SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 13, 2015

Total Value ($000): $1,158,003 (100.0% shares, 0.0% debt)

Holdings (6)

LQD ISHARES IBOXX $ INVE 66.3%

Value ($000) $767,448 Shares 6,610,800 Est. Cost $121.55 Unrealized —

IGSB ISHARES-BAR 1-3Y 16.4%

Value ($000) $189,549 Shares 1,803,000 Est. Cost $105.48 Unrealized —

EFA ISHARES MSCI EAFE 5.8%

Value ($000) $66,823 Shares 1,165,788 Est. Cost $63.79 Unrealized —

IGIB ISHARES INT CRED 5.1%

Value ($000) $59,133 Shares 544,500 Est. Cost $110.67 Unrealized —

FLOT ISHARES FLOATING 4.4%

Value ($000) $50,450 Shares 1,000,000 Est. Cost $50.83 Unrealized —

— NEW STAR FINANCIAL 2.1%

Value ($000) $24,600 Shares 3,000,000 Est. Cost $11.24 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES IBOXX $ INVE	6,610,800	$767,448	66.3%	$121.55	—	COM	464287242
IGSB	ISHARES-BAR 1-3Y	1,803,000	$189,549	16.4%	$105.48	—	COM	464288646
EFA	ISHARES MSCI EAFE	1,165,788	$66,823	5.8%	$63.79	—	COM	464287465
IGIB	ISHARES INT CRED	544,500	$59,133	5.1%	$110.67	—	COM	464288638
FLOT	ISHARES FLOATING	1,000,000	$50,450	4.4%	$50.83	—	COM	46429B655
—	NEW STAR FINANCIAL	3,000,000	$24,600	2.1%	$11.24	—	COM	65251F105