STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 13, 2019

Total Value ($000): $1,460,675 (100.0% shares, 0.0% debt)

Holdings (16)

IEMG ISHARES CORE MSCI EMERGING 27.3%

Value ($000) $399,081 Shares 7,793,046 Est. Cost $49.82 Unrealized —

IEFA ISHARES CORE MSCI EAFE ETF 25.5%

Value ($000) $371,966 Shares 6,145,152 Est. Cost $56.26 Unrealized —

IWV ISHARES RUSSELL 3000 INDEX 25.0%

Value ($000) $365,658 Shares 2,207,280 Est. Cost $136.22 Unrealized —

LQD ISHARES IBOXX INVESTMENT GRA 6.1%

Value ($000) $89,636 Shares 752,299 Est. Cost $117.46 Unrealized —

EMB ISHARES JP MORGAN USD EMERGI 4.9%

Value ($000) $71,354 Shares 648,911 Est. Cost $108.50 Unrealized —

HYG ISHARES IBOXX USD HIGH YIELD 2.6%

Value ($000) $37,585 Shares 435,773 Est. Cost $4.11 Unrealized —

IVV ISHARES CORE S&P 500 ETF 2.6%

Value ($000) $37,563 Shares 132,880 Est. Cost $209.67 Unrealized —

SPY SPDR S&P 500 ETF TRUST 2.5%

Value ($000) $35,964 Shares 128,120 Est. Cost $265.85 Unrealized —

— UNITED STATES OIL FUND LP 1.9%

Value ($000) $28,010 Shares 2,268,060 Est. Cost $9.66 Unrealized —

GLD SPDR GOLD TRUST 0.5%

Value ($000) $7,851 Shares 64,410 Est. Cost $112.75 Unrealized —

IWM ISHARES RUSSELL 2000 0.5%

Value ($000) $6,754 Shares 44,260 Est. Cost $115.79 Unrealized —

IWD ISHARES RUSSELL 1000 VALUE E 0.3%

Value ($000) $4,875 Shares 39,686 Est. Cost $1243.40 Unrealized —

GDX VANECK VECTORS GOLD MINERS E 0.3%

Value ($000) $4,289 Shares 191,400 Est. Cost $18.52 Unrealized —

USCI UNITED STATES COMMODITY INDE 0.0%

Value ($000) $39 Shares 1,010 Est. Cost $42.57 Unrealized —

GDXJ VANECK VECTORS JUNIOR GOLD M 0.0%

Value ($000) $36 Shares 1,156 Est. Cost $26.82 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 0.0%

Value ($000) $14 Shares 910,270 Est. Cost $14.02 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEMG	ISHARES CORE MSCI EMERGING	7,793,046	$399,081	27.3%	$49.82	—	ETF	46434G103
IEFA	ISHARES CORE MSCI EAFE ETF	6,145,152	$371,966	25.5%	$56.26	—	ETF	46432F842
IWV	ISHARES RUSSELL 3000 INDEX	2,207,280	$365,658	25.0%	$136.22	—	ETF	464287689
LQD	ISHARES IBOXX INVESTMENT GRA	752,299	$89,636	6.1%	$117.46	—	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	648,911	$71,354	4.9%	$108.50	—	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	435,773	$37,585	2.6%	$4.11	—	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	132,880	$37,563	2.6%	$209.67	—	ETF	464287200
SPY	SPDR S&P 500 ETF TRUST	128,120	$35,964	2.5%	$265.85	—	ETF	78462F103
—	UNITED STATES OIL FUND LP	2,268,060	$28,010	1.9%	$9.66	—	ETF	91232N108
GLD	SPDR GOLD TRUST	64,410	$7,851	0.5%	$112.75	—	ETF	78463V107
IWM	ISHARES RUSSELL 2000	44,260	$6,754	0.5%	$115.79	—	ETF	464287655
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$4,875	0.3%	$1243.40	—	ETF	464287598
GDX	VANECK VECTORS GOLD MINERS E	191,400	$4,289	0.3%	$18.52	—	ETF	92189F106
USCI	UNITED STATES COMMODITY INDE	1,010	$39	0.0%	$42.57	—	ETF	911717106
GDXJ	VANECK VECTORS JUNIOR GOLD M	1,156	$36	0.0%	$26.82	—	ETF	92189F791
GSG	ISHARES S&P GSCI COMMODITY I	910,270	$14	0.0%	$14.02	—	ETF	46428R107