Ress Life Investments A/S
Holbergsgade 14, 2 tv
DK-1057 Copenhagen K
Denmark
CVR nr. 33593163
www.resslifeinvestments.com
To: Nasdaq Copenhagen
Date: 24 February 2017
Corporate Announcement 49/2017
Ress Uncorrelated Assets Fund provides portfolio composition update
Ress Life Investments A/S invests in fund units of Ress Uncorrelated Assets Fund. The AIF-manager of Ress Uncorrelated Assets Fund fund has provided the following information.
Below is a breakdown of the performance attribution for 2016:
| Performance decomposition | 2016 |
| Realised (Maturities & sold policies) | 2.45% |
| Aging effect | 3.96% |
| Mtm-adjustment (Change in discount rates) | 0.27% |
| Life Expectancy Updates | 0.06% |
| Premium prepayments | -0.31% |
| Premium optimization | -0.15% |
| COI increases | -0.66% |
| Gross portfolio performance | 5.63% |
| Investment factor effect | -0.18% |
| Net portfolio performance | 5.45% |
| Master Fund Costs | -2.26% |
| Feeder Fund Costs | -0.48% |
| FX | 0.00% |
| Interest | -0.03% |
| Net Fund Performance | 2.69% |
Questions related to this announcement can be made to the company's AIF-manager, Resscapital AB.
Contact person:
Jonas Mårtenson
jonas.martenson@resscapital.com
Tel + 46 8 545 282 09
