STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $981,508 (100.0% shares, 0.0% debt)

Holdings (12)

IWV ISHARES RUSSELL 3000 INDEX 35.9%

Value ($000) $351,999 Shares 2,516,080 Est. Cost $132.28 Unrealized —

IEFA ISHARES CORE MSCI EAFE ETF 24.7%

Value ($000) $242,816 Shares 4,190,112 Est. Cost $53.63 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 13.4%

Value ($000) $131,710 Shares 2,756,016 Est. Cost $42.48 Unrealized —

LQD ISHARES IBOXX INV GR CORP BD 8.4%

Value ($000) $82,928 Shares 703,319 Est. Cost $117.20 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 6.8%

Value ($000) $67,172 Shares 590,791 Est. Cost $110.22 Unrealized —

HYG ISHARES IBOXX USD HIGH YIELD 3.6%

Value ($000) $35,219 Shares 401,233 Est. Cost $86.59 Unrealized —

IVV ISHARES CORE S&P 500 ETF 3.1%

Value ($000) $30,496 Shares 128,530 Est. Cost $207.20 Unrealized —

SPY SPDR S&P 500 ETF TRUST 2.0%

Value ($000) $19,542 Shares 82,900 Est. Cost $226.10 Unrealized —

EFA ISHARES MSCI EAFE INDEX FUND 0.7%

Value ($000) $6,960 Shares 111,745 Est. Cost $57.58 Unrealized —

EEM ISHARES MSCI EMERGING MKT IN 0.6%

Value ($000) $6,312 Shares 160,253 Est. Cost $34.60 Unrealized —

IWM ISHARES RUSSELL 2000 0.6%

Value ($000) $6,084 Shares 44,260 Est. Cost $115.79 Unrealized —

— ISHARES MSCI TAIWAN INDEX FD 0.0%

Value ($000) $270 Shares 8,150 Est. Cost $13.19 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWV	ISHARES RUSSELL 3000 INDEX	2,516,080	$351,999	35.9%	$132.28	—	ETF	464287689
IEFA	ISHARES CORE MSCI EAFE ETF	4,190,112	$242,816	24.7%	$53.63	—	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	2,756,016	$131,710	13.4%	$42.48	—	ETF	46434G103
LQD	ISHARES IBOXX INV GR CORP BD	703,319	$82,928	8.4%	$117.20	—	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	590,791	$67,172	6.8%	$110.22	—	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	401,233	$35,219	3.6%	$86.59	—	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$30,496	3.1%	$207.20	—	ETF	464287200
SPY	SPDR S&P 500 ETF TRUST	82,900	$19,542	2.0%	$226.10	—	ETF	78462F103
EFA	ISHARES MSCI EAFE INDEX FUND	111,745	$6,960	0.7%	$57.58	—	ETF	464287465
EEM	ISHARES MSCI EMERGING MKT IN	160,253	$6,312	0.6%	$34.60	—	ETF	464287234
IWM	ISHARES RUSSELL 2000	44,260	$6,084	0.6%	$115.79	—	ETF	464287655
—	ISHARES MSCI TAIWAN INDEX FD	8,150	$270	0.0%	$13.19	—	ETF	464286731