STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q1 2020 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2020-05-14

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value: $428M (100.0% shares, 0.0% debt)

Holdings (14)

VLUE ISHARES EDGE MSCI USA VALUE 29.9%

Value $128M Shares 2,031,650 Share Price $63.00 Est. Cost/Share $80.56 Unrealized @ Report Date -21.8%

IEFA ISHARES CORE MSCI EAFE ETF 21.4%

Value $91.41M Shares 1,832,220 Share Price $49.89 Est. Cost/Share $59.16 Unrealized @ Report Date -15.7%

IEMG ISHARES CORE MSCI EMERGING 20.0%

Value $85.67M Shares 2,116,821 Share Price $40.47 Est. Cost/Share $51.45 Unrealized @ Report Date -21.3%

IWV ISHARES RUSSELL 3000 INDEX 7.2%

Value $30.81M Shares 207,695 Share Price $148.33 Est. Cost/Share $178.69 Unrealized @ Report Date -17.0%

IVV ISHARES CORE S&P 500 ETF 7.1%

Value $30.36M Shares 117,506 Share Price $258.40 Est. Cost/Share $205.05 Unrealized @ Report Date +26.0%

GSG ISHARES S&P GSCI COMMODITY I 2.9%

Value $12.25M Shares 1,317,120 Share Price $9.30 Est. Cost/Share $15.46 Unrealized @ Report Date -39.8%

SPY SPDR S&P 500 ETF TRUST 2.5%

Value $10.88M Shares 42,228 Share Price $257.74 Est. Cost/Share $259.12 Unrealized @ Report Date -0.5%

— UNITED STATES OIL FUND LP 2.2%

Value $9.326M Shares 2,215,400 Share Price $4.21 Est. Cost/Share $9.71 Unrealized @ Report Date —

IWM ISHARES RUSSELL 2000 2.1%

Value $9.109M Shares 79,590 Share Price $114.45 Est. Cost/Share $133.26 Unrealized @ Report Date -14.1%

URTH ISHARES MSCI WORLD ETF 1.8%

Value $7.885M Shares 101,190 Share Price $77.92 Est. Cost/Share $91.20 Unrealized @ Report Date -14.5%

GLD SPDR GOLD TRUST 1.4%

Value $5.939M Shares 40,120 Share Price $148.03 Est. Cost/Share $114.72 Unrealized @ Report Date +29.1%

IWD ISHARES RUSSELL 1000 VALUE E 0.9%

Value $3.936M Shares 39,686 Share Price $99.18 Est. Cost/Share $124.63 Unrealized @ Report Date -20.4%

GDX VANECK VECTORS GOLD MINERS E 0.6%

Value $2.527M Shares 109,710 Share Price $23.03 Est. Cost/Share $27.97 Unrealized @ Report Date -17.6%

USCI UNITED STATES COMMODITY INDE 0.0%

Value $26,000 Shares 1,010 Share Price $25.74 Est. Cost/Share $42.66 Unrealized @ Report Date -39.3%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
VLUE	ISHARES EDGE MSCI USA VALUE	2,031,650	$128M	29.9%	$63.00	$80.56	-21.8%	ETF	46432F388
IEFA	ISHARES CORE MSCI EAFE ETF	1,832,220	$91.41M	21.4%	$49.89	$59.16	-15.7%	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	2,116,821	$85.67M	20.0%	$40.47	$51.45	-21.3%	ETF	46434G103
IWV	ISHARES RUSSELL 3000 INDEX	207,695	$30.81M	7.2%	$148.33	$178.69	-17.0%	ETF	464287689
IVV	ISHARES CORE S&P 500 ETF	117,506	$30.36M	7.1%	$258.40	$205.05	+26.0%	ETF	464287200
GSG	ISHARES S&P GSCI COMMODITY I	1,317,120	$12.25M	2.9%	$9.30	$15.46	-39.8%	ETF	46428R107
SPY	SPDR S&P 500 ETF TRUST	42,228	$10.88M	2.5%	$257.74	$259.12	-0.5%	ETF	78462F103
—	UNITED STATES OIL FUND LP	2,215,400	$9.326M	2.2%	$4.21	$9.71	—	ETF	91232N108
IWM	ISHARES RUSSELL 2000	79,590	$9.109M	2.1%	$114.45	$133.26	-14.1%	ETF	464287655
URTH	ISHARES MSCI WORLD ETF	101,190	$7.885M	1.8%	$77.92	$91.20	-14.5%	ETF	464286392
GLD	SPDR GOLD TRUST	40,120	$5.939M	1.4%	$148.03	$114.72	+29.1%	ETF	78463V107
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$3.936M	0.9%	$99.18	$124.63	-20.4%	ETF	464287598
GDX	VANECK VECTORS GOLD MINERS E	109,710	$2.527M	0.6%	$23.03	$27.97	-17.6%	ETF	92189F106
USCI	UNITED STATES COMMODITY INDE	1,010	$26,000	0.0%	$25.74	$42.66	-39.3%	ETF	911717106