SWISS RE LTD Diversified Active

Location: Zurich, Switzerland

CIK: 0001519921 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 13, 2015

Total Value: $1.158B (100.0% shares, 0.0% debt)

Holdings (6)

LQD ISHARES IBOXX $ INVE 66.3%

Value $767M Shares 6,610,800 Est. Cost $121.55 Unrealized —

IGSB ISHARES-BAR 1-3Y 16.4%

Value $190M Shares 1,803,000 Est. Cost $105.48 Unrealized —

EFA ISHARES MSCI EAFE 5.8%

Value $66.82M Shares 1,165,788 Est. Cost $63.79 Unrealized —

IGIB ISHARES INT CRED 5.1%

Value $59.13M Shares 544,500 Est. Cost $110.67 Unrealized —

FLOT ISHARES FLOATING 4.4%

Value $50.45M Shares 1,000,000 Est. Cost $50.83 Unrealized —

— NEW STAR FINANCIAL 2.1%

Value $24.6M Shares 3,000,000 Est. Cost $11.24 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES IBOXX $ INVE	6,610,800	$767M	66.3%	$121.55	—	COM	464287242
IGSB	ISHARES-BAR 1-3Y	1,803,000	$190M	16.4%	$105.48	—	COM	464288646
EFA	ISHARES MSCI EAFE	1,165,788	$66.82M	5.8%	$63.79	—	COM	464287465
IGIB	ISHARES INT CRED	544,500	$59.13M	5.1%	$110.67	—	COM	464288638
FLOT	ISHARES FLOATING	1,000,000	$50.45M	4.4%	$50.83	—	COM	46429B655
—	NEW STAR FINANCIAL	3,000,000	$24.6M	2.1%	$11.24	—	COM	65251F105