SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 12, 2015

Total Value ($000): $1,166,367 (100.0% shares, 0.0% debt)

Holdings (7)

LQD ISHARES IBOXX $ INVE 65.6%

Value ($000) $765,002 Shares 6,610,800 Est. Cost $121.55 Unrealized —

IGSB ISHARES-BAR 1-3Y 15.2%

Value ($000) $176,744 Shares 1,678,000 Est. Cost $105.51 Unrealized —

EFA ISHARES MSCI EAFE 6.8%

Value ($000) $79,412 Shares 1,250,788 Est. Cost $63.79 Unrealized —

IGIB ISHARES INT CRED 5.1%

Value ($000) $59,274 Shares 544,500 Est. Cost $110.67 Unrealized —

FLOT ISHARES FLOATING 4.3%

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

— NEW STAR FINANCIAL 2.8%

Value ($000) $33,000 Shares 3,000,000 Est. Cost $11.24 Unrealized —

MDY SPDR S&P MIDCAP 400 0.2%

Value ($000) $2,295 Shares 8,400 Est. Cost $273.21 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES IBOXX $ INVE	6,610,800	$765,002	65.6%	$121.55	—	COM	464287242
IGSB	ISHARES-BAR 1-3Y	1,678,000	$176,744	15.2%	$105.51	—	COM	464288646
EFA	ISHARES MSCI EAFE	1,250,788	$79,412	6.8%	$63.79	—	COM	464287465
IGIB	ISHARES INT CRED	544,500	$59,274	5.1%	$110.67	—	COM	464288638
FLOT	ISHARES FLOATING	1,000,000	$50,640	4.3%	$50.83	—	COM	46429B655
—	NEW STAR FINANCIAL	3,000,000	$33,000	2.8%	$11.24	—	COM	65251F105
MDY	SPDR S&P MIDCAP 400	8,400	$2,295	0.2%	$273.21	—	COM	78467Y107