STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 14, 2018

Total Value ($000): $1,376,271 (100.0% shares, 0.0% debt)

Holdings (11)

IEFA ISHARES CORE MSCI EAFE ETF 27.1%

Value ($000) $372,420 Shares 5,653,015 Est. Cost $56.60 Unrealized —

IWV ISHARES RUSSELL 3000 INDEX 26.3%

Value ($000) $362,062 Shares 2,898,340 Est. Cost $131.38 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 14.6%

Value ($000) $201,128 Shares 3,443,986 Est. Cost $44.54 Unrealized —

SPY SPDR S&P 500 ETF TRUST 14.0%

Value ($000) $192,378 Shares 731,060 Est. Cost $265.85 Unrealized —

LQD ISHARES IBOXX INVESTMENT GRA 6.4%

Value ($000) $88,312 Shares 752,299 Est. Cost $117.46 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 5.3%

Value ($000) $73,210 Shares 648,911 Est. Cost $108.50 Unrealized —

HYG ISHARES IBOXX USD HIGH YIELD 2.7%

Value ($000) $37,319 Shares 435,773 Est. Cost $4.11 Unrealized —

IVV ISHARES CORE S&P 500 ETF 2.5%

Value ($000) $34,108 Shares 128,530 Est. Cost $207.20 Unrealized —

IWD ISHARES RUSSELL 1000 VALUE E 0.6%

Value ($000) $8,544 Shares 71,226 Est. Cost $1243.40 Unrealized —

IWM ISHARES RUSSELL 2000 0.5%

Value ($000) $6,747 Shares 44,260 Est. Cost $115.79 Unrealized —

USCI UNITED STATES COMMODITY INDE 0.0%

Value ($000) $43 Shares 1,010 Est. Cost $42.57 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEFA	ISHARES CORE MSCI EAFE ETF	5,653,015	$372,420	27.1%	$56.60	—	ETF	46432F842
IWV	ISHARES RUSSELL 3000 INDEX	2,898,340	$362,062	26.3%	$131.38	—	ETF	464287689
IEMG	ISHARES CORE MSCI EMERGING	3,443,986	$201,128	14.6%	$44.54	—	ETF	46434G103
SPY	SPDR S&P 500 ETF TRUST	731,060	$192,378	14.0%	$265.85	—	ETF	78462F103
LQD	ISHARES IBOXX INVESTMENT GRA	752,299	$88,312	6.4%	$117.46	—	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	648,911	$73,210	5.3%	$108.50	—	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	435,773	$37,319	2.7%	$4.11	—	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$34,108	2.5%	$207.20	—	ETF	464287200
IWD	ISHARES RUSSELL 1000 VALUE E	71,226	$8,544	0.6%	$1243.40	—	ETF	464287598
IWM	ISHARES RUSSELL 2000	44,260	$6,747	0.5%	$115.79	—	ETF	464287655
USCI	UNITED STATES COMMODITY INDE	1,010	$43	0.0%	$42.57	—	ETF	911717106