SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 10, 2017

Total Value ($000): $1,156,776 (100.0% shares, 0.0% debt)

Holdings (7)

IVV ISHARES TR CORE S&P500 ETF 34.5%

Value ($000) $399,509 Shares 1,641,300 Est. Cost $225.44 Unrealized —

SPY SPDR S&P 500 ETF TR TR UNIT 21.0%

Value ($000) $242,574 Shares 1,003,200 Est. Cost $223.99 Unrealized —

EFA ISHARES TR MSCI EAFE ETF 15.8%

Value ($000) $182,567 Shares 2,800,100 Est. Cost $63.90 Unrealized —

IGSB ISHARES TR 1-3 YR CR BD ETF 15.1%

Value ($000) $174,709 Shares 1,659,000 Est. Cost $105.31 Unrealized —

VCSH VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 6.5%

Value ($000) $74,997 Shares 937,000 Est. Cost $80.04 Unrealized —

FLOT ISHARES TR FLTG RATE BD ETF 4.4%

Value ($000) $50,920 Shares 1,000,000 Est. Cost $50.83 Unrealized —

— NEWSTAR FINANCIAL INC COM 2.7%

Value ($000) $31,500 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	1,641,300	$399,509	34.5%	$225.44	—	COM	464287200
SPY	SPDR S&P 500 ETF TR TR UNIT	1,003,200	$242,574	21.0%	$223.99	—	COM	78462F103
EFA	ISHARES TR MSCI EAFE ETF	2,800,100	$182,567	15.8%	$63.90	—	COM	464287465
IGSB	ISHARES TR 1-3 YR CR BD ETF	1,659,000	$174,709	15.1%	$105.31	—	COM	464288646
VCSH	VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD	937,000	$74,997	6.5%	$80.04	—	COM	92206C409
FLOT	ISHARES TR FLTG RATE BD ETF	1,000,000	$50,920	4.4%	$50.83	—	COM	46429B655
—	NEWSTAR FINANCIAL INC COM	3,000,000	$31,500	2.7%	$11.24	—	COM	65251F105