Mandatum Life Insurance Company Limited Lietuvos filialas Saltoniškių g. 2, (3 aukštas), LT-08126 Vilnius Tel. nr. (8 5) 210 9390. El. paštas: [email protected] Investicinio gyvybės draudimo turto ataskaita Ataskaitinis laikotarpis: 2018-01-15 (pagal Lietuvos banko valdybos 2015-11-30 nutarimą Nr. 03-180) % nuo krepšelio Instrumento pavadinimas Valiuta Valiutos pora VP kodas Emitentas Rinkos vertė EUR turto FX Forward EUR EUR/USD FX-FORWARD SEB HEL 238.740.459,00 30,74% FX Forward EUR EUR/NOK FX-FORWARD NORDEA BANK HEL 71.676.875,40 9,23% WM BA Balance Fixed Income EUR BA-WM-FIXEDINCOME-BALANCE MANDATUM LIFE WM 50.669.572,79 6,52% FX Forward EUR EUR/GBP FX-FORWARD DANSKE MARKETS HEL 38.616.863,34 4,97% FX Forward EUR EUR/SEK FX-FORWARD SEB HEL 31.250.295,42 4,02% iShares iBoxx $ Investment Grade Corporate Bond ETF USD US4642872422 BLACKROCK INC 30.106.619,70 3,88% United States Treasury Note/Bond, 1.625%, 31.08.2022, USD USD US9128282S88 GOV UNITED STATES 18.286.134,57 2,35% Telefonaktiebolaget LM Ericsson, 4.125%, 15.05.2022, USD USD US294829AA48 ERICSSON LM 17.639.577,56 2,27% Pohjola Bank PLC, 5.75%, 28.02.2022, EUR EUR XS0750702507 POHJOLA PANKKI HEL 16.399.936,30 2,11% AP Moeller - Maersk A/S, 4%, 04.04.2025, GBP GBP XS0911553039 AP MOLLER-MAERSK AS 16.198.815,59 2,09% United Kingdom Gilt, 3.75%, 07.09.2021, GBP GBP GB00B4RMG977 GOV GREAT BRITAIN 15.119.846,93 1,95% Danica Pension Livsforsikringsaktieselskab, 4.375%, Call 29.09.2025, Maturity 29.09.2045, EUR EUR XS1117286580 DANICA PENSION 14.190.410,96 1,83% Nordea Bank AB, 4.25%, 21.09.2022, USD USD US65557HAD44 NORDEA BANK STO 13.775.645,52 1,77% Danske Bank A/S, 5.375%, Call 29.09.2018, Maturity 29.09.2021, GBP GBP XS0176929684 DANSKE BANK CPH 13.161.300,34 1,69% Oaktree European Senior Loan Fund EUR LU0415739456 OAKTREE CAPITAL MGMT 13.140.495,82 1,69% United States Treasury Note/Bond, 2%, 20261115, USD USD US912828U246 GOV UNITED STATES 12.519.470,03 1,61% United States Treasury Note/Bond, 2.5%, 15.02.2046, USD USD US912810RQ31 GOV UNITED STATES 12.262.248,65 1,58% UPM-Kymmene Oyj, 7.45%, 26.11.2027, USD II USD US915436AC33 UPM-KYMMENE OYJ 12.158.213,73 1,57% Gjensidige Forsikring ASA, FRN, Call 02.10.2024, Maturity 03.10.2044, NOK NOK NO0010720378 GJENSIDIGE FORSIKRIN 11.644.989,56 1,50% FX Forward EUR EUR/PLN FX-FORWARD DANSKE MARKETS HEL 10.956.379,43 1,41% Nordea Bank AB, 4.875%, 13.05.2021, USD USD US65557HAA05 NORDEA BANK STO 10.602.503,39 1,36% Amer Sports Oyj, 2.375%, 09.09.2022, EUR EUR FI4000170519 AMER SPORTS OYJ 10.496.089,04 1,35% OP Corporate Bank plc, FRN, Call 25.08.2020 Maturity 25.08.2025, SEK SEK XS1280147569 POHJOLA PANKKI HEL 10.344.172,13 1,33% Marine Harvest ASA, FRN, Call 12.03.2016, Maturity 12.03.2018, NOK NOK NO0010672827 MARINE HARVEST ASA 10.104.016,21 1,30% Johnson & Johnson, 1.15%, Call 11.08.2028 Maturity 20.11.2028, EUR EUR XS1412266816 JOHNSON & JOHNSON 10.091.773,97 1,30% Citycon Treasury BV, 3.9%, 01.09.2025, NOK NOK NO0010744139 CITYCON TREASURY BV 10.078.602,65 1,30% If Skadeförsäkring AB, 6% until Call 8.12.2021 FRN3 Maturity 08.12.2041, EUR EUR XS0716687388 IF SWEDEN 9.842.209,77 1,27% Molnlycke Holding AB, 1.75%, 28.02.2024, EUR EUR XS1317732771 MOLNLYCKE HLDG AB 9.410.456,71 1,21% Citycon Treasury BV, 2.5%, Call 01.07.2024, Maturity 01.10.2024, EUR EUR XS1114434167 CITYCON TREASURY BV 9.396.237,16 1,21% Stora Enso Oyj, 7.25%, 15.04.2036, USD USD USX8662DAW75 STORA ENSO OYJ 9.288.025,13 1,20% Vattenfall AB, 3%, Call 19.03.2027, Perpetual, EUR EUR XS1205618470 VATTENFALL AB 9.174.583,45 1,18% Nordea Bank AB, 6.125%, Call 23.09.2024, Perpetual, USD USD US65557DAL55 NORDEA BANK STO 8.952.072,76 1,15% TDC A/S, 1.75%, Call 27.11.2026, Maturity 27.02.2027, EUR EUR XS1196041419 TDC AS 8.811.252,52 1,13% Svenska Handelsbanken AB, 5.25%, Call 01.03.2021, Maturity 29.12.2049, USD USD XS1194054166 HANDELSBANKEN STO 8.745.323,23 1,13% Anheuser-Busch InBev SA NV, 2%, 17.03.2028, EUR EUR BE6285455497 ANHEUSER-BUSCH INBEV 8.607.336,99 1,11% Teekay Shuttle Tankers LLC, 7.125%, 15.08.2022, USD USD NO0010801707 TEEKAY SHUTTLE TANK 8.451.440,36 1,09% Municipality Finance PLC, 4.5%, Call 01.04.2022, Maturity 29.12.2049, EUR EUR XS1299724911 KUNTARAHOITUS OYJ 8.416.704,33 1,08% Kommunal Landspensjonskasse, 4.25%, Call 10.06.2025 Maturity 10.06.2045, EUR EUR XS1217882171 KOMM LANDSPENSJON 8.405.012,71 1,08% DNB Bank ASA, FRN, Call 26.02.2020, Perpetual, NOK NOK NO0010730708 DNB BANK OSL 8.404.907,04 1,08% Outotec Oyj, 3.75%, 16.09.2020, EUR EUR FI4000068556 OUTOTEC OYJ 8.383.735,89 1,08% Fortum Varme Holding samagt med Stockholms stad AB, 1.25%, 17.09.2020, SEK SEK SE0007525969 AB FORTUM VARME HOLD 8.315.953,97 1,07% Golar LNG Partners LP, FRN, 22.05.2020, USD USD NO0010736481 GOLAR LNG PARTNER LP 8.299.022,82 1,07% Kraft Heinz Foods Co, 2.25%, Call 25.02.2028, Maturity 25.05.2028, EUR EUR XS1405784015 HJ HEINZ CO 8.281.516,71 1,07% iShares EM Local Govt Bond UCITS ETF (London) USD IE00B5M4WH52 BLACKROCK AM DE 8.250.452,06 1,06% Stockmann OYJ Abp, 4.75%, Call 11.07.2019, Mat. 11.01.2022, EUR EUR FI4000292719 STOCKMANN OYJ 8.128.755,00 1,05% Hemso Fastighets AB, 1%, Call 09.06.2026, Maturity 09.09.2026, EUR EUR XS1488494987 HEMSO FASTIGHETS AB 7.729.832,33 1,00% Nassa Topco AS, 2.875%, Call 06.01.2024, Mat. 06.04.2024, EUR EUR XS1589980330 NASSA TOPCO AS 7.513.327,05 0,97% Storebrand Livsforsikring, FRN, Call 17.03.2020, Maturity Perpetual, NOK NOK NO0010732464 STOREBRAND LIVSFORSI 7.441.213,64 0,96% Carlsberg Breweries A/S, 2.5%, Call 28.02.2024, Maturity 28.05.2024, EUR EUR XS1071713470 CARLSBERG AS 7.227.138,08 0,93% Intrum Justitia AB, 3.125%, Call 15.07.2020, Mat. 15.07.2024, EUR EUR XS1634532748 INTRUM JUSTITIA AB 7.162.035,42 0,92% Deutsche Telekom International Finance BV, 1.5%, 03.04.2028, EUR EUR XS1382791975 DEUTSCHE TELEKOM INT 7.160.976,99 0,92% UPM-Kymmene Oyj, 5.5%, 30.01.2018, USD USD USX9518SAU25 UPM-KYMMENE OYJ 6.942.621,32 0,89% Mylan NV, 2.25%, Call 22.9.2024, Maturity 22.11.2024, EUR EUR XS1492457665 MYLAN NV 6.790.758,36 0,87% UPM-Kymmene Oyj, 7.45%, 26.11.2027, USD USD USX9518SAB44 UPM-KYMMENE OYJ 6.754.563,19 0,87% Teekay LNG Partners LP, FRN, 19.05.2020, NOK NOK NO0010735731 TEEKAY LNG PARTNERS 6.676.970,88 0,86% Poland Government International Bond, 2.5%, 25.07.2018, EUR PLN PL0000107595 GOV PL BOND 6.596.591,05 0,85% Storebrand Livsforsikring, FRN, Call 25.03.2024, Maturity Perpetual, NOK NOK NO0010706021 STOREBRAND LIVSFORSI 6.551.384,41 0,84% Yara International ASA, FRN, Maturity 13.12.2022, NOK NOK NO0010811979 YARA INTL ASA 6.540.162,65 0,84% TDC A/S, 3.5%, Call 26.02.2021, Maturity 26.02.3015, EUR EUR XS1195581159 TDC AS 6.473.136,99 0,83% Stolt-Nielsen Ltd, FRN, 08.04.2020, NOK NOK NO0010733819 STOLT NIELSEN LTD 6.273.855,32 0,81% Securitas AB, 1.25%, 15.03.2022, EUR EUR XS1379779827 SECURITAS AB 6.229.658,63 0,80% DNB Bank ASA, 4.25%, 27.01.2020, GBP GBP XS0737123942 DNB BANK OSL 6.199.339,74 0,80% Stolt-Nielsen Ltd, FRN, 04.09.2019, NOK NOK NO0010657406 STOLT NIELSEN LTD 6.127.153,56 0,79% Nordea Bank AB, 4.25%, 21.09.2022, USD 144A USD US65557FAD87 NORDEA BANK STO 6.026.844,91 0,78% Stora Enso OYJ, 2.5%, Call 07.03.2027, Maturity 07.06.2027, EUR EUR XS1624344542 STORA ENSO OYJ 5.749.383,56 0,74% Nokia OYJ, 3.375%, 12.06.2022, USD USD US654902AD73 NOKIA OYJ 5.691.084,96 0,73% Danske Bank A/S, 4.75%, Call 05.06.2019, Maturity 05.06.2024, SEK SEK XS0999631665 DANSKE BANK CPH 5.527.185,98 0,71% WM BA Balance Fixed Income EUR BA-WM-FIXEDINCOME-BALANCE MANDATUM LIFE WM 5.516.445,54 0,71% ICE Group AS, FRN, Call 12.10.2019, Mat. 12.10.2021, NOK NOK NO0010807092 AINMT SCAN HOLD AB 5.484.540,81 0,71% Sanoma Oyj, 3.5%, 27.11.2019, EUR EUR FI4000157425 SANOMA OYJ 5.325.302,05 0,69% Lansforsakringar Bank AB, FRN, 26.04.2026, SEK SEK SE0008294474 LANSFORSAKRINGAR BK 5.322.163,89 0,69% Teollisuuden Voima Oyj, 2.5%, 17.03.2021, EUR EUR XS1043513529 TVO OY 5.321.894,52 0,69% PerkinElmer Inc, 1.875%, Call 19.04.2026, Mat. 19.07.2026, EUR EUR XS1405780617 PERKINELMER INC 5.121.446,58 0,66% SATO Oyj, 2.25%, Call 10.06.2020, Maturity 10.09.2020, EUR EUR XS1245554859 SATO-OYJ 5.042.841,86 0,65% Norsk Hydro ASA, 2.5%, 07.11.2024, NOK NOK NO0010809643 NORSK HYDRO 4.972.443,28 0,64% Stolt-Nielsen Ltd, 6.375%, 21.09.2022, USD USD NO0010805765 STOLT NIELSEN LTD 4.874.869,70 0,63% Intrum Justitia AB, FRN, Call 15.06.2018, Mat.