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

JARDINE STRATEGIC HDG.

88.87%

88.12%

KDDI

0.00%

0.00%

MITSUBISHI

14.58%

9.73%

MITSUBISHI ESTATE

0.00%

0.00%

MITSUBISHI UFJ FINL.GP.

27.05%

9.90%

MITSUI FUDOSAN

0.00%

0.00%

MIZUHO FINL.GP.

15.69%

6.83%

NATIONAL AUS.BANK

14.29%

2.15%

NIPPON STL.& SUMIT.MTL.

28.75%

21.56%

NISSAN MOTOR

74.58%

28.60%

NOMURA HDG.

23.82%

5.27%

NTT DOCOMO INC

0.00%

0.00%

OVERSEA-CHINESE BKG.

29.50%

28.88%

SAMSUNG ELECTRONICS

74.22%

29.56%

SANDS CHINA

100.00%

100.00%

SEVEN & I HDG.

24.85%

0.95%

SHIN-ETSU CHEMICAL

61.76%

26.30%

SINGAPORE TELECOM

0.00%

0.00%

SUMITOMO MITSUI FINL.GP.

12.79%

4.90%

SUN HUNG KAI PROPERTIES

4.50%

4.18%

TAKEDA PHARMACEUTICAL

50.82%

10.78%

TELSTRA

7.42%

2.69%

TOYOTA MOTOR

56.91%

22.85%

WESFARMERS

0.06%

0.02%

WESTPAC BANKING

1.01%

0.37%

WHARF HOLDINGS

37.06%

37.06%

WOODSIDE PETROLEUM

52.55%

48.34%

WOOLWORTHS

0.00%

0.00%

YAHOO JAPAN

0.00%

0.00%

Table 15: Companies in FTSE Developed Asia Pacific with highest exposure to non-Dev. Asia Pacific markets - The table below lists the companies which have the highest exposure (% of sales) to non-Dev. Asia Pacific 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), supplemented by Bloomberg. 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-Dev. Asia Pacific sales (% of total sales) Cap-weighted rank 'CHINA MENGNIU DAIRY' 100.00% 229 'FIRST PACIFIC' 100.00% 296 'GOLDEN AGRI-RESOURCES' 100.00% 249 'HOPEWELL HGHWY.INFR.' 100.00% 643 'HUABAO INTL.HDG.' 100.00% 663 'HUTCHISON HARBOUR RING' 100.00% 733 'HYUNDAI STEEL' 100.00% 285 'MGM CHINA HOLDINGS' 100.00% 151 'MONGOLIAN MINING' 100.00% 732 'NEW WORLD CHINA LD.' 100.00% 398

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An EDHEC-Risk Institute Publication