SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 12, 2016

Total Value ($000): $1,051,023 (100.0% shares, 0.0% debt)

Holdings (6)

LQD ISHARES IBOXX $ INVE 62.6%

Value ($000) $658,180 Shares 5,773,000 Est. Cost $121.55 Unrealized —

IGSB ISHARES-BAR 1-3Y 17.9%

Value ($000) $188,594 Shares 1,803,000 Est. Cost $105.48 Unrealized —

EFA ISHARES MSCI EAFE 6.5%

Value ($000) $68,455 Shares 1,165,788 Est. Cost $63.79 Unrealized —

IGIB ISHARES INT CRED 5.6%

Value ($000) $58,414 Shares 544,500 Est. Cost $110.67 Unrealized —

FLOT ISHARES FLOATING 4.8%

Value ($000) $50,440 Shares 1,000,000 Est. Cost $50.83 Unrealized —

— NEW STAR FINANCIAL 2.6%

Value ($000) $26,940 Shares 3,000,000 Est. Cost $11.24 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES IBOXX $ INVE	5,773,000	$658,180	62.6%	$121.55	—	COM	464287242
IGSB	ISHARES-BAR 1-3Y	1,803,000	$188,594	17.9%	$105.48	—	COM	464288646
EFA	ISHARES MSCI EAFE	1,165,788	$68,455	6.5%	$63.79	—	COM	464287465
IGIB	ISHARES INT CRED	544,500	$58,414	5.6%	$110.67	—	COM	464288638
FLOT	ISHARES FLOATING	1,000,000	$50,440	4.8%	$50.83	—	COM	46429B655
—	NEW STAR FINANCIAL	3,000,000	$26,940	2.6%	$11.24	—	COM	65251F105