Accounting for Geographic Exposure in Performance and Risk Reporting for Equity Portfolios

Accounting for Geographic Exposure in Performance and Risk Reporting for Equity Portfolios — March 2015

Appendix

GOLDMAN SACHS GP.

40.99%

15.31%

GOOGLE A

53.16%

19.67%

HOME DEPOT

100.00%

44.33%

INTEL

81.47%

30.22%

INTERNATIONAL BUS.MCHS.

67.64%

29.94%

JP MORGAN CHASE & CO.

19.02%

8.32%

JOHNSON & JOHNSON

55.63%

23.06%

MASTERCARD

61.01%

25.98%

MCDONALDS

66.14%

20.47%

MERCK & COMPANY

56.86%

20.69%

MICROSOFT

47.31%

20.11%

OCCIDENTAL PTL.

36.46%

30.98%

ORACLE

57.53%

21.95%

PEPSICO

49.08%

26.58%

PFIZER

60.86%

23.20%

PHILIP MORRIS INTL.

100.00%

58.19%

PROCTER & GAMBLE

64.76%

27.57%

QUALCOMM

94.13%

55.73%

SCHLUMBERGER

70.35%

37.07%

US BANCORP

0.00%

0.00%

UNION PACIFIC

0.00%

0.00%

UNITED TECHNOLOGIES

44.23%

17.92%

UNITEDHEALTH GROUP

0.00%

0.00%

VERIZON COMMUNICATIONS

0.00%

0.00%

VISA A

45.11%

19.21%

WAL MART STORES

29.46%

12.74%

WALT DISNEY

31.11%

8.79%

WELLS FARGO & CO

0.00%

0.00%

EBAY

51.83%

13.05%

Table 3: Companies in S&P 500 with highest exposure to non-United States market- The table below lists the companies which have highest exposure (% of sales) to non-United States markets. The table also lists the cap-weighted rank of the stock in the index. The index constituents and cap-weighted rank are as of June -end 2013, for which sales data is taken for fiscal year 2012. The source of geographic segmentation data is DataStream (Worldscope). If a company reports sales for a geography (other than country-level sales), we break down geographic sales to country-level sales based on the GDP weight of the country within the geography (see Section 1). Name Non-US sales (% of total sales) Cap-weighted rank COCA COLA ENTS. 100.00% 338 HOME DEPOT 100.00% 26 MOLSON COORS BREWING B 100.00% 381 PHILIP MORRIS INTL. 100.00% 18 BROADCOM A 96.80% 203 DIAMOND OFFS.DRL. 94.18% 333 QUALCOMM 94.13% 27 ADVANCED MICRO DEVC. 92.49% 483 TEXAS INSTRUMENTS 87.56% 89 MEAD JOHNSON NUTRITION 86.57% 219

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An EDHEC-Risk Institute Publication