EXHIBIT 99.2

The Hillshire Brands Company

Introduction to the Unaudited Pro Forma Consolidated Financial Information

On June 28, 2012 (the “distribution date”), Sara Lee Corporation (“Company”), renamed The Hillshire Brands Company (“Hillshire Brands”), completed the previously disclosed separation of its international coffee and tea business from the Company (spin-off). Immediately prior to the separation, the Company’s international coffee and tea business was held by the Company’s wholly owned subsidiary, DE US, Inc. (“CoffeeCo”). The separation was accomplished by a series of transactions commencing with the Company’s distribution of 100% of the outstanding shares of common stock of CoffeeCo after the close of business on June 28, 2012 to the Company’s shareholders of record as of the close of business on June 14, 2012 (the “record date”). The following unaudited pro forma consolidated financial information of Hillshire Brands adjusts the historical financial information to give effect to the spin-off. The CoffeeCo financials include various designated items not historically included in the operating results of the Company’s International Coffee and Tea business segment, but which were defined by the Master Separation Agreement as filed on a Form 8-K dated June 15, 2012.

The historical financial information for Hillshire Brands set forth below has been derived from the historical audited and unaudited consolidated financial statements of Sara Lee Corporation included in the Annual Report on Form 10-K for the year ended July 2, 2011, the Quarterly Report on Form 10Q for the quarter ended March 31, 2012 and the Current Report on Form 8-K dated December 14, 2011, which disclosed changes in the reported financial results for fiscal 2011 and 2010 to reflect certain businesses as discontinued operations. The unaudited pro forma balance sheet as of March 31, 2012 was prepared as if the disposition occurred on that date and the adjustments give effect to events that are directly attributable to the transaction, regardless if they have a continuing impact or are nonrecurring. The unaudited pro forma consolidated statements of income were prepared as if the disposition occurred on June 28, 2008. The pro forma adjustments for the fiscal year ended July 2, 2011 and the nine months ended March 31, 2012 give effect to actions taken in conjunction with the spin-off and have a continuing impact on the results of operations of Hillshire Brands. The pro forma adjustments include: the elimination of interest expense associated with the repayment of $970 million of long-term debt and $95 million of commercial paper which was funded through the issuance of $650 million of private placement debt that was transferred to CoffeeCo as well as the use of CoffeeCo cash and other cash sources; an adjustment to accrued interest and interest rate swap related balances associated with the repayment of debt; the elimination of non-recurring charges related to the spin-off; the release of deferred tax liabilities related to the repatriation of foreign earnings; various deferred tax asset adjustments associated with the acceleration of stock based compensation and unrealized foreign currency gains; and the impact on earnings per share of a 1-for-5 reverse stock split. The pro forma adjustments are based on factually supportable available information and certain assumptions that management believes are reasonable. Income statements for the three most recently completed fiscal years are presented as a result of CoffeeCo having not yet been reflected as discontinued operations in the company’s historical information.

The pro forma statements do not purport to represent what the results of operations or financial position of Hillshire Brands would have been had the transaction occurred on the dates noted above, or to project the results of operations or the financial position of Hillshire Brands for any future periods. In the opinion of management, all adjustments necessary to present fairly the unaudited pro forma consolidated financial information have been made.

The unaudited pro forma consolidated financial statements should be read in conjunction with the historical financial statements of the Company included in its 2011 Annual Report on Form 10-K and its Quarterly Report on Form 10-Q for the quarter and nine months ended March 31, 2012.

In addition to the international coffee and tea business, the financial statements also report the following businesses as discontinued operations during all periods presented: the North American fresh bakery, foodservice beverage and refrigerated dough businesses and the international household and body care and European bakery businesses.

F - 1

The Hillshire Brands Company

Consolidated Statements of Income

(in millions, except per share data—unaudited)

costs and severance charges to eliminate excess overhead costs

The effective tax rate on the pro forma adjustments is less than the statutory rate due to the non-deductibility of certain spin-off related costs.

The statements of income do not include a pro forma adjustment to include the effect of a $40 million pretax loss on the extinguishment of debt referred to in footnote (c).

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The Hillshire Brands Company

Consolidated Statements of Income

(in millions, except per share data—unaudited)

costs and severance charges to eliminate excess overhead costs

The effective tax rate on the pro forma adjustments is less than the statutory rate due to the non-deductibility of certain spin-off related costs.

The statements of income do not include a pro forma adjustment to include the effect of a $40 million pretax loss on the extinguishment of debt referred to in footnote (c).

F - 3

The Hillshire Brands Company

Consolidated Statements of Income

(in millions, except per share data—unaudited)

discontinued operations. Businesses previously reported as discontinued operations are excluded from these results.

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The Hillshire Brands Company

Consolidated Statements of Income

(in millions, except per share data—unaudited)

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The Hillshire Brands Company

Condensed Consolidated Balance Sheet

(in millions—unaudited)

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