Swiss Life Asset Management Ltd
Q1 2016 13F-HR Holdings
Net value change ($000)
+119,820
(5.3%)
New positions
109
Sold out positions
69
Turnover %
8.3%
Sector allocation + QoQ delta (equities-only)
Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown
Snapshot: Change Analysis
Compared to Q4 2015
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| Guggenheim S&P 500 Equal Weigh | 33,837 | 206.0% |
| EEM | 20,388 | 6.4% |
| AIG | 19,075 | NEW |
| CB | 6,804 | NEW |
| T | 3,657 | 27.8% |
| PM | 3,518 | 20.6% |
| AAPL | 3,428 | 7.0% |
| MCD | 3,185 | 39.5% |
| VZ | 3,077 | 31.2% |
| COCA COLA ENTERPRISE | 2,977 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| CHUBB CORPORATION | -6,541 | -100.0% |
| Chubb Ltd. | -3,954 | -100.0% |
| GEN DIGITAL INC | -3,284 | -100.0% |
| WFC | -3,075 | -12.6% |
| JPM | -2,764 | -11.7% |
| VRTX | -2,464 | -34.4% |
| C | -2,452 | -13.3% |
| PFE | -2,280 | -10.2% |
| GARMIN LTD | -2,133 | -100.0% |
| BAC | -2,049 | -11.8% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
342,500
(14.5% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|