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 Instrumento pavadinimas Valiuta Emitentas VP kodas krepšelio turto Sell USD Buy EUR on 1.6.2018 EUR SEB HKI ISSUER 9,99% Sell USD Buy EUR on 13.3.2018 EUR SEB HKI ISSUER 9,83% European Euro EUR (blank) EUR 8,87% iShares 0-5 Year Investment Grade Corporate Bond ETF USD iShares 0-5 Year Investment Grade Corporate Bond ETF SLQD 7,18% iShares Core S&P 500 ETF USD iShares Core S&P 500 ETF IVV 5,53% European Euro Synthetic Cash EUR (blank) EURSYN 4,43% Buy USD Sell EUR on 1.6.2018 USD SEB HKI ISSUER 4,00% db x-trackers USD Corporate Bond UCITS ETF USD db x-trackers USD Corporate Bond UCITS ETF DR XDGU 3,93% MGI Global Equity Fund M-9 (ACTIVE - UNHEDGED) EUR MGI Global Equity Fund MGLEQM9 3,40% Sell NOK Buy EUR on 21.3.2018 EUR NORDEA_HKI_ISSUER 2,95% MGI Emerging Markets Equity Fund M-8 EUR EUR MGI Emerging Market Equity Fund MEMEQM8 2,64% MGI Eurozone Equity Fund M-8 EUR (UNHEDGED) EUR MGI Eurozone Equity Fund MEZEQM8 2,05% Mercer Sustainable Global Equity Fund M-5 (UNHEDGED) EUR MGI Funds PLC - Mercer Sustainable Global Equity Fund MGISM5E 1,84% Amundi Index Equity Global Low Carbon Fund EUR Amundi Index Solutions - Amundi Index Equity Global Low Carb AIEGLIA 1,82% USD Synthetic Cash USD (blank) USDSYN 1,74% Sell GBP Buy EUR on 13.3.2018 EUR Danske Markets Issuer 1,59% Oaktree European Credit Fund I Cap EUR Oaktree Lux II - European Credit Fund OAKECIE 1,52% MGI Emerging Markets Debt Fund M-7 EUR EUR MGI Funds plc - MGI Emerging Market Debt Fund MEMDBM7 1,33% Sell SEK Buy EUR on 13.3.2018 EUR SEB HKI ISSUER 1,29% iShares iBoxx $ Investment Grade Corporate Bond ETF USD iShares Core U.S. Aggregate Bond ETF LQD 1,25% Sell NOK Buy EUR on 1.6.2018 EUR SEB HKI ISSUER 0,87% IRIS Dynamic SPC - IRIS Post-Event Fund SP USD Credit Suisse Insurance Linked Strategies Ltd IRIS 0,85% AlbaCore Partners I Feeder ICAV EUR AlbaCore Partners I Feeder ICAV 0,77% United States Treasury Note/Bond, 1.625%, 31.08.2022, USD USD United States Treasury Note/Bond US9128282S88 0,76% Telefonaktiebolaget LM Ericsson, 4.125%, 15.05.2022, USD USD Telefonaktiebolaget LM Ericsson US294829AA48 0,73% Pohjola Bank PLC, 5.75%, 28.02.2022, EUR EUR OP Corporate Bank plc XS0750702507 0,68% Buy USD Sell EUR on 13.3.2018 USD SEB HKI ISSUER 0,68% AP Moeller - Maersk A/S, 4%, 04.04.2025, GBP GBP AP Moeller - Maersk A/S XS0911553039 0,67% Mercer Global High Yield Bond Fund M-6 EUR HEDGED EUR MGI - Global High Yield Bond Fund MGHYM6H 0,66% United States Treasury Note/Bond, 2%, 20261115, USD USD United States Treasury Note/Bond US912828U246 0,64% United Kingdom Gilt, 3.75%, 07.09.2021, GBP GBP United Kingdom Gilt GB00B4RMG977 0,63% Danica Pension Livsforsikringsaktieselskab, 4.375%, Call 29.09.2025, Maturity 29.09.2045, EUR EUR Danica Pension Livsforsikringsaktieselskab XS1117286580 0,59% Nordea Bank AB, 4.25%, 21.09.2022, USD USD Nordea Bank AB US65557HAD44 0,57% Danske Bank A/S, 5.375%, Call 29.09.2018, Maturity 29.09.2021, GBP GBP Danske Bank A/S XS0176929684 0,55% IShares 7-10 Year Treasury Bond ETF USD iShares 7-10 Year Treasury Bond ETF IEF 0,55% Oaktree European Senior Loan Fund EUR Oaktree Capital Management OAKESLI 0,54% United States Treasury Note/Bond, 2.5%, 15.02.2046, USD USD United States Treasury Note/Bond US912810RQ31 0,51% UPM-Kymmene Oyj, 7.45%, 26.11.2027, USD II USD UPM-Kymmene OYJ US915436AC33 0,51% Gjensidige Forsikring ASA, FRN, Call 02.10.2024, Maturity 03.10.2044, NOK NOK Gjensidige Forsikring ASA NO0010720378 0,48% Teekay Shuttle Tankers LLC, 7.125%, 15.08.2022, USD USD Teekay Shuttle Tankers LLC NO0010801707 0,47% Golar LNG Partners LP, FRN, 22.05.2020, USD USD Golar LNG Partners LP NO0010736481 0,46% Commercial Paper PKC Group Oyj 28.2.2018 EUR EUR PKC Group Oyj 0,45% Nordea Bank AB, 4.875%, 13.05.2021, USD USD Nordea Bank AB US65557HAA05 0,44% Amer Sports Oyj, 2.375%, 09.09.2022, EUR EUR Amer Sports Oyj FI4000170519 0,43% OP Corporate Bank plc, FRN, Call 25.08.2020 Maturity 25.08.2025, SEK SEK OP Corporate Bank plc XS1280147569 0,43% Marine Harvest ASA, FRN, Call 12.03.2016, Maturity 12.03.2018, NOK NOK Marine Harvest ASA NO0010672827 0,42% Citycon Treasury BV, 3.9%, 01.09.2025, NOK NOK Citycon Treasury BV NO0010744139 0,42% Johnson & Johnson, 1.15%, Call 11.08.2028 Maturity 20.11.2028, EUR EUR Johnson & Johnson XS1412266816 0,42% Commercial Paper Sponda Oyj 15.2.2018 EUR EUR Sponda Oyj 0,41% If Skadeförsäkring AB, 6% until Call 8.12.2021 FRN3 Maturity 08.12.2041, EUR EUR If P&C Insurance Ltd XS0716687388 0,41% Vattenfall AB, 3%, Call 19.03.2027, Perpetual, EUR EUR Vattenfall AB XS1205618470 0,39% Molnlycke Holding AB, 1.75%, 28.02.2024, EUR EUR Molnlycke Holding AB XS1317732771 0,39% Citycon Treasury BV, 2.5%, Call 01.07.2024, Maturity 01.10.2024, EUR EUR Citycon Treasury BV XS1114434167 0,39% Stora Enso Oyj, 7.25%, 15.04.2036, USD USD Stora Enso OYJ USX8662DAW75 0,39% Sell SEK Buy EUR on 1.6.2018 EUR SEB HKI ISSUER 0,38% Anheuser-Busch InBev SA NV, 2%, 17.03.2028, EUR EUR Anheuser-Busch InBev SA/NV BE6285455497 0,37% TDC A/S, 1.75%, Call 27.11.2026, Maturity 27.02.2027, EUR EUR TDC A/S XS1196041419 0,36% Svenska Handelsbanken AB, 5.25%, Call 01.03.2021, Maturity 29.12.2049, USD USD Svenska Handelsbanken AB XS1194054166 0,36% Nordea Bank AB, 6.125%, Call 23.09.2024, Perpetual, USD USD Nordea Bank AB US65557DAL55 0,36% European Capital Private Debt Fund EUR European Capital Private Debt Fund 0,36% Mercer Global Small Cap Equity Fund M-8 EUR EUR Mercer Global Small Cap Equity Fund MGSEQM8 0,35% Municipality Finance PLC, 4.5%, Call 01.04.2022, Maturity 29.12.2049, EUR EUR Municipality Finance PLC XS1299724911 0,35% Kommunal Landspensjonskasse, 4.25%, Call 10.06.2025 Maturity 10.06.2045, EUR EUR Kommunal Landspensjonskasse Gjensidig Forsikringsselskap XS1217882171 0,35% Outotec Oyj, 3.75%, 16.09.2020, EUR EUR Outotec OYJ FI4000068556 0,35% Commercial Paper ST1 Nordic Oy 18.1.2018 EUR EUR ST1 Nordic Oy 0,34% Certificate of Deposit Oma Säästopankki Oy 28.2.2018 EUR EUR Oma Säästöpankki Oy 0,34% Certificate of Deposit Säästöpankkien Keskuspankki Suomi Oyj 23.4.2018 EUR EUR Säästöpankkien Keskuspankki Oyj 0,34% Certificate of Deposit Säästöpankkien Keskuspankki Suomi Oyj 7.3.2018 EUR EUR Säästöpankkien Keskuspankki Oyj 0,34% Commercial Paper Karl Fazer Oy Ab 15.2.2018 EUR EUR Karl Fazer Ab Oy 0,34% Commercial Paper ST1 Nordic Oy 29.1.2018 EUR EUR ST1 Nordic Oy 0,34% Certificate of Deposit Säästöpankkien Keskuspankki Suomi Oyj 17.10.2018 EUR EUR Säästöpankkien Keskuspankki Oyj 0,34% Commercial Paper Sato yhtyma 14.3.2018 EUR EUR SATO Oyj 0,34% Certificate of Deposit Säästöpankkien Keskuspankki Suomi Oyj 3.1.2019 EUR EUR Säästöpankkien Keskuspankki Oyj 0,34% Commercial Paper Finavia Oyj 15.3.2018 EUR EUR Finavia Oyj 0,34% Commercial Paper Dna 26.2.2018 EUR EUR DNA Oy 0,34% Commercial Paper ST1 Nordic Oy 15.2.2018 EUR EUR ST1 Nordic Oy 0,34% Commercial Paper NEOT Oy 12.2.2018 EUR EUR North European Oil Trade oy 0,34% Certificate of Deposit Oma Säästopankki Oy 24.4.2018 EUR EUR Oma Säästöpankki Oy 0,34% Commercial Paper Huhtamäki Oyj 2.3.2018 EUR EUR Huhtamäki Oyj 0,34% Commercial Paper Huhtamäki Oyj 28.2.2018 EUR EUR Huhtamäki Oyj 0,34% Commercial Paper Rettig Oy 28.3.2018 EUR EUR Rettig Oy Ab 0,34% Commercial Paper Ramirent Oyj 31.5.2018 EUR EUR Ramirent Oyj 0,34% Fortum Varme Holding samagt med Stockholms stad AB, 1.25%, 17.09.2020, SEK SEK Fortum Varme Holding samagt med Stockholms stad AB SE0007525969 0,34% Kraft Heinz Foods Co, 2.25%, Call 25.02.2028, Maturity 25.05.2028, EUR EUR Kraft Heinz Foods Company (H.J. Heinz Company) XS1405784015 0,34% iShares EM Local Govt Bond UCITS ETF (London) USD Blackrock Asset Management Deutschland AG IEML 0,34% Stockmann OYJ Abp, 4.75%, Call 11.07.2019, Mat. 11.01.2022, EUR EUR Stockmann OYJ Abp FI4000292719 0,34% Hemso Fastighets AB, 1%, Call 09.06.2026, Maturity 09.09.2026, EUR EUR Hemso Fastighets AB XS1488494987 0,32% DNB Bank ASA, FRN, Call 26.02.2020, Perpetual, NOK NOK DnB Bank ASA NO0010730708 0,31% Nassa Topco AS, 2.875%, Call 06.01.2024, Mat. 06.04.2024, EUR EUR Nassa Topco AS XS1589980330 0,30% Carlsberg Breweries A/S, 2.5%, Call 28.02.2024, Maturity 28.05.2024, EUR EUR Carlsberg Breweries A/S XS1071713470 0,30% DSV Miljoe AS, FRN, Call 10.05.2019, Mat. 10.05.2021, EUR EUR DSV Miljoe AS SE0009805633 0,30% Deutsche Telekom International Finance BV, 1.5%, 03.04.2028, EUR EUR Deutsche Telekom International Finance BV XS1382791975 0,30% Sell GBP Buy EUR on 1.6.2018 EUR SEB HKI ISSUER 0,29% ICE Group AS, FRN, Call 12.10.2019, Mat.