STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q2 2019 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2019-08-07

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 7, 2019

Total Value: $688M (100.0% shares, 0.0% debt)

Holdings (16)

IEMG ISHARES CORE MSCI EMERGING 27.4%

Value $189M Shares 3,671,190 Share Price $51.44 Est. Cost/Share $52.16 Unrealized @ Report Date -1.4%

VLUE ISHARES IBOXX USD HIGH YIELD 21.4%

Value $147M Shares 1,814,580 Share Price $81.19 Est. Cost/Share $80.12 Unrealized @ Report Date +1.3%

AGG ISHARES IBOXX INVESTMENT GRA 9.3%

Value $64.1M Shares 575,651 Share Price $111.35 Est. Cost/Share $109.34 Unrealized @ Report Date +1.8%

EFA ISHARES JP MORGAN USD EMERGI 9.1%

Value $62.32M Shares 948,140 Share Price $65.73 Est. Cost/Share $65.44 Unrealized @ Report Date +0.4%

IEFA ISHARES CORE MSCI EAFE ETF 8.6%

Value $59.19M Shares 964,020 Share Price $61.40 Est. Cost/Share $58.51 Unrealized @ Report Date +4.9%

IVV ISHARES CORE S&P 500 ETF 5.7%

Value $39.17M Shares 132,880 Share Price $294.75 Est. Cost/Share $205.05 Unrealized @ Report Date +43.7%

IWD ISHARES S&P GSCI COMMODITY I 5.6%

Value $38.51M Shares 302,676 Share Price $127.22 Est. Cost/Share $124.63 Unrealized @ Report Date +2.1%

— VANECK VECTORS JUNIOR GOLD M 3.8%

Value $26.25M Shares 2,180,180 Share Price $12.04 Est. Cost/Share $9.66 Unrealized @ Report Date —

SPY UNITED STATES OIL FUND LP 3.3%

Value $22.71M Shares 77,528 Share Price $292.99 Est. Cost/Share $259.12 Unrealized @ Report Date +13.1%

GSG SPDR GOLD TRUST 2.1%

Value $14.24M Shares 910,270 Share Price $15.65 Est. Cost/Share $16.29 Unrealized @ Report Date -3.9%

GLD UNITED STATES COMMODITY INDE 1.2%

Value $8.579M Shares 64,410 Share Price $133.19 Est. Cost/Share $114.72 Unrealized @ Report Date +16.1%

IWM SPDR S&P 500 ETF TRUST 1.0%

Value $6.882M Shares 44,260 Share Price $155.49 Est. Cost/Share $110.83 Unrealized @ Report Date +40.3%

URTH ISHARES RUSSELL 3000 INDEX 0.9%

Value $6.307M Shares 69,300 Share Price $91.01 Est. Cost/Share $90.08 Unrealized @ Report Date +1.0%

EEM ISHARES RUSSELL 2000 0.5%

Value $3.615M Shares 84,250 Share Price $42.91 Est. Cost/Share $42.45 Unrealized @ Report Date +1.1%

IWV ISHARES RUSSELL 1000 VALUE E 0.0%

Value $62,000 Shares 360 Share Price $172.22 Est. Cost/Share $143.51 Unrealized @ Report Date +20.1%

USCI VANECK VECTORS GOLD MINERS E 0.0%

Value $37,000 Shares 1,010 Share Price $36.63 Est. Cost/Share $42.66 Unrealized @ Report Date -13.3%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEMG	ISHARES CORE MSCI EMERGING	3,671,190	$189M	27.4%	$51.44	$52.16	-1.4%	ETF	46434G103
VLUE	ISHARES IBOXX USD HIGH YIELD	1,814,580	$147M	21.4%	$81.19	$80.12	+1.3%	ETF	46432F388
AGG	ISHARES IBOXX INVESTMENT GRA	575,651	$64.1M	9.3%	$111.35	$109.34	+1.8%	ETF	464287226
EFA	ISHARES JP MORGAN USD EMERGI	948,140	$62.32M	9.1%	$65.73	$65.44	+0.4%	ETF	464287465
IEFA	ISHARES CORE MSCI EAFE ETF	964,020	$59.19M	8.6%	$61.40	$58.51	+4.9%	ETF	46432F842
IVV	ISHARES CORE S&P 500 ETF	132,880	$39.17M	5.7%	$294.75	$205.05	+43.7%	ETF	464287200
IWD	ISHARES S&P GSCI COMMODITY I	302,676	$38.51M	5.6%	$127.22	$124.63	+2.1%	ETF	464287598
—	VANECK VECTORS JUNIOR GOLD M	2,180,180	$26.25M	3.8%	$12.04	$9.66	—	ETF	91232N108
SPY	UNITED STATES OIL FUND LP	77,528	$22.71M	3.3%	$292.99	$259.12	+13.1%	ETF	78462F103
GSG	SPDR GOLD TRUST	910,270	$14.24M	2.1%	$15.65	$16.29	-3.9%	ETF	46428R107
GLD	UNITED STATES COMMODITY INDE	64,410	$8.579M	1.2%	$133.19	$114.72	+16.1%	ETF	78463V107
IWM	SPDR S&P 500 ETF TRUST	44,260	$6.882M	1.0%	$155.49	$110.83	+40.3%	ETF	464287655
URTH	ISHARES RUSSELL 3000 INDEX	69,300	$6.307M	0.9%	$91.01	$90.08	+1.0%	ETF	464286392
EEM	ISHARES RUSSELL 2000	84,250	$3.615M	0.5%	$42.91	$42.45	+1.1%	ETF	464287234
IWV	ISHARES RUSSELL 1000 VALUE E	360	$62,000	0.0%	$172.22	$143.51	+20.1%	ETF	464287689
USCI	VANECK VECTORS GOLD MINERS E	1,010	$37,000	0.0%	$36.63	$42.66	-13.3%	ETF	911717106