Dwight Asset Management Company

Dwight Asset Management Company as of March 31, 2012

Portfolio Holdings for Dwight Asset Management Company

Dwight Asset Management Company holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

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                                                 SHARES
                                                 OR      SH/   PUT/   INVESTMENT     OTHER         VOTING AUTHORITY
NAME OF      TITLE OF        CUSIP      VALUE    PRN AMT PRN   CALL   DISCRETION      MANAGERS   SOLE      SHARED      NONE
ISSUER       CLASS                     ($000)
{S}            {C}            {C}        {C}     {C}                   {C}            {C}                    {C}

ISHARES TR MSCI EAFE IDX *   464287465   1515      27595  SH          DEFINED        1          27595
ISHARES TR S^P 500 INDEX *   464287200   9279      65710  SH          DEFINED        1          65710
ISHARES TR RUSSELL 2000 *    464287655   2996      36180  SH          DEFINED        1          36180