Ress Life Investments A/S: Ress Life Investments A/S publishes performance and portfolio data for 2017

Udgivet den 19-01-2018  |  kl. 16:05  |  

Ress Life Investments A/S
Holbergsgade 14, 2 tv
DK-1057 Copenhagen K
Denmark
CVR nr. 33593163
resslifeinvestments.com
To: Nasdaq Copenhagen
Date: 19 January 2018

Corporate Announcement 03/2018

Ress Life Investments A/S publishes performance and portfolio data for 2017

Ress Life Investments A/S hereby publishes performance attribution and portfolio overview for the combined portfolio of Ress Uncorrelated Assets Fund and Ress Life Investments for the benefit of the company's shareholders.

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




Performance 2017-12-29 2017
Realised (Maturities & sold policies) 8.48%
Aging effect 3.49%
Mtm-adjustment (Change in discount rates) -1.02%
   
Life Expectancy Updates 0.01%
Premium prepayments -0.23%
Premium optimization 0.57%
COI increases -0.38%
Gross portfolio performance 10.92%
Investment factor effect -0.34%
Net portfolio performance 10.58%
Master fund costs -2.90%
RLI costs -0.95%
FX -0.01%
Interest 0.01%
Other 0.04%
Net Fund Performance 6.77%

The number of actual maturities in the portfolio was 24 per 2017-12-29, while the expected number was 20.32 per 2017-12-29.



Below will follow the portfolio composition as of 2017-12-29.

Top 10 Carriers Number of Policies Weight%
John Hancock Life Insurance Company USA 21 14.0%
AXA Equitable Life Insurance Company 20 8.5%
Lincoln National Life Insurance Company 20 7.7%
Brighthouse Life Insurance Company 12 7.2%
Transamerica Life Insurance Company 14 5.7%
Protective Life Insurance Company 12 4.9%
United Of Omaha Life Insurance Company 4 3.9%
C.M. Life Insurance Company 4 3.8%
Security Life Of Denver Insurance Company 6 3.7%
Pacific Life Insurance Company 7 3.7%



Carrier Rating Weight%
A++ 6.2%
A+ 54.2%
A 27.5%
A- 9.9%
B++ 1.8%
B 0.4%



Top 5 States Weight%
CA 17.2%
FL 16.0%
NY 11.5%
TX 4.9%
IL 3.9%



Face Group Weight%
 250,000-500,000 4.4%
500,001-1,000,000 11.7%
1,000,001-2,000,000 22.0%
2,000,001-3,000,000 9.7%
3,000,001-5,000,000 27.3%
5,000,001-10,000,000 19.5%
10,000,001-15,000,000 5.6%



Age Group Weight%
<65 2.4%
65-69 2.4%
70-74 19.6%
75-79 34.0%
80-84 22.9%
85-89 17.5%
90-94 1.1%



Gender Weight%
Female 24.8%
Male 75.2%

Ress Life Investments AS - Company Announcement 03-2018


This announcement is distributed by Nasdaq Corporate Solutions on behalf of Nasdaq Corporate Solutions clients.
The issuer of this announcement warrants that they are solely responsible for the content, accuracy and originality of the information contained therein.
Source: Ress Life Investments A/S via Globenewswire

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Udgivet af: NPinvestordk

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