SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 15, 2016

Total Value ($000): $1,020,357 (100.0% shares, 0.0% debt)

Holdings (8)

LQD ISHARES IBOXX $ INVE 45.7%

Value ($000) $465,990 Shares 3,783,000 Est. Cost $121.55 Unrealized —

IGSB ISHARES-BAR 1-3Y 15.7%

Value ($000) $160,544 Shares 1,518,000 Est. Cost $105.48 Unrealized —

IVV ISHARES-C S&P500 ETF 12.6%

Value ($000) $129,013 Shares 593,000 Est. Cost $217.56 Unrealized —

SPY SPDR S&P 500 ETF TR 9.8%

Value ($000) $99,714 Shares 461,000 Est. Cost $216.30 Unrealized —

EFA ISHARES MSCI EAFE 5.4%

Value ($000) $54,873 Shares 928,001 Est. Cost $62.17 Unrealized —

FLOT ISHARES FLOATING 5.0%

Value ($000) $50,750 Shares 1,000,000 Est. Cost $50.83 Unrealized —

IGIB ISHARES INT CRED 3.0%

Value ($000) $30,343 Shares 272,500 Est. Cost $110.67 Unrealized —

— NEW STAR FINANCIAL 2.9%

Value ($000) $29,130 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	$465,990	45.7%	$121.55	—	COM	464287242
IGSB	ISHARES-BAR 1-3Y	1,518,000	$160,544	15.7%	$105.48	—	COM	464288646
IVV	ISHARES-C S&P500 ETF	593,000	$129,013	12.6%	$217.56	—	COM	464287200
SPY	SPDR S&P 500 ETF TR	461,000	$99,714	9.8%	$216.30	—	COM	78462F103
EFA	ISHARES MSCI EAFE	928,001	$54,873	5.4%	$62.17	—	COM	464287465
FLOT	ISHARES FLOATING	1,000,000	$50,750	5.0%	$50.83	—	COM	46429B655
IGIB	ISHARES INT CRED	272,500	$30,343	3.0%	$110.67	—	COM	464288638
—	NEW STAR FINANCIAL	3,000,000	$29,130	2.9%	$11.24	—	COM	65251F105