STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q3 2020 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2020-11-10

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 10, 2020

Total Value: $301M (100.0% shares, 0.0% debt)

Holdings (13)

IEFA ISHARES CORE MSCI EAFE ETF 37.3%

Value $112M Shares 1,863,554 Share Price $60.28 Est. Cost/Share $59.41 Unrealized @ Report Date +1.5%

IEMG ISHARES CORE MSCI EMERGING 16.8%

Value $50.45M Shares 955,541 Share Price $52.80 Est. Cost/Share $51.45 Unrealized @ Report Date +2.6%

IVV ISHARES CORE S&P 500 ETF 12.2%

Value $36.66M Shares 109,096 Share Price $336.05 Est. Cost/Share $205.05 Unrealized @ Report Date +63.9%

VLUE ISHARES EDGE MSCI USA VALUE 9.5%

Value $28.71M Shares 389,180 Share Price $73.78 Est. Cost/Share $80.56 Unrealized @ Report Date -8.4%

URTH ISHARES MSCI WORLD ETF 6.9%

Value $20.87M Shares 209,700 Share Price $99.52 Est. Cost/Share $91.21 Unrealized @ Report Date +9.1%

IWV ISHARES RUSSELL 3000 INDEX 4.8%

Value $14.38M Shares 73,490 Share Price $195.70 Est. Cost/Share $178.69 Unrealized @ Report Date +9.5%

GSG ISHARES S&P GSCI COMMODITY I 4.2%

Value $12.57M Shares 1,169,740 Share Price $10.75 Est. Cost/Share $15.31 Unrealized @ Report Date -29.8%

IWM ISHARES RUSSELL 2000 3.1%

Value $9.415M Shares 62,860 Share Price $149.78 Est. Cost/Share $135.57 Unrealized @ Report Date +10.5%

GLD SPDR GOLD TRUST 2.4%

Value $7.106M Shares 40,120 Share Price $177.12 Est. Cost/Share $114.72 Unrealized @ Report Date +54.4%

GDX VANECK VECTORS GOLD MINERS E 1.2%

Value $3.661M Shares 93,510 Share Price $39.15 Est. Cost/Share $27.97 Unrealized @ Report Date +40.0%

SPY SPDR S&P 500 ETF TRUST 1.2%

Value $3.588M Shares 10,716 Share Price $334.83 Est. Cost/Share $267.71 Unrealized @ Report Date +25.1%

VWO VANGUARD FTSE EMERGING MARKE 0.3%

Value $808K Shares 18,690 Share Price $43.23 Est. Cost/Share $43.47 Unrealized @ Report Date -0.5%

VEA VANGUARD FTSE DEVELOPED ETF 0.2%

Value $479K Shares 11,720 Share Price $40.87 Est. Cost/Share $41.03 Unrealized @ Report Date -0.3%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEFA	ISHARES CORE MSCI EAFE ETF	1,863,554	$112M	37.3%	$60.28	$59.41	+1.5%	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	955,541	$50.45M	16.8%	$52.80	$51.45	+2.6%	ETF	46434G103
IVV	ISHARES CORE S&P 500 ETF	109,096	$36.66M	12.2%	$336.05	$205.05	+63.9%	ETF	464287200
VLUE	ISHARES EDGE MSCI USA VALUE	389,180	$28.71M	9.5%	$73.78	$80.56	-8.4%	ETF	46432F388
URTH	ISHARES MSCI WORLD ETF	209,700	$20.87M	6.9%	$99.52	$91.21	+9.1%	ETF	464286392
IWV	ISHARES RUSSELL 3000 INDEX	73,490	$14.38M	4.8%	$195.70	$178.69	+9.5%	ETF	464287689
GSG	ISHARES S&P GSCI COMMODITY I	1,169,740	$12.57M	4.2%	$10.75	$15.31	-29.8%	ETF	46428R107
IWM	ISHARES RUSSELL 2000	62,860	$9.415M	3.1%	$149.78	$135.57	+10.5%	ETF	464287655
GLD	SPDR GOLD TRUST	40,120	$7.106M	2.4%	$177.12	$114.72	+54.4%	ETF	78463V107
GDX	VANECK VECTORS GOLD MINERS E	93,510	$3.661M	1.2%	$39.15	$27.97	+40.0%	ETF	92189F106
SPY	SPDR S&P 500 ETF TRUST	10,716	$3.588M	1.2%	$334.83	$267.71	+25.1%	ETF	78462F103
VWO	VANGUARD FTSE EMERGING MARKE	18,690	$808K	0.3%	$43.23	$43.47	-0.5%	ETF	922042858
VEA	VANGUARD FTSE DEVELOPED ETF	11,720	$479K	0.2%	$40.87	$41.03	-0.3%	ETF	921943858