STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 13, 2017

Total Value: $1.11B (100.0% shares, 0.0% debt)

Holdings (10)

IWV ISHARES RUSSELL 3000 INDEX 32.3%
Value $359M Shares 2,404,590 Share Price $149.28 Est. Cost/Share $129.90 Unrealized @ Report Date +14.9%
IEFA ISHARES CORE MSCI EAFE ETF 29.8%
Value $331M Shares 5,154,645 Share Price $64.17 Est. Cost/Share $55.31 Unrealized @ Report Date +16.0%
IEMG ISHARES CORE MSCI EMERGING 15.1%
Value $168M Shares 3,109,354 Share Price $54.02 Est. Cost/Share $44.87 Unrealized @ Report Date +20.4%
LQD ISHARES IBOXX INVESTMENT GRA 8.0%
Value $88.41M Shares 729,259 Share Price $121.23 Est. Cost/Share $118.88 Unrealized @ Report Date +2.0%
EMB ISHARES JP MORGAN USD EMERGI 6.8%
Value $75.55M Shares 648,911 Share Price $116.42 Est. Cost/Share $112.48 Unrealized @ Report Date +3.5%
HYG ISHARES IBOXX USD HIGH YIELD 3.3%
Value $36.9M Shares 415,693 Share Price $88.76 Est. Cost/Share $88.02 Unrealized @ Report Date +0.8%
IVV ISHARES CORE S&P 500 ETF 2.9%
Value $32.51M Shares 128,530 Share Price $252.93 Est. Cost/Share $202.74 Unrealized @ Report Date +24.8%
GSG ISHARES S&P GSCI COMMODITY I 0.6%
Value $6.786M Shares 455,460 Share Price $14.90 Est. Cost/Share $14.36 Unrealized @ Report Date +3.7%
IWM ISHARES RUSSELL 2000 0.6%
Value $6.558M Shares 44,260 Share Price $148.17 Est. Cost/Share $110.83 Unrealized @ Report Date +33.7%
SPY SPDR S&P 500 ETF TRUST 0.5%
Value $5.519M Shares 21,970 Share Price $251.21 Est. Cost/Share $222.51 Unrealized @ Report Date +12.9%