STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Name: STRATEGIC INVESTMENT MANAGEMENT, LLC Q4 2020 13F Filing | 13F Explorer
Creator: STRATEGIC INVESTMENT MANAGEMENT, LLC
Published: 2021-02-09

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 9, 2021

Total Value: $234M (100.0% shares, 0.0% debt)

Holdings (11)

IEFA ISHARES CORE MSCI EAFE ETF 37.3%

Value $87.5M Shares 1,266,476 Share Price $69.09 Est. Cost/Share $59.41 Unrealized @ Report Date +16.3%

IEMG ISHARES CORE MSCI EMERGING 20.0%

Value $46.99M Shares 757,373 Share Price $62.04 Est. Cost/Share $51.45 Unrealized @ Report Date +20.6%

IVV ISHARES CORE S&P 500 ETF 17.1%

Value $39.99M Shares 106,522 Share Price $375.39 Est. Cost/Share $205.05 Unrealized @ Report Date +83.1%

IWM ISHARES RUSSELL 2000 9.6%

Value $22.46M Shares 114,580 Share Price $196.06 Est. Cost/Share $153.37 Unrealized @ Report Date +27.8%

GSG ISHARES S&P GSCI COMMODITY I 6.2%

Value $14.42M Shares 1,169,740 Share Price $12.33 Est. Cost/Share $15.31 Unrealized @ Report Date -19.5%

IWV ISHARES RUSSELL 3000 INDEX 4.2%

Value $9.941M Shares 44,470 Share Price $223.54 Est. Cost/Share $178.69 Unrealized @ Report Date +25.1%

GLD SPDR GOLD TRUST 3.1%

Value $7.155M Shares 40,120 Share Price $178.34 Est. Cost/Share $114.72 Unrealized @ Report Date +55.5%

GDX VANECK VECTORS GOLD MINERS E 1.4%

Value $3.368M Shares 93,510 Share Price $36.02 Est. Cost/Share $27.97 Unrealized @ Report Date +28.8%

VLUE ISHARES EDGE MSCI USA VALUE 0.6%

Value $1.353M Shares 15,570 Share Price $86.90 Est. Cost/Share $80.56 Unrealized @ Report Date +7.9%

URTH ISHARES MSCI WORLD ETF 0.5%

Value $1.166M Shares 10,380 Share Price $112.33 Est. Cost/Share $91.21 Unrealized @ Report Date +23.2%

SPY SPDR S&P 500 ETF TRUST 0.0%

Value $48,000 Shares 131 Share Price $366.41 * Est. Cost/Share $267.71 Unrealized @ Report Date +39.7%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEFA	ISHARES CORE MSCI EAFE ETF	1,266,476	$87.5M	37.3%	$69.09	$59.41	+16.3%	ETF	46432F842
IEMG	ISHARES CORE MSCI EMERGING	757,373	$46.99M	20.0%	$62.04	$51.45	+20.6%	ETF	46434G103
IVV	ISHARES CORE S&P 500 ETF	106,522	$39.99M	17.1%	$375.39	$205.05	+83.1%	ETF	464287200
IWM	ISHARES RUSSELL 2000	114,580	$22.46M	9.6%	$196.06	$153.37	+27.8%	ETF	464287655
GSG	ISHARES S&P GSCI COMMODITY I	1,169,740	$14.42M	6.2%	$12.33	$15.31	-19.5%	ETF	46428R107
IWV	ISHARES RUSSELL 3000 INDEX	44,470	$9.941M	4.2%	$223.54	$178.69	+25.1%	ETF	464287689
GLD	SPDR GOLD TRUST	40,120	$7.155M	3.1%	$178.34	$114.72	+55.5%	ETF	78463V107
GDX	VANECK VECTORS GOLD MINERS E	93,510	$3.368M	1.4%	$36.02	$27.97	+28.8%	ETF	92189F106
VLUE	ISHARES EDGE MSCI USA VALUE	15,570	$1.353M	0.6%	$86.90	$80.56	+7.9%	ETF	46432F388
URTH	ISHARES MSCI WORLD ETF	10,380	$1.166M	0.5%	$112.33	$91.21	+23.2%	ETF	464286392
SPY	SPDR S&P 500 ETF TRUST	131	$48,000	0.0%	$366.41 *	$267.71	+39.7%	ETF	78462F103