SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $804,158 (100.0% shares, 0.0% debt)

Holdings (6)

LQD ISHARES IBOXX $ INVE 55.9%

Value ($000) $449,496 Shares 3,783,000 Est. Cost $121.55 Unrealized —

IGSB ISHARES-BAR 1-3Y 19.9%

Value ($000) $160,028 Shares 1,518,000 Est. Cost $105.48 Unrealized —

EFA ISHARES MSCI EAFE 11.0%

Value ($000) $88,071 Shares 1,540,788 Est. Cost $62.17 Unrealized —

FLOT ISHARES FLOATING 6.3%

Value ($000) $50,420 Shares 1,000,000 Est. Cost $50.83 Unrealized —

IGIB ISHARES INT CRED 3.7%

Value ($000) $29,893 Shares 272,500 Est. Cost $110.67 Unrealized —

— NEW STAR FINANCIAL 3.3%

Value ($000) $26,250 Shares 3,000,000 Est. Cost $11.24 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES IBOXX $ INVE	3,783,000	$449,496	55.9%	$121.55	—	COM	464287242
IGSB	ISHARES-BAR 1-3Y	1,518,000	$160,028	19.9%	$105.48	—	COM	464288646
EFA	ISHARES MSCI EAFE	1,540,788	$88,071	11.0%	$62.17	—	COM	464287465
FLOT	ISHARES FLOATING	1,000,000	$50,420	6.3%	$50.83	—	COM	46429B655
IGIB	ISHARES INT CRED	272,500	$29,893	3.7%	$110.67	—	COM	464288638
—	NEW STAR FINANCIAL	3,000,000	$26,250	3.3%	$11.24	—	COM	65251F105