STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $428,120 (100.0% shares, 0.0% debt)

Holdings (14)

VLUE ISHARES EDGE MSCI USA VALUE 29.9%

Value ($000) $127,993 Shares 2,031,650 Est. Cost $81.27 Unrealized —

IEFA ISHARES CORE MSCI EAFE ETF 21.4%

Value ($000) $91,409 Shares 1,832,220 Est. Cost $54.04 Unrealized —

IEMG ISHARES CORE MSCI EMERGING 20.0%

Value ($000) $85,667 Shares 2,116,821 Est. Cost $47.64 Unrealized —

IWV ISHARES RUSSELL 3000 INDEX 7.2%

Value ($000) $30,807 Shares 207,695 Est. Cost $162.50 Unrealized —

IVV ISHARES CORE S&P 500 ETF 7.1%

Value ($000) $30,363 Shares 117,506 Est. Cost $209.67 Unrealized —

GSG ISHARES S&P GSCI COMMODITY I 2.9%

Value ($000) $12,249 Shares 1,317,120 Est. Cost $12.56 Unrealized —

SPY SPDR S&P 500 ETF TRUST 2.5%

Value ($000) $10,884 Shares 42,228 Est. Cost $265.85 Unrealized —

— UNITED STATES OIL FUND LP 2.2%

Value ($000) $9,326 Shares 2,215,400 Est. Cost $9.71 Unrealized —

IWM ISHARES RUSSELL 2000 2.1%

Value ($000) $9,109 Shares 79,590 Est. Cost $139.48 Unrealized —

URTH ISHARES MSCI WORLD ETF 1.8%

Value ($000) $7,885 Shares 101,190 Est. Cost $89.86 Unrealized —

GLD SPDR GOLD TRUST 1.4%

Value ($000) $5,939 Shares 40,120 Est. Cost $112.75 Unrealized —

IWD ISHARES RUSSELL 1000 VALUE E 0.9%

Value ($000) $3,936 Shares 39,686 Est. Cost $273.57 Unrealized —

GDX VANECK VECTORS GOLD MINERS E 0.6%

Value ($000) $2,527 Shares 109,710 Est. Cost $26.71 Unrealized —

USCI UNITED STATES COMMODITY INDE 0.0%

Value ($000) $26 Shares 1,010 Est. Cost $42.57 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VLUE	ISHARES EDGE MSCI USA VALUE	2,031,650	$127,993	29.9%	$81.27	—	ETF	46432F388
IEFA	ISHARES CORE MSCI EAFE ETF	1,832,220	$91,409	21.4%	$54.04	—	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	2,116,821	$85,667	20.0%	$47.64	—	ETF	46434G103
IWV	ISHARES RUSSELL 3000 INDEX	207,695	$30,807	7.2%	$162.50	—	ETF	464287689
IVV	ISHARES CORE S&P 500 ETF	117,506	$30,363	7.1%	$209.67	—	ETF	464287200
GSG	ISHARES S&P GSCI COMMODITY I	1,317,120	$12,249	2.9%	$12.56	—	ETF	46428R107
SPY	SPDR S&P 500 ETF TRUST	42,228	$10,884	2.5%	$265.85	—	ETF	78462F103
—	UNITED STATES OIL FUND LP	2,215,400	$9,326	2.2%	$9.71	—	ETF	91232N108
IWM	ISHARES RUSSELL 2000	79,590	$9,109	2.1%	$139.48	—	ETF	464287655
URTH	ISHARES MSCI WORLD ETF	101,190	$7,885	1.8%	$89.86	—	ETF	464286392
GLD	SPDR GOLD TRUST	40,120	$5,939	1.4%	$112.75	—	ETF	78463V107
IWD	ISHARES RUSSELL 1000 VALUE E	39,686	$3,936	0.9%	$273.57	—	ETF	464287598
GDX	VANECK VECTORS GOLD MINERS E	109,710	$2,527	0.6%	$26.71	—	ETF	92189F106
USCI	UNITED STATES COMMODITY INDE	1,010	$26	0.0%	$42.57	—	ETF	911717106