| Stock | 99.77% |
| Cash | 0.06% |
| Other* | 0.16% |
*May include dividends booked but not yet received.
Holdings Detailas of 2/9/2012 (Holdings subject to change)
| Symbol | Name |
% Net Assets |
Market Value ($) |
ISIN | Market | Sector |
Exchange Rate |
|---|---|---|---|---|---|---|---|
| MSFT | MICROSOFT CORP | 5.84 | $15,727,993 | US5949181045 | XNGS | Technology | 1.00 |
| IBM | INTL BUSINESS MACHINES CORP | 5.78 | $15,569,561 | US4592001014 | XNYS | Technology | 1.00 |
| PG | PROCTER & GAMBLE CO/THE | 4.47 | $12,035,806 | US7427181091 | XNYS | Consumer Defensive | 1.00 |
| WFC | WELLS FARGO & CO | 3.87 | $10,422,734 | US9497461015 | XNYS | Financial Services | 1.00 |
| PM | PHILIP MORRIS INTERNATIONAL | 3.57 | $9,618,328 | US7181721090 | XNYS | Consumer Defensive | 1.00 |
| INTC | INTEL CORP | 3.47 | $9,354,693 | US4581401001 | XNGS | Technology | 1.00 |
| WMT | WAL-MART STORES INC | 2.79 | $7,505,153 | US9311421039 | XNYS | Consumer Defensive | 1.00 |
| CSCO | CISCO SYSTEMS INC | 2.73 | $7,353,720 | US17275R1023 | XNGS | Technology | 1.00 |
| MCD | MCDONALD'S CORP | 2.62 | $7,056,094 | US5801351017 | XNYS | Consumer Cyclical | 1.00 |
| PEP | PEPSICO INC | 2.55 | $6,872,455 | US7134481081 | XNYS | Consumer Defensive | 1.00 |
| ABT | ABBOTT LABORATORIES | 2.19 | $5,883,090 | US0028241000 | XNYS | Healthcare | 1.00 |
| BAC | BANK OF AMERICA CORP | 2.10 | $5,642,842 | US0605051046 | XNYS | Financial Services | 1.00 |
| BRK/B | BERKSHIRE HATHAWAY INC-CL B | 1.94 | $5,214,766 | US0846707026 | XNYS | Financial Services | 1.00 |
| DIS | WALT DISNEY CO/THE | 1.82 | $4,897,093 | US2546871060 | XNYS | Consumer Cyclical | 1.00 |
| HD | HOME DEPOT INC | 1.77 | $4,773,586 | US4370761029 | XNYS | Consumer Cyclical | 1.00 |
| UTX | UNITED TECHNOLOGIES CORP | 1.68 | $4,531,074 | US9130171096 | XNYS | Industrials | 1.00 |
| CAT | CATERPILLAR INC | 1.68 | $4,516,472 | US1491231015 | XNYS | Industrials | 1.00 |
| AMGN | AMGEN INC | 1.49 | $4,008,127 | US0311621009 | XNGS | Healthcare | 1.00 |
| CVS | CVS CAREMARK CORP | 1.47 | $3,956,430 | US1266501006 | XNYS | Consumer Defensive | 1.00 |
| UNH | UNITEDHEALTH GROUP INC | 1.45 | $3,907,073 | US91324P1021 | XNYS | Healthcare | 1.00 |
| UPS | UNITED PARCEL SERVICE-CL B | 1.43 | $3,859,205 | US9113121068 | XNYS | Industrials | 1.00 |
| USB | US BANCORP | 1.43 | $3,838,758 | US9029733048 | XNYS | Financial Services | 1.00 |
| BMY | BRISTOL-MYERS SQUIBB CO | 1.40 | $3,759,785 | US1101221083 | XNYS | Healthcare | 1.00 |
| AXP | AMERICAN EXPRESS CO | 1.37 | $3,680,113 | US0258161092 | XNYS | Financial Services | 1.00 |
| BA | BOEING CO/THE | 1.28 | $3,432,957 | US0970231058 | XNYS | Industrials | 1.00 |
| DD | DU PONT (E.I.) DE NEMOURS | 1.23 | $3,318,200 | US2635341090 | XNYS | Basic Materials | 1.00 |
| APC | ANADARKO PETROLEUM CORP | 1.11 | $2,976,963 | US0325111070 | XNYS | Energy | 1.00 |
| HON | HONEYWELL INTERNATIONAL INC | 1.09 | $2,921,554 | US4385161066 | XNYS | Industrials | 1.00 |
| MDT | MEDTRONIC INC | 1.08 | $2,896,163 | US5850551061 | XNYS | Healthcare | 1.00 |
| APA | APACHE CORP | 1.04 | $2,793,096 | US0374111054 | XNYS | Energy | 1.00 |
| SPG | SIMON PROPERTY GROUP INC | 1.03 | $2,760,758 | US8288061091 | XNYS | Real Estate | 1.00 |
| EMR | EMERSON ELECTRIC CO | 1.00 | $2,685,521 | US2910111044 | XNYS | Industrials | 1.00 |
| TWX | TIME WARNER INC | 0.96 | $2,580,684 | US8873173038 | XNYS | Consumer Cyclical | 1.00 |
| DE | DEERE & CO | 0.92 | $2,489,298 | US2441991054 | XNYS | Industrials | 1.00 |
| NWSA | NEWS CORP-CL A | 0.89 | $2,384,806 | US65248E1047 | XNGS | Consumer Cyclical | 1.00 |
| LOW | LOWE'S COS INC | 0.86 | $2,320,557 | US5486611073 | XNYS | Consumer Cyclical | 1.00 |
| BAX | BAXTER INTERNATIONAL INC | 0.83 | $2,230,138 | US0718131099 | XNYS | Healthcare | 1.00 |
| TGT | TARGET CORP | 0.82 | $2,205,864 | US87612E1064 | XNYS | Consumer Defensive | 1.00 |
| WAG | WALGREEN CO | 0.76 | $2,055,097 | US9314221097 | XNYS | Consumer Defensive | 1.00 |
| KMB | KIMBERLY-CLARK CORP | 0.72 | $1,932,853 | US4943681035 | XNYS | Consumer Defensive | 1.00 |
| BK | BANK OF NEW YORK MELLON CORP | 0.69 | $1,849,383 | US0640581007 | XNYS | Financial Services | 1.00 |
| VIAB | VIACOM INC-CLASS B | 0.66 | $1,769,137 | US92553P2011 | XNGS | Consumer Cyclical | 1.00 |
| COV | COVIDIEN PLC | 0.65 | $1,761,762 | IE00B68SQD29 | XNYS | Healthcare | 1.00 |
| TWC | TIME WARNER CABLE | 0.62 | $1,664,244 | US88732J2078 | XNYS | Communication Services | 1.00 |
| GIS | GENERAL MILLS INC | 0.60 | $1,619,632 | US3703341046 | XNYS | Consumer Defensive | 1.00 |
| CSX | CSX CORP | 0.59 | $1,601,776 | US1264081035 | XNYS | Industrials | 1.00 |
| ITW | ILLINOIS TOOL WORKS | 0.59 | $1,596,450 | US4523081093 | XNYS | Industrials | 1.00 |
| TYC | TYCO INTERNATIONAL LTD | 0.59 | $1,590,974 | CH0100383485 | XNYS | Industrials | 1.00 |
| AFL | AFLAC INC | 0.59 | $1,577,344 | US0010551028 | XNYS | Financial Services | 1.00 |
| GLW | CORNING INC | 0.55 | $1,472,689 | US2193501051 | XNYS | Technology | 1.00 |
| CMI | CUMMINS INC | 0.54 | $1,446,151 | US2310211063 | XNYS | Industrials | 1.00 |
| EP | EL PASO CORP | 0.53 | $1,427,634 | US28336L1098 | XNYS | Energy | 1.00 |
| MCK | MCKESSON CORP | 0.51 | $1,381,696 | US58155Q1031 | XNYS | Healthcare | 1.00 |
| STT | STATE STREET CORP | 0.51 | $1,380,302 | US8574771031 | XNYS | Financial Services | 1.00 |
| PSA | PUBLIC STORAGE | 0.49 | $1,330,217 | US74460D1090 | XNYS | Real Estate | 1.00 |
| HES | HESS CORP | 0.49 | $1,324,455 | US42809H1077 | XNYS | Energy | 1.00 |
| CBS | CBS CORP-CLASS B NON VOTING | 0.47 | $1,272,995 | US1248572026 | XNYS | Consumer Cyclical | 1.00 |
| NBL | NOBLE ENERGY INC | 0.46 | $1,249,400 | US6550441058 | XNYS | Energy | 1.00 |
| APD | AIR PRODUCTS & CHEMICALS INC | 0.46 | $1,238,462 | US0091581068 | XNYS | Basic Materials | 1.00 |
| MMC | MARSH & MCLENNAN COS | 0.45 | $1,203,863 | US5717481023 | XNYS | Financial Services | 1.00 |
| SYY | SYSCO CORP | 0.44 | $1,192,293 | US8718291078 | XNYS | Consumer Defensive | 1.00 |
| EQR | EQUITY RESIDENTIAL | 0.44 | $1,183,524 | US29476L1070 | XNYS | Real Estate | 1.00 |
| MOS | MOSAIC CO/THE | 0.44 | $1,172,472 | US61945C1036 | XNYS | Basic Materials | 1.00 |
| WMB | WILLIAMS COS INC | 0.43 | $1,164,447 | US9694571004 | XNYS | Energy | 1.00 |
| HCP | HCP INC | 0.43 | $1,164,275 | US40414L1098 | XNYS | Real Estate | 1.00 |
| VTR | VENTAS INC | 0.43 | $1,150,056 | US92276F1003 | XNYS | Real Estate | 1.00 |
| LO | LORILLARD INC | 0.43 | $1,149,054 | US5441471019 | XNYS | Consumer Defensive | 1.00 |
| HNZ | HJ HEINZ CO | 0.43 | $1,148,128 | US4230741039 | XNYS | Consumer Defensive | 1.00 |
| AET | AETNA INC | 0.42 | $1,135,840 | US00817Y1082 | XNYS | Healthcare | 1.00 |
| RIG | TRANSOCEAN LTD | 0.41 | $1,106,102 | CH0048265513 | XNYS | Energy | 1.00 |
| MPC | MARATHON PETROLEUM CORP | 0.40 | $1,088,984 | US56585A1025 | XNYS | Energy | 1.00 |
| AON | AON CORP | 0.40 | $1,087,863 | US0373891037 | XNYS | Financial Services | 1.00 |
| BDX | BECTON DICKINSON AND CO | 0.40 | $1,081,587 | US0758871091 | XNYS | Healthcare | 1.00 |
| VNO | VORNADO REALTY TRUST | 0.39 | $1,062,308 | US9290421091 | XNYS | Real Estate | 1.00 |
| TEL | TE CONNECTIVITY LTD | 0.39 | $1,053,239 | CH0102993182 | XNYS | Industrials | 1.00 |
| BXP | BOSTON PROPERTIES INC | 0.39 | $1,043,944 | US1011211018 | XNYS | Real Estate | 1.00 |
| CAH | CARDINAL HEALTH INC | 0.37 | $993,468 | US14149Y1082 | XNYS | Healthcare | 1.00 |
| HUM | HUMANA INC | 0.35 | $952,940 | US4448591028 | XNYS | Healthcare | 1.00 |
| MSI | MOTOROLA SOLUTIONS INC | 0.35 | $938,544 | US6200763075 | XNYS | Technology | 1.00 |
| MHP | MCGRAW-HILL COMPANIES INC | 0.34 | $916,383 | US5806451093 | XNYS | Consumer Cyclical | 1.00 |
| PH | PARKER HANNIFIN CORP | 0.34 | $911,958 | US7010941042 | XNYS | Industrials | 1.00 |
| SYMC | SYMANTEC CORP | 0.34 | $908,604 | US8715031089 | XNGS | Technology | 1.00 |
| CF | CF INDUSTRIES HOLDINGS INC | 0.34 | $904,319 | US1252691001 | XNYS | Basic Materials | 1.00 |
| OMC | OMNICOM GROUP | 0.34 | $903,583 | US6819191064 | XNYS | Consumer Cyclical | 1.00 |
| KR | KROGER CO | 0.33 | $896,700 | US5010441013 | XNYS | Consumer Defensive | 1.00 |
| KSS | KOHLS CORP | 0.33 | $877,045 | US5002551043 | XNYS | Consumer Cyclical | 1.00 |
| CCL | CARNIVAL CORP | 0.33 | $876,394 | PA1436583006 | XNYS | Consumer Cyclical | 1.00 |
| AVB | AVALONBAY COMMUNITIES INC | 0.32 | $864,402 | US0534841012 | XNYS | Real Estate | 1.00 |
| CI | CIGNA CORP | 0.32 | $850,249 | US1255091092 | XNYS | Healthcare | 1.00 |
| K | KELLOGG CO | 0.31 | $845,085 | US4878361082 | XNYS | Consumer Defensive | 1.00 |
| AMP | AMERIPRISE FINANCIAL INC | 0.31 | $839,362 | US03076C1062 | XNYS | Financial Services | 1.00 |
| NWS | NEWS CORP-B | 0.22 | $595,447 | US65248E2037 | XNGS | Consumer Cyclical | 1.00 |
| GGP | GENERAL GROWTH PROPERTIES | 0.16 | $437,183 | US3700231034 | XNYS | Real Estate | 1.00 |
| ATVI | ACTIVISION BLIZZARD INC | 0.14 | $367,570 | US00507V1098 | XNGS | Technology | 1.00 |
| -- | BLACKROCK FDS III | 0.06 | $173,462 | -- | S-T Securities | 1.00 | |
| VIA | VIACOM INC-CLASS A | 0.01 | $39,293 | US92553P1021 | XNGS | Consumer Cyclical | 1.00 |
