STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q4 2018 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2019-02-08

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 8, 2019

Total Value: $2.234B (100.0% shares, 0.0% debt)

Holdings (17)

IEFA ISHARES CORE MSCI EAFE ETF 30.5%

Value $682M Shares 12,397,116 Share Price $55.00 Est. Cost/Share $58.51 Unrealized @ Report Date -6.0%

IEMG ISHARES CORE MSCI EMERGING 30.2%

Value $675M Shares 14,325,707 Share Price $47.15 Est. Cost/Share $52.16 Unrealized @ Report Date -9.6%

IWV ISHARES RUSSELL 3000 INDEX 21.6%

Value $482M Shares 3,280,620 Share Price $146.92 Est. Cost/Share $143.51 Unrealized @ Report Date +2.4%

VLUE ISHARES EDGE MSCI USA VALUE 3.8%

Value $85.82M Shares 1,182,560 Share Price $72.57 Est. Cost/Share $80.85 Unrealized @ Report Date -10.2%

LQD ISHARES IBOXX INVESTMENT GRA 3.8%

Value $84.87M Shares 752,299 Share Price $112.82 Est. Cost/Share $118.95 Unrealized @ Report Date -5.2%

EMB ISHARES JP MORGAN USD EMERGI 3.0%

Value $67.43M Shares 648,911 Share Price $103.91 Est. Cost/Share $112.48 Unrealized @ Report Date -7.6%

HYG ISHARES IBOXX USD HIGH YIELD 1.6%

Value $35.34M Shares 435,773 Share Price $81.10 Est. Cost/Share $88.01 Unrealized @ Report Date -7.8%

IVV ISHARES CORE S&P 500 ETF 1.4%

Value $32.34M Shares 128,530 Share Price $251.61 Est. Cost/Share $202.74 Unrealized @ Report Date +24.1%

SPY SPDR S&P 500 ETF TRUST 1.4%

Value $32.02M Shares 128,120 Share Price $249.91 Est. Cost/Share $259.12 Unrealized @ Report Date -3.6%

— UNITED STATES OIL FUND LP 1.0%

Value $21.91M Shares 2,268,060 Share Price $9.66 Est. Cost/Share $9.66 Unrealized @ Report Date —

GSG ISHARES S&P GSCI COMMODITY I 0.6%

Value $12.76M Shares 910,270 Share Price $14.02 Est. Cost/Share $16.29 Unrealized @ Report Date -13.9%

GLD SPDR GOLD TRUST 0.3%

Value $7.809M Shares 64,410 Share Price $121.24 Est. Cost/Share $114.72 Unrealized @ Report Date +5.7%

IWM ISHARES RUSSELL 2000 0.3%

Value $5.926M Shares 44,260 Share Price $133.89 Est. Cost/Share $110.83 Unrealized @ Report Date +20.8%

IWD ISHARES RUSSELL 1000 VALUE E 0.2%

Value $4.407M Shares 39,686 Share Price $111.05 Est. Cost/Share $121.18 Unrealized @ Report Date -8.4%

GDX VANECK VECTORS GOLD MINERS E 0.2%

Value $4.036M Shares 191,400 Share Price $21.09 Est. Cost/Share $19.97 Unrealized @ Report Date +5.6%

USCI UNITED STATES COMMODITY INDE 0.0%

Value $37,000 Shares 1,010 Share Price $36.63 * Est. Cost/Share $42.66 Unrealized @ Report Date -12.0%

GDXJ VANECK VECTORS JUNIOR GOLD M 0.0%

Value $34,000 Shares 1,156 Share Price $29.41 * Est. Cost/Share $29.67 Unrealized @ Report Date +1.8%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEFA	ISHARES CORE MSCI EAFE ETF	12,397,116	$682M	30.5%	$55.00	$58.51	-6.0%	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	14,325,707	$675M	30.2%	$47.15	$52.16	-9.6%	ETF	46434G103
IWV	ISHARES RUSSELL 3000 INDEX	3,280,620	$482M	21.6%	$146.92	$143.51	+2.4%	ETF	464287689
VLUE	ISHARES EDGE MSCI USA VALUE	1,182,560	$85.82M	3.8%	$72.57	$80.85	-10.2%	ETF	46432F388
LQD	ISHARES IBOXX INVESTMENT GRA	752,299	$84.87M	3.8%	$112.82	$118.95	-5.2%	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	648,911	$67.43M	3.0%	$103.91	$112.48	-7.6%	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	435,773	$35.34M	1.6%	$81.10	$88.01	-7.8%	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	128,530	$32.34M	1.4%	$251.61	$202.74	+24.1%	ETF	464287200
SPY	SPDR S&P 500 ETF TRUST	128,120	$32.02M	1.4%	$249.91	$259.12	-3.6%	ETF	78462F103
—	UNITED STATES OIL FUND LP	2,268,060	$21.91M	1.0%	$9.66	$9.66	—	ETF	91232N108
GSG	ISHARES S&P GSCI COMMODITY I	910,270	$12.76M	0.6%	$14.02	$16.29	-13.9%	ETF	46428R107
GLD	SPDR GOLD TRUST	64,410	$7.809M	0.3%	$121.24	$114.72	+5.7%	ETF	78463V107
IWM	ISHARES RUSSELL 2000	44,260	$5.926M	0.3%	$133.89	$110.83	+20.8%	ETF	464287655
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$4.407M	0.2%	$111.05	$121.18	-8.4%	ETF	464287598
GDX	VANECK VECTORS GOLD MINERS E	191,400	$4.036M	0.2%	$21.09	$19.97	+5.6%	ETF	92189F106
USCI	UNITED STATES COMMODITY INDE	1,010	$37,000	0.0%	$36.63 *	$42.66	-12.0%	ETF	911717106
GDXJ	VANECK VECTORS JUNIOR GOLD M	1,156	$34,000	0.0%	$29.41 *	$29.67	+1.8%	ETF	92189F791