STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 18, 2020

Total Value ($000): $538,822 (100.0% shares, 0.0% debt)

Holdings (19)

VLUE ISHARES EDGE MSCI USA VALUE 32.8%

Value ($000) $176,825 Shares 1,970,640 Est. Cost $81.84 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 16.2%

Value ($000) $87,264 Shares 1,623,231 Est. Cost $49.82 Unrealized —

IEFA ISHARES CORE MSCI EAFE ETF 12.5%

Value ($000) $67,294 Shares 1,031,490 Est. Cost $57.26 Unrealized —

IVV ISHARES CORE S&P 500 ETF 7.0%

Value ($000) $37,982 Shares 117,506 Est. Cost $209.67 Unrealized —

— UNITED STATES OIL FUND LP 5.3%

Value ($000) $28,379 Shares 2,215,400 Est. Cost $9.71 Unrealized —

SPY SPDR S&P 500 ETF TRUST 4.4%

Value ($000) $23,491 Shares 72,988 Est. Cost $265.85 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 2.7%

Value ($000) $14,755 Shares 910,270 Est. Cost $14.02 Unrealized —

IWM ISHARES RUSSELL 2000 2.6%

Value ($000) $13,970 Shares 84,330 Est. Cost $139.48 Unrealized —

IWV ISHARES RUSSELL 3000 INDEX 2.6%

Value ($000) $13,909 Shares 73,795 Est. Cost $188.23 Unrealized —

GNR SPDR S&P GL NAT RESOURCES 2.3%

Value ($000) $12,518 Shares 271,246 Est. Cost $46.15 Unrealized —

VEA VANGUARD FTSE DEVELOPED ETF 2.2%

Value ($000) $12,022 Shares 272,859 Est. Cost $44.06 Unrealized —

VT VANGUARD TOT WORLD STK ETF 1.9%

Value ($000) $10,423 Shares 128,700 Est. Cost $80.99 Unrealized —

URTH ISHARES MSCI WORLD ETF 1.5%

Value ($000) $8,273 Shares 83,760 Est. Cost $92.35 Unrealized —

VNQ VANGUARD REAL ESTATE ETF 1.4%

Value ($000) $7,637 Shares 82,310 Est. Cost $92.78 Unrealized —

AGG ISHARES CORE U.S. AGGREGATE 1.4%

Value ($000) $7,457 Shares 66,370 Est. Cost $112.55 Unrealized —

GLD SPDR GOLD TRUST 1.3%

Value ($000) $6,979 Shares 48,840 Est. Cost $112.75 Unrealized —

IWD ISHARES RUSSELL 1000 VALUE E 1.0%

Value ($000) $5,416 Shares 39,686 Est. Cost $273.57 Unrealized —

GDX VANECK VECTORS GOLD MINERS E 0.8%

Value ($000) $4,191 Shares 143,150 Est. Cost $26.71 Unrealized —

USCI UNITED STATES COMMODITY INDE 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VLUE	ISHARES EDGE MSCI USA VALUE	1,970,640	$176,825	32.8%	$81.84	—	ETF	46432F388
IEMG	ISHARES CORE MSCI EMERGING	1,623,231	$87,264	16.2%	$49.82	—	ETF	46434G103
IEFA	ISHARES CORE MSCI EAFE ETF	1,031,490	$67,294	12.5%	$57.26	—	ETF	46432F842
IVV	ISHARES CORE S&P 500 ETF	117,506	$37,982	7.0%	$209.67	—	ETF	464287200
—	UNITED STATES OIL FUND LP	2,215,400	$28,379	5.3%	$9.71	—	ETF	91232N108
SPY	SPDR S&P 500 ETF TRUST	72,988	$23,491	4.4%	$265.85	—	ETF	78462F103
GSG	ISHARES S&P GSCI COMMODITY I	910,270	$14,755	2.7%	$14.02	—	ETF	46428R107
IWM	ISHARES RUSSELL 2000	84,330	$13,970	2.6%	$139.48	—	ETF	464287655
IWV	ISHARES RUSSELL 3000 INDEX	73,795	$13,909	2.6%	$188.23	—	ETF	464287689
GNR	SPDR S&P GL NAT RESOURCES	271,246	$12,518	2.3%	$46.15	—	ETF	78463X541
VEA	VANGUARD FTSE DEVELOPED ETF	272,859	$12,022	2.2%	$44.06	—	ETF	921943858
VT	VANGUARD TOT WORLD STK ETF	128,700	$10,423	1.9%	$80.99	—	ETF	922042742
URTH	ISHARES MSCI WORLD ETF	83,760	$8,273	1.5%	$92.35	—	ETF	464286392
VNQ	VANGUARD REAL ESTATE ETF	82,310	$7,637	1.4%	$92.78	—	ETF	922908553
AGG	ISHARES CORE U.S. AGGREGATE	66,370	$7,457	1.4%	$112.55	—	ETF	464287226
GLD	SPDR GOLD TRUST	48,840	$6,979	1.3%	$112.75	—	ETF	78463V107
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$5,416	1.0%	$273.57	—	ETF	464287598
GDX	VANECK VECTORS GOLD MINERS E	143,150	$4,191	0.8%	$26.71	—	ETF	92189F106
USCI	UNITED STATES COMMODITY INDE	1,010	$37	0.0%	$42.57	—	ETF	911717106