STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 14, 2014

Total Value ($000): $645,595 (100.0% shares, 0.0% debt)

Holdings (66)

EEM ISHARES MSCI EMERGING MKT IN 46.4%
Value ($000) $299,336 Shares 7,299,109 Est. Cost $38.52 Unrealized —
— ISHARES MSCI TAIWAN INDEX FD 36.3%
Value ($000) $234,557 Shares 16,300 Est. Cost $13.19 Unrealized —
EFA ISHARES MSCI EAFE INDEX FUND 5.1%
Value ($000) $32,667 Shares 486,124 Est. Cost $57.23 Unrealized —
IVW iShares CORE S&P 500 4.0%
Value ($000) $25,794 Shares 137,100 Est. Cost $185.65 Unrealized —
GSG iShares GSCI Commodity Index 2.0%
Value ($000) $12,773 Shares 387,430 Est. Cost $31.85 Unrealized —
IWV ISHARES RUSSELL 3000 INDEX 1.7%
Value ($000) $11,024 Shares 98,160 Est. Cost $98.33 Unrealized —
IWM iSHARES RUSSELL 2000 0.8%
Value ($000) $5,224 Shares 44,900 Est. Cost $115.37 Unrealized —
SPY SPDR S&P 500 ETF TRUST 0.6%
Value ($000) $3,953 Shares 21,140 Est. Cost $160.26 Unrealized —
IUTSF iSHARES S&P/TSX 60 0.4%
Value ($000) $2,558 Shares 124,000 Est. Cost $19.70 Unrealized —
OEF ISHARES S&P 100 INDEX FUND 0.4%
Value ($000) $2,504 Shares 30,245 Est. Cost $72.07 Unrealized —
EWC ISHARES MSCI Canada 0.3%
Value ($000) $2,173 Shares 73,550 Est. Cost $29.54 Unrealized —
— LEXMARK INTERNATIONAL INC CL A COM STK 0.1%
Value ($000) $505 Shares 10,928 Est. Cost $36.66 Unrealized —
— BROCADE COMMUNICATIONS SYSTEM INC COM 0.1%
Value ($000) $451 Shares 42,550 Est. Cost $6.18 Unrealized —
HP HELMERICH & PAYNE INC COM STK 0.1%
Value ($000) $412 Shares 3,831 Est. Cost $66.00 Unrealized +40.9%
GME GAMESTOP CORP NEW CL A COM STK 0.1%
Value ($000) $377 Shares 9,180 Est. Cost $7.50 Unrealized -7.6%
— INTELIQUENT INC COM STK 0.1%
Value ($000) $373 Shares 25,737 Est. Cost $12.76 Unrealized —
— ALERE INC COM STK 0.1%
Value ($000) $361 Shares 10,519 Est. Cost $25.83 Unrealized —
WLK WESTLAKE CHEM 0.1%
Value ($000) $333 Shares 5,046 Est. Cost $45.80 Unrealized +17.2%
FSS FEDERAL SIGNAL CORP COM STK 0.0%
Value ($000) $298 Shares 20,009 Est. Cost $12.51 Unrealized -4.7%
RGR STURM RUGER & CO INC COM STK 0.0%
Value ($000) $294 Shares 4,923 Est. Cost $56.99 Unrealized +23.5%
ALGN ALIGN TECHNOLOGY INC COM STK 0.0%
Value ($000) $288 Shares 5,574 Est. Cost $54.38 Unrealized +2.9%
HY HYSTR YL MRL HND 0.0%
Value ($000) $282 Shares 2,896 Est. Cost $65.61 Unrealized +7.5%
EXK ENDEAVOUR SILVER CORP 0.0%
Value ($000) $280 Shares 65,106 Est. Cost $3.95 Unrealized +19.5%
BKE BUCKLE INC COM STK 0.0%
Value ($000) $274 Shares 5,990 Est. Cost $14.39 Unrealized 0.0%
OGS ONE GAS INC 0.0%
Value ($000) $267 Shares 7,433 Est. Cost $34.23 Unrealized 0.0%
MUR MURPHY OIL CORP COM STK 0.0%
Value ($000) $265 Shares 4,223 Est. Cost $40.24 Unrealized -3.3%
TTWO TAKE-TWO INTERACTIVE SOFTWARE COM STK 0.0%
Value ($000) $263 Shares 12,034 Est. Cost $19.44 Unrealized 0.0%
PPC PILGRIMS PRIDE 0.0%
Value ($000) $261 Shares 12,497 Est. Cost $15.67 Unrealized +9.9%
DOV DOVER CORP COM STK 0.0%
Value ($000) $258 Shares 3,160 Est. Cost $50.30 Unrealized 0.0%
OKE ONEOK INC NEW COM STK 0.0%
Value ($000) $255 Shares 4,316 Est. Cost $24.90 Unrealized +15.1%
WRLD WORLD ACCEPTANCE CORP (S.C.) COM STK 0.0%
Value ($000) $253 Shares 3,381 Est. Cost $90.28 Unrealized 0.0%
MUSA MURPHY USA INC. 0.0%
Value ($000) $253 Shares 6,250 Est. Cost $41.16 Unrealized -4.5%
— ARKANSAS BEST CORP DELAWARE COM STK 0.0%
Value ($000) $247 Shares 6,688 Est. Cost $36.93 Unrealized —
SAIC SCNC APP INT CRP 0.0%
Value ($000) $246 Shares 6,593 Est. Cost $34.76 Unrealized +5.4%
ALLE ALLEGION PLC 0.0%
Value ($000) $243 Shares 4,674 Est. Cost $38.52 Unrealized +15.1%
PENN PENN NATIONAL GAMING INC COM STK 0.0%
Value ($000) $241 Shares 19,578 Est. Cost $13.74 Unrealized -10.2%
— INGERSOLL-RAND COMPANY LTD BE COM STK 0.0%
Value ($000) $238 Shares 4,158 Est. Cost $56.79 Unrealized —
WDAY WORKDAY INC 0.0%
Value ($000) $226 Shares 2,472 Est. Cost $78.95 Unrealized +20.6%
RS RELIANCE STEEL & ALUMINUM CO 0.0%
Value ($000) $224 Shares 3,176 Est. Cost $73.89 Unrealized -3.4%
PBI PITNEY BOWES INC COM STK 0.0%
Value ($000) $223 Shares 8,613 Est. Cost $21.51 Unrealized +14.7%
CSIQ CANADIAN SOLAR INC 0.0%
Value ($000) $218 Shares 6,821 Est. Cost $26.94 Unrealized +39.4%
CHE CHEMED CORP COM STK 0.0%
Value ($000) $214 Shares 2,403 Est. Cost $77.17 Unrealized 0.0%
BHE BENCHMARK ELECTRS INC COM STK 0.0%
Value ($000) $210 Shares 9,273 Est. Cost $19.38 Unrealized 0.0%
SM SM ENERGY CO 0.0%
Value ($000) $208 Shares 2,920 Est. Cost $75.76 Unrealized -8.3%
— HSN INC 0.0%
Value ($000) $207 Shares 3,469 Est. Cost $53.75 Unrealized —
— AFFYMETRIX INC COM STK 0.0%
Value ($000) $206 Shares 28,929 Est. Cost $7.12 Unrealized —
— AK STEEL HOLDING CORP COM STK 0.0%
Value ($000) $206 Shares 28,579 Est. Cost $6.81 Unrealized —
BBY BEST BUY INC COM STK 0.0%
Value ($000) $205 Shares 7,764 Est. Cost $17.92 Unrealized 0.0%
— CLOUD PEAK ENERGY INC COM STK 0.0%
Value ($000) $205 Shares 9,741 Est. Cost $21.05 Unrealized —
— ANACOR PHARMACEUTICALS INC 0.0%
Value ($000) $203 Shares 10,194 Est. Cost $19.91 Unrealized —
— ORBITZ WORLDWIDE INC 0.0%
Value ($000) $201 Shares 25,684 Est. Cost $8.79 Unrealized —
TSEM TOWER SEMICONDUCTOR LTD MIGDA COM STK 0.0%
Value ($000) $198 Shares 21,713 Est. Cost $7.17 Unrealized 0.0%
— INTEGRATED DEVICE TECHNOLOGY INC 0.0%
Value ($000) $194 Shares 15,908 Est. Cost $9.92 Unrealized —
AMKR AMKOR TECHNOLOGY INC COM STK 0.0%
Value ($000) $190 Shares 27,793 Est. Cost $4.00 Unrealized +36.2%
— SEQUENOM INC 0.0%
Value ($000) $190 Shares 77,908 Est. Cost $2.53 Unrealized —
— CHIQUITA BRANDS INTL INC COM STK 0.0%
Value ($000) $185 Shares 14,930 Est. Cost $12.24 Unrealized —
SANM SANMINA-SCI CORP COM STK 0.0%
Value ($000) $178 Shares 10,201 Est. Cost $16.76 Unrealized 0.0%
— TRINA SOLAR LTD 0.0%
Value ($000) $178 Shares 13,145 Est. Cost $14.14 Unrealized —
BTG B2GOLD CORP COM STK 0.0%
Value ($000) $174 Shares 64,722 Est. Cost $1.91 Unrealized +9.6%
— PGT INC COM STK 0.0%
Value ($000) $165 Shares 14,367 Est. Cost $10.23 Unrealized —
— E-HOUSE (CHINA) HOLDINGS SHAN ADR 0.0%
Value ($000) $158 Shares 13,014 Est. Cost $12.04 Unrealized —
— INTERSIL CORP 0.0%
Value ($000) $135 Shares 10,511 Est. Cost $12.84 Unrealized —
— SKECHERS U S A INC CL A COM STK 0.0%
Value ($000) $127 Shares 3,503 Est. Cost $36.25 Unrealized —
— PRETIUM RESOURCES COM STK 0.0%
Value ($000) $89 Shares 15,579 Est. Cost $5.71 Unrealized —
— TOUSA INC COM 0.0%
Value ($000) $69 Shares 31,608 Est. Cost $0.70 Unrealized —
— RECEPTOS 0.0%
Value ($000) $28 Shares 671 Est. Cost $41.73 Unrealized —