Jyske Invest Hedge Markedsneutral - Aktier Afdelingens funktionelle valuta: DKK 31. december 2013 31. december 2012 Kapitalandele 130.647 149,51 201.613 181,80 Noterede aktier fra danske selskaber 941 1,08 0 0,00 Danmark (DKK 1) Pandora A/S 3.200 294,00 941 Noterede aktier fra udenlandske selskaber 129.705 148,43 201.612 181,80 Australien (AUD 4,843725) Australia & New Zealand Banking Group Ltd 8.289 32,23 1.294 8.250 25,05 1.214 Bermuda (USD 5,4141) Credicorp Ltd 1.600 132,73 1.150 1.500 146,56 1.244 Brasilien (USD 5,6591) Vale SA 8.000 20,30 919 Kroton Educacional SA 12.900 39,26 1.162 Canada (USD 5,6591) Barrick Gold Corp 4.050 35,01 802 Cayman Island (HKD 0,698256) Sino Biopharmaceutical Ltd 204.000 6,15 876 Curaçao (USD 5,4141) Schlumberger Ltd 3.000 90,11 1.464 Frankrig (EUR 7,460359) Total SA 5.891 44,53 1.957 17.380 39,01 5.058 Schneider Electric SA 2.856 63,40 1.351 5.700 54,83 2.332 BNP Paribas SA 3.892 56,65 1.645 9.000 42,59 2.860 Sanofi 8.700 71,39 4.634 Safran SA 3.921 50,51 1.478 6.080 32,60 1.479 Holland (EUR 7,460359) Koninklijke Ahold NV 10.890 13,05 1.060 LyondellBasell Industries NV 2.900 80,28 1.260 3.200 57,09 1.034 ING Groep NV 44.050 7,06 2.321 Chicago Bridge & Iron Co NV 3.000 83,14 1.350 Hongkong (HKD 0,698256) China Overseas Land & Investment Ltd 62.000 21,80 944 80.000 23,10 1.349 Indien (INR 0,087529) HCL Technologies Ltd 12.528 1262,55 1.384 Cairn India Ltd 36.792 323,75 1.043 33.200 319,10 1.094 Indonesien (IDR 0,000445) Bank Rakyat Indonesia Persero Tbk PT 254.000 7250,00 819 285.000 6950,00 1.163 Irland (USD 5,4141) Perrigo Co Plc 1.400 153,46 1.163 Actavis plc 1.600 168,00 1.455 Japan (JPY 0,06545) Daito Trust Construction Co Ltd 2.100 8150,00 1.120 JGC Corp 5.200 4125,00 1.105 8.200 2676,00 1.436 Toyota Motor Corp 5.200 6420,00 1.720 Mitsubishi UFJ Financial Group Inc 34.000 694,00 1.215 Tokyo Gas Co Ltd 48.000 518,00 1.281 71.000 395,00 1.836 Sumitomo Mitsui Financial Group Inc 5.600 5420,00 1.563 ITOCHU Corp 19.800 1299,00 1.325 23.600 907,00 1.401
KDDI Corp 4.800 6470,00 1.600 Japan Tobacco Inc 7.100 3420,00 1.251 12.700 2440,00 2.028 Bridgestone Corp 5.100 3980,00 1.046 11.800 2224,00 1.718 Sumitomo Corp 18.600 1100,00 1.339 Jersey (GBP 9,198867) Petrofac Ltd 8.965 1623,00 1.338 Kina (HKD 0,698256) China Construction Bank Corp 295.410 5,85 1.207 284.410 6,22 1.292 Korea (KRW 0,005286) Hyundai Mobis 1.091 288000,00 1.661 Samsung Electronics Co Ltd -PREF 356 1013000,00 1.850 343 852000,00 1.545 Samsung Electronics Co Ltd 33 1522000,00 265 Mexico (USD 5,6591) America Movil SAB de CV 15.700 23,14 2.056 Norge (NOK 0,892407) Telenor ASA 12.130 144,60 1.565 20.925 112,20 2.387 DNB ASA 12.536 108,50 1.214 17.000 70,40 1.217 Panama (USD 5,4141) Copa Holdings SA 1.500 160,11 1.300 2.400 99,45 1.351 Rusland (USD 5,4141) Sberbank of Russia 16.009 12,58 1.090 18.500 12,30 1.288 Lukoil OAO 3.342 62,45 1.130 3.440 66,15 1.288 Schweiz (CHF 6,182444) Nestle SA 10.400 59,60 3.832 Aryzta AG 2.806 68,40 1.168 Roche Holding AG 1.285 249,20 1.949 Novartis AG 4.197 71,20 1.819 8.895 57,45 3.159 ABB Ltd 9.205 23,48 1.316 Spanien (EUR 7,460957) Telefonica SA 18.115 10,19 1.377 Storbritannien (GBP 9,198867) Vodafone Group PLC 28.000 154,45 398 Mondi PLC 6.832 1046,00 641 Reckitt Benckiser Group PLC 4.509 4793,00 1.938 6.600 3879,00 2.355 Standard Chartered PLC 12.300 1573,50 1.780 SABMiller PLC 7.465 2825,00 1.940 Aberdeen Asset Management PLC 37.580 500,00 1.685 Barratt Developments PLC 30.000 349,00 939 Centrica PLC 71.800 333,60 2.203 British American Tobacco PLC 10.300 3121,00 2.957 BHP Billiton PLC 9.519 1869,00 1.595 8.800 2129,50 1.724 Sverige (SEK 0,869901) Swedbank AB 11.620 127,00 1.284 Sydafrika (ZAR 0,516921) MTN Group Ltd 12.569 21702,00 1.410 Taiwan (TWD 0,18166) Taiwan Semiconductor Manufacturing Co Ltd 76.000 105,50 1.457 Largan Precision Co Ltd 5.000 1215,00 1.104 Tyrkiet (TRY 3,170897) Turkiye Halk Bankasi AS 25.500 17,50 1.415 Tyskland (EUR 7,460359) Allianz SE 1.590 130,35 1.546 3.820 104,80 2.987
Bayerische Motoren Werke AG 1.730 85,22 1.100 3.875 72,93 2.108 Continental AG 1.341 159,40 1.595 2.500 87,59 1.634 Volkswagen AG 1.660 172,15 2.132 Fresenius SE & Co KGaA 1.200 111,60 999 Bayer AG 2.014 101,95 1.532 6.828 71,89 3.662 BASF SE 2.139 77,49 1.237 7.220 71,15 3.833 Henkel AG & Co KGaA -VORZUG 2.397 84,31 1.508 4.105 62,20 1.905 USA (USD 5,4141) Marathon Oil Corp 6.700 35,30 1.280 8.600 30,66 1.492 Thermo Fisher Scientific Inc 2.400 111,35 1.447 4.700 63,78 1.696 International Business Machines Corp 3.050 191,55 3.306 Walt Disney Co/The 7.700 49,79 2.170 Apple Inc 280 561,11 851 1.930 533,03 5.822 Oracle Corp 14.200 33,32 2.678 Occidental Petroleum Corp 2.900 95,10 1.493 4.100 76,61 1.778 AT&T Inc 2.000 33,71 382 Viacom Inc 3.100 87,34 1.466 6.300 52,74 1.880 Wabtec Corp/DE 3.400 74,27 1.367 2.700 87,54 1.338 Oil States International Inc 3.200 71,54 1.296 Visa Inc 1.500 222,68 1.808 2.400 151,58 2.059 Philip Morris International Inc 6.500 83,64 3.077 Life Technologies Corp 5.700 49,08 1.583 Reinsurance Group of America Inc 2.700 77,41 1.132 3.700 53,52 1.121 CareFusion Corp 5.700 39,82 1.229 7.000 28,58 1.132 Lear Corp 2.300 80,97 1.008 Tupperware Brands Corp 2.300 94,53 1.177 4.200 64,10 1.524 Triumph Group Inc 3.700 65,30 1.367 Express Scripts Holding Co 2.800 70,24 1.065 6.200 54,00 1.895 HCA Holdings Inc 4.700 47,71 1.214 Towers Watson & Co 1.500 127,61 1.036 4.300 56,21 1.368 Eastman Chemical Co 2.500 80,70 1.092 2.400 68,05 924 DIRECTV 6.000 50,16 1.703 JPMorgan Chase & Co 7.200 58,48 2.280 11.500 43,97 2.862 Chevron Corp 3.000 124,91 2.029 5.400 108,14 3.305 VF Corp 4.000 62,34 1.350 1.500 150,97 1.282 MetLife Inc 4.700 53,92 1.372 Franklin Resources Inc 4.500 57,73 1.407 1.800 125,70 1.280 Comcast Corp 6.000 51,97 1.688 AutoZone Inc 500 477,94 1.294 600 354,43 1.203 Prudential Financial Inc 3.000 92,22 1.498 Alliance Data Systems Corp 1.100 262,93 1.566 1.700 144,76 1.393 Altria Group Inc 13.200 31,42 2.347 Dover Corp 2.400 96,54 1.254 4.400 65,71 1.636 Google Inc 450 1120,71 2.730 700 709,37 2.810 Watson Pharmaceuticals Inc 3.100 86,00 1.509 Torchmark Corp 3.100 78,15 1.312 4.400 51,67 1.287 Deere & Co 3.600 86,42 1.761 Caterpillar Inc 3.800 89,58 1.926 Microsoft Corp 21.600 26,73 3.267 Abbott Laboratories 6.300 38,33 1.307 6.500 65,50 2.409 Wal-Mart Stores Inc 7.400 68,23 2.857 QUALCOMM Inc 4.300 74,25 1.729 6.600 62,02 2.316
Mattel Inc 4.400 47,58 1.133 8.300 36,62 1.720 Mylan Inc/PA 5.200 43,40 1.222 EMC Corp/MA 9.300 25,15 1.266 13.600 25,30 1.947 Cisco Systems Inc 21.800 19,65 2.424 United Technologies Corp 2.500 113,80 1.540 4.600 82,01 2.135 Freeport-McMoRan Copper & Gold Inc 5.800 37,74 1.185 4.900 34,20 948 CVS Caremark Corp 5.300 71,57 2.054 9.100 48,35 2.490 Capital One Financial Corp 4.300 57,93 1.410 Wells Fargo & Co 8.800 45,40 2.163 14.300 34,18 2.766 Helmerich & Payne Inc 2.800 84,08 1.275 UGI Corp 1.400 41,46 314 11.400 32,71 2.110 Danaher Corp 3.300 77,20 1.379 5.400 55,90 1.708 Exxon Mobil Corp 3.100 86,55 1.518 McKesson Corp 1.800 161,40 1.573 3.100 96,96 1.701 SanDisk Corp 2.900 70,54 1.108 Humana Inc 3.800 68,63 1.476 UnitedHealth Group Inc 6.500 54,24 1.995 National Oilwell Varco Inc 3.800 68,35 1.470 Continental Resources Inc/OK 1.900 112,52 1.157 Unoterede aktier fra danske selskaber 1 0,00 1 0,00 Danmark (DKK 1) Jyske Invest Fund Management A/S 1 1112,55 1 1 1033,31 1 Afledte finansielle instrumenter 3.678 4,21 7.160 6,46 Canada (CAD 5,095624) S&P/TSX 60 IX FUT Mar14-200 26,80-27 Japan (JPY 0,06545) NIKKEI 225 (SGX) Mar13-31.000 865,00-1.755 Tyskland (EUR 7,460957) EURO STOXX 50 Mar13-1.770-35,00 462 STOXX 50 FUTR Mar13-1.790-35,00 467 USA (USD 5,6591) S&P500 EMINI FUT Mar13-13.900-20,97 1.650 S&P500 EMINI FUT Mar14-6.700 67,95-2.465 mini MSCI Emg Mkt Mar14-2.500 25,25-342 mini MSCI EAFE Mar14-4.650 79,56-2.003 HKD/DKK 1.700.000 0,00 0 HKD/DKK -1.218.220 2,60-32 AUD/DKK 550.000 0,00 0 AUD/DKK -2.820.235 5,89-166 USD/DKK 750.000 0,00 0 USD/DKK -4.154.471 2,29-95 EUR/DKK -330.000 0,00 0 EUR/DKK 2.458.859-0,08-2 USD/DKK 250.000 0,00 0 USD/DKK -1.376.830 1,72-24 USD/DKK 1.900.000 0,00 0 USD/DKK -10.353.505 0,67-70 USD/DKK -460.000 0,00 0
USD/DKK 2.487.095-0,11-3 USD/DKK -330.000 0,00 0 USD/DKK 1.788.957 0,16 3 USD/DKK -300.000 0,00 0 USD/DKK 1.634.130 0,64 10 GBP/DKK -2.297.308-1,41 32 CHF/DKK -420.000 0,00 0 GBP/DKK 100.000 0,00 0 GBP/DKK -893.082-0,33 3 GBP/DKK 260.000 0,00 0 EUR/DKK 1.341.612-0,05-1 EUR/DKK -180.000 0,00 0 USD/DKK 135.614.028 2,54 3.442 USD/DKK -24.420.000 0,00 0 SEK/DKK -830.000-1,43 12 SEK/DKK 1.000.000 0,00 0 NOK/DKK 1.916.510 0,12 2 NOK/DKK -2.150.000 0,00 0 JPY/DKK 2.223.347 7,80 174 JPY/DKK -39.800.000 0,00 0 CHF/DKK 2.542.764-0,56-14 GBP/DKK 0 100,00 0 GBP/DKK 0 100,00 0 EUR/DKK 450.000 0,00 0 JPY/DKK -1.314.335 0,43-6 JPY/DKK 20.000.000 0,00 0 EUR/DKK -2.236.533-0,06 1 EUR/DKK 300.000 0,00 0 EUR/DKK -3.355.358-0,04 1 JPY/DKK 16.200.000 0,00 0 JPY/DKK -1.086.483 2,44-26 CHF/DKK 175.000 0,00 0 CHF/DKK -1.080.659-0,14 2 USD/DKK -100.000 0,00 0 USD/DKK 564.330-0,22-1 HKD/DKK 3.620.000 0,00 0 HKD/DKK -2.666.745 0,93-25 SEK/DKK -947.803-0,81 8 USD/DKK 115.102.210 2,46 2.834 EUR/DKK -5.940.000 0,00 0 EUR/DKK 44.275.572-0,07-32 USD/DKK 1.800.000 0,00 0 USD/DKK -10.112.470-0,67 68 USD/DKK -19.850.000 0,00 0 USD/DKK 3.802.785 3,33 127 USD/DKK -650.000 0,00 0 USD/DKK 1.206.733 1,57 19 USD/DKK -210.000 0,00 0 JPY/DKK 2.335.258 6,14 143 JPY/DKK -33.500.000 0,00 0 SEK/DKK 1.100.000 0,00 0 MXN/DKK 2.221.000 2,31 51
MXN/DKK -5.000.000 0,00 0 AUD/DKK 1.503.725 2,66 40 AUD/DKK -250.000 0,00 0 SEK/DKK 2.860.440-0,21-6 SEK/DKK -3.300.000 0,00 0 NOK/DKK 4.198.555-0,31-13 NOK/DKK -4.150.000 0,00 0 HKD/DKK 5.697.474 2,39 136 HKD/DKK -7.620.000 0,00 0 JPY/DKK 10.618.545 9,42 1.000 JPY/DKK -147.000.000 0,00 0 CHF/DKK 8.458.243-0,16-14 CHF/DKK -1.370.000 0,00 0 GBP/DKK 15.777.870 0,95 150 GBP/DKK -1.700.000 0,00 0 Andre aktiver 92 0,11 557 0,50 Passiver Formue -47.035-53,83-2.119-1,91 Likvide midler 0 0,00-96.314-86,85 Formue 87.382 100,00 110.897 100,00 Jyske Invest Hedge Markedsneutral - Obligationer Afdelingens funktionelle valuta: DKK Noterede obligationer 422.570 364,69 1.215.008 908,96 Noterede obligationer fra danske udstedere 422.570 364,69 1.091.820 816,80 Danmark (DKK 1) 0,79% Nordea Kredit C6 OA 2015 346.008.224 100,32 347.115 FLT DANSKB 01-01-2020 120.000.000 98,30 117.960 165.000.000 94,70 156.255 0,86% Realkredit Danmark 12S TA 2015 348.319.225 100,38 349.643 0,3772% Nykredit 21E SDO 2014 139.634.283 100,00 139.634 0,4076% Nykredit 31HF3Hnc 2013 99.024.339 100,15 99.173 FLT NYKRE 01-07-2015 (40D) 739.201 100,00 739 FLT NYKRE 01-07-2015 (40D) 105.260.799 100,07 105.334 FLT NDASS 01-07-2016 (.) 99.100.010 100,05 99.150 FLT NYKRE 01-10-2016 (31G) 99.188.713 100,20 99.387 Noterede obligationer fra udenlandske udstedere 0 0,00 123.188 92,16 Storbritannien (DKK 1) 1,1350% Bank of Scotland Plc SDO 2018 125.000.000 98,55 123.188 Afledte finansielle instrumenter 0 0,00 0 0,00 (DKK 1) FLT DANSKB 01-01-2020 **REPO** -120.000.000 98,30-117.960 FLT NDASS 01-07-2016 (.) **REPO** -99.100.010 100,23-99.325 FLT NYKRE 01-10-2016 (31G) **REPO** -99.188.713 100,44-99.623 FLT DANSKB 01-01-2020 **REPO** -20.000.000 95,11-19.022 FLT NDASS 01-07-2015 **REPO** -346.008.224 100,47-347.652 FLT NYKRE 01-10-2013 (31H) **REPO** -99.024.339 100,24-99.264
FLT DANSKB 01-01-2020 **REPO** -145.000.000 95,11-137.908 FLT NYKRE 01-04-2014 (21E IOH) **REPO** -139.634.283 100,09-139.753 FLT RDKRE 01-07-2015 (12T) **REPO** -348.319.225 100,55-350.236 Andre aktiver 618 0,53 3.037 2,27 Passiver Formue -316.907-273,50-1.093.835-818,31 Likvide midler 9.590 8,28 9.461 7,08 Formue 115.872 100,00 133.671 100,00 Jyske Invest Hedge Valuta Afdelingens funktionelle valuta: DKK Afledte finansielle instrumenter USD/CHF 0 0,00 0 USD/CHF 0-0,60 0 GBP/DKK 0-1,26 0 GBP/DKK 0 0,00 0