 1 X 194. ORACLE CORP COM 68389X105 5,411,556 164,435 X 1 X 195. PACCAR INC COM 693718108 671,885 13,151 X 1 X 196. PARKER HANNIFIN CORP COM 701094104 215,376 2,400 X 1 X 197. PAYCHEX INC COM 704326107 382,310 12,445 X 1 X 198. PEABODY ENERGY CORP COM 704549104 241,531 4,100 X 1 X 199. PEPSICO INC COM 713448108 1,679,544 23,847 X 1 X 200. PFIZER INC COM 717081103 2,457,786 119,310 X 1 X 201. PG&E CORP COM 69331C108 252,180 6,000 X 1 X 202. PHILIP MORRIS INTL INC COM 718172109 1,789,436 26,800 X 1 X 203. PNC FINL SVCS GROUP INC COM 693475105 473,423 7,942 X 1 X 204. POWERSHARES QQQ TRUST UNIT SER COM 73935A104 796,703 13,965 X 1 X 205. PPG INDS INC COM 693506107 217,896 2,400 X 1 X 206. PPL CORP COM 69351T106 242,121 8,700 X 1 X 207. PRAXAIR INC COM 74005P104 498,594 4,600 X 1 X 208. PRECISION CASTPARTS CORP COM 740189105 362,230 2,200 X 1 X 209. PRICE T ROWE GROUP INC COM 74144T108 235,326 3,900 X 1 X 210. PRICELINE COM INC COM 741503403 908,676 1,775 X 1 X 211. PROCTER & GAMBLE CO COM 742718109 2,677,696 42,122 X 1 X 212. PROGRESS ENERGY INC COM 743263105 211,244 4,400 X 1 X 213. PROGRESSIVE CORP OHIO COM 743315103 211,662 9,900 X 1 X 214. PROLOGIS INC COM 74340W103 245,110 6,839 X 1 X 215. PRUDENTIAL FINL INC COM 744320102 470,566 7,400 X 1 X 216. PUBLIC STORAGE COM 74460D109 239,421 2,100 X 1 X 217. PUBLIC SVC ENTERPRISE GROUP COM 744573106 248,064 7,600 X 1 X 218. QUALCOMM INC COM 747525103 3,409,956 60,045 X 1 X 219. QUAD GRAPHICS INC COM 747301109 747,861 19,245 X X 220. RAYTHEON CO COM 755111507 269,190 5,400 X 1 X 221. REGIONS FINANCIAL CORP NEW COM 7591EP100 117,645 18,975 X 1 X 222. RESEARCH IN MOTION LTD COM 760975102 315,186 10,925 X 1 X 223. ROSS STORES INC COM 778296103 340,510 4,250 X 1 X 224. SALESFORCE COM INC COM 79466L302 268,164 1,800 X 1 X 225. SANDISK CORP COM 80004C101 355,863 8,575 X 1 X 226. SCHLUMBERGER LTD COM 806857108 1,766,621 20,447 X 1 X 227. SCHWAB CHARLES CORP NEW COM 808513105 248,395 15,100 X 1 X 228. SEARS HLDGS CORP COM 812350106 203,675 2,851 X 1 X 229. SIGMA ALDRICH CORP COM 826552101 319,203 4,350 X 1 X 230. SIMON PPTY GROUP INC NEW COM 828806109 518,618 4,462 X 1 X 231. SOUTHERN CO COM 842587107 516,864 12,800 X 1 X 232. SOUTHWEST AIRLS CO COM 844741108 137,040 12,000 X 1 X 233. SOUTHWESTERN ENERGY CO COM 845467109 227,264 5,300 X 1 X 234. SPDR S&P 500 ETF TR UNIT COM 78462F103 1,408,780 10,675 X 1 X 235. SPECTRA ENERGY CORP COM 847560109 269,111 9,818 X 1 X 236. SPRINT NEXTEL CORP COM 852061100 243,261 45,132 X 1 X 237. ST JUDE MED INC COM 790849103 238,400 5,000 X 1 X 238. STAPLES INC COM 855030102 406,060 25,700 X 1 X 239. STARBUCKS CORP COM 855244109 1,064,256 26,950 X 1 X 240. STATE STR CORP COM 857477103 342,684 7,600 X 1 X 241. STERICYCLE INC COM 858912108 276,272 3,100 X 1 X 242. STRYKER CORP COM 863667101 293,450 5,000 X 1 X 243. SUNTRUST BKS INC COM 867914103 208,980 8,100 X 1 X 244. SYMANTEC CORP COM 871503108 535,733 27,167 X 1 X 245. SYSCO CORP COM 871829107 274,384 8,800 X 1 X 246. TARGET CORP COM 87612E106 487,864 10,400 X 1 X 247. TEVA PHARMACEUTICAL INDS LTD A COM 881624209 708,111 14,685 X 1 X 248. TEXAS INSTRS INC COM 882508104 574,525 17,500 X 1 X 249. THERMO FISHER SCIENTIFIC INC C COM 883556102 373,462 5,800 X 1 X 250. TIME WARNER CABLE INC COM 88732J207 392,697 5,032 X 1 X 251. TIME WARNER INC COM 887317303 587,957 16,166 X 1 X 252. TJX COS INC NEW COM 872540109 304,674 5,800 X 1 X 253. TRAVELERS COMPANIES INC COM 89417E109 371,238 6,359 X 1 X 254. TYCO INTERNATIONAL LTD COM H89128104 350,953 7,100 X 1 X 255. UNION PAC CORP COM 907818108 772,560 7,400 X 1 X 256. UNITED PARCEL SERVICE INC COM 911312106 1,086,657 14,900 X 1 X 257. UNITED TECHNOLOGIES CORP COM 913017109 1,221,438 13,800 X 1 X 258. UNITEDHEALTH GROUP INC COM 91324P102 845,912 16,400 X 1 X 259. US BANCORP DEL COM 902973304 742,086 29,090 X 1 X 260. VALERO ENERGY CORP NEW COM 91913Y100 219,902 8,600 X 1 X 261. VERISIGN INC COM 92343E102 200,927 6,005 X 1 X 262. VERIZON COMMUNICATIONS INC COM 92343V104 1,589,721 42,700 X 1 X 263. VERTEX PHARMACEUTICALS INC COM 92532F100 223,557 4,300 X 1 X 264. VIACOM INC NEW COM 92553P201 451,350 8,850 X 1 X 265. VISA INC COM 92826C839 606,672 7,200 X 1 X 266. VODAFONE GROUP PLC NEW COM 92857W209 483,632 18,100 X 1 X 267. VORNADO RLTY TR COM 929042109 232,298 2,493 X 1 X 268. WAL MART STORES INC COM 931142103 1,530,432 28,800 X 1 X 269. WALGREEN CO COM 931422109 585,948 13,800 X 1 X 270. WASTE MGMT INC DEL COM 94106L109 268,344 7,200 X 1 X 271. WELLPOINT INC COM 94973V107 433,235 5,500 X 1 X 272. WELLS FARGO & CO NEW COM 949746101 2,239,553 79,813 X 1 X 273. WHOLE FOODS MKT INC COM 966837106 379,114 5,975 X 1 X 274. WILLIAMS COS INC DEL COM 969457100 269,225 8,900 X 1 X 275. WYNN RESORTS LTD COM 983134107 531,098 3,700 X 1 X 276. XEROX CORP COM 984121103 220,713 21,202 X 1 X 277. XILINX INC COM 983919101 348,471 9,555 X 1 X 278. YAHOO INC COM 984332106 705,526 46,910 X 1 X 279. YUM BRANDS INC COM 988498101 386,680 7,000 X 1 X Grand Total 210,707,362 5,027,816