STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 12, 2019

Total Value ($000): $1,742,239 (100.0% shares, 0.0% debt)

Holdings (16)

IEMG ISHARES CORE MSCI EMERGING 68.5%

Value ($000) $1,194,021 Shares 2,435,785 Est. Cost $49.82 Unrealized —

AGG ISHARES CORE U.S. AGGREGATE 11.0%

Value ($000) $192,443 Shares 1,700,481 Est. Cost $112.55 Unrealized —

VLUE ISHARES EDGE MSCI USA VALUE 8.6%

Value ($000) $149,389 Shares 1,820,940 Est. Cost $81.19 Unrealized —

IEFA ISHARES CORE MSCI EAFE ETF 4.3%

Value ($000) $74,294 Shares 1,216,550 Est. Cost $57.26 Unrealized —

IVV ISHARES CORE S&P 500 ETF 2.3%

Value ($000) $39,667 Shares 132,880 Est. Cost $209.67 Unrealized —

— UNITED STATES OIL FUND LP 1.4%

Value ($000) $24,723 Shares 2,180,180 Est. Cost $9.66 Unrealized —

SPY SPDR S&P 500 ETF TRUST 1.2%

Value ($000) $21,660 Shares 72,988 Est. Cost $265.85 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 0.8%

Value ($000) $13,699 Shares 910,270 Est. Cost $14.02 Unrealized —

GLD SPDR GOLD TRUST 0.5%

Value ($000) $8,944 Shares 64,410 Est. Cost $112.75 Unrealized —

IWM ISHARES RUSSELL 2000 0.4%

Value ($000) $6,698 Shares 44,260 Est. Cost $115.79 Unrealized —

URTH ISHARES MSCI WORLD ETF 0.4%

Value ($000) $6,360 Shares 69,300 Est. Cost $91.01 Unrealized —

GDX VANECK VECTORS GOLD MINERS E 0.3%

Value ($000) $5,112 Shares 191,400 Est. Cost $26.71 Unrealized —

IWD ISHARES RUSSELL 1000 VALUE E 0.3%

Value ($000) $5,090 Shares 39,686 Est. Cost $273.57 Unrealized —

IWV ISHARES RUSSELL 3000 INDEX 0.0%

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

GDXJ VANECK VECTORS JUNIOR GOLD M 0.0%

Value ($000) $41 Shares 1,156 Est. Cost $35.47 Unrealized —

USCI UNITED STATES COMMODITY INDE 0.0%

Value ($000) $36 Shares 1,010 Est. Cost $42.57 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEMG	ISHARES CORE MSCI EMERGING	2,435,785	$1,194,021	68.5%	$49.82	—	ETF	46434G103
AGG	ISHARES CORE U.S. AGGREGATE	1,700,481	$192,443	11.0%	$112.55	—	ETF	464287226
VLUE	ISHARES EDGE MSCI USA VALUE	1,820,940	$149,389	8.6%	$81.19	—	ETF	46432F388
IEFA	ISHARES CORE MSCI EAFE ETF	1,216,550	$74,294	4.3%	$57.26	—	ETF	46432F842
IVV	ISHARES CORE S&P 500 ETF	132,880	$39,667	2.3%	$209.67	—	ETF	464287200
—	UNITED STATES OIL FUND LP	2,180,180	$24,723	1.4%	$9.66	—	ETF	91232N108
SPY	SPDR S&P 500 ETF TRUST	72,988	$21,660	1.2%	$265.85	—	ETF	78462F103
GSG	ISHARES S&P GSCI COMMODITY I	910,270	$13,699	0.8%	$14.02	—	ETF	46428R107
GLD	SPDR GOLD TRUST	64,410	$8,944	0.5%	$112.75	—	ETF	78463V107
IWM	ISHARES RUSSELL 2000	44,260	$6,698	0.4%	$115.79	—	ETF	464287655
URTH	ISHARES MSCI WORLD ETF	69,300	$6,360	0.4%	$91.01	—	ETF	464286392
GDX	VANECK VECTORS GOLD MINERS E	191,400	$5,112	0.3%	$26.71	—	ETF	92189F106
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$5,090	0.3%	$273.57	—	ETF	464287598
IWV	ISHARES RUSSELL 3000 INDEX	360	$62	0.0%	$136.22	—	ETF	464287689
GDXJ	VANECK VECTORS JUNIOR GOLD M	1,156	$41	0.0%	$35.47	—	ETF	92189F791
USCI	UNITED STATES COMMODITY INDE	1,010	$36	0.0%	$42.57	—	ETF	911717106