STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 14, 2018

Total Value: $1.376B (100.0% shares, 0.0% debt)

Holdings (11)

IEFA ISHARES CORE MSCI EAFE ETF 27.1%
Value $372M Shares 5,653,015 Share Price $65.88 Est. Cost/Share $57.47 Unrealized @ Report Date +14.6%
IWV ISHARES RUSSELL 3000 INDEX 26.3%
Value $362M Shares 2,898,340 Share Price $124.92 * Est. Cost/Share $136.55 Unrealized @ Report Date +14.5%
IEMG ISHARES CORE MSCI EMERGING 14.6%
Value $201M Shares 3,443,986 Share Price $58.40 Est. Cost/Share $46.12 Unrealized @ Report Date +26.6%
SPY SPDR S&P 500 ETF TRUST 14.0%
Value $192M Shares 731,060 Share Price $263.15 Est. Cost/Share $259.12 Unrealized @ Report Date +1.6%
LQD ISHARES IBOXX INVESTMENT GRA 6.4%
Value $88.31M Shares 752,299 Share Price $117.39 Est. Cost/Share $118.95 Unrealized @ Report Date -1.3%
EMB ISHARES JP MORGAN USD EMERGI 5.3%
Value $73.21M Shares 648,911 Share Price $112.82 Est. Cost/Share $112.48 Unrealized @ Report Date +0.3%
HYG ISHARES IBOXX USD HIGH YIELD 2.7%
Value $37.32M Shares 435,773 Share Price $85.64 Est. Cost/Share $88.01 Unrealized @ Report Date -2.7%
IVV ISHARES CORE S&P 500 ETF 2.5%
Value $34.11M Shares 128,530 Share Price $265.37 Est. Cost/Share $202.74 Unrealized @ Report Date +30.9%
IWD ISHARES RUSSELL 1000 VALUE E 0.6%
Value $8.544M Shares 71,226 Share Price $119.96 Est. Cost/Share $121.18 Unrealized @ Report Date -1.0%
IWM ISHARES RUSSELL 2000 0.5%
Value $6.747M Shares 44,260 Share Price $152.44 Est. Cost/Share $110.83 Unrealized @ Report Date +37.0%
USCI UNITED STATES COMMODITY INDE 0.0%
Value $43,000 Shares 1,010 Share Price $42.57 Est. Cost/Share $42.66 Unrealized @ Report Date +0.3%