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Swiss Reinsurance Portfolio holdings

AUM $664M
1-Year Est. Return 11.24%
This Fund
S&P 500
This Quarter Est. Return
+5.49%
1 Year Est. Return
+11.24%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$2.33B
AUM Growth
+$295M
Cap. Flow
+$197M
Cap. Flow %
8.45%
Top 10 Hldgs %
95.45%
Holding
23
New
9
Increased
4
Reduced
4
Closed
1

Top Buys

1
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$56M
2
FLOT icon
iShares Floating Rate Bond ETF
FLOT
+$50.6M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$45.3M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$42.3M
5
VTI icon
Vanguard Total Stock Market ETF
VTI
+$20.4M

Top Sells

1
IGSB icon
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
+$31.5M
2
IGIB icon
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
+$20M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$11.7M
4
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$9.9M
5
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$5.2M

Sector Composition

1 Financials 2.36%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$678M 29.12%
4,033,000
-70,000
-2% -$11.7M
LQD icon
2
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$35.2B
$587M 25.24%
5,610,000
+495,000
+10% +$56M
EFA icon
3
iShares MSCI EAFE ETF
EFA
$76.5B
$490M 21.05%
7,679,638
+691,000
+10% +$42.3M
EEM icon
4
iShares MSCI Emerging Markets ETF
EEM
$28B
$175M 7.52%
4,295,000
-250,000
-6% -$9.9M
IGSB icon
5
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.8B
$70.4M 3.02%
1,640,000
-600,000
-27% -$31.5M
NEWS
6
DELISTED
NewStar Financial, Inc.
NEWS
$54.8M 2.36%
3,000,000
– –
FLOT icon
7
iShares Floating Rate Bond ETF
FLOT
$10B
$50.7M 2.18%
+1,000,000
New +$50.6M
IVV icon
8
iShares Core S&P 500 ETF
IVV
$881B
$45.4M 1.95%
+269,000
New +$45.3M
IGIB icon
9
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$37.4M 1.61%
870,456
-372,000
-30% -$20M
VWO icon
10
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$32.9M 1.41%
820,000
+120,000
+17% +$4.75M
VTI icon
11
Vanguard Total Stock Market ETF
VTI
$658B
$31.1M 1.34%
355,000
+235,000
+196% +$20.4M
USMV icon
12
iShares MSCI USA Min Vol Factor ETF
USMV
$23.1B
$14.6M 0.63%
+440,000
New +$14.7M
VEA icon
13
Vanguard FTSE Developed Markets ETF
VEA
$226B
$11.9M 0.51%
300,000
– –
XLV icon
14
State Street Health Care Select Sector SPDR ETF
XLV
$41.4B
$10.6M 0.46%
+210,000
New +$10.6M
XLK icon
15
State Street Technology Select Sector SPDR ETF
XLK
$114B
$9.93M 0.43%
+620,000
New +$9.89M
RSP icon
16
Invesco S&P 500 Equal Weight ETF
RSP
$96.4B
$9.78M 0.42%
+150,000
New +$9.67M
XLI icon
17
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$5.11M 0.22%
+110,000
New +$4.98M
EWJ icon
18
iShares MSCI Japan ETF
EWJ
$21.5B
$2.98M 0.13%
62,500
– –
EWU icon
19
iShares MSCI United Kingdom ETF
EWU
$4.02B
$2.94M 0.13%
75,000
– –
EEMV icon
20
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.42B
$2.94M 0.13%
+50,000
New +$2.88M
IEMG icon
21
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$2.92M 0.13%
+60,000
New +$2.83M
EVER
22
DELISTED
Everbank Financial Corp
EVER
$956K 0.04%
127,643
– –
DIA icon
23
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
– –
-35,000
Closed -$5.2M

Similar funds

SCM
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CH
Cavalane Holdings Sydney, Australia $558M AUM
WTIM
Wilmington Trust Investment Management Wilmington, Delaware $492M AUM 25.19% 1-Year Est. Return
FOAM
Five Oceans Asset Management Sydney, Australia $438M AUM 24.83% 1-Year Est. Return
HGI
Hansberger Global Investors Ft Lauderdale, Florida $354M AUM 17.2% 1-Year Est. Return
WFM
Wilmington Funds Management Wilmington, Delaware $988M AUM 26.05% 1-Year Est. Return
SCG
Strategic Capital Group Gig Harbor, Washington $321M AUM 22.54% 1-Year Est. Return
LPP
LS Power Partners New York $315M AUM 12.15% 1-Year Est. Return

Swiss Reinsurance's Q3 2013 Portfolio in Review

As of Q3 2013, Swiss Reinsurance held 23 positions worth $2.33B, up 14% from $2.03B the previous quarter. Its ten largest holdings account for 95% of the portfolio.

Swiss Reinsurance deployed $197M of net new capital in Q3 2013, opening 9 new positions and adding to 4 existing holdings. Its largest new stake was iShares Floating Rate Bond ETF: 1,000,000 shares worth $50.7M.

By sector, the portfolio is most concentrated in Financials at 2.4% of assets, up from 2% a quarter earlier.

On the sell side, the largest reduction was iShares 1-5 Year Investment Grade Corporate Bond ETF, an estimated $31.5M trimmed.

  • Swiss Reinsurance's largest Q3 2013 buy was iShares Floating Rate Bond ETF: 1,000,000 shares worth $50.7M.
  • Swiss Reinsurance added most to iShares iBoxx $ Investment Grade Corporate Bond ETF in Q3 2013, an estimated $56M increase.
  • Swiss Reinsurance's biggest Q3 2013 reduction was iShares 1-5 Year Investment Grade Corporate Bond ETF, cutting an estimated $31.5M.
  • Swiss Reinsurance fully exited State Street SPDR Dow Jones Industrial Average ETF Trust in Q3 2013, selling an estimated $5.2M.
  • Swiss Reinsurance's ten largest holdings make up 95% of its $2.33B portfolio in Q3 2013.
  • Swiss Reinsurance opened 9 new positions and closed 1 in Q3 2013.
  • Swiss Reinsurance's portfolio value rose 14% quarter-over-quarter to $2.33B.

Based on Swiss Reinsurance's 13F filing for Q3 2013, filed 14 Nov 2013.