INS DLB SampleReport AttributionReport

Manager A - Attribution Report
Date Calculated
3/26/2010
Printed Date
3/26/2010
Highlights
2 Attribution/Contribution
6 Portfolio Statistics
7 Holdings
Page 1 of 8 | Calculated: 3/26/2010 | Printed: 3/26/2010
Oakmark Select I S&P 500 TR - Generic
Portfolio
Oakmark Select I
Highlights 10/1/2009 to 12/31/2009

Relative Rescaled Weight +/-
Relative Return +/-
-40
-8
Contribution
Benchmark
S&P 500 TR
Weighting Effect
Selection Effect
Currency
US Dollar
Active Return
Consumer Discretionary
Consumer Staples
Energy
Financials
Health Care
Industrials
Information Technology
Materials
Telecommunication Servi...
Utilities
-20
20
40
-4
Leading Contributors
-4.0 -2.0
0.0
2.0
4.0
-2.0 -1.0
0.0
1.0
2.0
-2.0 -1.0
Leading Detractors
0.0
1.0
2.0
-2.0 -1.0
0.0
1.0
2.0
Exposure
GICS Sector
Weight
Return
Contrb
GICS Sector
Weight
Return
Contrb
Top 10 Portfolio Holdings
Weight
Return
Health Care
Energy
Financials
43.91
14.35
25.20
4.37
12.18
8.24
10.62
3.33
13.32
-2.70
3.74
1.51
0.90
0.62
-0.35
Financials
Energy
Health Care
12.18
4.37
25.20
14.35
43.91
-2.70
13.32
3.33
10.62
8.24
-0.35
0.62
0.90
1.51
3.74
Discovery Communications, Inc.

Liberty Media Corp
H & R Block, Inc.
Viacom, Inc. B
Schering-Plough Corporation
10.33
7.42
5.38
4.68
4.58
1.88
15.43
24.00
6.03
-0.13
4.27
4.27
4.26
4.18
4.08
9.35
20.18
5.03
13.52
-1.19
Holdings
Holdings
H & R Block, Inc.

Liberty Media Corp
Medtronic, Inc.
Newfield Exploration Company
Bristol-Myers Squibb Company
5.92
7.86
4.70
4.37
4.61
24.00
15.43
20.18
13.32
13.52
1.38
1.21
0.91
0.62
0.60
Bank of America Corporation

Dell, Inc.
J.P. Morgan Chase & Co.
Liberty Media Corp., IActive Shs A
Tyco Electronics, Ltd.

Texas Instruments, Inc.
Time Warner, Inc.
Capital One Financial Corporation
Viacom, Inc. B
4.41
4.14
4.70
4.29
5.14
10.19
10.57
9.35
7.45
6.03
0.44
0.44
0.40
0.31
0.29
Intel Corporation
Best Buy Co., Inc.
Yum Brands, Inc.
eBay, Inc.
4.68
4.33
11.36
3.63
4.17
5.03
5.95
1.88
4.21
-0.30
0.26
0.20
0.17
0.14
0.00
2010 All Rights Reserved.
Time Warner, Inc.

Medtronic, Inc.
Intel Corporation
3.66
3.84
4.22
4.47
5.04
-10.94
-5.90
-4.79
-1.19
-0.13
-0.44
-0.23
-0.21
-0.04
-0.01
The Western Union Company

eBay, Inc.
Yum Brands, Inc.
Best Buy Co., Inc.
3.96
4.17
3.63
11.36
4.33
-0.06
-0.30
4.21
1.88
5.95
0.00
0.00
0.14
0.17
0.20
ExxonMobil Corporation
Microsoft Corporation
Apple, Inc.
Procter & Gamble Company
Johnson & Johnson
3.60
2.30
1.83
1.83
1.78
-0.04
19.02
13.69
5.48
6.61
Intel Corporation
Viacom, Inc. B
Time Warner, Inc.
4.68
5.14
4.29
4.70
4.14
5.03
6.03
7.45
9.35
10.57
0.26
0.29
0.31
0.40
0.44

General Electric Company
International Business Machines Corp
AT&T, Inc.
Chevron Corporation
1.77
1.74
1.71
1.64
1.60
-4.79
-7.26
9.93
5.40
10.26
Top 10 Benchmark Holdings
Portfolio
Oakmark Select I
Attribution/Contribution 10/1/2009 to 12/31/2009
Benchmark
S&P 500 TR
Currency
US Dollar
GICS Sector
Weights %
Rescaled Weights %
Portfolio Benchmark
+/-
Portfolio Benchmark
Return %
+/-
Contribution to Return %
Portfolio Benchmark
+/-
Portfolio Benchmark
Attribution Effect
+/-
Weighting %
Selection %
Active Ret%
Consumer Staples
Energy
Financials
Health Care
43.38
0.00
3.97
11.08
13.03
9.34
11.66
11.99
14.62
12.75
34.05
-11.66
-8.01
-3.53
0.28
43.91
0.00
4.37
12.18
14.35
9.35
11.67
12.00
14.63
12.76
34.56
-11.67
-7.63
-2.46
1.58
8.24
13.32
-2.70
10.62
9.03
5.02
5.52
-3.26
8.90
-0.79
7.80
0.56
1.72
3.74
0.00
0.62
-0.35
1.51
0.84
0.58
0.65
-0.50
1.12
2.90
-0.58
-0.02
0.15
0.39
1.01
0.12
0.06
0.23
0.04
-0.14
0.00
0.36
0.08
0.26
0.86
0.12
0.42
0.31
0.30
Industrials
Materials
Telecommunication Services
Utilities
0.00
22.93
0.00
0.00
0.00
10.28
19.00
3.51
3.09
3.68
-10.28
3.93
-3.51
-3.09
-3.68
0.00
25.20
0.00
0.00
0.00
10.29
19.02
3.51
3.09
3.68
-10.29
6.19
-3.51
-3.09
-3.68
3.33
5.42
10.83
7.31
7.43
7.25
-7.50
0.00
0.90
0.00
0.00
0.00
0.56
2.04
0.26
0.23
0.27
-0.56
-1.13
-0.26
-0.23
-0.27
0.06
0.31
-0.04
-0.04
-0.05
0.00
-1.86
0.00
0.00
0.00
0.06
-1.56
-0.04
-0.04
-0.05
Attribution Total
Cash
Equity Missing Performance
94.41
5.59
0.00
99.90
0.10
0.00
-5.50
5.50
0.00
100.00
100.00
0.00
6.43
6.04
0.38
6.43
6.04
0.38
1.69
-1.31
0.38
100.00
100.00
0.00
6.43
6.04
0.38
Total
Portfolio
Oakmark Select I
Attribution Weighting Effects 10/1/2009 to 12/31/2009
Benchmark
S&P 500 TR
Currency
US Dollar
40.0
Underperform
Outperform
Overweight
Relative Weight %
GICS Sector - Attribution Weighting Effects
20.0
Underweight
0.0
12 3
4
-20.0
-40.0
-10.0
-8.0
Best Weighting
-6.0
-4.0
Weight +/-
-2.0
Return +/-
34.56
2.99
6.19
4.79
Financials
-2.46
Consumer Staples
Industrials
Energy
Health Care
0.0
2.0
Effect
Worst Weighting
1.01
0.31
-9.31
0.23
-11.67
-1.02
0.12
-10.29
-0.63
0.06
-7.63
-0.52
0.06
1.58
2.86
0.04
4.0
6.0
8.0
10.0
Relative Return %
Weight +/-
Return +/-
Effect
Utilities
-3.68
1.21
-0.05
Materials
-3.51
1.27
-0.04
Telecommunication Services
-3.09
1.39
-0.04
Portfolio
Oakmark Select I
Benchmark
S&P 500 TR
Attribution Security Selection Effects 10/1/2009 to 12/31/2009
Currency
US Dollar
20
Underperform
Outperform
Overweight
Relative Weight %
GICS Sector - Attribution Security Selection Effects
10
1
67
2
12
10
4
12
131114 15
14 15
13
96
11
43
10
Underweight
-10
-20
-50
-40
Best Selections
-30
GICS Sector
-20
-10
Weight +/-
Return +/-
10
30
40
50
Relative Return %
Worst Selections
GICS Sector
0.89
11.36
-7.15
-0.86
0.81
Dell, Inc.
3.49
-16.73
-0.60
11.28
0.46
Amazon.com, Inc.
-1.95
35.06
-0.57
4.14
10.71
0.46
Health Care
4.82
-9.03
-0.46
Energy
4.37
7.80
0.36
4.47
-10.22
-0.45
Comcast Corporation A
-2.21
-8.71
0.24
eBay, Inc.
3.81
-11.12
-0.42
Health Care
4.06
4.62
0.18
3.78
-10.88
-0.42
Citigroup, Inc.
Financials
-0.49
-28.35
0.18
Ford Motor Company
-1.31
29.67
-0.34
Liberty Media Corp
7.86
6.40
H & R Block, Inc.
5.60
14.97
Medtronic, Inc.
Health Care
4.18
Financials
Effect
20
Weight +/-
Return +/-
Effect
Cisco Systems, Inc.
-1.89
-9.13
0.17
Walt Disney Company
-2.72
9.73
-0.25
10
Apollo Group, Inc. A
-0.39
-26.80
0.13
10
Google, Inc.
-1.87
14.21
-0.23
11
Kohl's Corporation
-0.84
-14.50
0.13
11
Microsoft Corporation
-3.05
8.19
-0.22
12
J.C. Penney Company, Inc.
-0.36
-29.73
0.12
12
Financials
2.42
-7.67
-0.21
13
Amgen, Inc.
Health Care
-0.68
-14.98
0.10
13
Best Buy Co., Inc.
3.65
-3.08
-0.18
14
Carnival Corporation
-0.69
-13.81
0.10
14
Intel Corporation
3.16
-5.80
-0.17
15
Time Warner Cable, Inc. A
-0.72
-12.98
0.10
15
Yum Brands, Inc.
2.83
-4.82
-0.16
Portfolio
Oakmark Select I
Cumulative Attribution Effects 10/1/2009 to 12/31/2009
Benchmark
S&P 500 TR
Currency
US Dollar
GICS Sector - Cumulative Attribution Effects

Cumulative Weighting Effect
Cumulative Selection Effect
Cumulative Active Return
Attribution Effects %
4.0
3.0
2.0
1.0
0.0
-1.0
-2.0
Attribution Effects
Weighting Effect
Selection Effect
Active Return
2.0
1.0
0.0
-1.0
10/17/2009
10/24/2009
10/31/2009
11/7/2009
11/14/2009
11/21/2009
11/28/2009
12/5/2009
12/12/2009
12/19/2009
12/26/2009
12/31/2009
Portfolio
Oakmark Select I
Benchmark
S&P 500 TR
Currency
US Dollar
Portfolio Statistics
Percentiles
5th-25th
25th-50th
50th-75th
75th-95th
Percentiles
P/B - Daily 12/31/2009
P/C - Daily 12/31/2009
Portfolio
Benchmark
P/E - Daily 12/31/2009
Portfolio
Benchmark
P/S - Daily 12/31/2009
Portfolio
Benchmark
Portfolio
20
30
60
10
16
24
50
12
18
40
12
30
20
10
Benchmark
Portfolio
Benchmark
+/-
Portfolio
Benchmark
+/-
Portfolio
Benchmark
+/-
Portfolio
Benchmark
+/-
Max
5th
25th
Median
75th
95th
Min
30.00
18.73
4.08
2.66
1.08
0.62
0.05
30.00
8.28
3.58
2.32
1.54
0.85
0.42
0.00
10.44
0.49
0.33
-0.46
-0.23
-0.37
22.35
16.53
11.06
8.40
6.08
1.57
1.46
40.00
26.00
13.58
9.43
6.64
2.96
0.38
-17.65
-9.47
-2.52
-1.03
-0.56
-1.39
1.08
48.57
40.53
25.21
20.37
15.16
14.05
13.22
60.00
60.00
28.29
18.68
14.80
10.92
4.64
-11.43
-19.47
-3.08
1.69
0.36
3.13
8.58
4.84
3.69
3.25
1.66
1.14
0.54
0.35
14.57
6.25
2.65
1.42
0.81
0.32
0.06
-9.72
-2.56
0.60
0.24
0.32
0.22
0.29
Asset Coverage
Average
Geometric Average
Harmonic Average
Standard Deviation
94.92
4.85
2.29
0.65
7.16
98.68
3.25
2.44
1.95
3.40
-3.76
1.60
-0.15
-1.30
3.75
94.09
8.87
7.41
5.65
4.92
97.11
11.18
9.11
6.91
7.53
-3.02
-2.31
-1.70
-1.26
-2.61
70.37
22.89
21.12
19.76
10.39
84.66
23.87
20.85
18.56
13.77
-14.29
-0.98
0.27
1.20
-3.39
94.09
2.06
1.70
1.34
1.22
98.60
2.10
1.43
0.91
2.01
-4.51
-0.04
0.27
0.43
-0.79
4.58
2.34
0.69
2.66
6.30
3.68
2.81
2.20
2.32
3.24
0.91
-0.47
-1.51
0.33
3.06
9.92
8.25
6.32
8.40
5.63
11.69
9.65
7.50
9.43
7.65
-1.77
-1.40
-1.18
-1.03
-2.02
22.89
21.31
20.05
20.37
9.43
23.06
20.66
18.86
18.68
12.06
-0.17
0.65
1.19
1.69
-2.63
2.18
1.83
1.45
1.66
1.17
2.51
1.79
1.24
1.42
2.23
-0.34
0.04
0.22
0.24
-1.07
Weighted Average
Weighted Geometric Average
Weighted Harmonic Average
Weighted Median
Weighted Standard Deviation
Portfolio
Oakmark Select I
Holdings as of 12/31/2009
Ticker
The DIRECTV Group, Inc.
H & R Block, Inc.
Time Warner, Inc.
Best Buy Co., Inc.
Comcast Corporation
Yum Brands, Inc.
NFX
CVE
4.25
3.35
3.66
3.55
3.09
4.61
4.56
26.52
33.35
22.62
10.84
29.14
39.46
16.01
34.97
2,100,000
3,175,100
48.23
25.28
2,094,000
2,210,600
4,900,000
41.67
38.34
15.06
2,500,000
4,310,200
43.98
25.25
5,047,000
4,067,838
3,575,000
3,800,000
4,465,400
5,613,000
20.40
24.55
26.06
23.53
18.85
14.36
23.07
INTC
TEL
TXN
EBAY
WU
DELL
4.32
4.19
3.91
3.75
3.53
3.38
Unclassified
1.44
Bk Amer
1.44
9,009,500
5,417,949
6,369,600
9,100,000
3,210,666
2,350,000
5,750,000
2,215,000
9.17
MDT
BMY
Intel Corporation
Tyco Electronics, Ltd.
eBay, Inc.
Dell, Inc.
10.02
7.58
6.04
4.14
3.92
3.89
3.86
3.25
10.31
JPM
COF
BAC
Health Care
Medtronic, Inc.
Price
7.60
Financials
Shares
42.69
DISCK
DTV
HRB
LINTA
TWX
BBY
CMCSK
YUM
Energy
Cenovus Energy Inc
Portfolio
Weight
2,295,100
Benchmark
S&P 500 TR
Currency
US Dollar
Mkt Value
Mkt Cap
Mil
P/E
Forward
P/E
Div
Yield
P/B
Beta
3 Yr
52-Week
High
52-Week
Low
YTD
Return %
1,018,150,748
19,989.21
22.30
13.40
2.34
5.03
1.14
29.69
16.80
6.36
238,931,940
180,688,599
144,080,352
98,644,000
93,558,807
92,731,000
92,057,500
77,458,550
8,352.70
31,215.02
5,715.50
8,993.06
35,921.74
17,833.25
50,054.80
17,855.94
22.68
35.09
11.59
35.09
17.95
16.39
14.01
17.15
15.24
11.96
9.48
17.95
13.04
12.85
12.87
14.25
3.46
2.48
1.31
1.68
2.10
1.35
10.72
6.11
1.32
1.08
3.23
1.17
17.42
0.91
0.52
2.56
1.32
1.26
0.87
1.01
29.99
35.18
23.23
15.41
31.64
45.55
17.87
38.86
13.98
21.13
13.73
2.83
16.59
31.25
12.38
27.08
11.09
0.09
-22.59
39.02
7.90
8.11
10.77
9.41
181,295,520
11,789.77
6.22
10.65
0.79
2.19
1.52
42.66
22.21
-0.50
101,283,000
80,012,520
6,433.64
18,569.77
-11.56
28.74
10.72
10.57
0.79
2.32
2.02
1.52
55.20
26.78
21.65
22.92
0.25
-1.44
245,805,384
123,410.98
3.51
9.72
0.39
0.93
1.87
37.62
14.44
11.57
87,256,980
84,754,404
73,794,000
178,547.10
19,145.10
177,967.78
20.08
42.92
-61.35
9.41
10.82
8.83
0.45
0.48
0.23
1.14
0.72
0.92
1.16
1.97
2.59
47.47
43.60
19.10
24.78
11.14
6.02
7.97
9.81
17.86
218,782,550
47,735.10
18.86
11.92
3.22
3.28
0.76
36.85
23.44
4.39
109,950,000
108,832,550
49,546.91
45,904.68
21.28
16.42
12.79
11.05
1.78
4.67
3.46
3.09
0.83
0.70
46.66
26.93
28.00
18.83
2.74
6.06
550,216,193
42,496.13
15.87
12.74
1.53
7.62
1.33
24.29
12.45
5.48
102,958,800
99,865,423
93,164,500
89,452,000
84,172,790
80,602,680
123,461.40
12,799.65
30,786.42
35,800.63
11,586.59
29,111.38
28.99
-4.33
21.55
15.06
14.03
20.37
12.45
14.81
12.52
15.17
10.92
10.02
2.58
1.15
1.86
0.35
2.96
1.83
3.17
2.60
32.79
5.16
1.14
1.08
1.71
1.46
1.31
22.75
28.44
27.00
28.37
20.64
17.26
14.48
10.33
16.00
12.22
11.92
9.20
10.33
13.56
-4.41
17.13
-9.66
3.55
34,242,892
34,242,892
Ticker
Portfolio
Weight
Cash
5.72
State Street/Ficc Repo
5.72
Shares
136,459,612
Price
Mkt Value
Mkt Cap
Mil
P/E
Forward
P/E
Div
Yield
P/B
Beta
3 Yr
52-Week
High
52-Week
Low
YTD
Return %
136,459,612
136,459,612

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Manager A - Attribution Report

Page 1 of 8 | Calculated: 3/26/2010 | Printed: 3/26/2010

Oakmark Select I S&P 500 TR - Generic

Highlights 10/1/2009 to 12/31/2009

Relative Return +/-

Top 10 Portfolio Holdings

Discovery Communications, Inc.

H & R Block, Inc.

Bank of America Corporation

Tyco Electronics, Ltd.

2010 All Rights Reserved.

Time Warner, Inc.

The Western Union Company

J.P. Morgan Chase & Co.

Top 10 Benchmark Holdings

Page 2 of 8 | Calculated: 3/26/2010 | Printed: 3/26/2010

Oakmark Select I S&P 500 TR - Generic

Attribution/Contribution 10/1/2009 to 12/31/2009

2010 All Rights Reserved.

Page 3 of 8 | Calculated: 3/26/2010 | Printed: 3/26/2010

Oakmark Select I S&P 500 TR - Generic

Attribution Weighting Effects 10/1/2009 to 12/31/2009

GICS Sector - Attribution Weighting Effects

2010 All Rights Reserved.

Page 4 of 8 | Calculated: 3/26/2010 | Printed: 3/26/2010

Oakmark Select I S&P 500 TR - Generic

Attribution Security Selection Effects 10/1/2009 to 12/31/2009

GICS Sector - Attribution Security Selection Effects

Discovery Communications, Inc.

Liberty Media Corp., IActive Shs A

Bristol-Myers Squibb Company

The Western Union Company

Ford Motor Company

Liberty Media Corp

H & R Block, Inc.

Capital One Financial Corporation

Newfield Exploration Company

Cisco Systems, Inc.

Walt Disney Company

Apollo Group, Inc. A

J.C. Penney Company, Inc.

Bank of America Corporation

Best Buy Co., Inc.

Time Warner Cable, Inc. A

Yum Brands, Inc.

2010 All Rights Reserved.

Page 5 of 8 | Calculated: 3/26/2010 | Printed: 3/26/2010

Oakmark Select I S&P 500 TR - Generic

Cumulative Attribution Effects 10/1/2009 to 12/31/2009

GICS Sector - Cumulative Attribution Effects

2010 All Rights Reserved.

Page 6 of 8 | Calculated: 3/26/2010 | Printed: 3/26/2010

Oakmark Select I S&P 500 TR - Generic

P/B - Daily 12/31/2009

P/C - Daily 12/31/2009

P/E - Daily 12/31/2009

P/S - Daily 12/31/2009

2010 All Rights Reserved.

Page 7 of 8 | Calculated: 3/26/2010 | Printed: 3/26/2010

Oakmark Select I S&P 500 TR - Generic

2010 All Rights Reserved.

Page 8 of 8 | Calculated: 3/26/2010 | Printed: 3/26/2010

State Street/Ficc Repo

2010 All Rights Reserved.