BarraOne

An integrated risk and performance platform providing global, multi-asset class, and multi-currency
portfolio analytics that supports clients’ investment decisions.

Powered by the Barra Integrated Model (BIM), BarraOne helps asset managers and pension plan managers identify
and manage risk across multiple asset classes and global markets.

BarraOne provides multiple views of risk, including common factor, stress testing, Value at Risk (VaR), and sensitivity-based analytics. Private asset
models are included in BarraOne to complement public market models. Clients can use these models to support their total plan risk for public and
corporate pension plans, endowments, and foundations. BarraOne’s Performance Analytics capabilities can be used by clients to analyze the sources
of portfolio risk and return on an absolute or relative basis, to help them make more informed investment decisions.

Benefits and Features

Clients can use Risk Analytics to: » A convenient way to outsource integration to systems of record such as
» Decompose risk into fundamental sources of absolute and active risk custodians and accounting systems, data cleansing and normalization,
using common factors portfolio reconciliation, asset risk modeling, and scheduled report
generation under a Service Level Agreement framework
» Forecast risk over long horizons (6 to 12 months)
» Stress test returns under historical or expected market dislocations Integrated Market Data provides clients with:

» Perform historical and Monte Carlo simulations to compute » A global security master covering over 5 million unique securities and
shortfall and VaR historical market data across asset classes

» Align manager return sources with investment mandates » Over 3,000 global constituent-level benchmarks, including MSCI, S&P,
Russell, FTSE, Barclays, and other major benchmark families
» Analyze distinct, multi-asset class strategies using a unified set of
analytics and a common risk framework » Prices from multiple data vendors
» INTEX cash flow models
Flexible reporting framework for extracting and interacting
with BarraOne provides clients with the opportunity to: Client Service and Support provides clients with:
» Gain interactive access via a browser. No software to install or maintain. » Support by a highly trained 24x5 Client Service team working from
» Schedule daily reports across fund families for extensive batch reporting. multiple offices around the world

» Integrate risk analytics into client’s custom reporting or trade workflow » Consultants to provide product and analytics expertise, and
with a Microsoft Excel® Add-in. Automate position loads and report disseminate risk management best practices
extraction via Automation Tools that integrate with data warehouses. » Access to our Applied Research team to provide analytical and
senior industry expertise to help clients effectively implement and
Managed Services offers clients:
utilize our products
» A range of high-value services designed to outsource data
» Global training and events tailored to the asset management and
management and reporting production
pension plan communities, including national and local research
conferences, thought leadership events, client conferences,
webinars, and hands-on workshops in major financial centers
View multiple measures of risk across multiple asset classes, strategies and global markets.
BarraOne’s interactive capabilities allow users to perform what-if analysis and reporting on their own schedule, while extensive batch reporting
capabilities support enterprise risk reporting. Clients can use the built-in Barra Open Optimizer to help them in portfolio construction and asset
allocation decision making processes.

Barra Integrated Model (BIM)

» BIM helps clients decompose risk into common factor sources
and includes cross-asset class risk factors, covering equity, fixed
income, currency, commodity, and alternatives
» BIM provides clients with:
» The structural relationship to estimate covariance among the
world’s local risk factors
» A consistent framework for analyzing multi-asset class strategies
» BIM factors:
» Factors distilled from data time-series
» Support stable correlations
No single approach provides a complete view of risk. BarraOne
supports a broad spectrum of risk management tools that clients
can use to gain insight into their portfolio risks.

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Transparency

msci.com | clientservice@msci.com

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 approximately USD 7.5 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 corporate
governance research, data and outsourced proxy voting and reporting services; and FEA valuation models and risk management software for the energy and commodities markets.
MSCI is headquartered in New York, with research and commercial offices around the world.
The information contained herein (the “Information”) may not be reproduced or redisseminated in whole or in part without prior written permission from MSCI. The Information may not be used to verify or correct other data, to create indices, risk models,
or analytics, or in connection with issuing, offering, sponsoring, managing or marketing any securities, portfolios, financial products or other investment vehicles. Historical data and analysis should not be taken as an indication or guarantee of any future
performance, analysis, forecast or prediction. None of the Information or MSCI index or other product or service constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy.
Further, none of the Information or any MSCI index is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. The Information is provided “as is”
and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. NONE OF MSCI INC. OR ANY OF ITS SUBSIDIARIES OR ITS OR THEIR DIRECT OR INDIRECT SUPPLIERS OR ANY THIRD PARTY INVOLVED
IN THE MAKING OR COMPILING OF THE INFORMATION (EACH, AN “MSCI PARTY”) MAKES ANY WARRANTIES OR REPRESENTATIONS AND, TO THE MAXIMUM EXTENT PERMITTED BY LAW, EACH MSCI PARTY HEREBY EXPRESSLY DISCLAIMS ALL IMPLIED
WARRANTIES, INCLUDING WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. WITHOUT LIMITING ANY OF THE FOREGOING AND TO THE MAXIMUM EXTENT PERMITTED BY LAW, IN NO EVENT SHALL ANY OF THE MSCI
PARTIES HAVE ANY LIABILITY REGARDING ANY OF THE INFORMATION FOR ANY DIRECT, INDIRECT, SPECIAL, PUNITIVE, CONSEQUENTIAL (INCLUDING LOST PROFITS) OR ANY OTHER DAMAGES EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.
The foregoing shall not exclude or limit any liability that may not by applicable law be excluded or limited.
1
As of March 31, 2013, as reported on July 31, 2013 by eVestment, Lipper and Bloomberg.

October 2013 ©2013 MSCI Inc. All rights reserved.