STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 7, 2014

Total Value ($000): $402,173 (100.0% shares, 0.0% debt)

Holdings (70)

EEM ISHARES MSCI EMERGING MKT IN 71.2%
Value ($000) $286,486 Shares 6,854,559 Est. Cost $38.36 Unrealized —
EFA ISHARES MSCI EAFE INDEX FUND 9.9%
Value ($000) $39,742 Shares 592,324 Est. Cost $57.23 Unrealized —
IVW iShares CORE S&P 500 6.3%
Value ($000) $25,453 Shares 137,100 Est. Cost $185.65 Unrealized —
GSG iShares GSCI Commodity Index 3.1%
Value ($000) $12,471 Shares 387,430 Est. Cost $31.85 Unrealized —
IWV ISHARES RUSSELL 3000 INDEX 2.6%
Value ($000) $10,269 Shares 92,810 Est. Cost $97.52 Unrealized —
IWM iSHARES RUSSELL 2000 1.3%
Value ($000) $5,180 Shares 44,900 Est. Cost $115.37 Unrealized —
SPY SPDR S&P 500 ETF TRUST 1.0%
Value ($000) $3,904 Shares 21,140 Est. Cost $160.26 Unrealized —
OEF ISHARES S&P 100 INDEX FUND 0.7%
Value ($000) $2,988 Shares 36,285 Est. Cost $72.07 Unrealized —
IUTSF iSHARES S&P/TSX 60 0.6%
Value ($000) $2,443 Shares 124,000 Est. Cost $19.70 Unrealized —
RGR STURM RUGER & CO INC COM STK 0.1%
Value ($000) $481 Shares 6,659 Est. Cost $56.99 Unrealized +23.7%
— HOME INNS & HOTELS MGMT INC ADR 0.1%
Value ($000) $433 Shares 12,647 Est. Cost $34.24 Unrealized —
— BROCADE COMMUNICATIONS SYSTEM INC COM 0.1%
Value ($000) $391 Shares 42,550 Est. Cost $6.18 Unrealized —
— SOUFUN HOLDINGS LTD-ADR 0.1%
Value ($000) $384 Shares 4,722 Est. Cost $34.75 Unrealized —
— LEXMARK INTERNATIONAL INC CL A COM STK 0.1%
Value ($000) $338 Shares 8,850 Est. Cost $34.42 Unrealized —
HP HELMERICH & PAYNE INC COM STK 0.1%
Value ($000) $330 Shares 3,831 Est. Cost $66.00 Unrealized +17.9%
— ALERE INC COM STK 0.1%
Value ($000) $328 Shares 9,128 Est. Cost $24.54 Unrealized —
GME GAMESTOP CORP NEW CL A COM STK 0.1%
Value ($000) $310 Shares 9,180 Est. Cost $7.50 Unrealized +22.6%
WLK WESTLAKE CHEM 0.1%
Value ($000) $298 Shares 2,523 Est. Cost $37.91 Unrealized +24.9%
— ENDO PHARMACEUTICALS HLDGS INC COM STK 0.1%
Value ($000) $296 Shares 4,499 Est. Cost $45.35 Unrealized —
— SINA CORP COM SHS 0.1%
Value ($000) $287 Shares 4,399 Est. Cost $65.24 Unrealized —
ALLE ALLEGION PLC 0.1%
Value ($000) $270 Shares 5,698 Est. Cost $38.52 Unrealized 0.0%
IPAR INTER PARFUMS INC COM STK 0.1%
Value ($000) $268 Shares 8,461 Est. Cost $34.37 Unrealized 0.0%
EXK ENDEAVOUR SILVER CORP 0.1%
Value ($000) $264 Shares 60,941 Est. Cost $3.90 Unrealized 0.0%
SAIC SCNC APP INT CRP 0.1%
Value ($000) $260 Shares 7,236 Est. Cost $34.76 Unrealized 0.0%
— CTRIP.COM INTERNATIONAL LTD ADR 0.1%
Value ($000) $259 Shares 6,747 Est. Cost $57.67 Unrealized —
BC BRUNSWICK CORP COM STK 0.1%
Value ($000) $254 Shares 6,294 Est. Cost $36.63 Unrealized 0.0%
— BROWN SHOE INC NEW COM STK 0.1%
Value ($000) $250 Shares 10,947 Est. Cost $23.34 Unrealized —
— ZELTIQ AESTHETICS INC 0.1%
Value ($000) $237 Shares 11,925 Est. Cost $19.87 Unrealized —
— ISHARES MSCI TAIWAN INDEX FD 0.1%
Value ($000) $235 Shares 16,300 Est. Cost $13.19 Unrealized —
FSS FEDERAL SIGNAL CORP COM STK 0.1%
Value ($000) $234 Shares 20,009 Est. Cost $12.51 Unrealized 0.0%
CSIQ CANADIAN SOLAR INC 0.1%
Value ($000) $234 Shares 6,513 Est. Cost $26.44 Unrealized 0.0%
SM SM ENERGY CO 0.1%
Value ($000) $233 Shares 2,920 Est. Cost $75.76 Unrealized 0.0%
— INGERSOLL-RAND COMPANY LTD BE COM STK 0.1%
Value ($000) $228 Shares 4,016 Est. Cost $56.77 Unrealized —
ALGN ALIGN TECHNOLOGY INC COM STK 0.1%
Value ($000) $227 Shares 4,142 Est. Cost $53.83 Unrealized 0.0%
MUSA MURPHY USA INC. 0.1%
Value ($000) $226 Shares 6,015 Est. Cost $41.23 Unrealized 0.0%
— ANN INC COM STK 0.1%
Value ($000) $223 Shares 7,140 Est. Cost $31.23 Unrealized —
PENN PENN NATIONAL GAMING INC COM STK 0.1%
Value ($000) $223 Shares 19,400 Est. Cost $13.74 Unrealized 0.0%
HY HYSTR YL MRL HND 0.1%
Value ($000) $222 Shares 2,682 Est. Cost $65.22 Unrealized 0.0%
OKE ONEOK INC NEW COM STK 0.1%
Value ($000) $220 Shares 3,800 Est. Cost $24.39 Unrealized 0.0%
WDAY WORKDAY INC 0.1%
Value ($000) $217 Shares 2,472 Est. Cost $78.95 Unrealized 0.0%
MUR MURPHY OIL CORP COM STK 0.1%
Value ($000) $213 Shares 3,853 Est. Cost $40.36 Unrealized 0.0%
RS RELIANCE STEEL & ALUMINUM CO 0.1%
Value ($000) $212 Shares 3,176 Est. Cost $73.89 Unrealized 0.0%
PPC PILGRIMS PRIDE 0.1%
Value ($000) $211 Shares 13,098 Est. Cost $15.67 Unrealized 0.0%
UTHR UNITED THERAPEUTICS CORP DEL COM STK 0.1%
Value ($000) $210 Shares 2,160 Est. Cost $73.09 Unrealized +23.4%
PBI PITNEY BOWES INC COM STK 0.1%
Value ($000) $210 Shares 8,613 Est. Cost $21.51 Unrealized 0.0%
— EXELIS INC - W/I 0.1%
Value ($000) $207 Shares 11,175 Est. Cost $15.66 Unrealized —
— HSN INC 0.1%
Value ($000) $202 Shares 3,784 Est. Cost $53.75 Unrealized —
— QUESTCOR PHARMACEUTICALS INC COM STK 0.0%
Value ($000) $200 Shares 3,075 Est. Cost $65.04 Unrealized —
— BIG 5 SPORTING GOODS CORP COM STK 0.0%
Value ($000) $196 Shares 11,804 Est. Cost $16.13 Unrealized —
— ORBITZ WORLDWIDE INC 0.0%
Value ($000) $195 Shares 27,584 Est. Cost $8.79 Unrealized —
— CAESARS ACQUISITION CO-CL A 0.0%
Value ($000) $160 Shares 12,437 Est. Cost $12.86 Unrealized —
BTG B2GOLD CORP COM STK 0.0%
Value ($000) $158 Shares 64,722 Est. Cost $1.91 Unrealized -6.7%
— INTELIQUENT INC COM STK 0.0%
Value ($000) $154 Shares 13,700 Est. Cost $11.24 Unrealized —
— TRINA SOLAR LTD 0.0%
Value ($000) $150 Shares 10,495 Est. Cost $14.29 Unrealized —
— PGT INC COM STK 0.0%
Value ($000) $147 Shares 14,367 Est. Cost $10.23 Unrealized —
— AK STEEL HOLDING CORP COM STK 0.0%
Value ($000) $147 Shares 21,991 Est. Cost $6.68 Unrealized —
— FERRO CORP COM STK 0.0%
Value ($000) $147 Shares 12,134 Est. Cost $12.11 Unrealized —
AMKR AMKOR TECHNOLOGY INC COM STK 0.0%
Value ($000) $145 Shares 27,793 Est. Cost $4.00 Unrealized +24.3%
— ARENA PHARMACEUTICALS INC COM STK 0.0%
Value ($000) $144 Shares 24,140 Est. Cost $5.97 Unrealized —
— NEKTAR THERAPEUTICS SHS 0.0%
Value ($000) $143 Shares 11,120 Est. Cost $12.86 Unrealized —
— CHIQUITA BRANDS INTL INC COM STK 0.0%
Value ($000) $132 Shares 13,006 Est. Cost $12.22 Unrealized —
— QUICKSILVER RES INC COM STK 0.0%
Value ($000) $126 Shares 40,709 Est. Cost $3.10 Unrealized —
— E-HOUSE (CHINA) HOLDINGS SHAN ADR 0.0%
Value ($000) $123 Shares 10,244 Est. Cost $12.01 Unrealized —
HGGG HHGREGG INC 0.0%
Value ($000) $118 Shares 15,455 Est. Cost $16.00 Unrealized 0.0%
— ORGANOVO HOLDINGS INC COM STK 0.0%
Value ($000) $116 Shares 12,861 Est. Cost $9.02 Unrealized —
— INTEGRATED DEVICE TECHNOLOGY INC 0.0%
Value ($000) $112 Shares 12,158 Est. Cost $9.21 Unrealized —
— ARIAD PHARMACEUTICALS INC COM STK 0.0%
Value ($000) $81 Shares 11,804 Est. Cost $6.86 Unrealized —
— ELDORADO GOLD CAD COM NEW (USD) 0.0%
Value ($000) $78 Shares 12,367 Est. Cost $6.31 Unrealized —
— TOUSA INC COM 0.0%
Value ($000) $70 Shares 31,608 Est. Cost $0.70 Unrealized —
— SEQUENOM INC 0.0%
Value ($000) $70 Shares 32,194 Est. Cost $2.67 Unrealized —