Zurich Insurance Group Ltd/FI Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$5.5B

Holdings

222

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (222 positions)

#	Stock	Shares	Value	% Portfolio
101	XLKTechnology Select Sector SPDR	109,699	$10.0M	0.18%
102	SCHWCharles Schwab Corp/The	210,068	$10.0M	0.18%
103	AONAon PLC	46,607	$9.7M	0.18%
104	SPYSPDR TRUST SERIES I	27,005	$8.7M	0.16%
105	AAXJISHARES MSCI ASIA EX-JAPAN	100,412	$7.4M	0.13%
106	IVVIVV - ISHARES TR S&P 500 INDEX FD	20,745	$6.7M	0.12%
107	VMCVulcan Materials Co	43,117	$6.2M	0.11%
108	PBWInvesco WilderHill Clean Energy ETF	174,239	$6.0M	0.11%
109	ACWIACWI ISHARES MSCI ACWI INDEX FUND	70,830	$5.6M	0.10%
110	CNHICNH Industrial NV	508,773	$5.6M	0.10%
111	MOATVANECK MORNINGSTAR WIDE MOAT	90,338	$5.0M	0.09%
112	XLYCONSUMER DISCRETIONARY SELT	37,891	$4.7M	0.09%
113	STLAFiat Chrysler Automobiles NV	302,917	$4.5M	0.08%
114	RACEFerrari NV	25,305	$4.2M	0.08%
115	STXSeagate Technology PLC	70,500	$4.2M	0.08%
116	XLFFINANCIAL SELECT SECTOR SPDR	120,894	$3.7M	0.07%
117	AYRAircastle Ltd	100,000	$3.2M	0.06%
118	XLVHEALT CARE SELECT SECTOR	30,411	$3.1M	0.06%
119	DBEUDEUTSCHE X-TRACKERS MSCI EUR	93,517	$2.9M	0.05%
120	ILFI SHARES S&P LATIN AMERICA 40 INDEX	83,526	$2.8M	0.05%
121	XLYCONSUMER DISCRETIONARY SELCT SECTOR	22,574	$2.8M	0.05%
122	EWZISHARES MSCI BRAZIL CAPPED E	56,045	$2.6M	0.05%
123	—WISDOMTREE ICBCCS S&P CHINA 500	86,250	$2.5M	0.05%
124	XLEENERGY SELECT SECTOR SPDR FUND	40,732	$2.4M	0.04%
125	CMBTEuronav NV	193,112	$2.4M	0.04%
126	EWJISHARES MSCI JAPAN ETF	38,651	$2.3M	0.04%
127	JHGJanus Henderson Group PLC	93,100	$2.3M	0.04%
128	ALCAlcon Inc	39,335	$2.2M	0.04%
129	KSSKohl's Corp	43,500	$2.2M	0.04%
130	XLFFINANCIAL SELECT SECTOR SPDR FUND	72,222	$2.2M	0.04%
131	EWJEWJ - ISHARES MSCI JAPAN INDEX FD ( BARCLAYS )	36,328	$2.1M	0.04%
132	PACWUSDPacWest Bancorp	55,800	$2.1M	0.04%
133	—JPMORGAN BETABUILDERS JAPAN	87,200	$2.1M	0.04%
134	ABXBarrick Gold Corp	111,525	$2.1M	0.04%
135	ECHISHARES MSCI CHILE INVESTABL	61,619	$2.0M	0.04%
136	HEDJWISDOMTREE EUROPEO HEDGED EQU	28,989	$2.0M	0.04%
137	JPSTJPMORGAN ULTRA-SHORT INCOME	39,600	$2.0M	0.04%
138	EWUISHARES INC MSCI UNITED KINGDOM INDEX FD	59,037	$2.0M	0.04%
139	JWNUSDNordstrom Inc	48,700	$2.0M	0.04%
140	AVLRUSDAvalara Inc	27,159	$2.0M	0.04%
141	IBMInternational Business Machines Corp	14,400	$1.9M	0.03%
142	EWZEWZ- ISHARES MSCI BRASIL INDEX FUND (BARCLAYS )	40,755	$1.9M	0.03%
143	PKGPackaging Corp of America	16,500	$1.8M	0.03%
144	NEENextEra Energy Inc	7,500	$1.8M	0.03%
145	PBCTEURPeople's United Financial Inc	105,600	$1.8M	0.03%
146	FTITechnipFMC PLC	82,128	$1.7M	0.03%
147	IPGInterpublic Group of Cos Inc/The	74,300	$1.7M	0.03%
148	HBANHuntington Bancshares Inc/OH	112,200	$1.7M	0.03%
149	—QIAGEN NV	48,106	$1.6M	0.03%
150	DBAInvesco DB Agriculture Fund	97,922	$1.6M	0.03%
151	ESEversource Energy	19,000	$1.6M	0.03%
152	GEFGreif Inc	36,400	$1.6M	0.03%
153	YUMCYum China Holdings Inc	32,909	$1.6M	0.03%
154	KEYKeyCorp	77,700	$1.6M	0.03%
155	CCLCarnival Corp	30,700	$1.6M	0.03%
156	WSMWilliams-Sonoma Inc	20,600	$1.5M	0.03%
157	XELXcel Energy Inc	23,700	$1.5M	0.03%
158	OMCOmnicom Group Inc	18,400	$1.5M	0.03%
159	GRT-UCADGranite Real Estate Investment Trust	29,100	$1.5M	0.03%
160	HOPEHope Bancorp Inc	97,300	$1.4M	0.03%
161	GPCGenuine Parts Co	13,600	$1.4M	0.03%
162	—AVX Corp	70,000	$1.4M	0.03%
163	UMPQUSDUmpqua Holdings Corp	80,900	$1.4M	0.03%
164	SONSonoco Products Co	22,900	$1.4M	0.03%
165	CMCCommercial Metals Co	63,400	$1.4M	0.03%
166	NUENucor Corp	24,900	$1.4M	0.03%
167	USMVISHARES MSCI USA MINIMUM VOLATILITY	21,223	$1.4M	0.03%
168	AFGAmerican Financial Group Inc/OH	12,500	$1.4M	0.02%
169	BPFHBoston Private Financial Holdings Inc	113,057	$1.4M	0.02%
170	MFCManulife Financial Corp	66,700	$1.4M	0.02%
171	CHRWCH Robinson Worldwide Inc	17,200	$1.3M	0.02%
172	TDToronto-Dominion Bank/The	23,700	$1.3M	0.02%
173	SNASnap-on Inc	7,800	$1.3M	0.02%
174	BMOBank of Montreal	17,000	$1.3M	0.02%
175	FNBFNB Corp/PA	103,400	$1.3M	0.02%
176	RCI/BRogers Communications Inc	26,200	$1.3M	0.02%
177	ETNEaton Corp PLC	13,700	$1.3M	0.02%
178	INGRIngredion Inc	13,900	$1.3M	0.02%
179	PFEPfizer Inc	32,900	$1.3M	0.02%
180	VLYValley National Bancorp	112,300	$1.3M	0.02%
181	ISBCUSDInvestors Bancorp Inc	105,700	$1.3M	0.02%
182	HUBBHubbell Inc	8,500	$1.3M	0.02%
183	WBAWalgreens Boots Alliance Inc	21,100	$1.2M	0.02%
184	RFRegions Financial Corp	72,300	$1.2M	0.02%
185	MDC1USDMDC Holdings Inc	31,200	$1.2M	0.02%
186	CMAComerica Inc	16,500	$1.2M	0.02%
187	IEVISHARES S&P EUROPE 350 INDEX FUND	24,878	$1.2M	0.02%
188	EWMISHARES INC MSCI MALAYSIA	40,628	$1.2M	0.02%
189	LCIILCI Industries	10,800	$1.2M	0.02%
190	EWWEWW-ISHARES MSCI MEXICO INDEX FUND ( BARCLAYS )	25,617	$1.2M	0.02%
191	VFCVF Corp	11,500	$1.1M	0.02%
192	MCSMarcus Corp/The	35,909	$1.1M	0.02%
193	ERUSMORGAN STANLEY RUSSIA	26,630	$1.1M	0.02%
194	EWTISHARES MSCI TAIWAN INDEX FD	27,124	$1.1M	0.02%
195	EWLISHARES MSCI SWITZERLAND IND	27,252	$1.1M	0.02%
196	GHGGreenTree Hospitality Group Ltd	99,256	$1.1M	0.02%
197	EWYISHARES MSCI KOREA IND.	17,627	$1.1M	0.02%
198	GRMNGarmin Ltd	11,000	$1.1M	0.02%
199	RCLRoyal Caribbean Cruises Ltd	7,900	$1.1M	0.02%
200	MANManpowerGroup Inc	10,800	$1.0M	0.02%

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