SWISS RE LTD Diversified Active

Location: Zurich, Switzerland

CIK: 0001519921 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 13, 2018

Total Value: $1.106B (100.0% shares, 0.0% debt)

Holdings (6)

IVV ISHARES CORE S&P 500 ETF 32.8%

Value $363M Shares 1,349,200 Est. Cost $225.44 Unrealized —

SPY SPDR S&P 500 ETF TRUST 24.2%

Value $268M Shares 1,003,200 Est. Cost $223.99 Unrealized —

EFA ISHARES MSCI EAFE ETF 16.0%

Value $177M Shares 2,519,350 Est. Cost $63.90 Unrealized —

IGSB ISHARES 1-3 YEAR CREDIT BOND 15.7%

Value $173M Shares 1,659,000 Est. Cost $105.31 Unrealized —

VCSH VANGUARD S/T CORP BOND ETF 6.7%

Value $74.3M Shares 937,000 Est. Cost $80.04 Unrealized —

FLOT ISHARES FLOATING RATE BOND E 4.6%

Value $50.82M Shares 1,000,000 Est. Cost $50.83 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES CORE S&P 500 ETF	1,349,200	$363M	32.8%	$225.44	—	COM	464287200
SPY	SPDR S&P 500 ETF TRUST	1,003,200	$268M	24.2%	$223.99	—	COM	78462F103
EFA	ISHARES MSCI EAFE ETF	2,519,350	$177M	16.0%	$63.90	—	COM	464287465
IGSB	ISHARES 1-3 YEAR CREDIT BOND	1,659,000	$173M	15.7%	$105.31	—	COM	464288646
VCSH	VANGUARD S/T CORP BOND ETF	937,000	$74.3M	6.7%	$80.04	—	COM	92206C409
FLOT	ISHARES FLOATING RATE BOND E	1,000,000	$50.82M	4.6%	$50.83	—	COM	46429B655