Thomson Reuters/Sabrient Sensible Growth Index

The Thomson Reuters/Sabrient Sensible Growth Index ("TR/S Sensible Growth") is a quantitative Long index consisting of 100 top-ranked stocks with strong growth and valuation prospects and a high quality of earnings. The securities are selected from approximately 2,000 companies trading in U.S. dollars on U.S. stock exchanges; eligible companies must have a minimum market capitalization of $150 million and three or more analysts following the company. Several quantitative factors are used to score and rank the stocks. Then the 100 top-ranked stocks are selected for the TR/S Sensible Growth Index. The Index is rebalanced monthly and is calculated using an equal dollar weighting across all constituents. Download TR/S Sensible Growth Index Factsheet

TOP 5 HOLDINGS BY MARKET CAP*
COMPANY MARKET CAP ($Billions)
Royal Dutch Shell PLC (ADR) 255.52
Petroleo Brasileiro S.A. 207.87
BP PLC (ADR) 145.53
Vale S.A. OADR) 76.74
ConocoPhillips 45.18
TOP SECTORS*
SECTOR % MARKET CAP
Financials 26%
Cyclical Consumer Goods & Services 14%
Energy 20%
Technology 9%
Healthcare 5%
Basic Materials 11%
Industrials 9%
Non-Cyclical Consumer Goods & Services 5%
Telecommunication Services 1%
TOP 5 AND BOTTOM 5 PERFORMING STOCKS
Stock Performance: Dec 2011 – Jan 2012
COMPANY % 1 MO. RETURN SECTOR
TOP 5 PERFORMERS
Delphi Financials Group 61.09% Financials
Mitcham Industries 49.18% Energy
Desarrolladora Homex S.A. De Cd (ADR) 43.57% Consumer Cyclicals
Assured Guaranty, Ltd 35.46% Financials
Gannett Inc. 23.11% Consumer Cyclicals
BOTTOM 5 PERFORMERS
Tutor Perini Corp. -25.17 Industrials
RadioShack Corp. -15.42 Consumer Cyclicals
Invesco Mortgage Capital -10.91 Financials
HCA Holdings, Inc. -9.64 Healthcare
Atlas Air Worldwide -9.04 Industrials

* Portfolio Data as of January 1, 2012