| Stock | 99.77% |
| Cash | 0.09% |
| Other* | 0.14% |
*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 |
|---|---|---|---|---|---|---|---|
| PG | PROCTER & GAMBLE CO/THE | 11.65 | $44,251,832 | US7427181091 | XNYS | Household Goods & Home Construction | 1.00 |
| KO | COCA-COLA CO/THE | 9.40 | $35,696,960 | US1912161007 | XNYS | Beverages | 1.00 |
| PM | PHILIP MORRIS INTERNATIONAL | 9.31 | $35,364,263 | US7181721090 | XNYS | Tobacco | 1.00 |
| PEP | PEPSICO INC | 6.65 | $25,268,715 | US7134481081 | XNYS | Beverages | 1.00 |
| KFT | KRAFT FOODS INC-CLASS A | 4.19 | $15,910,600 | US50075N1046 | XNYS | Food Producers | 1.00 |
| MO | ALTRIA GROUP INC | 4.04 | $15,344,439 | US02209S1033 | XNYS | Tobacco | 1.00 |
| F | FORD MOTOR CO | 3.13 | $11,895,124 | US3453708600 | XNYS | Automobiles & Parts | 1.00 |
| MON | MONSANTO CO | 2.77 | $10,533,662 | US61166W1018 | XNYS | Food Producers | 1.00 |
| CL | COLGATE-PALMOLIVE CO | 2.72 | $10,328,414 | US1941621039 | XNYS | Personal Goods | 1.00 |
| NKE | NIKE INC -CL B | 2.64 | $10,026,683 | US6541061031 | XNYS | Personal Goods | 1.00 |
| KMB | KIMBERLY-CLARK CORP | 1.87 | $7,102,032 | US4943681035 | XNYS | Personal Goods | 1.00 |
| GIS | GENERAL MILLS INC | 1.57 | $5,948,132 | US3703341046 | XNYS | Food Producers | 1.00 |
| JCI | JOHNSON CONTROLS INC | 1.49 | $5,653,250 | US4783661071 | XNYS | Automobiles & Parts | 1.00 |
| COH | COACH INC | 1.42 | $5,381,820 | US1897541041 | XNYS | Personal Goods | 1.00 |
| ADM | ARCHER-DANIELS-MIDLAND CO | 1.24 | $4,714,498 | US0394831020 | XNYS | Food Producers | 1.00 |
| LO | LORILLARD INC | 1.11 | $4,222,983 | US5441471019 | XNYS | Tobacco | 1.00 |
| HNZ | HJ HEINZ CO | 1.11 | $4,216,088 | US4230741039 | XNYS | Food Producers | 1.00 |
| MJN | MEAD JOHNSON NUTRITION CO | 1.02 | $3,880,544 | US5828391061 | XNYS | Food Producers | 1.00 |
| GM | GENERAL MOTORS CO | 0.98 | $3,738,452 | US37045V1008 | XNYS | Automobiles & Parts | 1.00 |
| EL | ESTEE LAUDER COMPANIES-CL A | 0.90 | $3,420,951 | US5184391044 | XNYS | Personal Goods | 1.00 |
| RAI | REYNOLDS AMERICAN INC | 0.90 | $3,419,826 | US7617131062 | XNYS | Tobacco | 1.00 |
| SWK | STANLEY BLACK & DECKER INC | 0.84 | $3,174,038 | US8545021011 | XNYS | Household Goods & Home Construction | 1.00 |
| K | KELLOGG CO | 0.82 | $3,108,551 | US4878361082 | XNYS | Food Producers | 1.00 |
| VFC | VF CORP | 0.82 | $3,102,082 | US9182041080 | XNYS | Personal Goods | 1.00 |
| SLE | SARA LEE CORP | 0.77 | $2,938,685 | US8031111037 | XNYS | Food Producers | 1.00 |
| CAG | CONAGRA FOODS INC | 0.73 | $2,784,062 | US2058871029 | XNYS | Food Producers | 1.00 |
| HOG | HARLEY-DAVIDSON INC | 0.73 | $2,768,458 | US4128221086 | XNYS | Automobiles & Parts | 1.00 |
| MAT | MATTEL INC | 0.72 | $2,741,687 | US5770811025 | XNGS | Leisure Goods | 1.00 |
| RL | RALPH LAUREN CORP | 0.70 | $2,674,715 | US7512121010 | XNYS | Personal Goods | 1.00 |
| GPC | GENUINE PARTS CO | 0.67 | $2,532,549 | US3724601055 | XNYS | Automobiles & Parts | 1.00 |
| BG | BUNGE LTD | 0.61 | $2,332,142 | BMG169621056 | XNYS | Food Producers | 1.00 |
| HSY | HERSHEY CO/THE | 0.61 | $2,328,761 | US4278661081 | XNYS | Food Producers | 1.00 |
| CLX | CLOROX COMPANY | 0.60 | $2,295,471 | US1890541097 | XNYS | Household Goods & Home Construction | 1.00 |
| SJM | JM SMUCKER CO/THE | 0.60 | $2,278,713 | US8326964058 | XNYS | Food Producers | 1.00 |
| CCE | COCA-COLA ENTERPRISES | 0.58 | $2,186,341 | US19122T1097 | XNYS | Beverages | 1.00 |
| BWA | BORGWARNER INC | 0.56 | $2,133,042 | US0997241064 | XNYS | Automobiles & Parts | 1.00 |
| BEAM | BEAM INC | 0.55 | $2,092,240 | US0737301038 | XNYS | Beverages | 1.00 |
| MNST | MONSTER BEVERAGE CORP | 0.54 | $2,064,497 | US6117401017 | XNGS | Beverages | 1.00 |
| DPS | DR PEPPER SNAPPLE GROUP INC | 0.54 | $2,055,970 | US26138E1091 | XNYS | Beverages | 1.00 |
| AVP | AVON PRODUCTS INC | 0.52 | $1,966,407 | US0543031027 | XNYS | Personal Goods | 1.00 |
| GMCR | GREEN MOUNTAIN COFFEE ROASTE | 0.52 | $1,956,670 | US3931221069 | XNGS | Food Producers | 1.00 |
| BF/B | BROWN-FORMAN CORP-CLASS B | 0.49 | $1,850,380 | US1156372096 | XNYS | Beverages | 1.00 |
| HLF | HERBALIFE LTD | 0.46 | $1,746,259 | KYG4412G1010 | XNYS | Food Producers | 1.00 |
| TAP | MOLSON COORS BREWING CO -B | 0.45 | $1,713,988 | US60871R2094 | XNYS | Beverages | 1.00 |
| CHD | CHURCH & DWIGHT CO INC | 0.45 | $1,711,791 | US1713401024 | XNYS | Household Goods & Home Construction | 1.00 |
| CPB | CAMPBELL SOUP CO | 0.42 | $1,601,544 | US1344291091 | XNYS | Food Producers | 1.00 |
| MKC | MCCORMICK & CO-NON VTG SHRS | 0.40 | $1,525,636 | US5797802064 | XNYS | Food Producers | 1.00 |
| EA | ELECTRONIC ARTS INC | 0.40 | $1,503,207 | US2855121099 | XNGS | Leisure Goods | 1.00 |
| TSN | TYSON FOODS INC-CL A | 0.39 | $1,481,025 | US9024941034 | XNYS | Food Producers | 1.00 |
| NWL | NEWELL RUBBERMAID INC | 0.38 | $1,426,193 | US6512291062 | XNYS | Household Goods & Home Construction | 1.00 |
| FOSL | FOSSIL INC | 0.36 | $1,366,973 | US3498821004 | XNGS | Personal Goods | 1.00 |
| ATVI | ACTIVISION BLIZZARD INC | 0.36 | $1,349,860 | US00507V1098 | XNGS | Leisure Goods | 1.00 |
| ENR | ENERGIZER HOLDINGS INC | 0.35 | $1,342,332 | US29266R1086 | XNYS | Household Goods & Home Construction | 1.00 |
| WHR | WHIRLPOOL CORP | 0.35 | $1,325,937 | US9633201069 | XNYS | Household Goods & Home Construction | 1.00 |
| PVH | PVH CORP | 0.33 | $1,263,017 | US6936561009 | XNYS | Personal Goods | 1.00 |
| LKQX | LKQ CORP | 0.31 | $1,189,489 | US5018892084 | XNGS | Automobiles & Parts | 1.00 |
| TPX | TEMPUR-PEDIC INTERNATIONAL | 0.31 | $1,182,753 | US88023U1016 | XNYS | Household Goods & Home Construction | 1.00 |
| LEA | LEAR CORP | 0.31 | $1,164,689 | US5218652049 | XNYS | Automobiles & Parts | 1.00 |
| HAS | HASBRO INC | 0.29 | $1,113,324 | US4180561072 | XNGS | Leisure Goods | 1.00 |
| PII | POLARIS INDUSTRIES INC | 0.29 | $1,109,645 | US7310681025 | XNYS | Leisure Goods | 1.00 |
| TRW | TRW AUTOMOTIVE HOLDINGS CORP | 0.29 | $1,100,014 | US87264S1069 | XNYS | Automobiles & Parts | 1.00 |
| CPO | CORN PRODUCTS INTL INC | 0.29 | $1,095,423 | US2190231082 | XNYS | Food Producers | 1.00 |
| HRL | HORMEL FOODS CORP | 0.28 | $1,069,484 | US4404521001 | XNYS | Food Producers | 1.00 |
| RAH | RALCORP HOLDINGS INC | 0.28 | $1,058,138 | US7510281014 | XNYS | Food Producers | 1.00 |
| STZ | CONSTELLATION BRANDS INC-A | 0.27 | $1,024,994 | US21036P1084 | XNYS | Beverages | 1.00 |
| DHI | DR HORTON INC | 0.27 | $1,010,375 | US23331A1097 | XNYS | Household Goods & Home Construction | 1.00 |
| WBC | WABCO HOLDINGS INC | 0.26 | $973,187 | US92927K1025 | XNYS | Automobiles & Parts | 1.00 |
| TUP | TUPPERWARE BRANDS CORP | 0.25 | $957,826 | US8998961044 | XNYS | Household Goods & Home Construction | 1.00 |
| GNTX | GENTEX CORP | 0.25 | $943,448 | US3719011096 | XNGS | Automobiles & Parts | 1.00 |
| LEN | LENNAR CORP-A | 0.24 | $926,548 | US5260571048 | XNYS | Household Goods & Home Construction | 1.00 |
| MHK | MOHAWK INDUSTRIES INC | 0.24 | $917,761 | US6081901042 | XNYS | Household Goods & Home Construction | 1.00 |
| NVR | NVR INC | 0.24 | $895,533 | US62944T1051 | XNYS | Household Goods & Home Construction | 1.00 |
| TOL | TOLL BROTHERS INC | 0.23 | $890,693 | US8894781033 | XNYS | Household Goods & Home Construction | 1.00 |
| SNA | SNAP-ON INC | 0.23 | $886,111 | US8330341012 | XNYS | Household Goods & Home Construction | 1.00 |
| SFD | SMITHFIELD FOODS INC | 0.23 | $883,593 | US8322481081 | XNYS | Food Producers | 1.00 |
| GT | GOODYEAR TIRE & RUBBER CO | 0.23 | $868,121 | US3825501014 | XNYS | Automobiles & Parts | 1.00 |
| HAR | HARMAN INTERNATIONAL | 0.23 | $858,685 | US4130861093 | XNYS | Leisure Goods | 1.00 |
| DECK | DECKERS OUTDOOR CORP | 0.22 | $831,996 | US2435371073 | XNGS | Personal Goods | 1.00 |
| UA | UNDER ARMOUR INC-CLASS A | 0.22 | $819,338 | US9043111072 | XNYS | Personal Goods | 1.00 |
| NUS | NU SKIN ENTERPRISES INC - A | 0.21 | $795,949 | US67018T1051 | XNYS | Personal Goods | 1.00 |
| JAH | JARDEN CORP | 0.21 | $784,705 | US4711091086 | XNYS | Household Goods & Home Construction | 1.00 |
| LEG | LEGGETT & PLATT INC | 0.21 | $780,476 | US5246601075 | XNYS | Household Goods & Home Construction | 1.00 |
| PHM | PULTEGROUP INC | 0.20 | $767,839 | US7458671010 | XNYS | Household Goods & Home Construction | 1.00 |
| FLO | FLOWERS FOODS INC | 0.18 | $680,022 | US3434981011 | XNYS | Food Producers | 1.00 |
| VC | VISTEON CORP | 0.18 | $672,853 | US92839U2069 | XNYS | Automobiles & Parts | 1.00 |
| HBI | HANESBRANDS INC | 0.17 | $659,667 | US4103451021 | XNYS | Personal Goods | 1.00 |
| WRC | WARNACO GROUP INC/THE | 0.17 | $637,630 | US9343904028 | XNYS | Personal Goods | 1.00 |
| TEN | TENNECO INC | 0.15 | $566,753 | US8803491054 | XNYS | Automobiles & Parts | 1.00 |
| DAN | DANA HOLDING CORP | 0.15 | $566,470 | US2358252052 | XNYS | Automobiles & Parts | 1.00 |
| SMG | SCOTTS MIRACLE-GRO CO-CL A | 0.14 | $544,121 | US8101861065 | XNYS | Household Goods & Home Construction | 1.00 |
| CRI | CARTER'S INC | 0.14 | $541,506 | US1462291097 | XNYS | Personal Goods | 1.00 |
| BC | BRUNSWICK CORP | 0.13 | $506,525 | US1170431092 | XNYS | Leisure Goods | 1.00 |
| THS | TREEHOUSE FOODS INC | 0.13 | $497,117 | US89469A1043 | XNYS | Food Producers | 1.00 |
| DF | DEAN FOODS CO | 0.13 | $490,302 | US2423701042 | XNYS | Food Producers | 1.00 |
| WWW | WOLVERINE WORLD WIDE INC | 0.13 | $479,752 | US9780971035 | XNYS | Personal Goods | 1.00 |
| DAR | DARLING INTERNATIONAL INC | 0.12 | $470,240 | US2372661015 | XNYS | Food Producers | 1.00 |
| CROX | CROCS INC | 0.12 | $458,142 | US2270461096 | XNGS | Personal Goods | 1.00 |
| MIDD | MIDDLEBY CORP | 0.12 | $449,820 | US5962781010 | XNGS | Household Goods & Home Construction | 1.00 |
| TSLA | TESLA MOTORS INC | 0.12 | $445,466 | US88160R1014 | XNMS | Automobiles & Parts | 1.00 |
| POOL | POOL CORP | 0.11 | $424,229 | US73278L1052 | XNGS | Leisure Goods | 1.00 |
| SHOO | STEVEN MADDEN LTD | 0.10 | $396,623 | US5562691080 | XNGS | Personal Goods | 1.00 |
| THO | THOR INDUSTRIES INC | 0.10 | $394,446 | US8851601018 | XNYS | Leisure Goods | 1.00 |
| ICON | ICONIX BRAND GROUP INC | 0.10 | $380,702 | US4510551074 | XNGS | Personal Goods | 1.00 |
| BF/A | BROWN-FORMAN CORP-CLASS A | 0.10 | $377,489 | US1156371007 | XNYS | Beverages | 1.00 |
| HAIN | HAIN CELESTIAL GROUP INC | 0.10 | $372,486 | US4052171000 | XNGS | Food Producers | 1.00 |
| TIVO | TIVO INC | 0.10 | $367,739 | US8887061088 | XNGS | Leisure Goods | 1.00 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWRE | 0.09 | $352,181 | US8740541094 | XNGS | Leisure Goods | 1.00 |
| LANC | LANCASTER COLONY CORP | 0.09 | $341,192 | US5138471033 | XNGS | Food Producers | 1.00 |
| -- | BLACKROCK FDS III | 0.09 | $326,837 | -- | S-T Securities | 1.00 | |
| MLHR | HERMAN MILLER INC | 0.08 | $318,726 | US6005441000 | XNGS | Household Goods & Home Construction | 1.00 |
| UVV | UNIVERSAL CORP/VA | 0.08 | $285,622 | US9134561094 | XNYS | Tobacco | 1.00 |
| CTB | COOPER TIRE & RUBBER | 0.07 | $262,069 | US2168311072 | XNYS | Automobiles & Parts | 1.00 |
| HNI | HNI CORP | 0.06 | $246,635 | US4042511000 | XNYS | Household Goods & Home Construction | 1.00 |
| FDP | FRESH DEL MONTE PRODUCE INC | 0.06 | $237,066 | KYG367381053 | XNYS | Food Producers | 1.00 |
| MDC | MDC HOLDINGS INC | 0.06 | $229,795 | US5526761086 | XNYS | Household Goods & Home Construction | 1.00 |
| RYL | RYLAND GROUP INC/THE | 0.06 | $227,816 | US7837641031 | XNYS | Household Goods & Home Construction | 1.00 |
| JNY | JONES GROUP INC/THE | 0.06 | $218,460 | US48020T1016 | XNYS | Personal Goods | 1.00 |
| BGG | BRIGGS & STRATTON | 0.06 | $214,157 | US1090431099 | XNYS | Household Goods & Home Construction | 1.00 |
| POST | POST HOLDINGS INC | 0.05 | $182,895 | US7374461041 | XNYS | Food Producers | 1.00 |
| TR | TOOTSIE ROLL INDS | 0.04 | $168,921 | US8905161076 | XNYS | Food Producers | 1.00 |
| WDFC | WD-40 CO | 0.04 | $167,514 | US9292361071 | XNGS | Household Goods & Home Construction | 1.00 |
| SKX | SKECHERS USA INC-CL A | 0.04 | $135,951 | US8305661055 | XNYS | Personal Goods | 1.00 |
| DMND | DIAMOND FOODS INC | 0.03 | $126,498 | US2526031057 | XNGS | Food Producers | 1.00 |
