STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q3 2019 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2019-11-12

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 12, 2019

Total Value: $1.742B (100.0% shares, 0.0% debt)

Holdings (16)

IEMG ISHARES CORE MSCI EMERGING 68.5%

Value $1.194B Shares 2,435,785 Share Price $490.20 * Est. Cost/Share $52.16 Unrealized @ Report Date -6.0%

AGG ISHARES CORE U.S. AGGREGATE 11.0%

Value $192M Shares 1,700,481 Share Price $113.17 Est. Cost/Share $111.38 Unrealized @ Report Date +1.6%

VLUE ISHARES EDGE MSCI USA VALUE 8.6%

Value $149M Shares 1,820,940 Share Price $82.04 Est. Cost/Share $80.12 Unrealized @ Report Date +2.4%

IEFA ISHARES CORE MSCI EAFE ETF 4.3%

Value $74.29M Shares 1,216,550 Share Price $61.07 Est. Cost/Share $58.89 Unrealized @ Report Date +3.7%

IVV ISHARES CORE S&P 500 ETF 2.3%

Value $39.67M Shares 132,880 Share Price $298.52 Est. Cost/Share $205.05 Unrealized @ Report Date +45.6%

— UNITED STATES OIL FUND LP 1.4%

Value $24.72M Shares 2,180,180 Share Price $11.34 Est. Cost/Share $9.66 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TRUST 1.2%

Value $21.66M Shares 72,988 Share Price $296.76 Est. Cost/Share $259.12 Unrealized @ Report Date +14.5%

GSG ISHARES S&P GSCI COMMODITY I 0.8%

Value $13.7M Shares 910,270 Share Price $15.05 Est. Cost/Share $16.29 Unrealized @ Report Date -7.6%

GLD SPDR GOLD TRUST 0.5%

Value $8.944M Shares 64,410 Share Price $138.86 Est. Cost/Share $114.72 Unrealized @ Report Date +21.1%

IWM ISHARES RUSSELL 2000 0.4%

Value $6.698M Shares 44,260 Share Price $151.33 Est. Cost/Share $110.83 Unrealized @ Report Date +36.6%

URTH ISHARES MSCI WORLD ETF 0.4%

Value $6.36M Shares 69,300 Share Price $91.77 Est. Cost/Share $90.08 Unrealized @ Report Date +1.9%

GDX VANECK VECTORS GOLD MINERS E 0.3%

Value $5.112M Shares 191,400 Share Price $26.71 Est. Cost/Share $27.97 Unrealized @ Report Date -4.5%

IWD ISHARES RUSSELL 1000 VALUE E 0.3%

Value $5.09M Shares 39,686 Share Price $128.26 Est. Cost/Share $124.63 Unrealized @ Report Date +2.9%

IWV ISHARES RUSSELL 3000 INDEX 0.0%

Value $62,000 Shares 360 Share Price $172.22 Est. Cost/Share $143.51 Unrealized @ Report Date +21.1%

GDXJ VANECK VECTORS JUNIOR GOLD M 0.0%

Value $41,000 Shares 1,156 Share Price $35.47 * Est. Cost/Share $38.81 Unrealized @ Report Date -6.6%

USCI UNITED STATES COMMODITY INDE 0.0%

Value $36,000 Shares 1,010 Share Price $35.64 Est. Cost/Share $42.66 Unrealized @ Report Date -16.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEMG	ISHARES CORE MSCI EMERGING	2,435,785	$1.194B	68.5%	$490.20 *	$52.16	-6.0%	ETF	46434G103
AGG	ISHARES CORE U.S. AGGREGATE	1,700,481	$192M	11.0%	$113.17	$111.38	+1.6%	ETF	464287226
VLUE	ISHARES EDGE MSCI USA VALUE	1,820,940	$149M	8.6%	$82.04	$80.12	+2.4%	ETF	46432F388
IEFA	ISHARES CORE MSCI EAFE ETF	1,216,550	$74.29M	4.3%	$61.07	$58.89	+3.7%	ETF	46432F842
IVV	ISHARES CORE S&P 500 ETF	132,880	$39.67M	2.3%	$298.52	$205.05	+45.6%	ETF	464287200
—	UNITED STATES OIL FUND LP	2,180,180	$24.72M	1.4%	$11.34	$9.66	—	ETF	91232N108
SPY	SPDR S&P 500 ETF TRUST	72,988	$21.66M	1.2%	$296.76	$259.12	+14.5%	ETF	78462F103
GSG	ISHARES S&P GSCI COMMODITY I	910,270	$13.7M	0.8%	$15.05	$16.29	-7.6%	ETF	46428R107
GLD	SPDR GOLD TRUST	64,410	$8.944M	0.5%	$138.86	$114.72	+21.1%	ETF	78463V107
IWM	ISHARES RUSSELL 2000	44,260	$6.698M	0.4%	$151.33	$110.83	+36.6%	ETF	464287655
URTH	ISHARES MSCI WORLD ETF	69,300	$6.36M	0.4%	$91.77	$90.08	+1.9%	ETF	464286392
GDX	VANECK VECTORS GOLD MINERS E	191,400	$5.112M	0.3%	$26.71	$27.97	-4.5%	ETF	92189F106
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$5.09M	0.3%	$128.26	$124.63	+2.9%	ETF	464287598
IWV	ISHARES RUSSELL 3000 INDEX	360	$62,000	0.0%	$172.22	$143.51	+21.1%	ETF	464287689
GDXJ	VANECK VECTORS JUNIOR GOLD M	1,156	$41,000	0.0%	$35.47 *	$38.81	-6.6%	ETF	92189F791
USCI	UNITED STATES COMMODITY INDE	1,010	$36,000	0.0%	$35.64	$42.66	-16.0%	ETF	911717106