STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q1 2017 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2017-05-15

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value: $982M (100.0% shares, 0.0% debt)

Holdings (12)

IWV ISHARES RUSSELL 3000 INDEX 35.9%

Value $352M Shares 2,516,080 Share Price $139.90 Est. Cost/Share $129.08 Unrealized @ Report Date +8.4%

IEFA ISHARES CORE MSCI EAFE ETF 24.7%

Value $243M Shares 4,190,112 Share Price $57.95 Est. Cost/Share $53.68 Unrealized @ Report Date +8.0%

IEMG ISHARES CORE MSCI EMERGING 13.4%

Value $132M Shares 2,756,016 Share Price $47.79 Est. Cost/Share $43.87 Unrealized @ Report Date +8.9%

LQD ISHARES IBOXX INV GR CORP BD 8.4%

Value $82.93M Shares 703,319 Share Price $117.91 Est. Cost/Share $118.82 Unrealized @ Report Date -0.8%

EMB ISHARES JP MORGAN USD EMERGI 6.8%

Value $67.17M Shares 590,791 Share Price $113.70 Est. Cost/Share $112.20 Unrealized @ Report Date +1.3%

HYG ISHARES IBOXX USD HIGH YIELD 3.6%

Value $35.22M Shares 401,233 Share Price $87.78 Est. Cost/Share $86.15 Unrealized @ Report Date +1.9%

IVV ISHARES CORE S&P 500 ETF 3.1%

Value $30.5M Shares 128,530 Share Price $237.27 Est. Cost/Share $202.74 Unrealized @ Report Date +17.0%

SPY SPDR S&P 500 ETF TRUST 2.0%

Value $19.54M Shares 82,900 Share Price $235.73 Est. Cost/Share $222.51 Unrealized @ Report Date +5.9%

EFA ISHARES MSCI EAFE INDEX FUND 0.7%

Value $6.96M Shares 111,745 Share Price $62.28 Est. Cost/Share $59.78 Unrealized @ Report Date +4.2%

EEM ISHARES MSCI EMERGING MKT IN 0.6%

Value $6.312M Shares 160,253 Share Price $39.39 Est. Cost/Share $36.95 Unrealized @ Report Date +6.6%

IWM ISHARES RUSSELL 2000 0.6%

Value $6.084M Shares 44,260 Share Price $137.46 Est. Cost/Share $110.83 Unrealized @ Report Date +24.1%

— ISHARES MSCI TAIWAN INDEX FD 0.0%

Value $270K Shares 8,150 Share Price $33.13 Est. Cost/Share $13.19 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWV	ISHARES RUSSELL 3000 INDEX	2,516,080	$352M	35.9%	$139.90	$129.08	+8.4%	ETF	464287689
IEFA	ISHARES CORE MSCI EAFE ETF	4,190,112	$243M	24.7%	$57.95	$53.68	+8.0%	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	2,756,016	$132M	13.4%	$47.79	$43.87	+8.9%	ETF	46434G103
LQD	ISHARES IBOXX INV GR CORP BD	703,319	$82.93M	8.4%	$117.91	$118.82	-0.8%	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	590,791	$67.17M	6.8%	$113.70	$112.20	+1.3%	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	401,233	$35.22M	3.6%	$87.78	$86.15	+1.9%	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$30.5M	3.1%	$237.27	$202.74	+17.0%	ETF	464287200
SPY	SPDR S&P 500 ETF TRUST	82,900	$19.54M	2.0%	$235.73	$222.51	+5.9%	ETF	78462F103
EFA	ISHARES MSCI EAFE INDEX FUND	111,745	$6.96M	0.7%	$62.28	$59.78	+4.2%	ETF	464287465
EEM	ISHARES MSCI EMERGING MKT IN	160,253	$6.312M	0.6%	$39.39	$36.95	+6.6%	ETF	464287234
IWM	ISHARES RUSSELL 2000	44,260	$6.084M	0.6%	$137.46	$110.83	+24.1%	ETF	464287655
—	ISHARES MSCI TAIWAN INDEX FD	8,150	$270K	0.0%	$33.13	$13.19	—	ETF	464286731