STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 13, 2018

Total Value ($000): $1,782,096 (100.0% shares, 0.0% debt)

Holdings (14)

IEMG ISHARES CORE MSCI EMERGING 36.4%

Value ($000) $648,386 Shares 12,521,957 Est. Cost $50.20 Unrealized —

IEFA ISHARES CORE MSCI EAFE ETF 23.1%

Value ($000) $410,851 Shares 6,411,540 Est. Cost $57.43 Unrealized —

IWV ISHARES RUSSELL 3000 INDEX 21.8%

Value ($000) $389,080 Shares 2,258,160 Est. Cost $131.38 Unrealized —

LQD ISHARES IBOXX INVESTMENT GRA 4.9%

Value ($000) $86,461 Shares 752,299 Est. Cost $117.46 Unrealized —

SPY SPDR S&P 500 ETF TRUST 4.4%

Value ($000) $78,703 Shares 270,720 Est. Cost $265.85 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 3.9%

Value ($000) $69,959 Shares 648,911 Est. Cost $108.50 Unrealized —

HYG ISHARES IBOXX USD HIGH YIELD 2.1%

Value ($000) $37,668 Shares 435,773 Est. Cost $4.11 Unrealized —

IVV ISHARES CORE S&P 500 ETF 2.1%

Value ($000) $37,624 Shares 128,530 Est. Cost $207.20 Unrealized —

IWM ISHARES RUSSELL 2000 0.4%

Value ($000) $7,460 Shares 44,260 Est. Cost $115.79 Unrealized —

GLD SPDR GOLD TRUST 0.4%

Value ($000) $7,262 Shares 64,410 Est. Cost $112.75 Unrealized —

IWD ISHARES RUSSELL 1000 VALUE E 0.3%

Value ($000) $5,025 Shares 39,686 Est. Cost $1243.40 Unrealized —

GDX VANECK VECTORS GOLD MINERS E 0.2%

Value ($000) $3,544 Shares 191,400 Est. Cost $18.52 Unrealized —

USCI UNITED STATES COMMODITY INDE 0.0%

Value ($000) $42 Shares 1,010 Est. Cost $42.57 Unrealized —

GDXJ VANECK VECTORS JUNIOR GOLD M 0.0%

Value ($000) $31 Shares 1,156 Est. Cost $26.82 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEMG	ISHARES CORE MSCI EMERGING	12,521,957	$648,386	36.4%	$50.20	—	ETF	46434G103
IEFA	ISHARES CORE MSCI EAFE ETF	6,411,540	$410,851	23.1%	$57.43	—	ETF	46432F842
IWV	ISHARES RUSSELL 3000 INDEX	2,258,160	$389,080	21.8%	$131.38	—	ETF	464287689
LQD	ISHARES IBOXX INVESTMENT GRA	752,299	$86,461	4.9%	$117.46	—	ETF	464287242
SPY	SPDR S&P 500 ETF TRUST	270,720	$78,703	4.4%	$265.85	—	ETF	78462F103
EMB	ISHARES JP MORGAN USD EMERGI	648,911	$69,959	3.9%	$108.50	—	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	435,773	$37,668	2.1%	$4.11	—	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$37,624	2.1%	$207.20	—	ETF	464287200
IWM	ISHARES RUSSELL 2000	44,260	$7,460	0.4%	$115.79	—	ETF	464287655
GLD	SPDR GOLD TRUST	64,410	$7,262	0.4%	$112.75	—	ETF	78463V107
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$5,025	0.3%	$1243.40	—	ETF	464287598
GDX	VANECK VECTORS GOLD MINERS E	191,400	$3,544	0.2%	$18.52	—	ETF	92189F106
USCI	UNITED STATES COMMODITY INDE	1,010	$42	0.0%	$42.57	—	ETF	911717106
GDXJ	VANECK VECTORS JUNIOR GOLD M	1,156	$31	0.0%	$26.82	—	ETF	92189F791