SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 14, 2015

Total Value ($000): $1,127,585 (100.0% shares, 0.0% debt)

Holdings (7)

LQD ISHARES IBOXX $ INVE 69.5%

Value ($000) $783,569 Shares 6,438,000 Est. Cost $121.71 Unrealized —

IGSB ISHARES-BAR 1-3Y 14.2%

Value ($000) $160,194 Shares 1,518,000 Est. Cost $105.53 Unrealized —

IGIB ISHARES INT CRED 5.3%

Value ($000) $60,260 Shares 544,500 Est. Cost $110.67 Unrealized —

FLOT ISHARES FLOATING 4.5%

Value ($000) $50,640 Shares 1,000,000 Est. Cost $50.83 Unrealized —

EFA ISHARES MSCI EAFE 3.3%

Value ($000) $37,732 Shares 588,001 Est. Cost $64.12 Unrealized —

— NEW STAR FINANCIAL 3.1%

Value ($000) $35,190 Shares 3,000,000 Est. Cost $11.24 Unrealized —

— EVERBANK FINANCIAL 0.0%

Value ($000) $0 Shares 1 Est. Cost $12.38 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES IBOXX $ INVE	6,438,000	$783,569	69.5%	$121.71	—	COM	464287242
IGSB	ISHARES-BAR 1-3Y	1,518,000	$160,194	14.2%	$105.53	—	COM	464288646
IGIB	ISHARES INT CRED	544,500	$60,260	5.3%	$110.67	—	COM	464288638
FLOT	ISHARES FLOATING	1,000,000	$50,640	4.5%	$50.83	—	COM	46429B655
EFA	ISHARES MSCI EAFE	588,001	$37,732	3.3%	$64.12	—	COM	464287465
—	NEW STAR FINANCIAL	3,000,000	$35,190	3.1%	$11.24	—	COM	65251F105
—	EVERBANK FINANCIAL	1	$0	0.0%	$12.38	—	COM	29977G102