Procter & Gamble 401k (ESP) Scan 8/31/2008

The 5 funds in the scan were

OAKBX, RYLPX, PTTRX, FDIVX, WFSPX

Most of the plan is invested in company
stock, PG.

Gillette 401k (ESP) PSDS Scan 8/31/2008

Fund correlations with scan portfolios PSR

The 13 Registered Investment Company funds
in the scan were,

AWSHX, PMGIX, FDIVX, FEMKX, FGRIX,
FDGRX, FMAGX, FSHBX, FBIDX, RYLPX,
VINIX, VITSX, FUSEX

In addition to these investments the plan
owns over $1B of Procter & Gamble stock.

Oracle 401k (SIP) PSDS Scan 8/31/2008

The 21 funds in the scan were

ARTIX, ARTVX, DODFX, FBALX, FCNTX,
FDEQX, FFFAX, FFFCX, FGRIX, FDGRX,
FLPSX, FWWFX, HWLIX, LZEMX, PTTRX,
JMIVX, FSIVX, IWN , VBTIX, VINIX,
VEXMX

The ETF fund is a proxy for IUSIX
which does not yet have 5yr data.

Dell 401k Plan PSDS Scan 8/31/2008

Fund correlations with scan portfolio PSRs


The funds in the scan were taken from
the latest Dell 11 K filing which are
different than the first scan posted.

NBGNX, DODBX, DODGX, AEPGX, PTTRX,
INDQX, IWS, AGTHX

The ETF fund is a proxy for TMDIX
which does not yet have 5yr data. The
data for INDXQ were computed from
Barclays data.

DuPont 401k (RSP) PSDS Scan 7/31/2008

Fund correlations with scan portfolio PSRs. The
funds number is taken from the fund list below.


The DuPont Retirement Savings Plan scan funds were

1.CSITX, 2.CHTVX, 3.FEQIX, 4.FFIDX, 5.FMAGX,
6.FBSAX, 7.FCGAX, 8.FSGAX, 9.JAENX, 10.JAMRX,
11.MAGGX, 12.MAIVX, 13.MACPX, 14.MABAX, 15.MAFGX,
16.MFRBX, 17.MSFRX, 18.TEPLX, 19.TEEMX

These are the Registered Investement Company
funds in the plan. Several trust funds and
DuPont stock are also in the plan.

Cisco Systems 401k PSDS Scan 7/31/2008

The funds in the Cisco Systems 401k scan were

FGRIX, FIGRX, FOCPX, HAINX, IVABX,
FUSEX, SSMVX, FPURX, FBNDX, NMIRX

and NMIRX is a proxy for a money market index.

Crane 401k (SIP) Plan PSDS Scan 7/31/2008

The Crane 401k, Savings & Invesment Plan scan
funds were,

PJFAX, LALVX, ABALX, PSCZX, OTCAX,
TEMFX, NMIRX, EHSTX, PSIAX, ACDAX

and NMIRX is a proxy for a stable value
fund not specified.

Hewlett Packard 401k PSDS Scan 7/31/2008

This is the 3yr scan for the Hewlett Packard 401k.
It held up better than most compared to the 5yr scan
because 11 funds had negative Sharpe ratios and thus
were automatically given zero dollars. The entire
portfolio was invested in the best 19 funds, interesting,
while only 2 funds had negative 5yr Sharpe ratios. I
need to address Bear market behavior in a White Paper.



I had to rescan the 401k because PISIX did not have
5yr data (it was null). I used VISGX as a proxy in
the above scan. It made a small positive change.


This was a large 401k plan consisting of 29
funds (registered investment companies) and
hundreds of individual stocks. I used VGTSX
as a proxy for the hundreds of stocks. The
30 funds in the scan were,

ICAEX, ARTIX, PHIYX, LZEMX, PRTNX,
VPMAX, NEWFX, PAIIX, MIDAX, DODFX,
DSEFX, FMAGX, FCNTX, FGRIX, FRESX,
FLPSX, DODGX, LMCYX, PAALX, PEBIX,
PISIX, PIGIX, PTRIX, PFMIX, PRAIX,
PSHAX, PGOVX, VEXMX, SPY, VGTSX

I posted a uniform asset allocation
portfolio with the usual Balanced portfolio