Swiss Reinsurance

Swiss Reinsurance Company as of March 31, 2012

Portfolio Holdings for Swiss Reinsurance Company

Swiss Reinsurance Company holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                {C}                                         {C}
                                                        FORM 13F INFORMATION TABLE
                                                     VALUE    SHARES/   SH/ PUT/   INVSTMT      OTHER          VOTING AUTHORITY
    NAME OF ISSUER         TITLE OF CLASS  CUSIP    (x$1000)  PRN AMT   PRN  CALL  DSCRETN     MANAGERS     SOLE    SHARED   NONE
........................... .............. ......... ......... ......... .......... ........ ............ ........ ........ ......
ISHARES INC MSCI AUSTR    COM		  464286103  000006818 000290000 SH	    SOLE     		  000290000	  0	  0
ISHARES INC MSCI CDA INX  COM		  464286509  000004818 000170000 SH	    SOLE     		  000170000	  0	  0
KKR & CO LP               COM    	  48248M102  000065302 004403352 SH	    Defined  01		  004403352	  0	  0
NEW STAR FINANCIAL INC    COM    	  65251F105  000033360 003000000 SH	    Defined  01		  003000000	  0	  0
CHINA HYDROELECTRIC CORP  SPONSORED ADR	  16949D101  000006743 003371502 SH	    Defined  02		  003371502	  0	  0
SPDR S^P MIDCAP 400 ETF   COM    	  78467Y107  000029837 000165000 SH	PUT Defined  02		  000165000	  0	  0