STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q1 2019 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2019-05-13

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 13, 2019

Total Value: $1.461B (100.0% shares, 0.0% debt)

Holdings (16)

IEMG ISHARES CORE MSCI EMERGING 27.3%

Value $399M Shares 7,793,046 Share Price $51.21 Est. Cost/Share $52.16 Unrealized @ Report Date -0.9%

IEFA ISHARES CORE MSCI EAFE ETF 25.5%

Value $372M Shares 6,145,152 Share Price $60.53 Est. Cost/Share $58.51 Unrealized @ Report Date +3.9%

IWV ISHARES RUSSELL 3000 INDEX 25.0%

Value $366M Shares 2,207,280 Share Price $165.66 Est. Cost/Share $143.51 Unrealized @ Report Date +16.2%

LQD ISHARES IBOXX INVESTMENT GRA 6.1%

Value $89.64M Shares 752,299 Share Price $119.15 Est. Cost/Share $118.95 Unrealized @ Report Date +0.1%

EMB ISHARES JP MORGAN USD EMERGI 4.9%

Value $71.35M Shares 648,911 Share Price $109.96 Est. Cost/Share $112.48 Unrealized @ Report Date -2.2%

HYG ISHARES IBOXX USD HIGH YIELD 2.6%

Value $37.59M Shares 435,773 Share Price $86.25 Est. Cost/Share $88.01 Unrealized @ Report Date -1.7%

IVV ISHARES CORE S&P 500 ETF 2.6%

Value $37.56M Shares 132,880 Share Price $282.68 Est. Cost/Share $205.05 Unrealized @ Report Date +38.8%

SPY SPDR S&P 500 ETF TRUST 2.5%

Value $35.96M Shares 128,120 Share Price $280.71 Est. Cost/Share $259.12 Unrealized @ Report Date +9.0%

— UNITED STATES OIL FUND LP 1.9%

Value $28.01M Shares 2,268,060 Share Price $12.35 Est. Cost/Share $9.66 Unrealized @ Report Date —

GLD SPDR GOLD TRUST 0.5%

Value $7.851M Shares 64,410 Share Price $121.89 Est. Cost/Share $114.72 Unrealized @ Report Date +6.4%

IWM ISHARES RUSSELL 2000 0.5%

Value $6.754M Shares 44,260 Share Price $152.60 Est. Cost/Share $110.83 Unrealized @ Report Date +38.1%

IWD ISHARES RUSSELL 1000 VALUE E 0.3%

Value $4.875M Shares 39,686 Share Price $122.84 Est. Cost/Share $121.18 Unrealized @ Report Date +1.9%

GDX VANECK VECTORS GOLD MINERS E 0.3%

Value $4.289M Shares 191,400 Share Price $22.41 Est. Cost/Share $19.97 Unrealized @ Report Date +12.3%

USCI UNITED STATES COMMODITY INDE 0.0%

Value $39,000 Shares 1,010 Share Price $38.61 Est. Cost/Share $42.66 Unrealized @ Report Date -9.2%

GDXJ VANECK VECTORS JUNIOR GOLD M 0.0%

Value $36,000 Shares 1,156 Share Price $31.14 Est. Cost/Share $29.67 Unrealized @ Report Date +6.9%

GSG ISHARES S&P GSCI COMMODITY I 0.0%

Value $14,000 Shares 910,270 Share Price $0.02 * Est. Cost/Share $16.29 Unrealized @ Report Date -2.1%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEMG	ISHARES CORE MSCI EMERGING	7,793,046	$399M	27.3%	$51.21	$52.16	-0.9%	ETF	46434G103
IEFA	ISHARES CORE MSCI EAFE ETF	6,145,152	$372M	25.5%	$60.53	$58.51	+3.9%	ETF	46432F842
IWV	ISHARES RUSSELL 3000 INDEX	2,207,280	$366M	25.0%	$165.66	$143.51	+16.2%	ETF	464287689
LQD	ISHARES IBOXX INVESTMENT GRA	752,299	$89.64M	6.1%	$119.15	$118.95	+0.1%	ETF	464287242
EMB	ISHARES JP MORGAN USD EMERGI	648,911	$71.35M	4.9%	$109.96	$112.48	-2.2%	ETF	464288281
HYG	ISHARES IBOXX USD HIGH YIELD	435,773	$37.59M	2.6%	$86.25	$88.01	-1.7%	ETF	464288513
IVV	ISHARES CORE S&P 500 ETF	132,880	$37.56M	2.6%	$282.68	$205.05	+38.8%	ETF	464287200
SPY	SPDR S&P 500 ETF TRUST	128,120	$35.96M	2.5%	$280.71	$259.12	+9.0%	ETF	78462F103
—	UNITED STATES OIL FUND LP	2,268,060	$28.01M	1.9%	$12.35	$9.66	—	ETF	91232N108
GLD	SPDR GOLD TRUST	64,410	$7.851M	0.5%	$121.89	$114.72	+6.4%	ETF	78463V107
IWM	ISHARES RUSSELL 2000	44,260	$6.754M	0.5%	$152.60	$110.83	+38.1%	ETF	464287655
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$4.875M	0.3%	$122.84	$121.18	+1.9%	ETF	464287598
GDX	VANECK VECTORS GOLD MINERS E	191,400	$4.289M	0.3%	$22.41	$19.97	+12.3%	ETF	92189F106
USCI	UNITED STATES COMMODITY INDE	1,010	$39,000	0.0%	$38.61	$42.66	-9.2%	ETF	911717106
GDXJ	VANECK VECTORS JUNIOR GOLD M	1,156	$36,000	0.0%	$31.14	$29.67	+6.9%	ETF	92189F791
GSG	ISHARES S&P GSCI COMMODITY I	910,270	$14,000	0.0%	$0.02 *	$16.29	-2.1%	ETF	46428R107