SWISS RE LTD Diversified Active

CIK: 0001519921 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 10, 2018

Total Value ($000): $901,080 (100.0% shares, 0.0% debt)

Holdings (7)

SPY SPDR S&P 500 ETF TRUST 32.6%

Value ($000) $294,122 Shares 1,084,200 Est. Cost $235.42 Unrealized —

IVV ISHARES CORE S&P 500 ETF 30.0%

Value ($000) $270,101 Shares 989,200 Est. Cost $225.44 Unrealized —

IGSB ISHARES 1-3 YEAR CREDIT BOND 19.1%

Value ($000) $172,038 Shares 1,659,000 Est. Cost $105.31 Unrealized —

VCSH VANGUARD S/T CORP BOND ETF 8.1%

Value ($000) $73,180 Shares 937,000 Est. Cost $80.04 Unrealized —

FLOT ISHARES FLOATING RATE BOND E 5.7%

Value ($000) $51,000 Shares 1,000,000 Est. Cost $50.83 Unrealized —

EFA ISHARES MSCI EAFE ETF 3.0%

Value ($000) $26,724 Shares 399,050 Est. Cost $63.90 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 1.5%

Value ($000) $13,915 Shares 265,000 Est. Cost $52.51 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TRUST	1,084,200	$294,122	32.6%	$235.42	—	COM	78462F103
IVV	ISHARES CORE S&P 500 ETF	989,200	$270,101	30.0%	$225.44	—	COM	464287200
IGSB	ISHARES 1-3 YEAR CREDIT BOND	1,659,000	$172,038	19.1%	$105.31	—	COM	464288646
VCSH	VANGUARD S/T CORP BOND ETF	937,000	$73,180	8.1%	$80.04	—	COM	92206C409
FLOT	ISHARES FLOATING RATE BOND E	1,000,000	$51,000	5.7%	$50.83	—	COM	46429B655
EFA	ISHARES MSCI EAFE ETF	399,050	$26,724	3.0%	$63.90	—	COM	464287465
IEMG	ISHARES CORE MSCI EMERGING	265,000	$13,915	1.5%	$52.51	—	COM	46434G103