# Insurance-linked strategies
Allocation	Absolute return*
| Asset class | strategic | current | Q2 | YTD | 2022 |
| --- | --- | --- | --- | --- | --- |
| Natural catastrophe risk | 4.0% | 4.4% | 4.2% | 8.0% | 0.9% |
| Life risk | 1.0% | 0.4% | -1.9% | -1.8% | 1.8% |
| Insurance-linked strategies | 5.0% | 4.9% | 3.7% | 7.0% | 1.0% |

Natural catastrophe risk – Risk contribution
0%	20%	40%	60%	80%
Natural catastrophe risk – Instruments
0%	20%	40%	60%	80%
Hurricane US Windstorm Europe Typhoon Japan
Cyclone Australia & New Zealand
Wind Rest of World
| Earthquake USA | 10.0% |
| --- | --- |
| Earthquake Europe | 1.4% |
| Earthquake Japan | 2.5% |
| Earthquake Australia & New Zealand | 1.0% |
| Earthquake Rest of World | 1.3% |
| Other perils worldwide | 11.7% |

Life & Health
Specialty
59.0%
Collateralized reinsurance
Insurance-linked securities
Collateralized retrocession
Cash
| Top external mandates Name | Investment style | Weight |
| --- | --- | --- |
| Hiscox Re ILS | Natural catastrophe risk | 16.2% |
| Fermat Capital Management | Natural catastrophe risk | 12.8% |
| Elementum Advisors | Natural catastrophe risk | 8.7% |
| Securis Investment Partners | Natural catastrophe risk / Life risk | 4.9% |
| Hudson Structured Capital Management | Life risk | 3.6% |
| Arch-Voussoir | Natural catastrophe risk | 3.3% |
| AlphaCat Managers | Natural catastrophe risk | 2.7% |
| Aeolus Capital Management | Natural catastrophe risk | 2.6% |
| Leadenhall Life | Life risk | 1.8% |
| FI ILS GAM FCM ILS Cat Bond Fund | Natural catastrophe risk | 1.6% |

Source for all data and charts (if not indicated otherwise): LGT

Translation (ENDE, 2023-06-30):
# Versicherungsbasierte Anlagen
| Anlageklasse | strategisch | Aufteilung aktuell | Q2 | Absolute YTD | Rendite* 2022 |
| --- | --- | --- | --- | --- | --- |
| Naturkatastrophenrisiken | 4.0% | 4.4% | 4.2% | 8.0% | 0.9% |
| Lebensrisiken | 1.0% | 0.4% | -1.9% | -1.8% | 1.8% |
| Versicherungsbasierte Anlagen | 5.0% | 4.9% | 3.7% | 7.0% | 1.0% |

Naturkatastrophenrisiken – Risikobeitrag
0%	20%	40%	60%	80%
Naturkatastrophenrisiken – Instrumente
0%	20%	40%	60%	80%
Hurrikan USA Windsturm Europa
Taifun Japan Zyklon Australien und Neuseeland
Wind Rest der Welt
| Erdbeben USA | 10.0% |
| --- | --- |
| Erdbeben Europa | 1.4% |
| Erdbeben Japan | 2.5% |
| Erdbeben Australien und Neuseeland | 1.0% |
| Erdbeben Rest der Welt | 1.3% |
| Andere Risiken weltweit | 11.7% |

Lebens-und Gesundheitsrisiken
Spezialrisiken
59.0%
Besicherte Rückversicherungsverträge
Versicherungsbasierte Wertschriften
Besicherte Weiterrückversicherung
Cash
| Die grössten externen Mandate Name | Anlageklasse | Gewicht |
| --- | --- | --- |
| Hiscox Re ILS | Naturkatastrophenrisiken | 16.2% |
| Fermat Capital Management | Naturkatastrophenrisiken | 12.8% |
| Elementum Advisors | Naturkatastrophenrisiken | 8.7% |
| Securis Investment Partners | Naturkatastrophenrisiken / Lebensrisiken | 4.9% |
| Hudson Structured Capital Management | Lebensrisiken | 3.6% |
| Arch-Voussoir | Naturkatastrophenrisiken | 3.3% |
| AlphaCat Managers | Naturkatastrophenrisiken | 2.7% |
| Aeolus Capital Management | Naturkatastrophenrisiken | 2.6% |
| Leadenhall Life | Lebensrisiken | 1.8% |
| FI ILS GAM FCM ILS Cat Bond Fund | Naturkatastrophenrisiken | 1.6% |

Quelle für sämtliche Daten und Grafiken (sofern nicht anders vermerkt): LGT