================================================================================ UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 06/30/2012 Check here if Amendment [ ]; Amendment Number: ________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT: Name: The Dow Chemical Company Address: 2030 Dow Center Midland,MI 48764 Form 13F File Number: 28-00590 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. PERSON SIGNING THIS REPORT ON BEHALF OF REPORTING MANAGER: Name: Ronald C. Edmonds Title: Vice President & Controller Phone: 989-636-5018 SIGNATURE, PLACE, AND DATE OF SIGNING: Ronald C. Edmonds Midland, MI August 3, 2012 ------------------------ ------------------------ ------------------------ (Signature) (City, State) (Date) REPORT TYPE (CHECK ONE ONLY): [x] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) ================================================================================ FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 69 Form 13F Information Table Value Total: $1,042,026 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. Form 13F No. File Number Name Page 1 of 1.................. FORM 13F For Period Ending: 6/30/2012. Name of Reporting Manager: The Dow Chemical Company Item 6: Item 8: -------------------- --------------------- Item 1: Item 2: Item 3: Item 4: Item 5: Investment Discretion Item 7: Voting Authority ------- -------------- ----------- --------- ------------------- -------------------- -------- --------------------- Fair (b) Market Shared (c) CUSIP Value in SH/ Call/ (a) as Shared- (b) ( c) Name of Issuer Title of Class Number (000's) Shares PRN Put Sole Defined Other Managers (a) Sole Shared None -------------- -------------- ----------- --------- --------- --- ----- ---- ------- ------- -------- --------- ------ ---- SPDR S&P 500 ETF TR TR UNIT 78462F 10 3 342,427 2,512,856 SH Sole 2,512,856 ISHARES TR MSCI EMERG MKT 464287 23 4 261,817 6,680,718 SH Sole 6,680,718 ISHARES TR S&P 500 INDEX 464287 20 0 61,457 449,412 SH Sole 449,412 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y 88 6 30,389 821,533 SH Sole 821,533 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X 10 9 30,278 235,500 SH Sole 235,500 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y 60 5 30,146 2,062,003 SH Sole 2,062,003 ISHARES TR S&P 100 IDX FD 464287 10 1 29,255 468,300 SH Sole 468,300 VANGUARD INDEX LARGE CAP FDS ETF 922908 63 7 26,703 430,000 SH Sole 430,000 VANGUARD INTL MSCI EMR EQUITY INDEX F MKT ETF 922042 85 8 26,008 651,022 SH Sole 651,022 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y 70 4 23,831 668,107 SH Sole 668,107 SELECT SECTOR SBI CONS SPDR TR STPLS 81369Y 30 8 17,311 497,876 SH Sole 497,876 PROCTER & GAMBLE CO COM 742718 10 9 9,953 162,490 SH Sole 162,490 SELECT SECTOR SBI SPDR TR MATERIALS 81369Y 10 0 9,299 263,500 SH Sole 263,500 CISCO SYS INC COM 17275R 10 2 8,262 481,200 SH Sole 481,200 MICROSOFT CORP COM 594918 10 4 6,895 225,400 SH Sole 225,400 AT&T INC COM 00206R 10 2 6,419 180,000 SH Sole 180,000 CORNING INC COM 219350 10 5 5,812 449,480 SH Sole 449,480 JUNIPER NETWORKS INC COM 48203R 10 4 5,643 346,000 SH Sole 346,000 SELECT SECTOR SBI INT- SPDR TR ENERGY 81369Y 50 6 5,506 82,963 SH Sole 82,963 MERCK & CO INC NEW COM 58933Y 10 5 5,448 130,500 SH Sole 130,500 GENERAL MTRS CO COM 37045V 10 0 5,364 272,000 SH Sole 272,000 SELECT SECTOR SBI CONS SPDR TR DISCR 81369Y 40 7 4,852 110,827 SH Sole 110,827 AMGEN INC COM 031162 10 0 4,843 66,300 SH Sole 66,300 BOSTON SCIENTIFIC CORP COM 101137 10 7 4,706 830,000 SH Sole 830,000 ABERCROMBIE & FITCH CO CL A 002896 20 7 4,618 135,266 SH Sole 135,266 SYMANTEC CORP COM 871503 10 8 4,576 313,200 SH Sole 313,200 KRAFT FOODS INC CL A 50075N 10 4 4,016 104,000 SH Sole 104,000 HARTFORD FINL SVCS GROUP INC COM 416515 10 4 3,967 225,000 SH Sole 225,000 ABBOTT LABS COM 002824 10 0 3,965 61,500 SH Sole 61,500 BAKER HUGHES INC COM 057224 10 7 3,905 95,000 SH Sole 95,000 NETAPP INC COM 64110D 10 4 3,704 116,400 SH Sole 116,400 GOLDMAN SACHS GROUP INC COM 38141G 10 4 3,643 38,000 SH Sole 38,000 NVIDIA CORP COM 67066G 10 4 3,303 239,000 SH Sole 239,000 BROADCOM CORP CL A 111320 10 7 3,174 93,900 SH Sole 93,900 MOLSON COORS BREWING CO CL B 60871R 20 9 3,121 75,000 SH Sole 75,000 JOHNSON CTLS INC COM 478366 10 7 2,702 97,500 SH Sole 97,500 BAXTER INTL INC COM 071813 10 9 2,658 50,000 SH Sole 50,000 HALLIBURTON CO COM 406216 10 1 2,640 93,000 SH Sole 93,000 MARVELL TECHNOLOGY GROUP LTD ORD G5876H 10 5 2,597 230,272 SH Sole 230,272 MOTOROLA SOLUTIONS INC COM NEW 620076 30 7 2,474 51,428 SH Sole 51,428 MOSAIC CO NEW COM 61945C 10 3 2,382 43,500 SH Sole 43,500 ENSCO PLC SHS CLASS A G3157S 10 6 1,973 42,000 SH Sole 42,000 PETROLEO BRASILEIRO SA SPONSORED PETRO ADR 71654V 40 8 1,839 98,000 SH Sole 98,000 NABORS INDUSTRIES LTD SHS G6359F 10 3 1,829 127,000 SH Sole 127,000 ENTROPIC COMMUNICATIONS INC COM 29384R 10 5 1,728 306,444 SH Sole 306,444 GILEAD SCIENCES INC COM 375558 10 3 1,723 33,600 SH Sole 33,600 ELECTRONIC ARTS INC COM 285512 10 9 1,544 125,000 SH Sole 125,000 GOODYEAR TIRE & RUBR CO COM 382550 10 1 1,181 100,000 SH Sole 100,000 NYSE EURONEXT COM 629491 10 1 1,127 44,063 SH Sole 44,063 MARATHON PETE CORP COM 56585A 10 2 1,078 24,000 SH Sole 24,000 SELECT SECTOR SBI SPDR TR HEALTHCARE 81369Y 20 9 1,019 26,821 SH Sole 26,821 CITIGROUP INC COM NEW 172967 42 4 1,014 37,000 SH Sole 37,000 APPLE INC COM 037833 10 0 759 1,300 SH Sole 1,300 AMAZON COM INC COM 023135 10 6 685 3,000 SH Sole 3,000 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y 80 3 664 23,082 SH Sole 23,082 AETNA INC NEW COM 00817Y 10 8 582 15,000 SH Sole 15,000 NORTHERN TR CORP COM 665859 10 4 460 10,000 SH Sole 10,000 STATE STR CORP COM 857477 10 3 446 10,000 SH Sole 10,000 INSULET CORP COM 45784P 10 1 435 20,375 SH Sole 20,375 SPLUNK INC COM 848637 10 4 309 11,000 SH Sole 11,000 UNITED STATES STL CORP NEW COM 912909 10 8 309 15,000 SH Sole 15,000 WEATHERFORD INTERNATIONAL LT REG SHS H27013 10 3 253 20,000 SH Sole 20,000 FACEBOOK INC CL A 30303M 10 2 249 8,000 SH Sole 8,000 NEUROGESX INC COM 641252 10 1 138 459,032 SH Sole 459,032 AMICUS THERAPEUTICS INC COM 03152W 10 9 122 22,162 SH Sole 22,162 MARATHON PETE CORP CALL 56585A 90 2 74 10,000 SH Call Sole 10,000 CYCLACEL PHARMACEUTICALS INC COM 23254L 10 8 15 32,015 SH Sole 32,015 ALNYLAM PHARMACEUTICALS INC COM 02043Q 10 7 125 10,736 SH Sole 10,736 TESLA MTRS INC COM 88160R 10 1 277 8,850 SH Sole 8,850 GRAND TOTAL 1,042,026