STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 8, 2019

Total Value ($000): $2,234,024 (100.0% shares, 0.0% debt)

Holdings (17)

IEFA ISHARES CORE MSCI EAFE ETF 30.5%

Value ($000) $681,841 Shares 12,397,116 Est. Cost $56.26 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 30.2%

Value ($000) $675,457 Shares 14,325,707 Est. Cost $49.82 Unrealized —

IWV ISHARES RUSSELL 3000 INDEX 21.6%

Value ($000) $481,988 Shares 3,280,620 Est. Cost $136.22 Unrealized —

VLUE ISHARES EDGE MSCI USA VALUE 3.8%

Value ($000) $85,818 Shares 1,182,560 Est. Cost $72.57 Unrealized —

LQD ISHARES IBOXX INVESTMENT GRA 3.8%

Value ($000) $84,874 Shares 752,299 Est. Cost $117.46 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 3.0%

Value ($000) $67,428 Shares 648,911 Est. Cost $108.50 Unrealized —

HYG ISHARES IBOXX USD HIGH YIELD 1.6%

Value ($000) $35,341 Shares 435,773 Est. Cost $4.11 Unrealized —

IVV ISHARES CORE S&P 500 ETF 1.4%

Value ($000) $32,339 Shares 128,530 Est. Cost $207.20 Unrealized —

SPY SPDR S&P 500 ETF TRUST 1.4%

Value ($000) $32,019 Shares 128,120 Est. Cost $265.85 Unrealized —

— UNITED STATES OIL FUND LP 1.0%

Value ($000) $21,909 Shares 2,268,060 Est. Cost $9.66 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 0.6%

Value ($000) $12,761 Shares 910,270 Est. Cost $14.02 Unrealized —

GLD SPDR GOLD TRUST 0.3%

Value ($000) $7,809 Shares 64,410 Est. Cost $112.75 Unrealized —

IWM ISHARES RUSSELL 2000 0.3%

Value ($000) $5,926 Shares 44,260 Est. Cost $115.79 Unrealized —

IWD ISHARES RUSSELL 1000 VALUE E 0.2%

Value ($000) $4,407 Shares 39,686 Est. Cost $1243.40 Unrealized —

GDX VANECK VECTORS GOLD MINERS E 0.2%

Value ($000) $4,036 Shares 191,400 Est. Cost $18.52 Unrealized —

USCI UNITED STATES COMMODITY INDE 0.0%

Value ($000) $37 Shares 1,010 Est. Cost $42.57 Unrealized —

GDXJ VANECK VECTORS JUNIOR GOLD M 0.0%

Value ($000) $34 Shares 1,156 Est. Cost $26.82 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEFA	ISHARES CORE MSCI EAFE ETF	12,397,116	$681,841	30.5%	$56.26	—	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	14,325,707	$675,457	30.2%	$49.82	—	ETF	46434G103
IWV	ISHARES RUSSELL 3000 INDEX	3,280,620	$481,988	21.6%	$136.22	—	ETF	464287689
VLUE	ISHARES EDGE MSCI USA VALUE	1,182,560	$85,818	3.8%	$72.57	—	ETF	46432F388
LQD	ISHARES IBOXX INVESTMENT GRA	752,299	$84,874	3.8%	$117.46	—	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	648,911	$67,428	3.0%	$108.50	—	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	435,773	$35,341	1.6%	$4.11	—	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$32,339	1.4%	$207.20	—	ETF	464287200
SPY	SPDR S&P 500 ETF TRUST	128,120	$32,019	1.4%	$265.85	—	ETF	78462F103
—	UNITED STATES OIL FUND LP	2,268,060	$21,909	1.0%	$9.66	—	ETF	91232N108
GSG	ISHARES S&P GSCI COMMODITY I	910,270	$12,761	0.6%	$14.02	—	ETF	46428R107
GLD	SPDR GOLD TRUST	64,410	$7,809	0.3%	$112.75	—	ETF	78463V107
IWM	ISHARES RUSSELL 2000	44,260	$5,926	0.3%	$115.79	—	ETF	464287655
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$4,407	0.2%	$1243.40	—	ETF	464287598
GDX	VANECK VECTORS GOLD MINERS E	191,400	$4,036	0.2%	$18.52	—	ETF	92189F106
USCI	UNITED STATES COMMODITY INDE	1,010	$37	0.0%	$42.57	—	ETF	911717106
GDXJ	VANECK VECTORS JUNIOR GOLD M	1,156	$34	0.0%	$26.82	—	ETF	92189F791