SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 13, 2017

Total Value ($000): $1,194,937 (100.0% shares, 0.0% debt)

Holdings (7)

IVV ISHARES TR CORE S&P500 ETF 34.7%

Value ($000) $415,134 Shares 1,641,300 Est. Cost $225.44 Unrealized —

SPY SPDR S&P 500 ETF TR TR UNIT 21.1%

Value ($000) $252,034 Shares 1,003,200 Est. Cost $223.99 Unrealized —

EFA ISHARES TR MSCI EAFE ETF 16.0%

Value ($000) $191,751 Shares 2,800,100 Est. Cost $63.90 Unrealized —

IGSB ISHARES TR 1 3 YR CR BD ETF 14.6%

Value ($000) $174,776 Shares 1,659,000 Est. Cost $105.31 Unrealized —

VCSH VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 6.3%

Value ($000) $75,082 Shares 937,000 Est. Cost $80.04 Unrealized —

FLOT ISHARES TR FLTG RATE NT ETF 4.3%

Value ($000) $50,940 Shares 1,000,000 Est. Cost $50.83 Unrealized —

— NEWSTAR FINANCIAL INC COM 2.9%

Value ($000) $35,220 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	$415,134	34.7%	$225.44	—	COM	464287200
SPY	SPDR S&P 500 ETF TR TR UNIT	1,003,200	$252,034	21.1%	$223.99	—	COM	78462F103
EFA	ISHARES TR MSCI EAFE ETF	2,800,100	$191,751	16.0%	$63.90	—	COM	464287465
IGSB	ISHARES TR 1 3 YR CR BD ETF	1,659,000	$174,776	14.6%	$105.31	—	COM	464288646
VCSH	VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD	937,000	$75,082	6.3%	$80.04	—	COM	92206C409
FLOT	ISHARES TR FLTG RATE NT ETF	1,000,000	$50,940	4.3%	$50.83	—	COM	46429B655
—	NEWSTAR FINANCIAL INC COM	3,000,000	$35,220	2.9%	$11.24	—	COM	65251F105