STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 13, 2017

Total Value ($000): $1,109,919 (100.0% shares, 0.0% debt)

Holdings (10)

IWV ISHARES RUSSELL 3000 INDEX 32.3%

Value ($000) $358,957 Shares 2,404,590 Est. Cost $133.10 Unrealized —

IEFA ISHARES CORE MSCI EAFE ETF 29.8%

Value ($000) $330,773 Shares 5,154,645 Est. Cost $54.53 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 15.1%

Value ($000) $167,967 Shares 3,109,354 Est. Cost $43.12 Unrealized —

LQD ISHARES IBOXX INVESTMENT GRA 8.0%

Value ($000) $88,408 Shares 729,259 Est. Cost $117.33 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 6.8%

Value ($000) $75,546 Shares 648,911 Est. Cost $108.50 Unrealized —

HYG ISHARES IBOXX USD HIGH YIELD 3.3%

Value ($000) $36,896 Shares 415,693 Est. Cost $0.10 Unrealized —

IVV ISHARES CORE S&P 500 ETF 2.9%

Value ($000) $32,509 Shares 128,530 Est. Cost $207.20 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 0.6%

Value ($000) $6,786 Shares 455,460 Est. Cost $14.90 Unrealized —

IWM ISHARES RUSSELL 2000 0.6%

Value ($000) $6,558 Shares 44,260 Est. Cost $115.79 Unrealized —

SPY SPDR S&P 500 ETF TRUST 0.5%

Value ($000) $5,519 Shares 21,970 Est. Cost $226.10 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWV	ISHARES RUSSELL 3000 INDEX	2,404,590	$358,957	32.3%	$133.10	—	ETF	464287689
IEFA	ISHARES CORE MSCI EAFE ETF	5,154,645	$330,773	29.8%	$54.53	—	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	3,109,354	$167,967	15.1%	$43.12	—	ETF	46434G103
LQD	ISHARES IBOXX INVESTMENT GRA	729,259	$88,408	8.0%	$117.33	—	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	648,911	$75,546	6.8%	$108.50	—	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	415,693	$36,896	3.3%	$0.10	—	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$32,509	2.9%	$207.20	—	ETF	464287200
GSG	ISHARES S&P GSCI COMMODITY I	455,460	$6,786	0.6%	$14.90	—	ETF	46428R107
IWM	ISHARES RUSSELL 2000	44,260	$6,558	0.6%	$115.79	—	ETF	464287655
SPY	SPDR S&P 500 ETF TRUST	21,970	$5,519	0.5%	$226.10	—	ETF	78462F103