STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

Location: Arlington, VA

CIK: 0000846633 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value: $521M (100.0% shares, 0.0% debt)

Holdings (53)

EEM ISHARES MSCI EMERGING MKT IN 82.1%
Value $427M Shares 10,480,712 Share Price $40.75 Est. Cost/Share $41.32 Unrealized @ Report Date -1.4%
EFA ISHARES MSCI EAFE INDEX FUND 12.2%
Value $63.29M Shares 992,049 Share Price $63.80 Est. Cost/Share $60.47 Unrealized @ Report Date +5.5%
IWV ISHARES RUSSELL 3000 INDEX 1.9%
Value $9.745M Shares 96,360 Share Price $101.13 Est. Cost/Share $97.18 Unrealized @ Report Date +4.1%
SPY SPDR S&P 500 ETF TRUST 0.7%
Value $3.551M Shares 21,140 Share Price $167.98 Est. Cost/Share $161.08 Unrealized @ Report Date +4.3%
GSG iShares GSCI Commodity Index 0.6%
Value $3.311M Shares 102,260 Share Price $32.38 Est. Cost/Share $31.32 Unrealized @ Report Date +3.4%
OEF ISHARES S&P 100 INDEX FUND 0.5%
Value $2.715M Shares 36,285 Share Price $74.82 Est. Cost/Share $72.66 Unrealized @ Report Date +3.0%
— TUPPERWARE BRANDS CORPORATION COM STK 0.1%
Value $467K Shares 5,411 Share Price $86.31 Est. Cost/Share $77.65 Unrealized @ Report Date —
— CORNERSTONE ONDEMAND INC 0.1%
Value $450K Shares 8,756 Share Price $51.39 Est. Cost/Share $44.58 Unrealized @ Report Date —
— STONE ENERGY CORP COM STK 0.1%
Value $394K Shares 12,155 Share Price $32.41 Est. Cost/Share $22.05 Unrealized @ Report Date —
— CTRIP.COM INTERNATIONAL LTD ADR 0.1%
Value $381K Shares 6,536 Share Price $58.29 Est. Cost/Share $58.29 Unrealized @ Report Date —
— MINE SAFETY APPLIANCES CO COM STK 0.1%
Value $379K Shares 7,351 Share Price $51.56 Est. Cost/Share $46.52 Unrealized @ Report Date —
KALU KAISER ALUM CORP COM STK 0.1%
Value $357K Shares 5,017 Share Price $71.16 * Est. Cost/Share $46.69 Unrealized @ Report Date +5.6%
— BROCADE COMMUNICATIONS SYSTEM INC COM 0.1%
Value $342K Shares 42,550 Share Price $8.04 Est. Cost/Share $6.18 Unrealized @ Report Date —
— LUMBER LIQUIDATORS HLDGS COM STK 0.1%
Value $340K Shares 3,192 Share Price $106.52 Est. Cost/Share $106.52 Unrealized @ Report Date —
RGR STURM RUGER & CO INC COM STK 0.1%
Value $336K Shares 5,374 Share Price $62.52 Est. Cost/Share $53.75 Unrealized @ Report Date +16.5%
— HSN INC 0.1%
Value $293K Shares 5,473 Share Price $53.54 Est. Cost/Share $53.75 Unrealized @ Report Date —
— ENDO PHARMACEUTICALS HLDGS INC COM STK 0.1%
Value $290K Shares 6,395 Share Price $45.35 Est. Cost/Share $45.35 Unrealized @ Report Date —
— CORELOGIC 0.1%
Value $282K Shares 10,437 Share Price $27.02 Est. Cost/Share $23.19 Unrealized @ Report Date —
MATX MATSON INC 0.1%
Value $281K Shares 10,728 Share Price $26.19 * Est. Cost/Share $21.92 Unrealized @ Report Date -5.3%
— CHINA LODGING GROUP LTD-SPON ADR 0.1%
Value $280K Shares 14,792 Share Price $18.93 Est. Cost/Share $18.93 Unrealized @ Report Date —
— ALERE INC COM STK 0.1%
Value $279K Shares 9,128 Share Price $30.57 Est. Cost/Share $24.54 Unrealized @ Report Date —
GME GAMESTOP CORP NEW CL A COM STK 0.1%
Value $264K Shares 5,323 Share Price $49.60 * Est. Cost/Share $6.27 Unrealized @ Report Date +41.8%
WLK WESTLAKE CHEM 0.1%
Value $264K Shares 2,523 Share Price $104.64 * Est. Cost/Share $37.91 Unrealized @ Report Date +16.3%
HP HELMERICH & PAYNE INC COM STK 0.1%
Value $264K Shares 3,831 Share Price $68.91 Est. Cost/Share $66.00 Unrealized @ Report Date +4.5%
SVM SILVERCORP METAL 0.0%
Value $238K Shares 72,871 Share Price $3.27 Est. Cost/Share $2.85 Unrealized @ Report Date —
— ISHARES MSCI TAIWAN INDEX FD 0.0%
Value $226K Shares 16,300 Share Price $13.87 Est. Cost/Share $13.19 Unrealized @ Report Date —
— BROWN SHOE INC NEW COM STK 0.0%
Value $226K Shares 9,655 Share Price $23.41 Est. Cost/Share $23.41 Unrealized @ Report Date —
BIGGQ BIG LOTS INC COM STK 0.0%
Value $226K Shares 6,098 Share Price $37.06 * Est. Cost/Share $26.63 Unrealized @ Report Date 0.0%
UTHR UNITED THERAPEUTICS CORP DEL COM STK 0.0%
Value $222K Shares 2,826 Share Price $78.56 Est. Cost/Share $73.09 Unrealized @ Report Date +7.9%
VC Visteon Corporation COMMON STOCK 0.0%
Value $218K Shares 2,887 Share Price $75.51 * Est. Cost/Share $40.07 Unrealized @ Report Date +8.8%
VSH VISHAY INTERTECHNLGYINC 0.0%
Value $218K Shares 16,945 Share Price $12.87 * Est. Cost/Share $10.88 Unrealized @ Report Date -5.7%
HUN HUNTSMAN CORP COM STK 0.0%
Value $212K Shares 10,323 Share Price $20.54 Est. Cost/Share $18.24 Unrealized @ Report Date +13.0%
— LEXMARK INTERNATIONAL INC CL A COM STK 0.0%
Value $212K Shares 6,425 Share Price $33.00 Est. Cost/Share $33.00 Unrealized @ Report Date —
GIII G-III APPAREL GROUP LTD COM STK 0.0%
Value $210K Shares 3,855 Share Price $54.47 * Est. Cost/Share $25.38 Unrealized @ Report Date +7.2%
— SOUFUN HOLDINGS LTD-ADR 0.0%
Value $200K Shares 3,910 Share Price $51.15 Est. Cost/Share $25.08 Unrealized @ Report Date —
PLXS PLEXUS CORP COM STK 0.0%
Value $200K Shares 5,405 Share Price $37.00 Est. Cost/Share $34.02 Unrealized @ Report Date +9.2%
— MAGICJACK VOCALTEC LTD COM STK 0.0%
Value $197K Shares 15,373 Share Price $12.81 Est. Cost/Share $14.05 Unrealized @ Report Date —
— ORBITZ WORLDWIDE INC 0.0%
Value $181K Shares 18,873 Share Price $9.59 Est. Cost/Share $9.59 Unrealized @ Report Date —
— EXELIS INC - W/I 0.0%
Value $175K Shares 11,175 Share Price $15.66 Est. Cost/Share $15.66 Unrealized @ Report Date —
ENTG ENTEGRIS INC COM STK 0.0%
Value $170K Shares 16,780 Share Price $10.13 * Est. Cost/Share $9.27 Unrealized @ Report Date +4.9%
— BIG 5 SPORTING GOODS CORP COM STK 0.0%
Value $161K Shares 10,036 Share Price $16.04 Est. Cost/Share $16.04 Unrealized @ Report Date —
— UNITED ONLINE INC COM STK 0.0%
Value $157K Shares 19,728 Share Price $7.96 Est. Cost/Share $7.96 Unrealized @ Report Date —
— GRAN TIERRA ENERGY INC COM STK 0.0%
Value $151K Shares 21,322 Share Price $7.08 Est. Cost/Share $6.00 Unrealized @ Report Date —
— RITE AID CORP COM STK 0.0%
Value $146K Shares 30,693 Share Price $4.76 Est. Cost/Share $3.42 Unrealized @ Report Date —
NPKI NEWPARK RESOURCES INC COM STK 0.0%
Value $143K Shares 11,360 Share Price $12.59 Est. Cost/Share $10.36 Unrealized @ Report Date +22.2%
— CHIQUITA BRANDS INTL INC COM STK 0.0%
Value $138K Shares 10,940 Share Price $12.61 Est. Cost/Share $12.61 Unrealized @ Report Date —
— RF MICRO DEVICES INC COM STK 0.0%
Value $134K Shares 23,800 Share Price $5.63 Est. Cost/Share $5.34 Unrealized @ Report Date —
— SEQUENOM INC 0.0%
Value $123K Shares 46,094 Share Price $2.67 Est. Cost/Share $2.67 Unrealized @ Report Date —
AMKR AMKOR TECHNOLOGY INC COM STK 0.0%
Value $118K Shares 27,793 Share Price $4.25 * Est. Cost/Share $4.00 Unrealized @ Report Date -0.2%
HL HECLA MNG CO COM STK 0.0%
Value $89,000 Shares 28,367 Share Price $3.14 * Est. Cost/Share $3.08 Unrealized @ Report Date -3.7%
— TOUSA INC COM 0.0%
Value $70,000 Shares 31,608 Share Price $2.21 Est. Cost/Share $0.70 Unrealized @ Report Date —
BTG B2GOLD CORP COM STK 0.0%
Value $54,000 Shares 21,870 Share Price $2.47 * Est. Cost/Share $2.16 Unrealized @ Report Date -8.3%
— CINCINNATI BELL INC COM STK 0.0%
Value $33,000 Shares 12,259 Share Price $2.69 Est. Cost/Share $3.07 Unrealized @ Report Date —