STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 15, 2013

Total Value ($000): $472,026 (100.0% shares, 0.0% debt)

Holdings (42)

EEM ishares MSCI EM Index 76.6%

Value ($000) $361,573 Shares 9,488,882 Est. Cost $38.10 Unrealized —

EFA ishares MSCI EAFE 14.0%

Value ($000) $66,304 Shares 1,158,553 Est. Cost $57.23 Unrealized —

EWC ishares MSCI Canada 4.6%

Value ($000) $21,521 Shares 826,165 Est. Cost $26.05 Unrealized —

IWV ishares Russell 3000 1.3%

Value ($000) $6,268 Shares 65,420 Est. Cost $95.81 Unrealized —

SPY SP 500 Depository 0.7%

Value ($000) $3,388 Shares 21,140 Est. Cost $160.26 Unrealized —

GSG SP GSCI Commodity Index 0.7%

Value ($000) $3,160 Shares 102,260 Est. Cost $30.90 Unrealized —

OEF ishares SP 100 Index 0.6%

Value ($000) $2,615 Shares 36,285 Est. Cost $72.07 Unrealized —

— Tupperware 0.1%

Value ($000) $524 Shares 6,748 Est. Cost $77.65 Unrealized —

GME Gamestop Corp 0.1%

Value ($000) $438 Shares 10,431 Est. Cost $6.27 Unrealized 0.0%

— Mine Safety Appliances 0.1%

Value ($000) $342 Shares 7,351 Est. Cost $46.52 Unrealized —

— Cornerstone 0.1%

Value ($000) $322 Shares 7,427 Est. Cost $43.36 Unrealized —

— HSN Inc 0.1%

Value ($000) $286 Shares 5,320 Est. Cost $53.76 Unrealized —

— Soufun Holdings 0.1%

Value ($000) $283 Shares 11,284 Est. Cost $25.08 Unrealized —

— Delek US 0.1%

Value ($000) $277 Shares 9,634 Est. Cost $28.75 Unrealized —

— Stone Energy 0.1%

Value ($000) $268 Shares 12,155 Est. Cost $22.05 Unrealized —

PPC Pilgrims Pride 0.1%

Value ($000) $258 Shares 17,291 Est. Cost $11.16 Unrealized 0.0%

— Corelogic 0.1%

Value ($000) $242 Shares 10,437 Est. Cost $23.19 Unrealized —

WLK Westlake Chem 0.0%

Value ($000) $234 Shares 2,430 Est. Cost $37.72 Unrealized 0.0%

MED Medifast Inc 0.0%

Value ($000) $224 Shares 8,696 Est. Cost $19.88 Unrealized 0.0%

— Alere Inc 0.0%

Value ($000) $224 Shares 9,128 Est. Cost $24.54 Unrealized —

NTCT Netscout Sys Inc 0.0%

Value ($000) $220 Shares 10,520 Est. Cost $23.24 Unrealized 0.0%

— ishares MSCI Taiwan 0.0%

Value ($000) $215 Shares 16,300 Est. Cost $13.19 Unrealized —

MWA Mueller Wtr 0.0%

Value ($000) $210 Shares 30,422 Est. Cost $5.51 Unrealized 0.0%

— Brocade Communications 0.0%

Value ($000) $201 Shares 34,867 Est. Cost $5.76 Unrealized —

— Magicjack 0.0%

Value ($000) $200 Shares 14,121 Est. Cost $14.16 Unrealized —

SVM Silvercorp Metal 0.0%

Value ($000) $191 Shares 67,718 Est. Cost $2.82 Unrealized —

— Alon USA Energy 0.0%

Value ($000) $186 Shares 12,849 Est. Cost $14.48 Unrealized —

ENTG Entegris 0.0%

Value ($000) $177 Shares 18,873 Est. Cost $9.27 Unrealized 0.0%

— SAIC Inc 0.0%

Value ($000) $160 Shares 11,495 Est. Cost $13.92 Unrealized —

— Partner Communications 0.0%

Value ($000) $160 Shares 25,505 Est. Cost $6.27 Unrealized —

PBI Pitney Bowes 0.0%

Value ($000) $157 Shares 10,691 Est. Cost $14.77 Unrealized 0.0%

NPKI Newpark Resources 0.0%

Value ($000) $155 Shares 14,066 Est. Cost $10.36 Unrealized 0.0%

VSH Vishay Inter 0.0%

Value ($000) $152 Shares 10,979 Est. Cost $10.89 Unrealized 0.0%

— Headwaters 0.0%

Value ($000) $141 Shares 15,940 Est. Cost $8.85 Unrealized —

SXC Suncoke Energy 0.0%

Value ($000) $141 Shares 10,045 Est. Cost $15.30 Unrealized 0.0%

— Gran Tierra 0.0%

Value ($000) $128 Shares 21,322 Est. Cost $6.00 Unrealized —

— RF Micro Devices 0.0%

Value ($000) $127 Shares 23,800 Est. Cost $5.34 Unrealized —

Value ($000) $117 Shares 27,793 Est. Cost $4.21 Unrealized —

— Cincinnati Bell 0.0%

Value ($000) $90 Shares 29,339 Est. Cost $3.07 Unrealized —

— Parker Drilling 0.0%

Value ($000) $64 Shares 12,777 Est. Cost $5.01 Unrealized —

— Rite Aid 0.0%

Value ($000) $61 Shares 21,457 Est. Cost $2.84 Unrealized —

— TOUSA Inc 0.0%

Value ($000) $22 Shares 31,608 Est. Cost $0.70 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ishares MSCI EM Index	9,488,882	$361,573	76.6%	$38.10	—	ETF	464287234
EFA	ishares MSCI EAFE	1,158,553	$66,304	14.0%	$57.23	—	ETF	464287465
EWC	ishares MSCI Canada	826,165	$21,521	4.6%	$26.05	—	ETF	464286509
IWV	ishares Russell 3000	65,420	$6,268	1.3%	$95.81	—	ETF	464287689
SPY	SP 500 Depository	21,140	$3,388	0.7%	$160.26	—	ETF	78462F103
GSG	SP GSCI Commodity Index	102,260	$3,160	0.7%	$30.90	—	ETF	46428R107
OEF	ishares SP 100 Index	36,285	$2,615	0.6%	$72.07	—	ETF	464287101
—	Tupperware	6,748	$524	0.1%	$77.65	—	COM	899896104
GME	Gamestop Corp	10,431	$438	0.1%	$6.27	0.0%	COM	36467W109
—	Mine Safety Appliances	7,351	$342	0.1%	$46.52	—	COM	602720104
—	Cornerstone	7,427	$322	0.1%	$43.36	—	COM	21925Y103
—	HSN Inc	5,320	$286	0.1%	$53.76	—	COM	404303109
—	Soufun Holdings	11,284	$283	0.1%	$25.08	—	COM	836034108
—	Delek US	9,634	$277	0.1%	$28.75	—	COM	246647101
—	Stone Energy	12,155	$268	0.1%	$22.05	—	COM	861642106
PPC	Pilgrims Pride	17,291	$258	0.1%	$11.16	0.0%	COM	72147K108
—	Corelogic	10,437	$242	0.1%	$23.19	—	COM	21871D103
WLK	Westlake Chem	2,430	$234	0.0%	$37.72	0.0%	COM	960413102
MED	Medifast Inc	8,696	$224	0.0%	$19.88	0.0%	COM	58470H101
—	Alere Inc	9,128	$224	0.0%	$24.54	—	COM	01449J105
NTCT	Netscout Sys Inc	10,520	$220	0.0%	$23.24	0.0%	COM	64115T104
—	ishares MSCI Taiwan	16,300	$215	0.0%	$13.19	—	ETF	464286731
MWA	Mueller Wtr	30,422	$210	0.0%	$5.51	0.0%	COM	624758108
—	Brocade Communications	34,867	$201	0.0%	$5.76	—	COM	111621306
—	Magicjack	14,121	$200	0.0%	$14.16	—	COM	M6787E101
SVM	Silvercorp Metal	67,718	$191	0.0%	$2.82	—	COM	82835P103
—	Alon USA Energy	12,849	$186	0.0%	$14.48	—	COM	038C93054
ENTG	Entegris	18,873	$177	0.0%	$9.27	0.0%	COM	29362U104
—	SAIC Inc	11,495	$160	0.0%	$13.92	—	COM	78390X101
—	Partner Communications	25,505	$160	0.0%	$6.27	—	COM	70211M109
PBI	Pitney Bowes	10,691	$157	0.0%	$14.77	0.0%	COM	724479100
NPKI	Newpark Resources	14,066	$155	0.0%	$10.36	0.0%	COM	651718504
VSH	Vishay Inter	10,979	$152	0.0%	$10.89	0.0%	COM	928298108
—	Headwaters	15,940	$141	0.0%	$8.85	—	COM	42210P102
SXC	Suncoke Energy	10,045	$141	0.0%	$15.30	0.0%	COM	86722A103
—	Gran Tierra	21,322	$128	0.0%	$6.00	—	COM	38500T101
—	RF Micro Devices	23,800	$127	0.0%	$5.34	—	COM	749941100
—	AMKOR	27,793	$117	0.0%	$4.21	—	COM	31652100
—	Cincinnati Bell	29,339	$90	0.0%	$3.07	—	COM	171871106
—	Parker Drilling	12,777	$64	0.0%	$5.01	—	COM	701081101
—	Rite Aid	21,457	$61	0.0%	$2.84	—	COM	767754104
—	TOUSA Inc	31,608	$22	0.0%	$0.70	—	COM	872962105