Zurich Insurance Group Ltd/FI Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$4.7T

Holdings

203

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (203 positions)

#	Stock	Shares	Value	% Portfolio
101	INTCIntel Corp	34,800	$1.9B	0.04%
102	4I1Philip Morris International Inc	25,534	$1.9B	0.04%
103	FFBCFirst Financial Bancorp	116,000	$1.7B	0.04%
104	MOMOUSDMomo Inc	79,605	$1.7B	0.04%
105	IYJISHARES U.S. INDUSTRIALS ETF	13,436	$1.7B	0.04%
106	EWTISHARES MSCI TAIWAN ETF	50,119	$1.7B	0.04%
107	—JPMORGAN BETABUILDERS JAPAN	78,735	$1.6B	0.04%
108	IBMInternational Business Machines Corp	14,400	$1.6B	0.03%
109	BBTBerkshire Hills Bancorp Inc	105,900	$1.6B	0.03%
110	XLREREAL ESTATE SELECT SECT SPDR	48,233	$1.5B	0.03%
111	EWQISHARES MSCI FRANCE ETF	64,686	$1.5B	0.03%
112	FLBRFRANKLIN FTSE BRAZIL ETF	102,951	$1.5B	0.03%
113	WSBCWesBanco Inc	63,200	$1.5B	0.03%
114	—WISDOMTREE ICBCCS SP 500	55,380	$1.5B	0.03%
115	GHGGreenTree Hospitality Group Ltd	131,579	$1.4B	0.03%
116	PKGPackaging Corp of America	16,500	$1.4B	0.03%
117	XLEENERGY SELECT SECTOR SPDR	50,032	$1.4B	0.03%
118	XELXcel Energy Inc	23,700	$1.4B	0.03%
119	JHGJanus Henderson Group PLC	93,100	$1.4B	0.03%
120	DBEUXTRACKERS MSCI EUROPE HEDGED	57,070	$1.4B	0.03%
121	EWZISHARES MSCI BRAZIL ETF	54,355	$1.3B	0.03%
122	IVVISHARES CORE S&P 500 ETF	4,882	$1.3B	0.03%
123	XLBMATERIALS SELECT SECTOR SPDR	27,466	$1.3B	0.03%
124	IPGInterpublic Group of Cos Inc/The	74,300	$1.2B	0.03%
125	GRT-UCADGranite Real Estate Investment Trust	29,100	$1.2B	0.03%
126	NDQINVESCO QQQ TRUST SERIES 1	6,171	$1.2B	0.03%
127	PBCTEURPeople's United Financial Inc	105,600	$1.2B	0.03%
128	DBAInvesco DB Agriculture Fund	82,459	$1.2B	0.02%
129	EWZSISHARES MSCI BRAZIL SMALL-CA	80,700	$1.1B	0.02%
130	CHRWCH Robinson Worldwide Inc	17,200	$1.1B	0.02%
131	GEFGreif Inc	36,400	$1.1B	0.02%
132	ECHISHARES MSCI CHILE ETF	54,754	$1.1B	0.02%
133	EWLISHARES MSCI SWITZERLAND ETF	30,602	$1.1B	0.02%
134	ETNEaton Corp PLC	13,700	$1.1B	0.02%
135	SONSonoco Products Co	22,900	$1.1B	0.02%
136	ADMArcher-Daniels-Midland Co	29,200	$1.0B	0.02%
137	XLUUTILITIES SELECT SECTOR SPDR	17,759	$1.0B	0.02%
138	OMCOmnicom Group Inc	18,400	$1.0B	0.02%
139	CMCCommercial Metals Co	63,400	$1.0B	0.02%
140	PACWUSDPacWest Bancorp	55,800	$1.0B	0.02%
141	HUBBHubbell Inc	8,500	$975.0M	0.02%
142	WBAWalgreens Boots Alliance Inc	21,100	$965.0M	0.02%
143	EWMISHARES MSCI MALAYSIA ETF	42,433	$958.0M	0.02%
144	HBANHuntington Bancshares Inc/OH	112,200	$921.0M	0.02%
145	GPCGenuine Parts Co	13,600	$916.0M	0.02%
146	NUENucor Corp	24,900	$897.0M	0.02%
147	UMPQUSDUmpqua Holdings Corp	80,900	$882.0M	0.02%
148	WSMWilliams-Sonoma Inc	20,600	$876.0M	0.02%
149	AFGAmerican Financial Group Inc/OH	12,500	$876.0M	0.02%
150	BMOBank of Montreal	17,000	$852.0M	0.02%
151	SNASnap-on Inc	7,800	$849.0M	0.02%
152	TSMTaiwan Semiconductor Manufacturing Co Ltd	17,613	$842.0M	0.02%
153	EWYISHARES MSCI SOUTH KOREA ETF	18,016	$834.0M	0.02%
154	GRMNGarmin Ltd	11,000	$825.0M	0.02%
155	BPFHBoston Private Financial Holdings Inc	113,057	$808.0M	0.02%
156	KEYKeyCorp	77,700	$806.0M	0.02%
157	HOPEHope Bancorp Inc	97,300	$800.0M	0.02%
158	CMICummins Inc	5,800	$785.0M	0.02%
159	JWNUSDNordstrom Inc	48,700	$747.0M	0.02%
160	INDAISHARES MSCI INDIA ETF	31,500	$743.0M	0.02%
161	EIDOISHARES MSCI INDONESIA ETF	51,342	$738.0M	0.02%
162	MDC1USDMDC Holdings Inc	31,200	$724.0M	0.02%
163	ILFISHARES LATIN AMERICA 40 ETF	39,996	$724.0M	0.02%
164	ERUSISHARES MSCI RUSSIA ETF	26,455	$715.0M	0.02%
165	SPEMSPDR PORTFOLIO EMERGING MARK	25,225	$713.0M	0.02%
166	VISVANGUARD INDUSTRIALS ETF	6,359	$710.0M	0.02%
167	MGAMagna International Inc	22,300	$707.0M	0.02%
168	GDGeneral Dynamics Corp	5,200	$688.0M	0.01%
169	TXRHTexas Roadhouse Inc	16,400	$677.0M	0.01%
170	SSFSensient Technologies Corp	15,400	$670.0M	0.01%
171	MCHIISHARES MSCI CHINA ETF	11,540	$659.0M	0.01%
172	WTHWorthington Industries Inc	24,400	$641.0M	0.01%
173	—iStar Inc	60,100	$638.0M	0.01%
174	TFIITFI International Inc	28,700	$629.0M	0.01%
175	VFCVF Corp	11,500	$622.0M	0.01%
176	HEDJWISDOMTREE EUROPE HEDGED EQU	11,899	$611.0M	0.01%
177	MANManpowerGroup Inc	10,800	$572.0M	0.01%
178	EWWISHARES MSCI MEXICO ETF	19,345	$535.0M	0.01%
179	CMAComerica Inc	16,500	$484.0M	0.01%
180	GILGildan Activewear Inc	36,700	$465.0M	0.01%
181	GMFSPDR S&P EMERGING ASIA PACIF	5,481	$463.0M	0.01%
182	AQLTISHARES MSCI PHILIPPINES ETF	19,875	$445.0M	0.01%
183	DBEZXTRACKERS MSCI EUROZONE HEDG	17,884	$443.0M	0.01%
184	MCSMarcus Corp/The	35,909	$442.0M	0.01%
185	CCLCarnival Corp	30,700	$404.0M	0.01%
186	RCOResources Connection Inc	34,346	$377.0M	0.01%
187	HVTHaverty Furniture Cos Inc	30,200	$359.0M	0.01%
188	ABXBarrick Gold Corp	17,349	$328.0M	0.01%
189	EWGISHARES MSCI GERMANY ETF	14,311	$308.0M	0.01%
190	LQDISHARES IBOXX INVESTMENT GRA	2,410	$293.0M	0.01%
191	RCLRoyal Caribbean Cruises Ltd	7,900	$254.0M	0.01%
192	SPYMSPDR PORTFOLIO S&P 500 ETF	6,046	$186.0M	0.00%
193	EPPISHARES MSCI PACIFIC EX JAPA	5,210	$178.0M	0.00%
194	VGKVanguard FTSE Europe ETF	3,849	$167.0M	0.00%
195	EEMiShares MSCI Emerging Markets ETF	3,300	$113.0M	0.00%
196	HYGISHARES IBOXX HIGH YLD CORP	1,240	$96.0M	0.00%
197	EWPISHARES MSCI SPAIN ETF	4,114	$84.0M	0.00%
198	DBDeutsche Bank AG	9,834	$64.0M	0.00%
199	EWDISHARES MSCI SWEDEN ETF	1,735	$43.0M	0.00%
200	IEVISHARES EUROPE ETF	1,147	$37.0M	0.00%

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