SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 13, 2018

Total Value ($000): $1,106,137 (100.0% shares, 0.0% debt)

Holdings (6)

IVV ISHARES CORE S&P 500 ETF 32.8%

Value ($000) $362,732 Shares 1,349,200 Est. Cost $225.44 Unrealized —

SPY SPDR S&P 500 ETF TRUST 24.2%

Value ($000) $267,714 Shares 1,003,200 Est. Cost $223.99 Unrealized —

EFA ISHARES MSCI EAFE ETF 16.0%

Value ($000) $177,135 Shares 2,519,350 Est. Cost $63.90 Unrealized —

IGSB ISHARES 1-3 YEAR CREDIT BOND 15.7%

Value ($000) $173,432 Shares 1,659,000 Est. Cost $105.31 Unrealized —

VCSH VANGUARD S/T CORP BOND ETF 6.7%

Value ($000) $74,304 Shares 937,000 Est. Cost $80.04 Unrealized —

FLOT ISHARES FLOATING RATE BOND E 4.6%

Value ($000) $50,820 Shares 1,000,000 Est. Cost $50.83 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES CORE S&P 500 ETF	1,349,200	$362,732	32.8%	$225.44	—	COM	464287200
SPY	SPDR S&P 500 ETF TRUST	1,003,200	$267,714	24.2%	$223.99	—	COM	78462F103
EFA	ISHARES MSCI EAFE ETF	2,519,350	$177,135	16.0%	$63.90	—	COM	464287465
IGSB	ISHARES 1-3 YEAR CREDIT BOND	1,659,000	$173,432	15.7%	$105.31	—	COM	464288646
VCSH	VANGUARD S/T CORP BOND ETF	937,000	$74,304	6.7%	$80.04	—	COM	92206C409
FLOT	ISHARES FLOATING RATE BOND E	1,000,000	$50,820	4.6%	$50.83	—	COM	46429B655