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Nykredit Realkredit Group

PRI reporting framework 2018

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Peering questions

OO LE 01. Breakdown by passive, quantitative, fundamental and other active strategies

LE 01.1. Provide a breakdown of your internally managed listed equities by passive, active - quantitative (quant), active - fundamental and active - other strategies.

Percentage of internally managed listed equities

26 Passive
17 Active - quantitative (quant)
57 Active - fundamental and active - other
Total 100%

LE 01.2. Additional information. [Optional]

The passive strategies are mostly used as part of allocation funds. One fund is a ESG-optimized fund. The majority of the passive funds is beta strategies.

The quant strategies uses ESG as part of final evaluation proces and ongoing risk evaluation. 

The fundamental funds all uses ESG as part of initial sector analysis, first selection of companies, valuation and the more qualitative final selection. ESG is part of the ongoing risk evaluation and active ownership. It is a cornerstone in the dialogue with the company. 


OO LE 02. Reporting on strategies that are <10% of actively managed listed equities (Not Applicable)


OO FI 01. Breakdown by passive,active strategies

FI 01.1. Provide a breakdown of your internally managed fixed income securities by active and passive strategies

SSA

0 Passive
0 Active - quantitative (quant)
100 Active - fundamental and active - other
Total 100%

Corporate (financial)

0 Passive
0 Active - quantitative (quant)
100 Active - fundamental and active - other
Total 100%

Corporate (non-financial)

0 Passive
0 Active - quantitative (quant)
100 Active - fundamental and active - other
Total 100%

Securitised

0 Passive
0 Active - quantitative (quant)
100 Active - fundamental and active - other
Total 100%

FI 01.2. Additional information. [Optional]

Fixed income is a speciality of Nykredit. Nykredit is one of the largest bond issuers in Europe and fixed income was the natural starting point for the Nykredit Asset Management business. It is naturally also the conerstone of the Nykredit treasury investments. The products are designed to meet the customers specific needs in relation to risk, maturity and yield and thus at anytime mixes the different fixed income asset classes set up here. 


OO FI 02. Option to report on <10% assets (Not Applicable)


OO FI 03. Breakdown by market and credit quality

FI 03.1. Indicate the approximate (+/- 5%) breakdown of your SSA investments, by developed markets and emerging markets.

SSA
84.5 Developed markets
15.5 Emerging markets
Total 100%

FI 03.3. Additional information. [Optional]

The emerging markets SSA exposure is only through a dedicated EMD portfolio with an extra layer of ESG processes in selection and risk assessment.


OO SAM 01. Breakdown by passive, quantitative, fundamental and other active strategies

SAM 01.1. Provide a breakdown of your externally managed listed equities and fixed income by passive, active quant and, active fundamental and other active strategies.

Listed equity (LE)
0 Passive
0 Active - quantitative (quant)
100 Active - fundamental and active - other
100%
Fixed income - SSA
0 Passive
0 Active - quantitative (quant)
100 Active - fundamental and active - other
100%
Fixed income - Corporate (financial)
0 Passive
0 Active - quantitative (quant)
100 Active - fundamental and active - other
100%
Fixed income - Corporate (non-financial)
0 Passive
0 Active - quantitative (quant)
100 Active - fundamental and active - other
100%

SAM 01.2. Additional information [Optional].

The externally managed fixed income investements is a externally managed EMD portfolio.


OO PE 01. Breakdown of investments by strategy (Not Applicable)


OO PE 02. Typical level of ownership (Not Applicable)


OO PR 01. Breakdown of investments (Not Applicable)


OO PR 02. Breakdown of assets by management (Not Applicable)


OO PR 03. Largest property types (Not Applicable)


OO INF 01. Breakdown of investments (Not Applicable)


OO INF 02. Breakdown of assets by management (Not Applicable)


OO INF 03. Largest infrastructure (Not Applicable)


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