SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 12, 2016

Total Value ($000): $783,770 (100.0% shares, 0.0% debt)

Holdings (6)

LQD ISHARES IBOXX $ INVE 59.2%

Value ($000) $464,288 Shares 3,783,000 Est. Cost $121.55 Unrealized —

IGSB ISHARES-BAR 1-3Y 20.6%

Value ($000) $161,472 Shares 1,518,000 Est. Cost $105.48 Unrealized —

EFA ISHARES MSCI EAFE 6.6%

Value ($000) $51,801 Shares 928,001 Est. Cost $62.17 Unrealized —

FLOT ISHARES FLOATING 6.5%

Value ($000) $50,620 Shares 1,000,000 Est. Cost $50.83 Unrealized —

IGIB ISHARES INT CRED 3.9%

Value ($000) $30,329 Shares 272,500 Est. Cost $110.67 Unrealized —

— NEW STAR FINANCIAL 3.2%

Value ($000) $25,260 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	$464,288	59.2%	$121.55	—	COM	464287242
IGSB	ISHARES-BAR 1-3Y	1,518,000	$161,472	20.6%	$105.48	—	COM	464288646
EFA	ISHARES MSCI EAFE	928,001	$51,801	6.6%	$62.17	—	COM	464287465
FLOT	ISHARES FLOATING	1,000,000	$50,620	6.5%	$50.83	—	COM	46429B655
IGIB	ISHARES INT CRED	272,500	$30,329	3.9%	$110.67	—	COM	464288638
—	NEW STAR FINANCIAL	3,000,000	$25,260	3.2%	$11.24	—	COM	65251F105