STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q4 2019 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2020-02-18

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 18, 2020

Total Value: $539M (100.0% shares, 0.0% debt)

Holdings (19)

VLUE ISHARES EDGE MSCI USA VALUE 32.8%

Value $177M Shares 1,970,640 Share Price $89.73 Est. Cost/Share $80.55 Unrealized @ Report Date +11.4%

IEMG ISHARES CORE MSCI EMERGING 16.2%

Value $87.26M Shares 1,623,231 Share Price $53.76 Est. Cost/Share $52.16 Unrealized @ Report Date +3.1%

IEFA ISHARES CORE MSCI EAFE ETF 12.5%

Value $67.29M Shares 1,031,490 Share Price $65.24 Est. Cost/Share $58.89 Unrealized @ Report Date +10.8%

IVV ISHARES CORE S&P 500 ETF 7.0%

Value $37.98M Shares 117,506 Share Price $323.23 Est. Cost/Share $205.05 Unrealized @ Report Date +57.6%

— UNITED STATES OIL FUND LP 5.3%

Value $28.38M Shares 2,215,400 Share Price $12.81 Est. Cost/Share $9.71 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TRUST 4.4%

Value $23.49M Shares 72,988 Share Price $321.85 Est. Cost/Share $259.12 Unrealized @ Report Date +24.2%

GSG ISHARES S&P GSCI COMMODITY I 2.7%

Value $14.76M Shares 910,270 Share Price $16.21 Est. Cost/Share $16.29 Unrealized @ Report Date -0.5%

IWM ISHARES RUSSELL 2000 2.6%

Value $13.97M Shares 84,330 Share Price $165.66 Est. Cost/Share $133.26 Unrealized @ Report Date +24.3%

IWV ISHARES RUSSELL 3000 INDEX 2.6%

Value $13.91M Shares 73,795 Share Price $188.48 Est. Cost/Share $180.06 Unrealized @ Report Date +4.7%

GNR SPDR S&P GL NAT RESOURCES 2.3%

Value $12.52M Shares 271,246 Share Price $46.15 Est. Cost/Share $44.47 Unrealized @ Report Date +3.8%

VEA VANGUARD FTSE DEVELOPED ETF 2.2%

Value $12.02M Shares 272,859 Share Price $44.06 Est. Cost/Share $42.64 Unrealized @ Report Date +3.3%

VT VANGUARD TOT WORLD STK ETF 1.9%

Value $10.42M Shares 128,700 Share Price $80.99 Est. Cost/Share $77.79 Unrealized @ Report Date +4.1%

URTH ISHARES MSCI WORLD ETF 1.5%

Value $8.273M Shares 83,760 Share Price $98.77 Est. Cost/Share $90.96 Unrealized @ Report Date +8.6%

VNQ VANGUARD REAL ESTATE ETF 1.4%

Value $7.637M Shares 82,310 Share Price $92.78 Est. Cost/Share $92.60 Unrealized @ Report Date +0.2%

AGG ISHARES CORE U.S. AGGREGATE 1.4%

Value $7.457M Shares 66,370 Share Price $112.35 Est. Cost/Share $111.38 Unrealized @ Report Date +0.9%

GLD SPDR GOLD TRUST 1.3%

Value $6.979M Shares 48,840 Share Price $142.90 Est. Cost/Share $114.72 Unrealized @ Report Date +24.6%

IWD ISHARES RUSSELL 1000 VALUE E 1.0%

Value $5.416M Shares 39,686 Share Price $136.47 Est. Cost/Share $124.63 Unrealized @ Report Date +9.5%

GDX VANECK VECTORS GOLD MINERS E 0.8%

Value $4.191M Shares 143,150 Share Price $29.28 Est. Cost/Share $27.97 Unrealized @ Report Date +4.7%

USCI UNITED STATES COMMODITY INDE 0.0%

Value $37,000 Shares 1,010 Share Price $36.63 Est. Cost/Share $42.66 Unrealized @ Report Date -13.5%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
VLUE	ISHARES EDGE MSCI USA VALUE	1,970,640	$177M	32.8%	$89.73	$80.55	+11.4%	ETF	46432F388
IEMG	ISHARES CORE MSCI EMERGING	1,623,231	$87.26M	16.2%	$53.76	$52.16	+3.1%	ETF	46434G103
IEFA	ISHARES CORE MSCI EAFE ETF	1,031,490	$67.29M	12.5%	$65.24	$58.89	+10.8%	ETF	46432F842
IVV	ISHARES CORE S&P 500 ETF	117,506	$37.98M	7.0%	$323.23	$205.05	+57.6%	ETF	464287200
—	UNITED STATES OIL FUND LP	2,215,400	$28.38M	5.3%	$12.81	$9.71	—	ETF	91232N108
SPY	SPDR S&P 500 ETF TRUST	72,988	$23.49M	4.4%	$321.85	$259.12	+24.2%	ETF	78462F103
GSG	ISHARES S&P GSCI COMMODITY I	910,270	$14.76M	2.7%	$16.21	$16.29	-0.5%	ETF	46428R107
IWM	ISHARES RUSSELL 2000	84,330	$13.97M	2.6%	$165.66	$133.26	+24.3%	ETF	464287655
IWV	ISHARES RUSSELL 3000 INDEX	73,795	$13.91M	2.6%	$188.48	$180.06	+4.7%	ETF	464287689
GNR	SPDR S&P GL NAT RESOURCES	271,246	$12.52M	2.3%	$46.15	$44.47	+3.8%	ETF	78463X541
VEA	VANGUARD FTSE DEVELOPED ETF	272,859	$12.02M	2.2%	$44.06	$42.64	+3.3%	ETF	921943858
VT	VANGUARD TOT WORLD STK ETF	128,700	$10.42M	1.9%	$80.99	$77.79	+4.1%	ETF	922042742
URTH	ISHARES MSCI WORLD ETF	83,760	$8.273M	1.5%	$98.77	$90.96	+8.6%	ETF	464286392
VNQ	VANGUARD REAL ESTATE ETF	82,310	$7.637M	1.4%	$92.78	$92.60	+0.2%	ETF	922908553
AGG	ISHARES CORE U.S. AGGREGATE	66,370	$7.457M	1.4%	$112.35	$111.38	+0.9%	ETF	464287226
GLD	SPDR GOLD TRUST	48,840	$6.979M	1.3%	$142.90	$114.72	+24.6%	ETF	78463V107
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$5.416M	1.0%	$136.47	$124.63	+9.5%	ETF	464287598
GDX	VANECK VECTORS GOLD MINERS E	143,150	$4.191M	0.8%	$29.28	$27.97	+4.7%	ETF	92189F106
USCI	UNITED STATES COMMODITY INDE	1,010	$37,000	0.0%	$36.63	$42.66	-13.5%	ETF	911717106