Jyske Invest Hedge Markedsneutral - Aktier Afdelingens funktionelle valuta: DKK Kapitalandele 274.990 190,73 290.563 165,27 Noterede aktier fra udenlandske selskaber 274.989 190,73 290.562 165,27 Australien (AUD 6,004948) Australia & New Zealand Banking Group Ltd 11.350 22,03 1.501 12.850 20,53 1.548 Belgien (EUR 7,434349) Anheuser-Busch InBev NV 9.380 61,30 4.275 11.580 47,31 4.071 Brasilien (BRL 2,902326) Banco do Brasil SA 15.200 19,53 862 15.200 23,70 1.106 Vale SA 11.000 19,51 1.257 7.400 20,60 873 Cia de Saneamento Basico do Estado de Sao Paulo 4.000 75,86 1.778 Canada (USD 5,8582) Barrick Gold Corp 5.550 37,57 1.222 3.850 45,25 997 Cayman Island (USD 5,8582) Baidu Inc 1.700 114,98 1.145 1.700 116,47 1.134 NetEase Inc 4.200 58,85 1.448 5.500 44,85 1.412 Frankrig (EUR 7,434349) Total SA 21.380 35,50 5.643 19.880 39,50 5.836 Schneider Electric SA 8.600 43,73 2.796 8.500 40,68 2.570 BNP Paribas SA 13.500 30,34 3.045 11.000 30,35 2.481 Sanofi 12.500 59,74 5.552 Safran SA 11.480 29,20 2.492 10.480 23,21 1.807 Holland (USD 5,8582) LyondellBasell Industries NV 5.800 40,27 1.368 5.100 32,49 949 ING Groep NV 63.050 5,27 2.468 52.050 5,56 2.151 Koninklijke KPN NV 40.500 9,25 2.783 Hongkong (HKD 0,737176) Hutchison Whampoa Ltd 43.000 65,05 2.062 SJM Holdings Ltd 203.000 12,68 1.898 China Overseas Land & Investment Ltd 106.000 17,98 1.439 140.000 12,98 1.340 CNOOC Ltd 148.000 13,58 1.482 Indien (INR 0,10492) Cairn India Ltd 50.000 307,55 1.613 Mahindra & Mahindra Ltd 20.000 681,80 1.470 Bank of Baroda 14.250 665,35 1.022 Indonesien (IDR 0,000624) Bank Rakyat Indonesia Persero Tbk PT 360.000 6350,00 1.426 360.000 6750,00 1.534 Japan (JPY 0,07342)
Daito Trust Construction Co Ltd 2.500 7550,00 1.386 2.900 6600,00 1.424 JGC Corp 15.200 2295,00 2.561 16.000 1848,00 2.200 Zeon Corp 23.000 603,00 1.018 23.000 668,00 1.143 JX Holdings Inc 53.400 465,00 1.848 Tokyo Gas Co Ltd 70.000 407,00 2.092 ITOCHU Corp 37.100 832,00 2.266 40.600 782,00 2.363 Canon Inc 8.500 3410,00 2.157 Asahi Kasei Corp 37.000 464,00 1.278 Japan Tobacco Inc 14.000 2361,00 2.427 Bridgestone Corp 17.000 1815,00 2.265 19.000 1745,00 2.467 Sumitomo Corp 30.400 1108,00 2.473 30.400 1042,00 2.357 Softbank Corp 18.500 2953,00 4.011 Jersey (GBP 9,188294) Petrofac Ltd 10.165 1388,00 1.296 13.465 1441,00 1.726 Shire PLC 12.400 1832,00 2.087 9.000 2243,00 1.796 Kina (HKD 0,755229) China Construction Bank Corp 338.410 5,29 1.352 288.410 5,42 1.152 Dongfeng Motor Group Co Ltd 169.000 11,90 1.519 225.000 13,32 2.209 China Minsheng Banking Corp Ltd 250.000 6,87 1.297 Anhui Conch Cement Co Ltd 52.000 23,05 884 Korea (KRW 0,005115) Hyundai Mobis 1.441 274500,00 2.023 1.241 292000,00 1.801 Samsung Electronics Co Ltd 343 749000,00 1.314 Shinhan Financial Group Co Ltd 5.250 39700,00 1.066 5.250 39750,00 1.037 Samsung Electronics Co Ltd 33 1201000,00 203 230 1058000,00 1.209 Malaysia (MYR 1,844812) Axiata Group Bhd 29.255 5,47 295 291.500 5,14 2.706 Mexico (USD 5,8582) America Movil SAB de CV 17.000 26,06 2.595 19.500 22,60 2.523 Norge (NOK 0,985491) Telenor ASA 26.825 98,90 2.614 35.825 98,10 3.372 DNB ASA 23.100 58,95 1.342 20.100 58,55 1.129 Panama (USD 5,8582) Copa Holdings SA 4.700 82,48 2.271 4.000 58,67 1.344 Rusland (USD 5,8582) Sberbank of Russia 21.000 10,75 1.322 Lukoil OAO 4.540 55,75 1.483 4.540 52,95 1.376 Schweiz (CHF 6,189329) Nestle SA 13.500 56,55 4.725 14.900 54,00 4.926 TE Connectivity Ltd 7.800 30,81 1.376 Novartis AG 13.095 52,90 4.288 12.495 53,70 4.108
30. juni 2012 31. december 2011 Spanien (EUR 7,432363) Obrascon Huarte Lain SA 13.240 19,38 1.907 Banco Santander SA 85.341 5,87 3.723 Telefonica SA 20.615 10,37 1.589 20.615 13,39 2.051 Storbritannien (GBP 8,897766) Vodafone Group PLC 265.000 178,90 4.218 Reckitt Benckiser Group PLC 7.000 3365,00 2.164 6.700 3180,00 1.896 GlaxoSmithKline PLC 27.100 1471,50 3.548 Standard Chartered PLC 16.100 1384,50 2.048 17.600 1409,00 2.207 SABMiller PLC 8.365 2555,00 1.964 11.165 2266,50 2.252 Xstrata PLC 11.355 978,00 988 G4S PLC 82.400 279,10 2.113 72.400 271,80 1.751 ICAP PLC 38.875 337,50 1.206 29.875 346,90 922 Centrica PLC 83.800 318,00 2.449 103.800 289,30 2.672 British American Tobacco PLC 11.000 3241,50 3.276 14.000 3055,50 3.806 BHP Billiton PLC 13.700 1806,00 2.273 11.700 1877,50 1.955 BG Group PLC 20.500 1300,00 2.449 Sverige (SEK 0,848719) Assa Abloy AB 11.360 192,60 1.857 14.360 172,60 2.070 Swedbank AB 16.520 108,60 1.523 18.520 89,15 1.379 Tyrkiet (TRY 3,238901) Turkiye Halk Bankasi AS 35.000 14,15 1.604 35.000 9,90 1.050 Tyskland (EUR 7,434349) Allianz SE 5.570 79,11 3.276 5.370 73,91 2.950 Bayerische Motoren Werke AG 6.175 56,93 2.613 6.175 51,76 2.376 Continental AG 4.000 65,62 1.951 Volkswagen AG 2.500 124,60 2.316 E.ON AG 26.000 16,67 3.221 Bayer AG 10.628 56,78 4.486 10.928 49,40 4.012 BASF SE 9.320 54,70 3.790 8.960 53,89 3.589 Henkel AG & Co KGaA 5.805 52,37 2.260 6.505 44,59 2.156 USA (USD 5,8582) Marathon Oil Corp 12.600 25,57 1.887 12.100 29,27 2.028 Thermo Fisher Scientific Inc 6.700 51,91 2.037 7.800 44,97 2.008 International Business Machines Corp 3.650 195,58 4.182 4.050 183,88 4.264 Walt Disney Co/The 11.500 48,50 3.267 Johnson & Johnson 10.600 65,58 3.980 Apple Inc 2.430 584,00 8.313 2.630 405,00 6.098 Coca-Cola Co/The 10.700 69,97 4.286 Oracle Corp 17.800 29,70 3.097 16.300 25,65 2.394 Occidental Petroleum Corp 5.400 85,77 2.713 5.100 93,70 2.736
McDonald's Corp 2.500 100,33 1.436 Viacom Inc 8.300 47,02 2.286 5.000 45,41 1.300 Hess Corp 5.300 56,80 1.724 Western Union Co/The 14.000 18,26 1.464 Oil States International Inc 4.000 66,20 1.551 4.400 76,37 1.924 Visa Inc 3.200 123,63 2.318 3.500 101,53 2.035 Philip Morris International Inc 8.000 87,26 4.089 9.000 78,48 4.044 Cliffs Natural Resources Inc 2.800 62,35 1.000 Life Technologies Corp 7.300 44,99 1.924 8.600 38,91 1.916 Reinsurance Group of America Inc 4.900 53,21 1.527 4.900 52,25 1.466 CACI International Inc 3.900 55,92 1.249 DIRECTV 9.000 48,82 2.574 9.300 42,76 2.277 Warnaco Group Inc/The 7.300 50,04 2.091 Tupperware Brands Corp 6.000 54,76 1.925 6.000 55,97 1.923 Marathon Petroleum Corp 9.200 33,29 1.753 Express Scripts Holding Co 7.300 55,83 2.388 JPMorgan Chase & Co 14.500 35,73 3.035 16.500 33,25 3.141 Valero Energy Corp 9.100 21,05 1.097 Chevron Corp 6.600 105,50 4.079 7.800 106,40 4.752 VF Corp 1.700 133,45 1.329 JM Smucker Co/The 5.400 78,17 2.417 Franklin Resources Inc 2.500 110,99 1.626 2.800 96,06 1.540 priceline.com Inc 600 664,52 2.336 500 467,71 1.339 AutoZone Inc 900 367,17 1.936 1.200 324,97 2.233 Alliance Data Systems Corp 2.000 135,00 1.582 1.900 103,84 1.130 Altria Group Inc 13.200 34,55 2.672 19.300 29,65 3.276 Dover Corp 6.400 53,61 2.010 6.200 58,05 2.061 Laboratory Corp of America Holdings 3.500 92,61 1.899 3.000 85,97 1.477 Xcel Energy Inc 14.400 28,41 2.397 20.900 27,64 3.307 Google Inc 1.000 580,07 3.398 900 645,90 3.328 Torchmark Corp 5.000 50,55 1.481 6.700 43,39 1.664 Deere & Co 5.100 80,87 2.416 4.500 77,35 1.993 Intel Corp 20.700 26,65 3.232 20.200 24,25 2.805 Caterpillar Inc 5.100 84,91 2.537 Microsoft Corp 25.000 30,59 4.480 24.500 25,96 3.641 Abbott Laboratories 8.100 64,47 3.059 9.400 56,23 3.026 Wal-Mart Stores Inc 8.300 69,72 3.390 11.100 59,76 3.798 QUALCOMM Inc 8.000 55,68 2.609 8.000 54,70 2.505 Mattel Inc 11.500 32,44 2.185 14.000 27,76 2.225 EMC Corp/MA 13.300 25,63 1.997 14.300 21,54 1.764 Cisco Systems Inc 24.500 17,17 2.464 20.000 18,08 2.070
United Technologies Corp 6.100 75,53 2.699 6.800 73,09 2.846 Freeport-McMoRan Copper & Gold Inc 8.600 34,07 1.716 5.900 36,79 1.243 CVS Caremark Corp 11.000 46,73 3.011 Express Scripts Inc 7.700 44,69 1.970 Capital One Financial Corp 4.200 54,66 1.345 Wells Fargo & Co 18.700 33,44 3.663 21.700 27,56 3.424 UGI Corp 13.000 29,43 2.241 15.300 29,40 2.575 Danaher Corp 7.500 52,08 2.288 8.400 47,04 2.262 McKesson Corp 3.800 93,75 2.087 4.600 77,91 2.052 SanDisk Corp 4.700 49,21 1.324 Norfolk Southern Corp 5.100 72,86 2.127 Unum Group 12.100 19,13 1.356 10.800 21,07 1.303 Humana Inc 4.100 77,44 1.860 3.800 87,61 1.906 Apache Corp 4.200 87,89 2.162 3.700 90,58 1.919 UnitedHealth Group Inc 7.300 58,50 2.502 8.500 50,68 2.466 National Oilwell Varco Inc 4.500 64,44 1.699 5.200 67,99 2.024 Unoterede aktier fra danske selskaber 1 0,00 1 0,00 Danmark (DKK 1) Jyske Invest Fund Management A/S 1 1033,31 1 1 1033,52 1 Afledte finansielle instrumenter 165 0,11 707 0,40 Singapore (JPY 0,074413) NIKKEI 225 (SGX) Mar12-60.000-145,00 647 EUR/DKK -11.137.200-0,05 6 USD/DKK -2.747.258-1,18 32 EUR/DKK 50.551.200 0,07 36 GBP/DKK 27.160.060 0,32 87 CHF/DKK 8.482.766 0,05 4 FXFO-EUR/DKK-20090519 38.523.735 0,15 60 Andre aktiver 1.980 1,37 491 0,28 Afledte finansielle instrumenter -15.244-10,57-18.249-10,38 Japan (JPY 0,07342) NIKKEI 225 (SGX) Sep12-55.000 637,91-2.576 Tyskland (EUR 7,432363) STOXX 50 FUTR Mar12-2.910 75,00-1.622
EURO STOXX 50 Mar12-2.770 72,00-1.482 STOXX 50 FUTR Sep12-2.530 71,00-1.335 EURO STOXX 50 Sep12-2.810 119,00-2.486 USA (USD 5,72535) S&P500 EMINI FUT Mar12-21.100 32,38-3.912 S&P500 EMINI FUT Sep12-18.550 36,45-3.961 USD/DKK -6.516.950 1,23-80 USD/DKK -3.538.500 0,77-27 EUR/DKK 1.633.610-0,04-1 JPY/DKK -2.674.525 3,97-106 USD/DKK -2.565.122 1,90-49 EUR/DKK 3.713.850-0,01-1 GBP/DKK -928.400 1,15-11 JPY/DKK 1.695.525-1,71-29 GBP/DKK -2.315.775 0,93-21 USD/DKK 148.384.785-2,44-3.623 JPY/DKK 17.244.514-2,56-441 HKD/DKK 9.436.802-2,50-236 NOK/DKK 4.694.880-0,50-23 SEK/DKK 3.743.550-1,76-66 AUD/DKK 1.436.000-4,03-58 MXN/DKK 2.140.500-1,41-30 USD/DKK -2.061.500 0,65-13 USD/DKK -4.167.520 1,71-71 FXFO-USD/DKK-20120208 1.951.285-2,68-52 FXFO-EUR/DKK-20120208 8.171.680-0,05-4 FXFO-MXN/DKK-20101110 1.997.000-2,38-48 FXFO-AUD/DKK-20101110 1.382.475-5,65-78 FXFO-SEK/DKK-20110506 3.661.200-2,42-89 FXFO-NOK/DKK-20101110 4.581.600-0,35-16 FXFO-HKD/DKK-20090519 12.954.240-6,51-844 FXFO-USD/DKK-20090519 124.927.360-6,30-7.876 FXFO-USD/DKK-20120208 7.138.125-0,24-17 FXFO-GBP/DKK-20090519 29.378.514-3,22-946 FXFO-CHF/DKK-20090519 8.358.370-0,40-33 FXFO-JPY/DKK-20090519 15.668.448-7,84-1.229 Anden gæld -117.716-81,65-97.708-55,58 Medlemmernes formue 144.175 100,00 175.807 100,00
Jyske Invest Hedge Markedsneutral - Obligationer Afdelingens funktionelle valuta: DKK Obligationer 1.424.408 915,05 1.336.832 803,59 Noterede obligationer fra danske udstedere 1.296.090 832,62 1.205.679 724,75 Danmark (DKK 1) 0,79% Nordea Kredit C6 OA 2015 350.000.000 100,07 350.245 1,2625% Danmarks Skibskredit 2018 554.000.000 96,35 533.779 0,8500% Danmarks Skibskredit 2020 165.000.000 92,50 152.625 350.000.000 94,45 330.575 0,86% Realkredit Danmark 12S TA 2015 350.000.000 100,14 350.490 2,00% BRFkredit 321.B.ok 2012 200.000.000 100,26 200.520 0,6540% Nykredit 21E SDO 2014 142.404.119 100,00 142.404 144.504.228 99,70 144.071 1,5132% Nykredit 40DF6Hnc 2013 196.468.337 100,40 197.254 0,6844% Nykredit 31HF3Hnc 2013 99.696.316 100,11 99.806 Noterede obligationer fra udenlandske udstedere 128.318 82,43 131.153 78,84 Storbritannien (DKK 1) 1,5425% Bank of Scotland Plc SDO 2018 135.000.000 95,05 128.318 135.000.000 97,15 131.153 Afledte finansielle instrumenter 396.636 254,80 14.596 8,77 (DKK 1) FLT NBHSS 01-07-2013 (IOH) **REVERSE** 199.091.211 100,72 200.532 FLT NYKRE 01-01-2013 (IOH) **REVERSE** 194.632.530 100,76 196.105 REVERSE-20111231 15.000.000 97,31 14.596 Andre aktiver 6.018 3,87 10.825 6,51 Afledte finansielle instrumenter -1.678.568-1078,33-1.202.013-722,55 (DKK 1) FLT NYKRE 01-01-2013 (IOH) **REPO** -194.632.530 100,69-195.978 FLT NYKRE 01-10-2013 (31H) **REPO** -99.696.316 100,47-100.162 FLT NYKRE 01-04-2014 (21E IOH) **REPO** -142.404.119 100,31-142.848 FLT NBHSS 01-07-2013 (IOH) **REPO** -199.091.211 100,78-200.635 2 BRF 01-10-2012 (3) **REPO** -200.000.000 101,67-203.341 FLT DANSKB 01-01-2020 **REPO** -145.000.000 93,13-135.033 FLT RDKRE 01-07-2015 (12T) **REPO** -350.000.000 100,11-350.373
FLT NDASS 01-07-2015 **REPO** -350.000.000 100,06-350.197 REPO-20120113-196.468.337 100,83-198.102 REPO-20120113-569.000.000 97,35-553.899 REPO-20120113-320.000.000 95,45-305.427 REPO-20120113-144.504.228 100,06-144.584 Medlemmernes formue 155.664 100,00 166.358 100,00 Jyske Invest Hedge Valuta Afdelingens funktionelle valuta: DKK Andre aktiver 86 0,27 0 0,00 Likvide midler 31.787 99,73 31.144 100,00 Medlemmernes formue 31.873 100,00 31.144 100,00