Sample Equity Attribution Summary PDF
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1 Sample Equity Attribution Summary PDF Date Calculated Printed Date 8/9/2011 8/9/ Highlights 2 Attribution/Contribution 6 Statistics 8 Holdings
2 Page 1 of 9 Calculated: 8/9/2011 Printed: 8/9/2011 Highlights /1/2011 to 6/30/2011 Relative Rescaled Weight +/- Relative Return +/- Contribution GICS Sector Weighting % Selection Effect Active Return Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Materials Telecommunication Servi... Utilities Cash Leading Contributors Weight Return Contrb Health Care Consumer Staples Consumer Discretionary Industrials Materials Holdings Unitedhealth Group, Inc PepsiCo, Inc Johnson & Johnson Abbott Laboratories McDonald's Corporation Sysco Corporation Merck & Co, Inc Baxter International Inc ConAgra Foods, Inc United Technologies Corp Air Products and Chemicals, Inc Illinois Tool Works, Inc Procter & Gamble Company Dover Corporation Pfizer Inc Leading Detractors Weight Return Contrb Energy Financials Cash Materials Industrials Holdings Devon Energy Corporation JP Morgan Chase & Co EOG Resources Anadarko Petroleum Corp Wells Fargo Company Bank of New York Mellon Apache Corporation PNC Financial Services Group Inc Parker Hannifin Corporation Fluor Corporation ExxonMobil Corporation U.S. Bancorp PPG Industries, Inc Medtronic, Inc Assurant, Inc Exposure Top 10 Holdings Weight Return Occidental Petroleum Corporation Anadarko Petroleum Corp Devon Energy Corporation United Technologies Corp Pfizer Inc PepsiCo, Inc JP Morgan Chase & Co Medtronic, Inc Procter & Gamble Company Abbott Laboratories Top 10 Holdings Chevron Corporation JP Morgan Chase & Co Procter & Gamble Company Pfizer Inc General Electric Company Johnson & Johnson Wells Fargo Company Berkshire Hathaway Inc. B Bank of America Corp Merck & Co, Inc
3 Page 2 of 9 Calculated: 8/9/2011 Printed: 8/9/2011 Attribution/Contribution /1/2011 to 6/30/2011 GICS Sector Weights % Rescaled Weights % Return % Contribution % Attribution Effects % +/- +/- +/- +/- GICS Sector Weighting Selection Active Ret Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Materials Telecommunication Services Utilities Cash Attribution Total Equity Missing Performance Excluded Unidentified Total Reported Total Return Gap(Reported - Attribution Total)
4 Page 3 of 9 Calculated: 8/9/2011 Printed: 8/9/2011 Attribution Allocation Effects /1/2011 to 6/30/2011 GICS Sector - Attribution Allocation Effects Underperform Relative Weight % Outperform 3 1 Overweight Underweight Relative Return % Best Allocation Weight +/- Return +/- Effect 1 Health Care Financials Consumer Staples Materials Cash Worst Allocation Weight +/- Return +/- Effect 1 Utilities Energy Consumer Discretionary Industrials Telecommunication Services
5 Page of 9 Calculated: 8/9/2011 Printed: 8/9/2011 Attribution Security Selection Effects /1/2011 to 6/30/2011 GICS Sector - Attribution Security Selection Effects Underperform Relative Weight % Outperform Overweight Underweight Relative Return % Best Selections GICS Sector Weight +/- Return +/- Effect 1 United Technologies Corp Industrials McDonald's Corporation Consumer Discretionary Air Products and Chemicals, Inc. Materials Bank of America Corp Financials Prudential Financial, Inc. Financials Marsh & McLennan Companies, Inc. Financials Occidental Petroleum Corporation Energy Sysco Corporation Consumer Staples General Electric Company Industrials Illinois Tool Works, Inc. Industrials The Travelers Companies, Inc. Financials Archer-Daniels Midland Company Consumer Staples Dover Corporation Industrials PepsiCo, Inc. Consumer Staples Goldman Sachs Group, Inc. Financials Worst Selections GICS Sector Weight +/- Return +/- Effect 1 Medtronic, Inc. Health Care Devon Energy Corporation Energy EOG Resources Energy Biogen Idec, Inc. Health Care Kraft Foods, Inc. Consumer Staples Quest Diagnostics, Inc. Health Care Chevron Corporation Energy Bank of New York Mellon Financials Union Pacific Corporation Industrials Parker Hannifin Corporation Industrials JP Morgan Chase & Co Financials Norfolk Southern Corporation Industrials Northrop Grumman Corporation Industrials General Mills, Inc. Consumer Staples Tyco International Ltd. Industrials
6 Page of 9 Calculated: 8/9/2011 Printed: 8/9/2011 Cumulative Attribution Effects /1/2011 to 6/30/2011 GICS Sector - Cumulative Attribution Effects Cumulative Allocation Effect Cumulative Selection Effect Cumulative Active Return Attribution Effects % Attribution Effects Allocation Effect Selection Effect Active Return /30/2011 /31/2011 6/30/2011
7 Page 6 of 9 Calculated: 8/9/2011 Printed: 8/9/2011 Statistics as of 6/30/2011 Percentiles P/B - Daily 6/30/2011 P/C - Daily 6/30/2011 P/E - Daily 6/30/2011 P/EBITDA - Daily 6/30/2011 th-2th 2th-0th 0th-7th 7th-9th Percentiles +/- +/- +/- +/- Max th th Median th th Min Asset Coverage Average Geometric Average Harmonic Average Standard Deviation Weighted Average Weighted Geometric Average Weighted Harmonic Average Weighted Median Weighted Standard Deviation
8 Page 7 of 9 Calculated: 8/9/2011 Printed: 8/9/2011 Percentiles P/FCF - Daily 6/30/2011 P/S - Daily 6/30/2011 th-2th 2th-0th 0th-7th 7th-9th Percentiles +/- +/- Max 1, , , th th Median th th Min , , Asset Coverage Average Geometric Average Harmonic Average Standard Deviation Weighted Average Weighted Geometric Average Weighted Harmonic Average Weighted Median Weighted Standard Deviation
9 Page 8 of 9 Calculated: 8/9/2011 Printed: 8/9/2011 Holdings as of 6/30/2011 Name Ticker Weighting % Shares Position Market Value Market Cap (mil) (Daily) P/E Ratio Current P/E Ratio Forward P/B Ratio Current Price 2 Wk High Price 2 Wk Low Total Ret YTDBeta 3 Yr (Mo-End) (Daily) Consumer Discretionary ,069 0,76,608 8, McDonald's Corporation MCD ,719 26,790,066 8, Mattel, Inc. MAT ,30 13,97,2 7, Consumer Staples ,982, ,63,87 67, PepsiCo, Inc. PEP ,22 38,29,337 99, Procter & Gamble Company PG ,087 36,30,001 16, ConAgra Foods, Inc. CAG ,323 2,663,77 9, General Mills, Inc. GIS ,13 2,0,7 22, Sysco Corporation SYY ,009 2,037,821 16, Kimberly-Clark Corporation KMB ,1 1,2,237 2, Walgreen Company WAG ,330,91,92 31, Energizer Holdings, Inc. ENR ,930 1,876,29, Energy ,03, ,87,91 72, Occidental Petroleum Corporation OXY. 17,022 3,790,969 6, Anadarko Petroleum Corp. APC ,38 8,081,313 31, Devon Energy Corporation DVN ,197 2,336,96 27, Apache Corporation APA 2.0 2,823 30,208,710 37, EOG Resources EOG ,030 28,69,836 23, ExxonMobil Corporation XOM ,0 2,780,617 3, Financials 17.28,29,0 208,63,33 1, JP Morgan Chase & Co JPM ,127 33,330,39 132, PNC Financial Services Group Inc. PNC 2. 9,12 29,1,01 2, The Travelers Companies, Inc. TRV ,109 29,196,363 20, U.S. Bancorp USB ,88 2,93,719 1, Prudential Financial, Inc. PRU ,330 23,676,6 23, Wells Fargo Company WFC ,20 20,972,60 121, Marsh & McLennan Companies, Inc. MMC ,69 16,332,92 1, Bank of New York Mellon BK ,1 1,27,029 2, Chubb Corporation CB ,28 12,39,8 1, Assurant, Inc. AIZ ,717 3,870,626 2, Health Care ,19,663 22,696,016 76, Abbott Laboratories ABT ,32 36,90,616 7, Risk-free Proxy for Beta: USTREAS T-Bill Auction Ave 3 Mon
10 Page 9 of 9 Calculated: 8/9/2011 Printed: 8/9/2011 Name Ticker Weighting % Shares Position Market Value Market Cap (mil) (Daily) P/E Ratio Current P/E Ratio Forward P/B Ratio Current Price 2 Wk High Price 2 Wk Low Total Ret YTDBeta 3 Yr (Mo-End) (Daily) Pfizer Inc. PFE ,772,737 36,18, , Medtronic, Inc. MDT ,082 3,603,099 32, Merck & Co, Inc. MRK ,01 32,37,909 92, Johnson & Johnson JNJ 2.6 6, 29,698, , Unitedhealth Group, Inc. UNH ,71 2,90,817, Baxter International Inc. BAX ,707 22,78,091 28, Quest Diagnostics, Inc. DGX ,77 19,607,902 7, Amgen, Inc. AMGN ,800 1,1,080 6, Industrials ,33, ,261,360 32, United Technologies Corp UTX ,277 3,836,967 63, Dover Corporation DOV ,393 2,88, 9, Parker Hannifin Corporation PH ,999 2,7,290 10, M Company MMM ,07 2,23,06, Illinois Tool Works, Inc. ITW ,93 2,81,872 21, Raytheon Company RTN ,379 18,06,93 13, Fluor Corporation FLR ,980 6,68,687 8, Materials ,22 36,60,90 1, Air Products and Chemicals, Inc. APD ,370 2,217,10 16, PPG Industries, Inc. PPG ,8 12,23,8 11, Unidentified ,6,27 20,6,27 Jpmorgan 100% Us Treasury Capital Shrs ,6,27 20,6,27 Excluded ,37,211 76,773,229 10, Microsoft Corporation MSFT ,00,9 27,31,70 20, International Business Machines Corp IBM 2.0 1,60 2,782, , Cisco Systems, Inc. CSCO ,971 12,81,37 76, Linear Technology LLTC ,18 11,860,289, Risk-free Proxy for Beta: USTREAS T-Bill Auction Ave 3 Mon
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