STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 15, 2013

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

Holdings (42)

EEM ishares MSCI EM Index 76.6%

Value $362M Shares 9,488,882 Share Price $38.10 Est. Cost/Share $41.50 Unrealized @ Report Date -7.2%

EFA ishares MSCI EAFE 14.0%

Value $66.3M Shares 1,158,553 Share Price $57.23 Est. Cost/Share $60.47 Unrealized @ Report Date -5.2%

EWC ishares MSCI Canada 4.6%

Value $21.52M Shares 826,165 Share Price $26.05 Est. Cost/Share $27.55 Unrealized @ Report Date -5.1%

IWV ishares Russell 3000 1.3%

Value $6.268M Shares 65,420 Share Price $95.81 Est. Cost/Share $95.75 Unrealized @ Report Date +0.7%

SPY SP 500 Depository 0.7%

Value $3.388M Shares 21,140 Share Price $160.26 Est. Cost/Share $161.08 Unrealized @ Report Date -0.4%

GSG SP GSCI Commodity Index 0.7%

Value $3.16M Shares 102,260 Share Price $30.90 Est. Cost/Share $31.32 Unrealized @ Report Date -1.7%

OEF ishares SP 100 Index 0.6%

Value $2.615M Shares 36,285 Share Price $72.07 Est. Cost/Share $72.66 Unrealized @ Report Date -1.0%

— Tupperware 0.1%

Value $524K Shares 6,748 Share Price $77.65 Est. Cost/Share $77.65 Unrealized @ Report Date —

GME Gamestop Corp 0.1%

Value $438K Shares 10,431 Share Price $41.99 * Est. Cost/Share $6.27 Unrealized @ Report Date +19.4%

— Mine Safety Appliances 0.1%

Value $342K Shares 7,351 Share Price $46.52 Est. Cost/Share $46.52 Unrealized @ Report Date —

— Cornerstone 0.1%

Value $322K Shares 7,427 Share Price $43.36 Est. Cost/Share $43.36 Unrealized @ Report Date —

— HSN Inc 0.1%

Value $286K Shares 5,320 Share Price $53.76 Est. Cost/Share $53.76 Unrealized @ Report Date —

— Soufun Holdings 0.1%

Value $283K Shares 11,284 Share Price $25.08 Est. Cost/Share $25.08 Unrealized @ Report Date —

— Delek US 0.1%

Value $277K Shares 9,634 Share Price $28.75 Est. Cost/Share $28.75 Unrealized @ Report Date —

— Stone Energy 0.1%

Value $268K Shares 12,155 Share Price $22.05 Est. Cost/Share $22.05 Unrealized @ Report Date —

PPC Pilgrims Pride 0.1%

Value $258K Shares 17,291 Share Price $14.92 Est. Cost/Share $11.16 Unrealized @ Report Date +33.9%

— Corelogic 0.1%

Value $242K Shares 10,437 Share Price $23.19 Est. Cost/Share $23.19 Unrealized @ Report Date —

WLK Westlake Chem 0.0%

Value $234K Shares 2,430 Share Price $96.30 * Est. Cost/Share $37.72 Unrealized @ Report Date +7.4%

MED Medifast Inc 0.0%

Value $224K Shares 8,696 Share Price $25.76 * Est. Cost/Share $19.88 Unrealized @ Report Date -1.9%

— Alere Inc 0.0%

Value $224K Shares 9,128 Share Price $24.54 Est. Cost/Share $24.54 Unrealized @ Report Date —

NTCT Netscout Sys Inc 0.0%

Value $220K Shares 10,520 Share Price $20.91 * Est. Cost/Share $23.24 Unrealized @ Report Date +0.4%

— ishares MSCI Taiwan 0.0%

Value $215K Shares 16,300 Share Price $13.19 Est. Cost/Share $13.19 Unrealized @ Report Date —

MWA Mueller Wtr 0.0%

Value $210K Shares 30,422 Share Price $6.90 * Est. Cost/Share $5.51 Unrealized @ Report Date +4.4%

— Brocade Communications 0.0%

Value $201K Shares 34,867 Share Price $5.76 Est. Cost/Share $5.76 Unrealized @ Report Date —

— Magicjack 0.0%

Value $200K Shares 14,121 Share Price $14.16 Est. Cost/Share $14.16 Unrealized @ Report Date —

SVM Silvercorp Metal 0.0%

Value $191K Shares 67,718 Share Price $2.82 Est. Cost/Share $2.82 Unrealized @ Report Date —

— Alon USA Energy 0.0%

Value $186K Shares 12,849 Share Price $14.48 Est. Cost/Share $14.48 Unrealized @ Report Date —

ENTG Entegris 0.0%

Value $177K Shares 18,873 Share Price $9.38 * Est. Cost/Share $9.27 Unrealized @ Report Date -3.1%

— SAIC Inc 0.0%

Value $160K Shares 11,495 Share Price $13.92 Est. Cost/Share $13.92 Unrealized @ Report Date —

— Partner Communications 0.0%

Value $160K Shares 25,505 Share Price $6.27 Est. Cost/Share $6.27 Unrealized @ Report Date —

PBI Pitney Bowes 0.0%

Value $157K Shares 10,691 Share Price $14.69 Est. Cost/Share $14.77 Unrealized @ Report Date -0.6%

NPKI Newpark Resources 0.0%

Value $155K Shares 14,066 Share Price $11.02 Est. Cost/Share $10.36 Unrealized @ Report Date +6.1%

VSH Vishay Inter 0.0%

Value $152K Shares 10,979 Share Price $13.84 * Est. Cost/Share $10.89 Unrealized @ Report Date +1.6%

— Headwaters 0.0%

Value $141K Shares 15,940 Share Price $8.85 Est. Cost/Share $8.85 Unrealized @ Report Date —

SXC Suncoke Energy 0.0%

Value $141K Shares 10,045 Share Price $14.04 Est. Cost/Share $15.30 Unrealized @ Report Date -8.4%

— Gran Tierra 0.0%

Value $128K Shares 21,322 Share Price $6.00 Est. Cost/Share $6.00 Unrealized @ Report Date —

— RF Micro Devices 0.0%

Value $127K Shares 23,800 Share Price $5.34 Est. Cost/Share $5.34 Unrealized @ Report Date —

Value $117K Shares 27,793 Share Price $4.21 Est. Cost/Share $4.21 Unrealized @ Report Date —

— Cincinnati Bell 0.0%

Value $90,000 Shares 29,339 Share Price $3.07 Est. Cost/Share $3.07 Unrealized @ Report Date —

— Parker Drilling 0.0%

Value $64,000 Shares 12,777 Share Price $5.01 Est. Cost/Share $5.01 Unrealized @ Report Date —

— Rite Aid 0.0%

Value $61,000 Shares 21,457 Share Price $2.84 Est. Cost/Share $2.84 Unrealized @ Report Date —

— TOUSA Inc 0.0%

Value $22,000 Shares 31,608 Share Price $0.70 Est. Cost/Share $0.70 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
EEM	ishares MSCI EM Index	9,488,882	$362M	76.6%	$38.10	$41.50	-7.2%	ETF	464287234
EFA	ishares MSCI EAFE	1,158,553	$66.3M	14.0%	$57.23	$60.47	-5.2%	ETF	464287465
EWC	ishares MSCI Canada	826,165	$21.52M	4.6%	$26.05	$27.55	-5.1%	ETF	464286509
IWV	ishares Russell 3000	65,420	$6.268M	1.3%	$95.81	$95.75	+0.7%	ETF	464287689
SPY	SP 500 Depository	21,140	$3.388M	0.7%	$160.26	$161.08	-0.4%	ETF	78462F103
GSG	SP GSCI Commodity Index	102,260	$3.16M	0.7%	$30.90	$31.32	-1.7%	ETF	46428R107
OEF	ishares SP 100 Index	36,285	$2.615M	0.6%	$72.07	$72.66	-1.0%	ETF	464287101
—	Tupperware	6,748	$524K	0.1%	$77.65	$77.65	—	COM	899896104
GME	Gamestop Corp	10,431	$438K	0.1%	$41.99 *	$6.27	+19.4%	COM	36467W109
—	Mine Safety Appliances	7,351	$342K	0.1%	$46.52	$46.52	—	COM	602720104
—	Cornerstone	7,427	$322K	0.1%	$43.36	$43.36	—	COM	21925Y103
—	HSN Inc	5,320	$286K	0.1%	$53.76	$53.76	—	COM	404303109
—	Soufun Holdings	11,284	$283K	0.1%	$25.08	$25.08	—	COM	836034108
—	Delek US	9,634	$277K	0.1%	$28.75	$28.75	—	COM	246647101
—	Stone Energy	12,155	$268K	0.1%	$22.05	$22.05	—	COM	861642106
PPC	Pilgrims Pride	17,291	$258K	0.1%	$14.92	$11.16	+33.9%	COM	72147K108
—	Corelogic	10,437	$242K	0.1%	$23.19	$23.19	—	COM	21871D103
WLK	Westlake Chem	2,430	$234K	0.0%	$96.30 *	$37.72	+7.4%	COM	960413102
MED	Medifast Inc	8,696	$224K	0.0%	$25.76 *	$19.88	-1.9%	COM	58470H101
—	Alere Inc	9,128	$224K	0.0%	$24.54	$24.54	—	COM	01449J105
NTCT	Netscout Sys Inc	10,520	$220K	0.0%	$20.91 *	$23.24	+0.4%	COM	64115T104
—	ishares MSCI Taiwan	16,300	$215K	0.0%	$13.19	$13.19	—	ETF	464286731
MWA	Mueller Wtr	30,422	$210K	0.0%	$6.90 *	$5.51	+4.4%	COM	624758108
—	Brocade Communications	34,867	$201K	0.0%	$5.76	$5.76	—	COM	111621306
—	Magicjack	14,121	$200K	0.0%	$14.16	$14.16	—	COM	M6787E101
SVM	Silvercorp Metal	67,718	$191K	0.0%	$2.82	$2.82	—	COM	82835P103
—	Alon USA Energy	12,849	$186K	0.0%	$14.48	$14.48	—	COM	038C93054
ENTG	Entegris	18,873	$177K	0.0%	$9.38 *	$9.27	-3.1%	COM	29362U104
—	SAIC Inc	11,495	$160K	0.0%	$13.92	$13.92	—	COM	78390X101
—	Partner Communications	25,505	$160K	0.0%	$6.27	$6.27	—	COM	70211M109
PBI	Pitney Bowes	10,691	$157K	0.0%	$14.69	$14.77	-0.6%	COM	724479100
NPKI	Newpark Resources	14,066	$155K	0.0%	$11.02	$10.36	+6.1%	COM	651718504
VSH	Vishay Inter	10,979	$152K	0.0%	$13.84 *	$10.89	+1.6%	COM	928298108
—	Headwaters	15,940	$141K	0.0%	$8.85	$8.85	—	COM	42210P102
SXC	Suncoke Energy	10,045	$141K	0.0%	$14.04	$15.30	-8.4%	COM	86722A103
—	Gran Tierra	21,322	$128K	0.0%	$6.00	$6.00	—	COM	38500T101
—	RF Micro Devices	23,800	$127K	0.0%	$5.34	$5.34	—	COM	749941100
—	AMKOR	27,793	$117K	0.0%	$4.21	$4.21	—	COM	31652100
—	Cincinnati Bell	29,339	$90,000	0.0%	$3.07	$3.07	—	COM	171871106
—	Parker Drilling	12,777	$64,000	0.0%	$5.01	$5.01	—	COM	701081101
—	Rite Aid	21,457	$61,000	0.0%	$2.84	$2.84	—	COM	767754104
—	TOUSA Inc	31,608	$22,000	0.0%	$0.70	$0.70	—	COM	872962105