STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q3 2018 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2018-11-13

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 13, 2018

Total Value: $1.782B (100.0% shares, 0.0% debt)

Holdings (14)

IEMG ISHARES CORE MSCI EMERGING 36.4%

Value $648M Shares 12,521,957 Share Price $51.78 Est. Cost/Share $52.71 Unrealized @ Report Date -1.8%

IEFA ISHARES CORE MSCI EAFE ETF 23.1%

Value $411M Shares 6,411,540 Share Price $64.08 Est. Cost/Share $58.37 Unrealized @ Report Date +9.8%

IWV ISHARES RUSSELL 3000 INDEX 21.8%

Value $389M Shares 2,258,160 Share Price $172.30 Est. Cost/Share $136.55 Unrealized @ Report Date +26.2%

LQD ISHARES IBOXX INVESTMENT GRA 4.9%

Value $86.46M Shares 752,299 Share Price $114.93 Est. Cost/Share $118.95 Unrealized @ Report Date -3.4%

SPY SPDR S&P 500 ETF TRUST 4.4%

Value $78.7M Shares 270,720 Share Price $290.72 Est. Cost/Share $259.12 Unrealized @ Report Date +12.2%

EMB ISHARES JP MORGAN USD EMERGI 3.9%

Value $69.96M Shares 648,911 Share Price $107.81 Est. Cost/Share $112.48 Unrealized @ Report Date -4.2%

HYG ISHARES IBOXX USD HIGH YIELD 2.1%

Value $37.67M Shares 435,773 Share Price $86.44 Est. Cost/Share $88.01 Unrealized @ Report Date -1.8%

IVV ISHARES CORE S&P 500 ETF 2.1%

Value $37.62M Shares 128,530 Share Price $292.73 Est. Cost/Share $202.74 Unrealized @ Report Date +44.4%

IWM ISHARES RUSSELL 2000 0.4%

Value $7.46M Shares 44,260 Share Price $168.55 Est. Cost/Share $110.83 Unrealized @ Report Date +52.1%

GLD SPDR GOLD TRUST 0.4%

Value $7.262M Shares 64,410 Share Price $112.75 Est. Cost/Share $114.72 Unrealized @ Report Date -1.7%

IWD ISHARES RUSSELL 1000 VALUE E 0.3%

Value $5.025M Shares 39,686 Share Price $126.62 Est. Cost/Share $121.18 Unrealized @ Report Date +4.5%

GDX VANECK VECTORS GOLD MINERS E 0.2%

Value $3.544M Shares 191,400 Share Price $18.52 Est. Cost/Share $19.97 Unrealized @ Report Date -7.2%

USCI UNITED STATES COMMODITY INDE 0.0%

Value $42,000 Shares 1,010 Share Price $41.58 * Est. Cost/Share $42.66 Unrealized @ Report Date -0.5%

GDXJ VANECK VECTORS JUNIOR GOLD M 0.0%

Value $31,000 Shares 1,156 Share Price $26.82 * Est. Cost/Share $29.67 Unrealized @ Report Date -7.8%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEMG	ISHARES CORE MSCI EMERGING	12,521,957	$648M	36.4%	$51.78	$52.71	-1.8%	ETF	46434G103
IEFA	ISHARES CORE MSCI EAFE ETF	6,411,540	$411M	23.1%	$64.08	$58.37	+9.8%	ETF	46432F842
IWV	ISHARES RUSSELL 3000 INDEX	2,258,160	$389M	21.8%	$172.30	$136.55	+26.2%	ETF	464287689
LQD	ISHARES IBOXX INVESTMENT GRA	752,299	$86.46M	4.9%	$114.93	$118.95	-3.4%	ETF	464287242
SPY	SPDR S&P 500 ETF TRUST	270,720	$78.7M	4.4%	$290.72	$259.12	+12.2%	ETF	78462F103
EMB	ISHARES JP MORGAN USD EMERGI	648,911	$69.96M	3.9%	$107.81	$112.48	-4.2%	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	435,773	$37.67M	2.1%	$86.44	$88.01	-1.8%	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$37.62M	2.1%	$292.73	$202.74	+44.4%	ETF	464287200
IWM	ISHARES RUSSELL 2000	44,260	$7.46M	0.4%	$168.55	$110.83	+52.1%	ETF	464287655
GLD	SPDR GOLD TRUST	64,410	$7.262M	0.4%	$112.75	$114.72	-1.7%	ETF	78463V107
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$5.025M	0.3%	$126.62	$121.18	+4.5%	ETF	464287598
GDX	VANECK VECTORS GOLD MINERS E	191,400	$3.544M	0.2%	$18.52	$19.97	-7.2%	ETF	92189F106
USCI	UNITED STATES COMMODITY INDE	1,010	$42,000	0.0%	$41.58 *	$42.66	-0.5%	ETF	911717106
GDXJ	VANECK VECTORS JUNIOR GOLD M	1,156	$31,000	0.0%	$26.82 *	$29.67	-7.8%	ETF	92189F791