STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 7, 2019

Total Value ($000): $688,143 (100.0% shares, 0.0% debt)

Holdings (16)

IEMG ISHARES CORE MSCI EMERGING 27.4%

Value ($000) $188,846 Shares 3,671,190 Est. Cost $49.82 Unrealized —

VLUE ISHARES IBOXX USD HIGH YIELD 21.4%

Value ($000) $147,325 Shares 1,814,580 Est. Cost $81.19 Unrealized —

AGG ISHARES IBOXX INVESTMENT GRA 9.3%

Value ($000) $64,098 Shares 575,651 Est. Cost $111.35 Unrealized —

EFA ISHARES JP MORGAN USD EMERGI 9.1%

Value ($000) $62,321 Shares 948,140 Est. Cost $65.73 Unrealized —

IEFA ISHARES CORE MSCI EAFE ETF 8.6%

Value ($000) $59,190 Shares 964,020 Est. Cost $56.26 Unrealized —

IVV ISHARES CORE S&P 500 ETF 5.7%

Value ($000) $39,166 Shares 132,880 Est. Cost $209.67 Unrealized —

IWD ISHARES S&P GSCI COMMODITY I 5.6%

Value ($000) $38,506 Shares 302,676 Est. Cost $273.57 Unrealized —

— VANECK VECTORS JUNIOR GOLD M 3.8%

Value ($000) $26,249 Shares 2,180,180 Est. Cost $9.66 Unrealized —

SPY UNITED STATES OIL FUND LP 3.3%

Value ($000) $22,715 Shares 77,528 Est. Cost $265.85 Unrealized —

GSG SPDR GOLD TRUST 2.1%

Value ($000) $14,245 Shares 910,270 Est. Cost $14.02 Unrealized —

GLD UNITED STATES COMMODITY INDE 1.2%

Value ($000) $8,579 Shares 64,410 Est. Cost $112.75 Unrealized —

IWM SPDR S&P 500 ETF TRUST 1.0%

Value ($000) $6,882 Shares 44,260 Est. Cost $115.79 Unrealized —

URTH ISHARES RUSSELL 3000 INDEX 0.9%

Value ($000) $6,307 Shares 69,300 Est. Cost $91.01 Unrealized —

EEM ISHARES RUSSELL 2000 0.5%

Value ($000) $3,615 Shares 84,250 Est. Cost $42.91 Unrealized —

IWV ISHARES RUSSELL 1000 VALUE E 0.0%

Value ($000) $62 Shares 360 Est. Cost $136.22 Unrealized —

USCI VANECK VECTORS GOLD MINERS E 0.0%

Value ($000) $37 Shares 1,010 Est. Cost $42.57 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEMG	ISHARES CORE MSCI EMERGING	3,671,190	$188,846	27.4%	$49.82	—	ETF	46434G103
VLUE	ISHARES IBOXX USD HIGH YIELD	1,814,580	$147,325	21.4%	$81.19	—	ETF	46432F388
AGG	ISHARES IBOXX INVESTMENT GRA	575,651	$64,098	9.3%	$111.35	—	ETF	464287226
EFA	ISHARES JP MORGAN USD EMERGI	948,140	$62,321	9.1%	$65.73	—	ETF	464287465
IEFA	ISHARES CORE MSCI EAFE ETF	964,020	$59,190	8.6%	$56.26	—	ETF	46432F842
IVV	ISHARES CORE S&P 500 ETF	132,880	$39,166	5.7%	$209.67	—	ETF	464287200
IWD	ISHARES S&P GSCI COMMODITY I	302,676	$38,506	5.6%	$273.57	—	ETF	464287598
—	VANECK VECTORS JUNIOR GOLD M	2,180,180	$26,249	3.8%	$9.66	—	ETF	91232N108
SPY	UNITED STATES OIL FUND LP	77,528	$22,715	3.3%	$265.85	—	ETF	78462F103
GSG	SPDR GOLD TRUST	910,270	$14,245	2.1%	$14.02	—	ETF	46428R107
GLD	UNITED STATES COMMODITY INDE	64,410	$8,579	1.2%	$112.75	—	ETF	78463V107
IWM	SPDR S&P 500 ETF TRUST	44,260	$6,882	1.0%	$115.79	—	ETF	464287655
URTH	ISHARES RUSSELL 3000 INDEX	69,300	$6,307	0.9%	$91.01	—	ETF	464286392
EEM	ISHARES RUSSELL 2000	84,250	$3,615	0.5%	$42.91	—	ETF	464287234
IWV	ISHARES RUSSELL 1000 VALUE E	360	$62	0.0%	$136.22	—	ETF	464287689
USCI	VANECK VECTORS GOLD MINERS E	1,010	$37	0.0%	$42.57	—	ETF	911717106