STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q4 2017 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2018-02-13

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 13, 2018

Total Value: $1.636B (100.0% shares, 0.0% debt)

Holdings (10)

IWV ISHARES RUSSELL 3000 INDEX 22.1%

Value $362M Shares 2,289,070 Est. Cost $133.10 Unrealized —

IEFA ISHARES CORE MSCI EAFE ETF 18.7%

Value $306M Shares 4,622,755 Est. Cost $54.53 Unrealized —

IWD ISHARES RUSSELL 1000 VALUE E 18.3%

Value $300M Shares 241,440 Est. Cost $1243.40 Unrealized —

SPY SPDR S&P 500 ETF TRUST 14.5%

Value $237M Shares 889,116 Est. Cost $265.85 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 11.3%

Value $185M Shares 3,253,546 Est. Cost $43.73 Unrealized —

LQD ISHARES IBOXX INVESTMENT GRA 5.6%

Value $91.45M Shares 752,299 Est. Cost $117.46 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 4.6%

Value $75.34M Shares 648,911 Est. Cost $108.50 Unrealized —

HYG ISHARES IBOXX USD HIGH YIELD 2.3%

Value $38.02M Shares 435,773 Est. Cost $4.11 Unrealized —

IVV ISHARES CORE S&P 500 ETF 2.1%

Value $34.55M Shares 128,530 Est. Cost $207.20 Unrealized —

IWM ISHARES RUSSELL 2000 0.4%

Value $6.747M Shares 44,260 Est. Cost $115.79 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IWV	ISHARES RUSSELL 3000 INDEX	2,289,070	$362M	22.1%	$133.10	—	ETF	464287689
IEFA	ISHARES CORE MSCI EAFE ETF	4,622,755	$306M	18.7%	$54.53	—	ETF	46432F842
IWD	ISHARES RUSSELL 1000 VALUE E	241,440	$300M	18.3%	$1243.40	—	ETF	464287598
SPY	SPDR S&P 500 ETF TRUST	889,116	$237M	14.5%	$265.85	—	ETF	78462F103
IEMG	ISHARES CORE MSCI EMERGING	3,253,546	$185M	11.3%	$43.73	—	ETF	46434G103
LQD	ISHARES IBOXX INVESTMENT GRA	752,299	$91.45M	5.6%	$117.46	—	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	648,911	$75.34M	4.6%	$108.50	—	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	435,773	$38.02M	2.3%	$4.11	—	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$34.55M	2.1%	$207.20	—	ETF	464287200
IWM	ISHARES RUSSELL 2000	44,260	$6.747M	0.4%	$115.79	—	ETF	464287655