SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 12, 2017

Total Value ($000): $870,928 (100.0% shares, 0.0% debt)

Holdings (5)

IVV ISHARES TR CORE S&P500 ETF 41.9%

Value ($000) $364,684 Shares 1,537,000 Est. Cost $224.22 Unrealized —

SPY SPDR S&P 500 ETF TR TR UNIT 41.2%

Value ($000) $359,115 Shares 1,523,350 Est. Cost $223.99 Unrealized —

EFA ISHARES TR MSCI EAFE ETF 7.4%

Value ($000) $64,519 Shares 1,035,788 Est. Cost $61.68 Unrealized —

FLOT ISHARES TR FLTG RATE BD ETF 5.8%

Value ($000) $50,870 Shares 1,000,000 Est. Cost $50.83 Unrealized —

— NEWSTAR FINANCIAL INC COM 3.6%

Value ($000) $31,740 Shares 3,000,000 Est. Cost $11.24 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES TR CORE S&P500 ETF	1,537,000	$364,684	41.9%	$224.22	—	COM	464287200
SPY	SPDR S&P 500 ETF TR TR UNIT	1,523,350	$359,115	41.2%	$223.99	—	COM	78462F103
EFA	ISHARES TR MSCI EAFE ETF	1,035,788	$64,519	7.4%	$61.68	—	COM	464287465
FLOT	ISHARES TR FLTG RATE BD ETF	1,000,000	$50,870	5.8%	$50.83	—	COM	46429B655
—	NEWSTAR FINANCIAL INC COM	3,000,000	$31,740	3.6%	$11.24	—	COM	65251F105