STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q2 2017 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2017-08-09

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 9, 2017

Total Value: $959M (100.0% shares, 0.0% debt)

Holdings (9)

IWV ISHARES RUSSELL 3000 INDEX 34.3%

Value $329M Shares 2,289,000 Share Price $143.73 Est. Cost/Share $129.08 Unrealized @ Report Date +11.6%

IEFA ISHARES CORE MSCI EAFE ETF 27.1%

Value $260M Shares 4,276,569 Share Price $60.80 Est. Cost/Share $53.82 Unrealized @ Report Date +13.1%

IEMG ISHARES CORE MSCI EMERGING 14.5%

Value $139M Shares 2,794,403 Share Price $49.74 Est. Cost/Share $43.95 Unrealized @ Report Date +13.9%

LQD ISHARES IBOXX INVESTMENT GRA 8.8%

Value $84M Shares 705,309 Share Price $119.10 Est. Cost/Share $118.82 Unrealized @ Report Date +1.4%

EMB ISHARES JP MORGAN USD EMERGI 7.2%

Value $69M Shares 603,451 Share Price $114.34 Est. Cost/Share $112.25 Unrealized @ Report Date +1.9%

HYG ISHARES IBOXX USD HIGH YIELD 3.8%

Value $36M Shares 360,748,756 Share Price $0.10 * Est. Cost/Share $88.02 Unrealized @ Report Date +0.4%

IVV ISHARES CORE S&P 500 ETF 3.2%

Value $31M Shares 128,530 Share Price $241.19 Est. Cost/Share $202.74 Unrealized @ Report Date +20.1%

IWM ISHARES RUSSELL 2000 0.6%

Value $6M Shares 44,260 Share Price $135.56 * Est. Cost/Share $110.83 Unrealized @ Report Date +27.2%

SPY SPDR S&P 500 ETF TRUST 0.5%

Value $5M Shares 21,970 Share Price $227.58 * Est. Cost/Share $222.51 Unrealized @ Report Date +8.7%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWV	ISHARES RUSSELL 3000 INDEX	2,289,000	$329M	34.3%	$143.73	$129.08	+11.6%	ETF	464287689
IEFA	ISHARES CORE MSCI EAFE ETF	4,276,569	$260M	27.1%	$60.80	$53.82	+13.1%	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	2,794,403	$139M	14.5%	$49.74	$43.95	+13.9%	ETF	46434G103
LQD	ISHARES IBOXX INVESTMENT GRA	705,309	$84M	8.8%	$119.10	$118.82	+1.4%	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	603,451	$69M	7.2%	$114.34	$112.25	+1.9%	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	360,748,756	$36M	3.8%	$0.10 *	$88.02	+0.4%	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$31M	3.2%	$241.19	$202.74	+20.1%	ETF	464287200
IWM	ISHARES RUSSELL 2000	44,260	$6M	0.6%	$135.56 *	$110.83	+27.2%	ETF	464287655
SPY	SPDR S&P 500 ETF TRUST	21,970	$5M	0.5%	$227.58 *	$222.51	+8.7%	ETF	78462F103