MSCI Quarterly Index Review–Feb 2013

Posted by – February 14, 2013

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Here’s the Press Release from MSCI.com with regard to the MSCI Quarterly Index Review as of 10:08 PM GMT, February 13, 2013.

“All changes will be made as of the close of February 28, 2013. These changes have been posted on MSCI’s web site at http://www.msci.com/products/indices/size/standard/index_review.html.

Overview:

MSCI Global Standard Indices: Four securities will be added to and two securities will be deleted from the MSCI ACWI Index. The only addition to the MSCI World Index is Japan Exchange Group. The three additions to the MSCI Emerging Markets Index are People’s Insurance Co H (China), New China Life
Insurance H (China) and Greentown China Holdings (China).

MSCI Global Small Cap Indices: There will be one addition to and twelve deletions from the MSCI ACWI Small Cap Index.

MSCI Global Investable Market Indices: There will be two additions to and eleven deletions from the MSCI ACWI IMI.

MSCI Global All Cap Indices: There will be no additions to and 7 deletions from the MSCI World All Cap Index.

MSCI Global Value and Growth Indices: As part of the Quarterly Index Reviews, securities added to or deleted from the MSCI Global Standard Indices are added to or deleted from the MSCI Global Value and Growth Indices. At the February 2013 Index Review, People’s Insurance Company H (China) will be added to both the MSCI Global Value Index and MSCI Global Growth Index with a VIF (Value
Inclusion Factor) of 0.5 and a GIF (Growth Inclusion Factor) of 0.5 respectively. Japan Exchange Group (Japan), New China Life Insurance H (China) and Greentown China Holdings (China) will be added to the MSCI Global Growth Index.

MSCI Frontier Markets Indices: There will be no additions to or deletions from the MSCI Frontier Markets Index.

The MSCI Frontier Markets Small Cap Index will have no additions and one deletion.

MSCI Global Islamic Indices: Thirty three securities will be added to and 24 will be deleted from the MSCI ACWI Islamic Index. The three largest additions to the MSCI ACWI Islamic Index are Qualcomm (USA), Abbvie (USA) and Express Scripts (USA). There are five additions to and one deletion from the MSCI Gulf
Cooperation Council (GCC) Countries ex Saudi Arabia IMI Islamic Index.

MSCI US Equity Indices: There will be no additions to or deletions from the MSCI US Large Cap 300 Index.

There will be no securities added to and two securities will be deleted from the MSCI US Mid Cap 450 Index.

Two securities will be added to and no securities will be deleted from the MSCI US Small Cap 1750 Index. The additions to the MSCI US Small Cap 1750 Index are Allscripts Healthcare and Donnelley (Rr) & Sons.

There will be no additions to and no deletions from the MSCI US Micro Cap Index.

For the MSCI US Investable Market Value Index, there will be one addition and no deletions or downward changes in VIF. For the MSCI US Investable Market Growth Index, there will be no additions or upward changes in GIF, and one deletion. MSCI US REIT Index: There will be two additions to and no deletions from the MSCI US REIT Index.

MSCI China A Indices: There will be no additions to and no deletions from the MSCI China A Indices.”

MSCI Global Value and Growth Indices February 2013 Quarterly Index Review

MSCI Global Investable Market Indices February 2013 Quarterly Index Review

 

About MSCI


MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services include indices, portfolio risk and performance analytics, and governance tools.

The company’s flagship product offerings are: the MSCI indices with close to USD 7 trillion estimated to be benchmarked to them on a worldwide basis1; Barra multi‐asset class factor models, portfolio risk and performance analytics; RiskMetrics multi‐asset class market and credit risk analytics; IPD real estate information, indices and analytics; MSCI ESG (environmental, social and governance) Research screening, analysis and ratings; ISS governance research and outsourced proxy voting and reporting services; FEA valuation models and risk management software for the energy and commodities markets; and CFRA forensic accounting risk research, legal/regulatory risk assessment, and due‐diligence. MSCI is headquartered in New York, with research and commercial offices around the world.

1As of March 31, 2012, as published by eVestment, Lipper and Bloomberg in September, 2012

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