November 2009 - Nordea Bank Lietuva

Euro Bond Fund
30 November 2009
Performance in %
Cumulative Fund Benchmark*
Year to date
12.84
3.71
1 month
1.15
0.32
3 months
3.78
0.80
1 year
12.69
4.41
3 years
12.69
12.60
5 years
17.86
20.61
Since launch
71.91 108.61
Discrete Year
2008
2007
2006
2005
2004
Key Figures**
Annualised return in %
Volatility in %
Average maturity
Duration in years
Yield to maturity
Correlation
Information ratio
Tracking error in %
Fund
1.43
-0.52
-1.01
3.97
6.07
Fund
4.06
4.49
7.99
4.01
3.68
0.60
0.01
3.67
Benchmark*
8.01
1.78
-0.25
5.31
7.71
Benchmark*
4.04
3.52
-
-
-
Performance (in base currency, indexed at 100)
124
120
116
112
108
104
100
96
30/11/2004 30/11/2005 30/11/2006 30/11/2007 30/11/2008 30/11/2009
Euro Bond Fund
Barclays Capital Euro Aggregate Bond Index²
With effect from 23 October 2008 the benchmark changed from JP Morgan EMU Aggregate All Maturity TR Index to Lehman
Brothers EURO Aggregate Index. The fund performance prior to this date is measured in comparison to the previous
benchmark used. These changes have been published in the prospectus, valid as of 23 October 2008.
²Source: Datastream/Bloomberg
Fund Data
Share class
Fund category
Last NAV
AUM (Million EUR)
Minimum investment (EUR)
- Front end fee in %
- Annual management fee in %
- Launch date
BP
Accumulating
8.79
12.29
50
3.00
0.60
05/07/1996
Base currency
ISIN
Sedol
WKN
Bloomberg ticker
Number of holdings
Manager
EUR
LU0076315455
5096004
986135
FRTGRBI LX
81
Dynamic Fixed Income
Performances are in EUR
*Barclays Capital Euro Aggregate Bond Index
**Annualized 3 year data
Asset Allocation in %
Country
Fund
United Kingdom 21.42
Germany 18.11
United States 10.38
France 6.31
Italy 6.15
Norway 5.63
Sweden 5.46
Spain 4.35
Other 14.62
Net Liquid Assets 7.52
Rating
Fund
A3 18.27
Aaa 15.91
Aa3 13.24
A1 10.59
A2 6.86
Aa2 6.44
Baa1 5.32
Baa2 4.59
Other 11.20
Net Liquid Assets 7.52
Top Holdings in %
Security Name
Rating
Asset Type
Weight
Bundesrep. Deutschland 4.750% 2034-07-04 Aaa
Government Bonds
7.06
Bundesrep. Deutschland 4.750% 2028-07-04 Aaa
Government Bonds
4.94
Santander Intl 3,375% 2010-02-17 Aa2
Corporate Bonds
3.47
UBS Jersey FRN 2015-11-17 A1
Corporate Bonds
2.67
Standard Chartered Bank FRN 2018-03-28 A3
Corporate Bonds
2.55
HBOS FRN 2017-03-21 Ba1
Corporate Bonds
2.11
Nordea Bank 4,000% 2016-09-30 Aa3
Corporate Bonds
2.05
Danske Bank 4.125% 2019-11-26 Aaa
Corporate Bonds
2.04
IBM 3% 2010-02-08 A1
Corporate Bonds
1.87
American Intl 4.375% 2016-04-26 A3
Corporate Bonds
1.80
Investment Strategy
The fund invests a minimum of two-thirds of its net assets in fixed-income and floating rate debt securities issued by private borrowers and public authorities denominated in EUR.
Invested are government bonds or bonds issued by local authorities or agencies, mortgage bonds, corporate bonds with a good rating, and bonds issued by supranational
institutions. The fund may further use derivative instruments to reduce risks. The fund aims to exploit market movements as well as the yield spreads between various credit risk
segments.