Monthly Factsheet | September 2018 Arabesque Asset Management Ltd Arabesque Prime Global Index (EUR) 43 Grosvenor Street Zeppelinallee 15 London W1K 3HL 60325 Frankfurt DE000SLA17L5 AIPG1EUN Index [email protected] www.arabesque.com
Index Methodology
The Arabesque Prime Global Index (EUR) is an index of Arabesque Asset Management Ltd. and is calculated and distributed by Solactive AG (the "Index Administrator" and "Index Calculator"). Arabesque follows a quantitative investment approach that integrates sustainability data with financial analysis. Arabesque Prime Index is a long-only smart beta investment strategy that uniquely combines sustainability information with a sophisticated fundamental stock selection process.
The sustainable equity universe consists of approximately 3,000 individual stocks that passed a rules-based screening process. The strategy is rebalanced quarterly, and aims to be fully invested into a portfolio of approximately 250 - 350 stocks of companies with stable cash flows and strong growth prospects. In addition, the estimates of equity analysts are analyzed to select stocks that have a high likelihood of reporting positive future earnings surprises.
Performance (net of fees, data contains historical backtest performance)
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50 2006 2008 2010 2012 2014 2016 2018 MSCI All Country World Index - Net Return Prime Global (EUR) - Net Total Return
Versions and Symbols Annual Performance (%) (net of fees, data contains historical backtest performance) Arabesque Prime Global ISIN Bloomberg EUR - Net Total Return DE000SLA17L5 AIPG1EUN Index 40 EUR - Price Return DE000SLA17J9 AIPG1EUP Index
20
0 Quick Facts Index Launch 19. April 2016 20 Index Calculator Solactive AG Index Base Date 12. October 2004 Index Base Value 100 40 Index Sponsor Arabesque Asset Management Ltd. 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
MSCI All Country World Index - Net Return Prime Global (EUR) - Net Total Return
Performance Statistics (net of fees, data contains historical backtest performance)
Period 1 Month 3 Month 6 Month 12 Month YTD 3 years 5 years Since Base Date Prime Global (EUR) - Net Total Return -0.06% 4.11% 10.51% 13.23% 7.90% 41.01% 85.80% 334.44% MSCI All Country World Index - Net Return 0.61% 4.82% 11.08% 11.73% 7.34% 40.14% 76.58% 188.44%
Risk Indicators (net of fees, data contains historical backtest performance) Max. Max. Return Volatility Sharpe Information Max. Beta Correlation Drawdown Drawdown (p.a.) (p.a.) Ratio Ratio Drawdown Start Date End Date
Prime Global (EUR) - Net Total Return 11.22% 13.72% 1.05 0.72 0.95 0.70 -53.88% Jul 2007 Dec 2010 MSCI All Country World Index - Net Return 8.05% 12.40% 0.54 -53.06% Jun 2007 Feb 2013
XOT-A-IF-4xi-IFS-I1-00-00 Please note that the charts and the performance and risk figures above may be partly comprised of historical performance based on a backtest. The launch of the Index was on 19. April 2016. Performance as of 28 September 2018. arabesque Monthly Factsheet | September 2018 Arabesque Asset Management Ltd Arabesque Prime Global Index (EUR) 43 Grosvenor Street Zeppelinallee 15 London W1K 3HL 60325 Frankfurt DE000SLA17L5 AIPG1EUN Index [email protected] www.arabesque.com
Selection Process Top-10-Holdings % of Total Assets, as of 28/09/2018
● The Arabesque sustainable equity universe has approximately VISA INC-CLASS A SHARES 1.24% FORTINET INC 0.90% 3,000 stocks screened via a multi-stage selection process based KOHLS CORP 1.16% INTEL CORP 0.89% on Arabesque S-Ray®. MASTERCARD INC-CLASS 1.12% GAP INC/THE 0.89% ● Arabesque S-Ray® is designed to streamline vast amounts of CNOOC LTD 0.98% MACYS INC 0.83% ESG data, and can be used in three unique ways to evaluate LULULEMON ATHLETICA INC 0.94% LYONDELLBASELL INDU-CL 0.78% companies: (1) GC Score: an assessment of each company based on the normative principles of the United Nations Global Market Capitalization Compact. (2) ESG Score: a sector specific analysis of each % of Total Equities company’s performance on material ESG issues. (3) Preferences Filter: an optional process to examine business involvements Large Cap (> $15bn) 48.5%
against individual investor values. Mid Cap ($2.5bn – $15bn ) 40.6% ● From the Arabesque sustainable equity universe, a quantitative Small Cap (< $2.5bn) 10.9% investment model selects equities that have stable cashflows and growth, with high likelihood of reporting future earnings surprises. Country Allocation Based on Exchange Country, % of Total Equities
United States 60.6% Korea, Republic of 2.1%
Japan 8.8% Germany 2.1% Opportunities Hong Kong 7.3% France 1.8% United Kingdom 5.0% Australia 1.6% ● Potential of high risk-adjusted returns. Canada 3.4% Finland 1.1% ● Exposure to stocks that have been screened for their environmental and social impact as well as their governance Sectors practices. % of Total Equities
14.1% Retail Trade 5.0% Risks 11.4% Electronic Technology 10.4% Technology Services 11.3% ● Exposure to market-related price fluctuations and losses. 9.1% 9.3% ● Exchange rate risks in the equity holdings. Energy Minerals 5.6% ● 7.5% The value of the strategy shares may fall below the price at Producer Manufacturing 4.9% which the investor acquired the shares. 6.9% Finance 22.0% 6.1% Non-Energy Minerals 2.2% 5.2% Process Industries 3.2% 4.9% About Arabesque Health Technology 9.1% 3.3% Health Services 1.5% ● Arabesque was founded in June 2013 and is authorised and Industrial Services 3.2% regulated by the Financial Conduct Authority (FCA), the 1.9% 3.2% Bundesanstalt für Finanzdienstleistungsaufsicht (BaFin) and the Consumer Non-Durables 7.2% 3.2% Securities and Exchange Commission (SEC). Transportation 2.5% ● 2.6% The majority of Arabesque is owned by its founders and Consumer Durables 3.1% employees. 2.5% Distribution Services 0.9% ● Arabesque Management and Advisory Boards are composed Commercial Services 2.2% of global leaders in the field of sustainable investing and 1.4% Utilities 2.0% quantitative finance. 2.9% 0.6% ● By combining sophisticated and systematic investment Communications 2.9% 0.6% processes with values of the UN Global Compact and the Consumer Services 4.1% Principles of Responsible Investment (PRI), Arabesque aims to 0.0% Government 0.0% make sustainable investing financially attractive. 0.0% Miscellaneous 0.0% Index Global Universe
XOT-A-IF-4xi-IFS-I1-00-00 arabesque Monthly Factsheet | September 2018 Arabesque Asset Management Ltd Arabesque Prime Global Index (EUR) 43 Grosvenor Street Zeppelinallee 15 London W1K 3HL 60325 Frankfurt DE000SLA17L5 AIPG1EUN Index [email protected] www.arabesque.com ISIN Name Currency Weight 1 US4581401001 INTEL CORP USD 1.07%
2 US92826C8394 VISA INC-CLASS A SHARES USD 1.06%
3 US3647601083 GAP INC/THE USD 0.97%
4 US8825081040 TEXAS INSTRUMENTS INC USD 0.95%
5 US5002551043 KOHLS CORP USD 0.95%
6 CH0102993182 TE CONNECTIVITY LTD USD 0.93%
7 US57772K1016 MAXIM INTEGRATED PRODUCTS USD 0.88%
8 US0893021032 BIG LOTS USD 0.79%
9 US64110D1046 NETAPP INC USD 0.77%
10 US57636Q1040 MASTERCARD INC-CLASS A USD 0.76%
11 CA25675T1075 DOLLARAMA INC CAD 0.75%
12 HK0883013259 CNOOC LTD HKD 0.75%
13 US34959E1091 FORTINET INC USD 0.71%
14 US00724F1012 ADOBE SYSTEMS INC USD 0.71%
15 GB0006825383 PERSIMMON PLC GBP 0.69%
16 US40434L1052 HP INC USD 0.68%
17 US4612021034 INTUIT COM USD 0.68%
18 US79466L3024 SALESFORCE.COM INC USD 0.67%
19 US30219G1085 EXPRESS SCRIPTS HOLDING CO USD 0.66%
20 NL0009434992 LYONDELLBASELL INDU-CL A USD 0.66%
21 US5218652049 LEAR CORP USD 0.65%
22 JP3888300005 MITSUI CHEMICALS INC JPY 0.62%
23 US7782961038 ROSS STORES USD 0.62%
24 US5500211090 LULULEMON ATHLETICA INC USD 0.60%
25 US4370761029 HOME DEPOT INC USD 0.60%
26 DE0006062144 COVESTRO AG EUR 0.59%
27 US55616P1049 MACYS INC USD 0.58%
28 ES0177542018 INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA GBP 0.58%
29 IE00B8KQN827 EATON CORP PLC USD 0.56%
30 US5184391044 ESTEE LAUDER COMPANIES INC USD 0.54%
31 KYG3066L1014 ENN ENERGY HOLDINGS LTD HKD 0.53%
32 US5745991068 MASCO CORP USD 0.52%
33 US2310211063 CUMMINS INC USD 0.52%
34 US0865161014 BEST BUY CO INC USD 0.50%
35 US4878361082 KELLOGG CO USD 0.49%
36 US1220171060 BURLINGTON STORES INC USD 0.49%
37 US0997241064 BORGWARNER INC USD 0.49%
38 US6974351057 PALO ALTO NETWORKS INC USD 0.49%
39 CNE1000002Q2 CHINA PETROLEUM & CHEMICAL CORP HKD 0.48%
40 FR0000121147 FAURECIA SA EUR 0.48%
41 CH0114405324 GARMIN LTD USD 0.48%
42 US91324P1021 UNITEDHEALTH GROUP INC USD 0.47%
43 JP3366800005 SHOWA SHELL SEKIYU KK ORD JPY 0.47%
44 JP3788600009 HITACHI LTD JPY 0.47%
45 US38526M1062 GRAND CANYON EDUCATION INC USD 0.47%
46 US7434241037 PROOFPOINT INC USD 0.47%
47 US28176E1082 EDWARDS LIFESCIENCES CORP USD 0.46%
48 US5949181045 MICROSOFT CORP USD 0.46%
49 CA8911605092 TORONTO-DOMINION BANK CAD 0.46%
50 US45778Q1076 INSPERITY INC USD 0.46% As of 2018-06-29 Monthly Factsheet | September 2018 Arabesque Asset Management Ltd Arabesque Prime Global Index (EUR) 43 Grosvenor Street Zeppelinallee 15 London W1K 3HL 60325 Frankfurt DE000SLA17L5 AIPG1EUN Index [email protected] www.arabesque.com ISIN Name Currency Weight 51 JP3898400001 MITSUBISHI CORP JPY 0.46%
52 US2910111044 EMERSON ELECTRIC CO USD 0.45%
53 GB0032089863 NEXT PLC GBP 0.45%
54 HK0011000095 HANG SENG BANK LTD ORD HKD 0.45%
55 US7565771026 RED HAT INC USD 0.44%
56 US87612E1064 TARGET CORP USD 0.44%
57 AU000000CTX1 CALTEX AUSTRALIA LTD ORD AUD 0.44%
58 US6512901082 NEWFIELD EXPLORATION CO USD 0.44%
59 US5950171042 MICROCHIP TECHNOLOGY INC USD 0.43%
60 US67066G1040 NVIDIA CORP USD 0.43%
61 US98138H1014 WORKDAY INC USD 0.42%
62 US9285634021 VMWARE INC-CLASS A USD 0.42%
63 US58933Y1055 MERCK & CO. INC. USD 0.42%
64 IE00B1RR8406 SMURFIT KAPPA GROUP PLC EUR 0.41%
65 IT0003128367 ENEL SPA EUR 0.41%
66 US7427181091 PROCTER & GAMBLE CO USD 0.41%
67 JP3190000004 OBAYASHI CORP ORD JPY 0.40%
68 IE00B4BNMY34 ACCENTURE PLC-CL A USD 0.40%
69 ES0173516115 REPSOL SA EUR 0.40%
70 BMG2109G1033 CHINA GAS HOLDINGS LTD HKD 0.40%
71 US69318G1067 PBF ENERGY INC USD 0.39%
72 US8998961044 TUPPERWARE BRANDS CORP USD 0.38%
73 US58470H1014 MEDIFAST INC USD 0.38%
74 US2166484020 COOPER COMPANIES INC USD 0.38%
75 US45321L1008 IMPERVA INC USD 0.38%
76 US11135F1012 BROADCOM INC USD 0.38%
77 CNE1000004L9 WEICHAI POWER CO LTD HKD 0.37%
78 US5128071082 LAM RESEARCH CORP USD 0.37%
79 KYG2953R1149 AAC TECHNOLOGIES HOLDINGS INC HKD 0.37%
80 DE000WAF3001 SILTRONIC AG EUR 0.37%
81 US59408Q1067 MICHAELS COS INC/THE USD 0.37%
82 GB00B71N6K86 EVRAZ PLC GBP 0.37%
83 BMG3198U1027 ESSENT GROUP LTD USD 0.36%
84 US2003401070 COMERICA INC USD 0.36%
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88 JP3143600009 ITOCHU CORP ORD JPY 0.35%
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90 JP3210200006 KAJIMA CORP ORD JPY 0.32%
91 US7818462092 RUSH ENTERPRISES INC-CL A USD 0.32%
92 JP3890310000 MS&AD INS (MITSUI SUMITOMO) ORD JPY 0.32%
93 GB00B53P2009 JUPITER FUND MANAGEMENT PLC GBP 0.32%
94 US39304D1028 GREEN DOT CORP USD 0.32%
95 KR7005490008 POSCO KRW 0.31%
96 JP3158800007 UBE INDUSTRIES LTD JPY 0.31%
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98 US4470111075 HUNTSMAN CORP USD 0.30%
99 US8851601018 THOR INDUSTRIES INC USD 0.30%
100 JP3818000006 FUJITSU LTD ORD JPY 0.30% As of 2018-06-29 Monthly Factsheet | September 2018 Arabesque Asset Management Ltd Arabesque Prime Global Index (EUR) 43 Grosvenor Street Zeppelinallee 15 London W1K 3HL 60325 Frankfurt DE000SLA17L5 AIPG1EUN Index [email protected] www.arabesque.com ISIN Name Currency Weight 101 KYG9894K1085 ZHONGSHENG GROUP HOLDINGS HKD 0.30%
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103 US91307C1027 UNITED THERAPEUTICS CORP USD 0.29%
104 KYG875721634 TENCENT HOLDINGS LTD HKD 0.29%
105 CH0012138605 ADECCO GROUP AG CHF 0.29%
106 IE00B58JVZ52 SEAGATE TECHNOLOGY PLC USD 0.29%
107 US23334L1026 DSW INC-CLASS A USD 0.29%
108 US0382221051 APPLIED MATERIALS INC USD 0.29%
109 JP3126190002 ULVAC INC JPY 0.29%
110 US9224751084 VEEVA SYSTEMS INC USD 0.28%
111 US9485961018 WEIBO CORP USD 0.28%
112 US1713401024 CHURCH & DWIGHT CO INC USD 0.28%
113 US7739031091 ROCKWELL AUTOMATION INC USD 0.28%
114 JP3571400005 TOKYO ELECTRON LTD ORD JPY 0.28%
115 KYG040111059 ANTA SPORTS PRODUCTS LTD HKD 0.27%
116 US74051N1028 PREMIER INC USD 0.27%
117 US16359R1032 CHEMED CORP USD 0.27%
118 CA1363751027 CANADIAN NATIONAL RAILWAY COMPANY CAD 0.27%
119 JP3386380004 J FRONT RETAILING CO LTD ORD JPY 0.27%
120 DE0006202005 SALZGITTER AG EUR 0.27%
121 US29084Q1004 EMCOR GROUP INC USD 0.27%
122 FI0009013296 NESTE CORPORATION EUR 0.27%
123 US3848021040 WW GRAINGER INC USD 0.27%
124 US2576511099 DONALDSON CO INC USD 0.27%
125 US74834L1008 QUEST DIAGNOSTICS INC USD 0.27%
126 KYG810431042 SHIMAO PROPERTY HOLDINGS LTD HKD 0.27%
127 AU000000MIN4 MINERAL RESOURCES LTD ORD AUD 0.27%
128 FI0009005961 STORA ENSO OYJ CLASS R EUR 0.27%
129 US0367521038 ANTHEM INC USD 0.26%
130 US5324571083 ELI LILLY & CO USD 0.26%
131 US90385D1072 ULTIMATE SOFTWARE GROUP INC USD 0.26%
132 US4262811015 JACK HENRY & ASSOCIATES INC USD 0.26%
133 US7170811035 PFIZER INC USD 0.26%
134 US9120081099 US FOODS HOLDING CORP USD 0.26%
135 CA1254911003 CI FINANCIAL CORP CAD 0.26%
136 FI0009007132 FORTUM OYJ EUR 0.26%
137 TW0002912003 PRESIDENT CHAIN STORE TWD 0.26%
138 FI0009005987 UPM-KYMMENE OYJ EUR 0.26%
139 LU1598757687 ARCELORMITTAL SA EUR 0.25%
140 US09739D1000 BOISE CASCADE CO USD 0.25%
141 JP3729400006 NIPPON EXPRESS CO LTD ORD JPY 0.25%
142 KYG2113L1068 CHINA RESOURCES CEMENT HOLDINGS LTD HKD 0.25%
143 US7376301039 POTLATCHDELTIC CORPORATION USD 0.25%
144 US3142111034 FEDERATED INVESTORS INC USD 0.25%
145 US1252691001 CF INDUSTRIES HOLDINGS INC USD 0.25%
146 US4448591028 HUMANA INC USD 0.25%
147 US4435731009 HUBSPOT INC USD 0.25%
148 US98978V1035 ZOETIS INC USD 0.25%
149 US6745991058 OCCIDENTAL PETROLEUM CORP USD 0.24%
150 US2566771059 DOLLAR GENERAL CORP USD 0.24% As of 2018-06-29 Monthly Factsheet | September 2018 Arabesque Asset Management Ltd Arabesque Prime Global Index (EUR) 43 Grosvenor Street Zeppelinallee 15 London W1K 3HL 60325 Frankfurt DE000SLA17L5 AIPG1EUN Index [email protected] www.arabesque.com ISIN Name Currency Weight 151 US5463471053 LOUISIANA-PACIFIC CORP USD 0.24%
152 JP3386450005 JXTG HOLDINGS INC JPY 0.24%
153 KR7032640005 LG UPLUS ( LG TELECOM) CORP ORD KRW 0.24%
154 US94106L1098 WASTE MANAGEMENT INC USD 0.24%
155 US6556641008 NORDSTROM INC USD 0.24%
156 JP3309000002 PENTA-OCEAN CONSTRUCTION CO LTD JPY 0.24%
157 US9129091081 UNITED STATES STEEL CORP USD 0.24%
158 US30161N1019 EXELON CORP USD 0.24%
159 US8486371045 SPLUNK INC USD 0.24%
160 US5168061068 LAREDO PETROLEUM INC USD 0.24%
161 US65473P1057 NISOURCE INC USD 0.24%
162 LU1057788488 TRINSEO SA USD 0.24%
163 NO0010096985 EQUINOR ASA NOK 0.23%
164 US9598021098 WESTERN UN CO USD 0.23%
165 US90384S3031 ULTA SALON COSMETICS & FRAGRANCE INC. USD 0.23%
166 PTGAL0AM0009 GALP ENERGIA SGPS SA CLASS B EUR 0.23%
167 AU000000SGM7 SIMS METAL MANAGEMENT LTD AUD 0.22%
168 DE000UNSE018 UNIPER SE EUR 0.22%
169 CH0002497458 SGS SA CHF 0.22%
170 GB0009292243 VICTREX PLC GBP 0.22%
171 US9311421039 WALMART INC USD 0.22%
172 US4461501045 HUNTINGTON BANCSHARES INC/OH USD 0.22%
173 ZAE000156550 MONDI LTD ZAR 0.22%
174 JE00B4T3BW64 GLENCORE PLC GBP 0.22%
175 JP3548600000 DISCO CORP ORD JPY 0.22%
176 GB00B03MM408 ROYAL DUTCH SHELL PLC GBP 0.22%
177 JP3505000004 DAIWA HOUSE INDUSTRY CO LTD ORD JPY 0.22%
178 JP3456000003 TAKASHIMAYA CO LTD ORD JPY 0.22%
179 NL0012866412 BE SEMICONDUCTOR INDUSTRIES NV EUR 0.22%
180 US4943681035 KIMBERLY-CLARK CORP USD 0.22%
181 JE00B783TY65 APTIV PLC USD 0.22%
182 FR0000125486 VINCI SA EUR 0.22%
183 JP3142500002 IDEMITSU KOSAN CO LTD ORD JPY 0.22%
184 CA65548P4033 NORBORD INC CAD 0.21%
185 CA7751092007 ROGERS COMMUNICATIONS INC CLASS B CAD 0.21%
186 HK2388011192 BOC HONG KONG HOLDINGS LTD ORD HKD 0.21%
187 CA8849031056 THOMSON REUTERS CORP CAD 0.21%
188 US7134481081 PEPSICO INC USD 0.21%
189 IT0003242622 TERNA SPA EUR 0.21%
190 CA1375761048 CANFOR CORP CAD 0.21%
191 JP3277150003 KS HOLDINGS (GIGAS KS DENKI) ORD JPY 0.21%
192 US81762P1021 SERVICENOW INC USD 0.21%
193 TW0002377009 MICRO-STAR INTERNATIONAL CO LTD TWD 0.21%
194 SE0001662230 HUSQVARNA AB SEK 0.21%
195 US1727551004 CIRRUS LOGIC INC USD 0.21%
196 US4606901001 INTERPUBLIC GROUP OF COS INC USD 0.21%
197 JP3254200003 KYOWA EXEO CORP ORD JPY 0.21%
198 CNE1000007Z2 CHINA RAILWAY GROUP LTD HKD 0.20%
199 CA0089118776 AIR CANADA CAD 0.20%
200 US2328061096 CYPRESS SEMICONDUCTOR CORP USD 0.20% As of 2018-06-29 Monthly Factsheet | September 2018 Arabesque Asset Management Ltd Arabesque Prime Global Index (EUR) 43 Grosvenor Street Zeppelinallee 15 London W1K 3HL 60325 Frankfurt DE000SLA17L5 AIPG1EUN Index [email protected] www.arabesque.com ISIN Name Currency Weight 201 CA0641491075 BANK OF NOVA SCOTIA CAD 0.20%
202 AU000000RRL8 REGIS RESOURCES LTD AUD 0.20%
203 HK0941009539 CHINA MOBILE LTD HKD 0.20%
204 KR7011070000 LG INNOTEK CO LTD ORD KRW 0.20%
205 US5249011058 LEGG MASON INC USD 0.20%
206 HK0257001336 CHINA EVERBRIGHT INTERNATIONAL LTD HKD 0.20%
207 NL0010877643 FIAT CHRYSLER AUTOMOBILES NV EUR 0.20%
208 KYG245241032 COUNTRY GARDEN HOLDINGS CO LTD HKD 0.20%
209 JP3486800000 DAITO TRUST CONSTRUCTION CO LTD ORD JPY 0.20%
210 SE0000108227 SKF AB CLASS B SEK 0.20%
211 CNE100000Q35 GUANGZHOU AUTOMOBILE GROUP-H HKD 0.20%
212 AU000000NEC4 NINE ENTERTAINMENT CO HOLDINGS LTD AUD 0.20%
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214 DE000TUAG000 TUI AG GBP 0.19%
215 US0028962076 ABERCROMBIE & FITCH CO USD 0.19%
216 KR7066570003 LG ELECTRONICS INC KRW 0.19%
217 JP3242800005 CANON INC JPY 0.18%
218 KYG011981035 AGILE GROUP HOLDINGS LTD HKD 0.18%
219 AU000000SBM8 ST BARBARA LTD AUD 0.18%
220 US87162H1032 SYNTEL INC USD 0.18%
221 IT0001250932 HERA SPA EUR 0.18%
222 US2810201077 EDISON INTERNATIONAL USD 0.18%
223 US7433151039 PROGRESSIVE CORP USD 0.18%
224 DE0005439004 CONTINENTAL AG EUR 0.18%
225 BMG9078F1077 TRITON INTERNATIONAL LTD USD 0.17%
226 US04316A1088 ARTISAN PARTNERS ASSET MANAGEMENT INC USD 0.17%
227 US6795801009 OLD DOMINION FREIGHT LINE USD 0.17%
228 US45168D1046 IDEXX LABORATORIES INC USD 0.17%
229 CA5592224011 MAGNA INTL. INC. CAD 0.17%
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232 BMG540501027 LAZARD LTD USD 0.17%
233 DE0005408884 LEONI AG EUR 0.17%
234 GB00BGLP8L22 IMI PLC GBP 0.17%
235 DE0006916604 PFEIFFER VACUUM TECHNOLOGY AG EUR 0.17%
236 GB0003096442 ELECTROCOMPONENTS PLC GBP 0.16%
237 CA69946Q1046 PAREX RESOURCES INC CAD 0.16%
238 US0936711052 H&R BLOCK INC USD 0.16%
239 US9699041011 WILLIAMS-SONOMA INC USD 0.16%
240 ZAE000011953 NETCARE LTD ZAR 0.16%
241 US9170471026 URBAN OUTFITTERS INC USD 0.16%
242 US9897011071 ZIONS BANCORPORATION USD 0.16%
243 US00817Y1082 AETNA INC USD 0.16%
244 US89785X1019 TRUEBLUE INC USD 0.16%
245 US87336U1051 TABLEAU SOFTWARE INC USD 0.16%
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248 US02553E1064 AMERICAN EAGLE OUT INC USD 0.15%
249 TW0002347002 SYNNEX TECHNOLOGY INTERNATIONAL ORD TWD 0.15%
250 CA05577W2004 BRP INC/CA CAD 0.15% As of 2018-06-29 Monthly Factsheet | September 2018 Arabesque Asset Management Ltd Arabesque Prime Global Index (EUR) 43 Grosvenor Street Zeppelinallee 15 London W1K 3HL 60325 Frankfurt DE000SLA17L5 AIPG1EUN Index [email protected] www.arabesque.com ISIN Name Currency Weight 251 US33829M1018 FIVE BELOW INC USD 0.15%
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266 US9182041080 V F CORP USD 0.14%
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268 US8910271043 TORCHMARK CORP USD 0.14%
269 US0533321024 AUTOZONE INC USD 0.14%
270 US09062X1037 BIOGEN INC USD 0.14%
271 IE00B4Q5ZN47 JAZZ PHARMACEUTICALS PLC USD 0.14%
272 GB00BDVZYZ77 ROYAL MAIL PLC GBP 0.14%
273 US0025353006 AARONS INC USD 0.14%
274 US22160K1051 COSTCO WHOLESALE CORP USD 0.14%
275 FR0013176526 VALEO SA EUR 0.14%
276 DE0006070006 HOCHTIEF AG EUR 0.14%
277 FR0000120503 BOUYGUES SA EUR 0.14%
278 US9418481035 WATERS CORP USD 0.14%
279 IT0004931058 MAIRE TECNIMONT SPA EUR 0.14%
280 US1717981013 CIMAREX ENERGY CO USD 0.13%
281 US9507551086 WERNER ENTERPRISES INC USD 0.13%
282 US40412C1018 HCA HEALTHCARE INC USD 0.13%
283 US2540671011 DILLARDS INC-CL A USD 0.13%
284 US4891701009 KENNAMETAL USD 0.13%
285 JP3358800005 SHIMIZU CORP ORD JPY 0.13%
286 GB0000904986 BELLWAY PLC GBP 0.13%
287 NL0009739416 POSTNL NV EUR 0.13%
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As of 2018-06-29 Monthly Factsheet | September 2018 Arabesque Asset Management Ltd Arabesque Prime Global Index (EUR) 43 Grosvenor Street Zeppelinallee 15 London W1K 3HL 60325 Frankfurt DE000SLA17L5 AIPG1EUN Index [email protected] www.arabesque.com
Disclaimer
Arabesque is the trading name of Arabesque Asset Management Ltd (together with its affiliates, “Arabesque”), a limited liability company registered in England and Wales at 43 Grosvenor Street, London, W1K 3HL (no. 8636689), authorized and regulated by the FCA (no. 610729), and registered as a registered investment adviser with the SEC (#801-107600). It also operates through its German branch, Arabesque Asset Management Ltd (Germany), a company registered at Zeppelinallee 15, 60325 Frankfurt am Main, Germany in the commercial register of the local court in Frankfurt am Main (no. HRB 103816), and supervised by the BaFin (ID: 144965). This document is provided on a confidential basis by Arabesque in its capacity as fund manager, and is for information purposes only, and is not a solicitation or an offer to buy any security or instrument or to participate in any trading, for those persons who meet the qualifications to be investors in any fund (a “Fund”) managed by Arabesque. NOT AN OFFER. This document does not constitute an offer to sell or solicitation to purchase any shares in any Fund to any person, and shall not be construed as a recommendation or advice on the merits of investing in the Fund. Prior to any purchase of an interest or shares in the Fund, investors should reference the Fund’s confidential offering memorandum (the “Sales Prospectus”), the key investor information documents, and the subscription documents (all of which are available free of charge by contacting the Registrar and Transfer Agent at 4, rue Thomas Edison, L-1445 Luxembourg-Strassen, Grand Duchy of Luxembourg or by contacting the relevant local agent of the Fund in their jurisdiction, if applicable), which together contain all the material terms of such an investment, including discussions of certain specific risk factors, conflicts of interest, tax considerations, fees, and other matters relevant to prospective investors in the Fund. All information stated herein is subject to and expressly qualified in all respect by the Sales Prospectus and key investor information documents. Swiss investors can obtain these documents from the Representative in Switzerland: IPConcept (Switzerland) AG, In Gassen 6, Postfach, CH-8022 Zurich, or from the Paying Agent in Switzerland: DZ PRIVATBANK (Switzerland) AG, Münsterhof 12, CH-8022 Zürich. The jurisdiction for Swiss investors is the office of the Representative in Zurich. FORWARD LOOKING STATEMENTS. Certain information contained herein constitutes “forward-looking statements,” which can be identified by the use of forward-looking terminology such as “may,” “will,” “should,” “expect,” “anticipate,” “project,” “estimate,” “intend,” “continue,” or “believe,” or the negatives thereof, or other variations thereon, or comparable terminology. Owing to various risks and uncertainties, actual events or results or the actual performance of the Fund may differ materially from those reflected or contemplated in such forward-looking statements. CALCULATIONS. Cumulative and annualized returns are shown. Cumulative returns represent the amount, including all interest or dividends and capital gains received on an investment over a period, usually expressed as a percentage of the amount invested. Annualized returns represent the increase in value of an investment, expressed as a percentage per year. Returns for less than one year have not been annualized. THIRD PARTY INFORMATION. Certain information contained in this document has been obtained from sources outside Arabesque. While such information is believed to be reliable for the purposes used herein, no representations are made as to the accuracy or completeness thereof and none of Arabesque its affiliates or any Fund takes any responsibility for such information. BACKTESTS. The backtesting of performance differs from actual account performance because an investment strategy may be adjusted at any time, for any reason, and can continue to be changed until desired or better performance results are achieved. The backtested results assume ordinary income and capital gains distributions are reinvested, periodic rebalancing, and no income taxes. INDEXES. There may be significant differences between the Fund’s investments and the indexes referenced herein. For instance, the Fund may use leverage and invest in securities that have a greater degree of risk and volatility, as well as less liquidity, than those securities contained in such indexes. Fund investors may also be subject to a lock-up which further limits the Fund investor’s liquidity relative to an investment in one or more of the securities comprising any index. It should not be assumed that the Fund will invest (or has invested) in any specific investments that comprise any index, nor should it be understood to mean that there is a correlation between the Fund’s returns and the returns of any index. Past performance of the Fund relative to any index should not be indicative of future performance relative to that index. The MSCI ACWI Index is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed and emerging markets and consists of 46 country indexes comprising 23 developed and 23 emerging market country indexes. The developed market country indexes included are: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, the United Kingdom, and the United States. The emerging market country indexes included are: Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Korea, Malaysia, Mexico, Peru, Philippines, Poland, Qatar, Russia, South Africa, Taiwan, Thailand, Turkey, and the United Arab Emirates. PERFORMANCE. To the extent this document includes information related to performance, it is intended to provide a qualitative description of certain of the key investment themes, events, and developments that contributed to the overall performance of the Fund, along with a picture of the overall exposure of the Fund. Such examples are meant to provide insight with respect to each investment and, to the extent applicable, the Fund’s objectives and the investment processes and analyses used to evaluate such investments. Other investments, themes, events, developments, and/or other factors not described herein may have had (and continue to have) a significant impact on the Fund’s overall performance. RISK FACTORS. Individuals. The information contained herein does not take into account the particular investment objectives or financial circumstances of any specific person who may receive it. Timing. The performance figures noted above are for investments made at the inception of the Fund and include the reinvestment of dividends, interest, and other earnings. An individual investor’s actual returns may differ from the results shown above for reasons such as the timing of subscriptions and redemptions. The numbers shown above are not adjusted to reflect any capital inflows or outflows that may have occurred on or after the last day of the month. Results for the current year are subject to revision upon the year-end audit. Past Performance. Past performance is not necessarily indicative of future results. Any prior investment results of the Fund or any of its affiliates and any hypothetical information are presented in this document for illustrative purposes only and are not indicative of the future results of the Fund. Anticipated Performance. Actual investment performance could differ materially from the Fund’s anticipated results. Conditions. Economic, market, and other conditions could cause the Fund to alter its investment objectives, guidelines, and restrictions. It should not be assumed that the Fund will continue to invest in any of the investments described herein or that such investments will be available in the future. Degree. An investment in the Fund may be illiquid and involve a high degree of risk. Investments should be considered only by investors who can withstand the loss of all or a substantial part of their investments. Profitability. It should not be assumed any investments described herein will ultimately be profitable. No guarantees. No assurance, guarantee, or representation is made that the Fund’s investment programs, including, without limitation, the Fund’s investment objectives, profits, diversification strategies, or risk monitoring goals will be achieved or successful, or that substantial losses will not be incurred, or that the assumptions regarding future events and situations will materialize or prove correct. Variation. Investment results may vary substantially over time. Risk level. Nothing herein is intended to imply that the Fund’s investment methodology may be considered "conservative", "safe", "risk free", or "risk averse". RELIANCE. Neither Arabesque nor any Fund makes any representation or warranty, express or implied, as to the accuracy or completeness of the information contained herein and nothing contained herein should be relied upon as a promise or representation as to past or future performance of the Fund or any other entity. REGULATIONS. The Fund will only be distributed and shares will only be offered or placed in jurisdictions to the extent that it may be lawfully distributed and the shares may be lawfully offered or placed in those jurisdictions (including at the initiative of the investor). It is the responsibility of investors and prospective investors to enquire about the laws and regulations that apply to the purchase and possession of shares in the Fund and consult their own counsel, accountant, or investment adviser in this respect. The Fund is distributed in the EEA pursuant to a passport facilitated under the Directive on undertakings for collective investment in transferable securities (UCITS) no. 2009/65/EC dated 13 July 2009 (UCITS Directive) and more globally on a private placement basis in accordance with all applicable laws and regulations. EEA. This document is intended for professional investors only, as defined by European Directive 2004/39/EC of 21 April 2004 on markets in financial instruments (MiFID) investing for their own account and not for retail distribution. The Fund complies with the requirements of the UCITS Directive. The Fund has been passported in the European Economic Area for sale pursuant to the procedure set out in the UCITS Directive. UK. Investors in the United Kingdom should note that this document is being issued in the United Kingdom by Arabesque Asset Management Ltd and is exempt from the scheme promotion restriction (in Section 238 of the Financial Services and Markets Act 2000) on the communication of invitations or inducements to engage in investment activity on the grounds that it is being issued by an authorised person and issued to and/or directed only at persons who are professional clients or eligible counterparties for the purposes of the FCA’s Conduct of Business Sourcebook. U.S. The Fund is intended to be offered to U.S. investors pursuant to “private offering” exemptions from registration contained in Regulation 506 under the Securities Act of 1933 and Section 3(c)(7) of the Investment Company Act of 1940. CONFIDENTIALITY. This document contains highly confidential information regarding Arabesque’s investments, strategy, and organization. Your acceptance of this document constitutes your agreement to keep confidential all the information contained in this document, as well as any information derived by you from the information contained in this document and not disclose any such information to any other person. This document may not be copied, reproduced, in any way used or disclosed or transmitted, in whole or in part, to any other person. ENQUIRIES. Investors should direct any enquiries they may have in respect of this document to Arabesque Asset Management Ltd, 43 Grosvenor Street, London, W1K 3HL, United Kingdom.
XOT-A-IF-4xi-IFS-I1-00-00 arabesque