We studied all blazars of known redshift detected by the Fermi satellite during its first three months survey. For the majority of them, pointed Swift observations ensures a good multiwavelength coverage, enabling us to to reliably construct their spectral energy distributions (SED). We model the SEDs using a one-zone leptonic model and study the distributions of the derived interesting physical parameters as a function of the observed gamma-ray luminosity. We confirm previous findings concerning the relation of the physical parameters with source luminosity which are at the origin of the blazar sequence. The SEDs allow to estimate the luminosity of the accretion disk for the majority of broad emitting line blazars, while for the line-less BL Lac objects in the sample upper limits can be derived. We find a positive correlation between the jet power and the luminosity of the accretion disk in broad line blazars. In these objects we argue that the jet must be proton-dominated, and that the total jet power is of the same order of (or slightly larger than) the disk luminosity. We discuss two alternative scenarios to explain this result.