Swiss Reinsurance

Swiss Reinsurance Company as of Dec. 31, 2012

Portfolio Holdings for Swiss Reinsurance Company

Swiss Reinsurance Company holds 0 positions in its portfolio as reported in the December 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
........................... .............. ......... ......... ......... .......... ........ ............ ........ ........ ......
SPDR S^P 500 ETF TR       COM		  78462F103  000103959 000730000 SH	    SOLE     		  000730000	  0	  0
ISHARES S^P 500 FUND      COM		  464287200  000052962 000370000 SH	    SOLE     		  000370000	  0	  0
ISHARES-EMG MKT           COM		  464287234  000109988 002480000 SH	    SOLE     		  002480000	  0	  0
ISHARES MSCI EAFE         COM		  464287465  000110308 001940000 SH	    SOLE     		  001940000	  0	  0
SPDR S^P 500 ETF TR       COM		  78462F103  000158075 001110000 SH	    SOLE     		  001110000	  0	  0
ISHARES-EMG MKT           COM    	  464287234  000086039 001940000 SH	    SOLE		  001940000	  0	  0
ISHARES MSCI EAFE         COM    	  464287465  000081310 001430000 SH	    SOLE		  001430000	  0	  0
SPDR S^P 500 ETF TR       COM    	  78462F103  000162063 001138000 SH	    SOLE		  001138000	  0	  0
EVERBANK FINL CORP        COM    	  29977G102  000011281 000873709 SH	    Defined  		  000873709	  0	  0
KKR & CO LP               COM    	  48248M102  000032398 002127247 SH	    Defined  		  002127247	  0	  0
NEW STAR FINANCIAL INC    COM    	  65251F105  000042030 003000000 SH	    Defined  		  003000000	  0	  0
ISHARES TR MSCI EAFE INX  COM   	  464287465  000076536 001346038 SH	    Defined  		  001346038	  0	  0
SPDR S^P MIDCAP 400 ETF   COM    	  78467Y107  000030642 000165000 SH	PUT Defined  		  000165000	  0	  0