| Stock | 99.79% |
| Cash | 0.07% |
| Other* | 0.13% |
*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 |
|---|---|---|---|---|---|---|---|
| IBM | INTL BUSINESS MACHINES CORP | 3.24 | $5,786,561 | US4592001014 | XNYS | Information Technology | 1.00 |
| ETN | EATON CORP | 2.93 | $5,231,075 | US2780581029 | XNYS | Industrials | 1.00 |
| SBUX | STARBUCKS CORP | 2.87 | $5,125,607 | US8552441094 | XNGS | Consumer Discretionary | 1.00 |
| JNJ | JOHNSON & JOHNSON | 2.53 | $4,506,805 | US4781601046 | XNYS | Health Care | 1.00 |
| SE | SPECTRA ENERGY CORP | 2.43 | $4,339,196 | US8475601097 | XNYS | Energy | 1.00 |
| NKE | NIKE INC -CL B | 2.35 | $4,187,038 | US6541061031 | XNYS | Consumer Discretionary | 1.00 |
| PG | PROCTER & GAMBLE CO/THE | 2.15 | $3,835,035 | US7427181091 | XNYS | Consumer Staples | 1.00 |
| AAPL | APPLE INC | 2.12 | $3,776,203 | US0378331005 | XNGS | Information Technology | 1.00 |
| BDX | BECTON DICKINSON AND CO | 2.04 | $3,633,007 | US0758871091 | XNYS | Health Care | 1.00 |
| COL | ROCKWELL COLLINS INC | 2.00 | $3,575,325 | US7743411016 | XNYS | Industrials | 1.00 |
| DELL | DELL INC | 1.95 | $3,475,665 | US24702R1014 | XNGS | Information Technology | 1.00 |
| TJX | TJX COMPANIES INC | 1.87 | $3,340,223 | US8725401090 | XNYS | Consumer Discretionary | 1.00 |
| INTC | INTEL CORP | 1.85 | $3,308,507 | US4581401001 | XNGS | Information Technology | 1.00 |
| AFL | AFLAC INC | 1.76 | $3,148,265 | US0010551028 | XNYS | Financials | 1.00 |
| MCD | MCDONALD'S CORP | 1.50 | $2,675,832 | US5801351017 | XNYS | Consumer Discretionary | 1.00 |
| MSFT | MICROSOFT CORP | 1.46 | $2,599,019 | US5949181045 | XNGS | Information Technology | 1.00 |
| PCG | P G & E CORP | 1.44 | $2,570,873 | US69331C1080 | XNYS | Utilities | 1.00 |
| AXP | AMERICAN EXPRESS CO | 1.43 | $2,557,907 | US0258161092 | XNYS | Financials | 1.00 |
| GOOG | GOOGLE INC-CL A | 1.38 | $2,466,630 | US38259P5089 | XNGS | Information Technology | 1.00 |
| CSCO | CISCO SYSTEMS INC | 1.35 | $2,411,360 | US17275R1023 | XNGS | Information Technology | 1.00 |
| SLE | SARA LEE CORP | 1.33 | $2,379,266 | US8031111037 | XNYS | Consumer Staples | 1.00 |
| MRK | MERCK & CO. INC. | 1.30 | $2,315,629 | US58933Y1055 | XNYS | Health Care | 1.00 |
| ORCL | ORACLE CORP | 1.27 | $2,267,316 | US68389X1054 | XNGS | Information Technology | 1.00 |
| CME | CME GROUP INC | 1.21 | $2,166,364 | US12572Q1058 | XNGS | Financials | 1.00 |
| HNZ | HJ HEINZ CO | 1.16 | $2,076,706 | US4230741039 | XNYS | Consumer Staples | 1.00 |
| BMY | BRISTOL-MYERS SQUIBB CO | 1.11 | $1,975,638 | US1101221083 | XNYS | Health Care | 1.00 |
| KFT | KRAFT FOODS INC-CLASS A | 1.10 | $1,957,155 | US50075N1046 | XNYS | Consumer Staples | 1.00 |
| EL | ESTEE LAUDER COMPANIES-CL A | 1.09 | $1,943,727 | US5184391044 | XNYS | Consumer Staples | 1.00 |
| ACN | ACCENTURE PLC-CL A | 1.07 | $1,907,045 | IE00B4BNMY34 | XNYS | Information Technology | 1.00 |
| DE | DEERE & CO | 1.04 | $1,847,409 | US2441991054 | XNYS | Industrials | 1.00 |
| HPQ | HEWLETT-PACKARD CO | 0.99 | $1,767,734 | US4282361033 | XNYS | Information Technology | 1.00 |
| JCI | JOHNSON CONTROLS INC | 0.99 | $1,764,119 | US4783661071 | XNYS | Consumer Discretionary | 1.00 |
| AET | AETNA INC | 0.93 | $1,661,349 | US00817Y1082 | XNYS | Health Care | 1.00 |
| GIS | GENERAL MILLS INC | 0.89 | $1,594,581 | US3703341046 | XNYS | Consumer Staples | 1.00 |
| USB | US BANCORP | 0.88 | $1,570,717 | US9029733048 | XNYS | Financials | 1.00 |
| TXN | TEXAS INSTRUMENTS INC | 0.85 | $1,521,169 | US8825081040 | XNGS | Information Technology | 1.00 |
| CBG | CBRE GROUP INC - A | 0.84 | $1,502,510 | US12504L1098 | XNYS | Financials | 1.00 |
| DVN | DEVON ENERGY CORPORATION | 0.84 | $1,499,580 | US25179M1036 | XNYS | Energy | 1.00 |
| QCOM | QUALCOMM INC | 0.82 | $1,461,227 | US7475251036 | XNGS | Information Technology | 1.00 |
| BAX | BAXTER INTERNATIONAL INC | 0.80 | $1,433,632 | US0718131099 | XNYS | Health Care | 1.00 |
| TRV | TRAVELERS COS INC/THE | 0.78 | $1,393,281 | US89417E1091 | XNYS | Financials | 1.00 |
| MET | METLIFE INC | 0.72 | $1,292,873 | US59156R1086 | XNYS | Financials | 1.00 |
| A | AGILENT TECHNOLOGIES INC | 0.72 | $1,292,685 | US00846U1016 | XNYS | Health Care | 1.00 |
| WAT | WATERS CORP | 0.72 | $1,286,319 | US9418481035 | XNYS | Health Care | 1.00 |
| RRC | RANGE RESOURCES CORP | 0.70 | $1,240,900 | US75281A1097 | XNYS | Energy | 1.00 |
| KEY | KEYCORP | 0.69 | $1,233,070 | US4932671088 | XNYS | Financials | 1.00 |
| CL | COLGATE-PALMOLIVE CO | 0.67 | $1,203,799 | US1941621039 | XNYS | Consumer Staples | 1.00 |
| GPS | GAP INC/THE | 0.67 | $1,196,990 | US3647601083 | XNYS | Consumer Discretionary | 1.00 |
| HOT | STARWOOD HOTELS & RESORTS | 0.65 | $1,162,511 | US85590A4013 | XNYS | Consumer Discretionary | 1.00 |
| CPB | CAMPBELL SOUP CO | 0.65 | $1,159,010 | US1344291091 | XNYS | Consumer Staples | 1.00 |
| NE | NOBLE CORP | 0.61 | $1,088,091 | CH0033347318 | XNYS | Energy | 1.00 |
| UPS | UNITED PARCEL SERVICE-CL B | 0.59 | $1,054,522 | US9113121068 | XNYS | Industrials | 1.00 |
| WFM | WHOLE FOODS MARKET INC | 0.59 | $1,050,184 | US9668371068 | XNGS | Consumer Staples | 1.00 |
| EP | EL PASO CORP | 0.59 | $1,045,700 | US28336L1098 | XNYS | Energy | 1.00 |
| TIF | TIFFANY & CO | 0.59 | $1,044,786 | US8865471085 | XNYS | Consumer Discretionary | 1.00 |
| JWN | NORDSTROM INC | 0.58 | $1,040,340 | US6556641008 | XNYS | Consumer Discretionary | 1.00 |
| MTB | M & T BANK CORP | 0.58 | $1,025,964 | US55261F1049 | XNYS | Financials | 1.00 |
| ADBE | ADOBE SYSTEMS INC | 0.57 | $1,022,108 | US00724F1012 | XNGS | Information Technology | 1.00 |
| INTU | INTUIT INC | 0.56 | $1,003,046 | US4612021034 | XNGS | Information Technology | 1.00 |
| AMD | ADVANCED MICRO DEVICES | 0.49 | $882,969 | US0079031078 | XNYS | Information Technology | 1.00 |
| ABT | ABBOTT LABORATORIES | 0.47 | $838,018 | US0028241000 | XNYS | Health Care | 1.00 |
| MDT | MEDTRONIC INC | 0.46 | $819,483 | US5850551061 | XNYS | Health Care | 1.00 |
| WLP | WELLPOINT INC | 0.45 | $811,616 | US94973V1070 | XNYS | Health Care | 1.00 |
| CMI | CUMMINS INC | 0.45 | $805,519 | US2310211063 | XNYS | Industrials | 1.00 |
| CA | CA INC | 0.45 | $803,129 | US12673P1057 | XNGS | Information Technology | 1.00 |
| GILD | GILEAD SCIENCES INC | 0.44 | $793,431 | US3755581036 | XNGS | Health Care | 1.00 |
| XRX | XEROX CORP | 0.44 | $787,452 | US9841211033 | XNYS | Information Technology | 1.00 |
| PLL | PALL CORP | 0.44 | $782,031 | US6964293079 | XNYS | Industrials | 1.00 |
| TROW | T ROWE PRICE GROUP INC | 0.44 | $779,510 | US74144T1088 | XNGS | Financials | 1.00 |
| KSS | KOHLS CORP | 0.42 | $757,960 | US5002551043 | XNYS | Consumer Discretionary | 1.00 |
| APD | AIR PRODUCTS & CHEMICALS INC | 0.42 | $754,804 | US0091581068 | XNYS | Materials | 1.00 |
| EMR | EMERSON ELECTRIC CO | 0.41 | $734,563 | US2910111044 | XNYS | Industrials | 1.00 |
| MSI | MOTOROLA SOLUTIONS INC | 0.41 | $722,988 | US6200763075 | XNYS | Information Technology | 1.00 |
| SYY | SYSCO CORP | 0.39 | $694,160 | US8718291078 | XNYS | Consumer Staples | 1.00 |
| ED | CONSOLIDATED EDISON INC | 0.39 | $687,711 | US2091151041 | XNYS | Utilities | 1.00 |
| ADSK | AUTODESK INC | 0.38 | $680,755 | US0527691069 | XNGS | Information Technology | 1.00 |
| NUE | NUCOR CORP | 0.37 | $653,397 | US6703461052 | XNYS | Materials | 1.00 |
| ECL | ECOLAB INC | 0.36 | $648,558 | US2788651006 | XNYS | Materials | 1.00 |
| MAT | MATTEL INC | 0.36 | $634,143 | US5770811025 | XNGS | Consumer Discretionary | 1.00 |
| PX | PRAXAIR INC | 0.34 | $605,980 | US74005P1049 | XNYS | Materials | 1.00 |
| EOG | EOG RESOURCES INC | 0.34 | $603,294 | US26875P1012 | XNYS | Energy | 1.00 |
| CLX | CLOROX COMPANY | 0.33 | $597,363 | US1890541097 | XNYS | Consumer Staples | 1.00 |
| AMAT | APPLIED MATERIALS INC | 0.32 | $571,845 | US0382221051 | XNGS | Information Technology | 1.00 |
| NEE | NEXTERA ENERGY INC | 0.31 | $558,406 | US65339F1012 | XNYS | Utilities | 1.00 |
| MHS | MEDCO HEALTH SOLUTIONS INC | 0.31 | $558,020 | US58405U1025 | XNYS | Health Care | 1.00 |
| APA | APACHE CORP | 0.31 | $557,510 | US0374111054 | XNYS | Energy | 1.00 |
| GNW | GENWORTH FINANCIAL INC-CL A | 0.31 | $557,018 | US37247D1063 | XNYS | Financials | 1.00 |
| ROK | ROCKWELL AUTOMATION INC | 0.30 | $537,427 | US7739031091 | XNYS | Industrials | 1.00 |
| WLL | WHITING PETROLEUM CORP | 0.30 | $534,510 | US9663871021 | XNYS | Energy | 1.00 |
| KMB | KIMBERLY-CLARK CORP | 0.30 | $529,037 | US4943681035 | XNYS | Consumer Staples | 1.00 |
| K | KELLOGG CO | 0.29 | $524,845 | US4878361082 | XNYS | Consumer Staples | 1.00 |
| SWN | SOUTHWESTERN ENERGY CO | 0.29 | $518,178 | US8454671095 | XNYS | Energy | 1.00 |
| SYMC | SYMANTEC CORP | 0.29 | $515,444 | US8715031089 | XNGS | Information Technology | 1.00 |
| CB | CHUBB CORP | 0.29 | $515,159 | US1712321017 | XNYS | Financials | 1.00 |
| F | FORD MOTOR CO | 0.28 | $494,808 | US3453708600 | XNYS | Consumer Discretionary | 1.00 |
| XYL | XYLEM INC | 0.27 | $490,293 | US98419M1009 | XNYS | Industrials | 1.00 |
| ICE | INTERCONTINENTALEXCHANGE INC | 0.27 | $479,434 | US45865V1008 | XNYS | Financials | 1.00 |
| NFX | NEWFIELD EXPLORATION CO | 0.26 | $469,458 | US6512901082 | XNYS | Energy | 1.00 |
| MRO | MARATHON OIL CORP | 0.26 | $465,202 | US5658491064 | XNYS | Energy | 1.00 |
| CVH | COVENTRY HEALTH CARE INC | 0.26 | $462,224 | US2228621049 | XNYS | Health Care | 1.00 |
| QEP | QEP RESOURCES INC | 0.25 | $439,874 | US74733V1008 | XNYS | Energy | 1.00 |
| SPLS | STAPLES INC | 0.25 | $437,740 | US8550301027 | XNGS | Consumer Discretionary | 1.00 |
| CRM | SALESFORCE.COM INC | 0.24 | $434,736 | US79466L3024 | XNYS | Information Technology | 1.00 |
| BK | BANK OF NEW YORK MELLON CORP | 0.24 | $421,508 | US0640581007 | XNYS | Financials | 1.00 |
| YHOO | YAHOO! INC | 0.24 | $419,712 | US9843321061 | XNGS | Information Technology | 1.00 |
| FITB | FIFTH THIRD BANCORP | 0.23 | $412,225 | US3167731005 | XNGS | Financials | 1.00 |
| MKC | MCCORMICK & CO-NON VTG SHRS | 0.23 | $410,427 | US5797802064 | XNYS | Consumer Staples | 1.00 |
| NOV | NATIONAL OILWELL VARCO INC | 0.23 | $407,930 | US6370711011 | XNYS | Energy | 1.00 |
| AVY | AVERY DENNISON CORP | 0.23 | $402,309 | US0536111091 | XNYS | Industrials | 1.00 |
| AVP | AVON PRODUCTS INC | 0.22 | $401,133 | US0543031027 | XNYS | Consumer Staples | 1.00 |
| STT | STATE STREET CORP | 0.22 | $397,026 | US8574771031 | XNYS | Financials | 1.00 |
| TYC | TYCO INTERNATIONAL LTD | 0.22 | $396,228 | CH0100383485 | XNYS | Industrials | 1.00 |
| MAR | MARRIOTT INTERNATIONAL-CL A | 0.22 | $395,360 | US5719032022 | XNYS | Consumer Discretionary | 1.00 |
| HUM | HUMANA INC | 0.22 | $385,519 | US4448591028 | XNYS | Health Care | 1.00 |
| LNC | LINCOLN NATIONAL CORP | 0.21 | $383,351 | US5341871094 | XNYS | Financials | 1.00 |
| PXD | PIONEER NATURAL RESOURCES CO | 0.21 | $376,451 | US7237871071 | XNYS | Energy | 1.00 |
| NTRS | NORTHERN TRUST CORP | 0.21 | $372,131 | US6658591044 | XNGS | Financials | 1.00 |
| CINF | CINCINNATI FINANCIAL CORP | 0.20 | $357,336 | US1720621010 | XNGS | Financials | 1.00 |
| BBT | BB&T CORP | 0.20 | $356,129 | US0549371070 | XNYS | Financials | 1.00 |
| GWW | WW GRAINGER INC | 0.20 | $352,695 | US3848021040 | XNYS | Industrials | 1.00 |
| LOW | LOWE'S COS INC | 0.20 | $351,606 | US5486611073 | XNYS | Consumer Discretionary | 1.00 |
| GMCR | GREEN MOUNTAIN COFFEE ROASTE | 0.19 | $340,782 | US3931221069 | XNGS | Consumer Staples | 1.00 |
| GLW | CORNING INC | 0.18 | $326,616 | US2193501051 | XNYS | Information Technology | 1.00 |
| BEN | FRANKLIN RESOURCES INC | 0.18 | $324,960 | US3546131018 | XNYS | Financials | 1.00 |
| DNR | DENBURY RESOURCES INC | 0.18 | $318,356 | US2479162081 | XNYS | Energy | 1.00 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 0.18 | $316,252 | US1696561059 | XNYS | Consumer Discretionary | 1.00 |
| CHK | CHESAPEAKE ENERGY CORP | 0.18 | $313,318 | US1651671075 | XNYS | Energy | 1.00 |
| SLB | SCHLUMBERGER LTD | 0.17 | $310,078 | AN8068571086 | XNYS | Energy | 1.00 |
| HES | HESS CORP | 0.17 | $307,395 | US42809H1077 | XNYS | Energy | 1.00 |
| CCE | COCA-COLA ENTERPRISES | 0.17 | $299,411 | US19122T1097 | XNYS | Consumer Staples | 1.00 |
| MCK | MCKESSON CORP | 0.17 | $296,377 | US58155Q1031 | XNYS | Health Care | 1.00 |
| PNC | PNC FINANCIAL SERVICES GROUP | 0.16 | $290,355 | US6934751057 | XNYS | Financials | 1.00 |
| XEC | CIMAREX ENERGY CO | 0.16 | $284,538 | US1717981013 | XNYS | Energy | 1.00 |
| CAM | CAMERON INTERNATIONAL CORP | 0.16 | $281,948 | US13342B1052 | XNYS | Energy | 1.00 |
| AMP | AMERIPRISE FINANCIAL INC | 0.15 | $271,474 | US03076C1062 | XNYS | Financials | 1.00 |
| CBE | COOPER INDUSTRIES PLC | 0.15 | $270,202 | IE00B40K9117 | XNYS | Industrials | 1.00 |
| NSC | NORFOLK SOUTHERN CORP | 0.15 | $268,127 | US6558441084 | XNYS | Industrials | 1.00 |
| BIIB | BIOGEN IDEC INC | 0.15 | $261,354 | US09062X1037 | XNGS | Health Care | 1.00 |
| HRL | HORMEL FOODS CORP | 0.15 | $259,279 | US4404521001 | XNYS | Consumer Staples | 1.00 |
| XEL | XCEL ENERGY INC | 0.14 | $248,217 | US98389B1008 | XNYS | Utilities | 1.00 |
| RF | REGIONS FINANCIAL CORP | 0.13 | $231,341 | US7591EP1005 | XNYS | Financials | 1.00 |
| EQT | EQT CORP | 0.13 | $230,502 | US26884L1098 | XNYS | Energy | 1.00 |
| BBY | BEST BUY CO INC | 0.13 | $228,327 | US0865161014 | XNYS | Consumer Discretionary | 1.00 |
| NBL | NOBLE ENERGY INC | 0.13 | $226,627 | US6550441058 | XNYS | Energy | 1.00 |
| PFG | PRINCIPAL FINANCIAL GROUP | 0.13 | $225,084 | US74251V1026 | XNYS | Financials | 1.00 |
| AMT | AMERICAN TOWER CORP | 0.13 | $224,158 | US03027X1000 | XNYS | Telecom Services | 1.00 |
| ACE | ACE LTD | 0.13 | $223,211 | CH0044328745 | XNYS | Financials | 1.00 |
| CMA | COMERICA INC | 0.13 | $223,082 | US2003401070 | XNYS | Financials | 1.00 |
| DGX | QUEST DIAGNOSTICS INC | 0.12 | $222,587 | US74834L1008 | XNYS | Health Care | 1.00 |
| JCP | J.C. PENNEY CO INC | 0.12 | $221,041 | US7081601061 | XNYS | Consumer Discretionary | 1.00 |
| WHR | WHIRLPOOL CORP | 0.12 | $220,758 | US9633201069 | XNYS | Consumer Discretionary | 1.00 |
| CXO | CONCHO RESOURCES INC | 0.12 | $219,330 | US20605P1012 | XNYS | Energy | 1.00 |
| RRD | RR DONNELLEY & SONS CO | 0.12 | $218,607 | US2578671016 | XNGS | Industrials | 1.00 |
| LIFE | LIFE TECHNOLOGIES CORP | 0.11 | $204,518 | US53217V1098 | XNGS | Health Care | 1.00 |
| MAN | MANPOWER INC | 0.11 | $203,164 | US56418H1005 | XNYS | Industrials | 1.00 |
| LLY | ELI LILLY & CO | 0.11 | $201,908 | US5324571083 | XNYS | Health Care | 1.00 |
| EBAY | EBAY INC | 0.11 | $196,833 | US2786421030 | XNGS | Information Technology | 1.00 |
| M | MACY'S INC | 0.11 | $194,013 | US55616P1049 | XNYS | Consumer Discretionary | 1.00 |
| EV | EATON VANCE CORP | 0.11 | $193,708 | US2782651036 | XNYS | Financials | 1.00 |
| BLL | BALL CORP | 0.11 | $192,352 | US0584981064 | XNYS | Materials | 1.00 |
| PRU | PRUDENTIAL FINANCIAL INC | 0.11 | $189,784 | US7443201022 | XNYS | Financials | 1.00 |
| REG | REGENCY CENTERS CORP | 0.11 | $189,264 | US7588491032 | XNYS | Financials | 1.00 |
| CI | CIGNA CORP | 0.11 | $189,007 | US1255091092 | XNYS | Health Care | 1.00 |
| AA | ALCOA INC | 0.11 | $188,892 | US0138171014 | XNYS | Materials | 1.00 |
| AMGN | AMGEN INC | 0.11 | $188,890 | US0311621009 | XNGS | Health Care | 1.00 |
| WFT | WEATHERFORD INTL LTD | 0.10 | $187,060 | CH0038838394 | XNYS | Energy | 1.00 |
| KMX | CARMAX INC | 0.10 | $181,304 | US1431301027 | XNYS | Consumer Discretionary | 1.00 |
| DRI | DARDEN RESTAURANTS INC | 0.10 | $178,307 | US2371941053 | XNYS | Consumer Discretionary | 1.00 |
| LM | LEGG MASON INC | 0.10 | $175,802 | US5249011058 | XNYS | Financials | 1.00 |
| SCHW | SCHWAB (CHARLES) CORP | 0.10 | $174,622 | US8085131055 | XNYS | Financials | 1.00 |
| PBI | PITNEY BOWES INC | 0.10 | $171,561 | US7244791007 | XNYS | Industrials | 1.00 |
| CSX | CSX CORP | 0.09 | $166,209 | US1264081035 | XNYS | Industrials | 1.00 |
| DO | DIAMOND OFFSHORE DRILLING | 0.09 | $160,043 | US25271C1027 | XNYS | Energy | 1.00 |
| S | SPRINT NEXTEL CORP | 0.08 | $138,123 | US8520611000 | XNYS | Telecom Services | 1.00 |
| -- | BLACKROCK FDS III | 0.07 | $132,967 | -- | S-T Securities | 1.00 | |
| UPL | ULTRA PETROLEUM CORP | 0.06 | $114,084 | CA9039141093 | XNYS | Energy | 1.00 |
