STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q2 2020 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2020-08-05

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 5, 2020

Total Value: $287M (100.0% shares, 0.0% debt)

Holdings (11)

IEFA ISHARES CORE MSCI EAFE ETF 29.4%

Value $84.16M Shares 1,472,414 Share Price $57.16 Est. Cost/Share $59.16 Unrealized @ Report Date -3.4%

IEMG ISHARES CORE MSCI EMERGING 20.9%

Value $59.85M Shares 1,257,311 Share Price $47.60 Est. Cost/Share $51.45 Unrealized @ Report Date -7.5%

IVV ISHARES CORE S&P 500 ETF 12.0%

Value $34.35M Shares 110,906 Share Price $309.69 Est. Cost/Share $205.05 Unrealized @ Report Date +51.0%

VLUE ISHARES EDGE MSCI USA VALUE 9.8%

Value $28.2M Shares 390,120 Share Price $72.28 Est. Cost/Share $80.56 Unrealized @ Report Date -10.3%

SPY SPDR S&P 500 ETF TRUST 6.1%

Value $17.5M Shares 56,741 Share Price $308.35 Est. Cost/Share $267.71 Unrealized @ Report Date +15.2%

URTH ISHARES MSCI WORLD ETF 5.5%

Value $15.86M Shares 172,150 Share Price $92.13 Est. Cost/Share $89.60 Unrealized @ Report Date +2.8%

IWV ISHARES RUSSELL 3000 INDEX 5.1%

Value $14.67M Shares 81,500 Share Price $180.05 Est. Cost/Share $178.69 Unrealized @ Report Date +0.8%

GSG ISHARES S&P GSCI COMMODITY I 4.9%

Value $14.01M Shares 1,351,000 Share Price $10.37 Est. Cost/Share $15.31 Unrealized @ Report Date -32.3%

IWM ISHARES RUSSELL 2000 2.7%

Value $7.787M Shares 54,390 Share Price $143.17 Est. Cost/Share $133.26 Unrealized @ Report Date +7.4%

GLD SPDR GOLD TRUST 2.3%

Value $6.714M Shares 40,120 Share Price $167.35 Est. Cost/Share $114.72 Unrealized @ Report Date +45.9%

GDX VANECK VECTORS GOLD MINERS E 1.2%

Value $3.429M Shares 93,510 Share Price $36.67 Est. Cost/Share $27.97 Unrealized @ Report Date +31.1%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEFA	ISHARES CORE MSCI EAFE ETF	1,472,414	$84.16M	29.4%	$57.16	$59.16	-3.4%	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	1,257,311	$59.85M	20.9%	$47.60	$51.45	-7.5%	ETF	46434G103
IVV	ISHARES CORE S&P 500 ETF	110,906	$34.35M	12.0%	$309.69	$205.05	+51.0%	ETF	464287200
VLUE	ISHARES EDGE MSCI USA VALUE	390,120	$28.2M	9.8%	$72.28	$80.56	-10.3%	ETF	46432F388
SPY	SPDR S&P 500 ETF TRUST	56,741	$17.5M	6.1%	$308.35	$267.71	+15.2%	ETF	78462F103
URTH	ISHARES MSCI WORLD ETF	172,150	$15.86M	5.5%	$92.13	$89.60	+2.8%	ETF	464286392
IWV	ISHARES RUSSELL 3000 INDEX	81,500	$14.67M	5.1%	$180.05	$178.69	+0.8%	ETF	464287689
GSG	ISHARES S&P GSCI COMMODITY I	1,351,000	$14.01M	4.9%	$10.37	$15.31	-32.3%	ETF	46428R107
IWM	ISHARES RUSSELL 2000	54,390	$7.787M	2.7%	$143.17	$133.26	+7.4%	ETF	464287655
GLD	SPDR GOLD TRUST	40,120	$6.714M	2.3%	$167.35	$114.72	+45.9%	ETF	78463V107
GDX	VANECK VECTORS GOLD MINERS E	93,510	$3.429M	1.2%	$36.67	$27.97	+31.1%	ETF	92189F106