SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 11, 2018

Total Value ($000): $951,037 (100.0% shares, 0.0% debt)

Holdings (6)

IVV ISHARES CORE S&P 500 ETF 27.6%

Value ($000) $262,504 Shares 989,200 Est. Cost $225.44 Unrealized —

SPY SPDR S&P 500 ETF TRUST 22.8%

Value ($000) $216,362 Shares 822,200 Est. Cost $223.99 Unrealized —

EFA ISHARES MSCI EAFE ETF 18.5%

Value ($000) $175,548 Shares 2,519,350 Est. Cost $63.90 Unrealized —

IGSB ISHARES 1-3 YEAR CREDIT BOND 18.1%

Value ($000) $172,204 Shares 1,659,000 Est. Cost $105.31 Unrealized —

VCSH VANGUARD S/T CORP BOND ETF 7.7%

Value ($000) $73,489 Shares 937,000 Est. Cost $80.04 Unrealized —

FLOT ISHARES FLOATING RATE BOND E 5.4%

Value ($000) $50,930 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	989,200	$262,504	27.6%	$225.44	—	COM	464287200
SPY	SPDR S&P 500 ETF TRUST	822,200	$216,362	22.8%	$223.99	—	COM	78462F103
EFA	ISHARES MSCI EAFE ETF	2,519,350	$175,548	18.5%	$63.90	—	COM	464287465
IGSB	ISHARES 1-3 YEAR CREDIT BOND	1,659,000	$172,204	18.1%	$105.31	—	COM	464288646
VCSH	VANGUARD S/T CORP BOND ETF	937,000	$73,489	7.7%	$80.04	—	COM	92206C409
FLOT	ISHARES FLOATING RATE BOND E	1,000,000	$50,930	5.4%	$50.83	—	COM	46429B655