STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 9, 2018

Total Value ($000): $1,685,742 (100.0% shares, 0.0% debt)

Holdings (11)

IEMG ISHARES CORE MSCI EMERGING 32.7%

Value ($000) $551,469 Shares 10,502,176 Est. Cost $49.90 Unrealized —

IWV ISHARES RUSSELL 3000 INDEX 23.6%

Value ($000) $398,275 Shares 2,454,100 Est. Cost $131.38 Unrealized —

IEFA ISHARES CORE MSCI EAFE ETF 22.8%

Value ($000) $385,134 Shares 6,077,555 Est. Cost $57.07 Unrealized —

SPY SPDR S&P 500 ETF TRUST 6.4%

Value ($000) $107,283 Shares 395,472 Est. Cost $265.85 Unrealized —

LQD ISHARES IBOXX INVESTMENT GRA 5.1%

Value ($000) $86,190 Shares 752,299 Est. Cost $117.46 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 4.1%

Value ($000) $69,284 Shares 648,911 Est. Cost $108.50 Unrealized —

HYG ISHARES IBOXX USD HIGH YIELD 2.2%

Value ($000) $37,075 Shares 435,773 Est. Cost $4.11 Unrealized —

IVV ISHARES CORE S&P 500 ETF 2.1%

Value ($000) $35,095 Shares 128,530 Est. Cost $207.20 Unrealized —

IWD ISHARES RUSSELL 1000 VALUE E 0.5%

Value ($000) $8,645 Shares 71,226 Est. Cost $1243.40 Unrealized —

IWM ISHARES RUSSELL 2000 0.4%

Value ($000) $7,248 Shares 44,260 Est. Cost $115.79 Unrealized —

USCI UNITED STATES COMMODITY INDE 0.0%

Value ($000) $44 Shares 1,010 Est. Cost $42.57 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEMG	ISHARES CORE MSCI EMERGING	10,502,176	$551,469	32.7%	$49.90	—	ETF	46434G103
IWV	ISHARES RUSSELL 3000 INDEX	2,454,100	$398,275	23.6%	$131.38	—	ETF	464287689
IEFA	ISHARES CORE MSCI EAFE ETF	6,077,555	$385,134	22.8%	$57.07	—	ETF	46432F842
SPY	SPDR S&P 500 ETF TRUST	395,472	$107,283	6.4%	$265.85	—	ETF	78462F103
LQD	ISHARES IBOXX INVESTMENT GRA	752,299	$86,190	5.1%	$117.46	—	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	648,911	$69,284	4.1%	$108.50	—	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	435,773	$37,075	2.2%	$4.11	—	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$35,095	2.1%	$207.20	—	ETF	464287200
IWD	ISHARES RUSSELL 1000 VALUE E	71,226	$8,645	0.5%	$1243.40	—	ETF	464287598
IWM	ISHARES RUSSELL 2000	44,260	$7,248	0.4%	$115.79	—	ETF	464287655
USCI	UNITED STATES COMMODITY INDE	1,010	$44	0.0%	$42.57	—	ETF	911717106