SWISS RE LTD Diversified Active

Location: Zurich, Switzerland

CIK: 0001519921 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Mar 10, 2017

Total Value: $692M (100.0% shares, 0.0% debt)

Holdings (5)

IVV ISHARES-C S&P500 41.4%

Value $287M Shares 1,274,000 Est. Cost $221.53 Unrealized —

SPY ISHARES-C S&P500 38.5%

Value $267M Shares 1,192,350 Est. Cost $220.73 Unrealized —

EFA ISHARES MSCI EAFE 8.7%

Value $60.21M Shares 1,043,001 Est. Cost $61.68 Unrealized —

FLOT ISHARES FLOATING 7.3%

Value $50.73M Shares 1,000,000 Est. Cost $50.83 Unrealized —

— NEW STAR FINANCIAL 4.0%

Value $27.75M Shares 3,000,000 Est. Cost $11.24 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES-C S&P500	1,274,000	$287M	41.4%	$221.53	—	COM	464287200
SPY	ISHARES-C S&P500	1,192,350	$267M	38.5%	$220.73	—	COM	78462F103
EFA	ISHARES MSCI EAFE	1,043,001	$60.21M	8.7%	$61.68	—	COM	464287465
FLOT	ISHARES FLOATING	1,000,000	$50.73M	7.3%	$50.83	—	COM	46429B655
—	NEW STAR FINANCIAL	3,000,000	$27.75M	4.0%	$11.24	—	COM	65251F105