STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $327,514 (100.0% shares, 0.0% debt)

Holdings (102)

EEM ISHARES MSCI EMERGING MKT IN 64.6%
Value ($000) $211,698 Shares 5,093,809 Est. Cost $38.52 Unrealized
EFA ISHARES MSCI EAFE INDEX FUND 8.8%
Value ($000) $28,840 Shares 449,784 Est. Cost $57.93 Unrealized
IVW ISHARES CORE S&P 500 ETF 8.3%
Value ($000) $27,181 Shares 137,100 Est. Cost $185.65 Unrealized
GSG ISHARES S&P GSCI COMMODITY I 3.6%
Value ($000) $11,811 Shares 399,180 Est. Cost $31.91 Unrealized
IWV ISHARES RUSSELL 3000 INDEX 3.4%
Value ($000) $11,174 Shares 95,680 Est. Cost $99.43 Unrealized
IWM ISHARES RUSSELL 2000 1.5%
Value ($000) $4,909 Shares 44,900 Est. Cost $115.37 Unrealized
SPY SPDR S&P 500 ETF TRUST 1.3%
Value ($000) $4,165 Shares 21,140 Est. Cost $160.26 Unrealized
EWC ISHARES MSCI CANADA 0.9%
Value ($000) $3,020 Shares 98,430 Est. Cost $30.22 Unrealized
OEF ISHARES S&P 100 INDEX FUND 0.8%
Value ($000) $2,666 Shares 30,245 Est. Cost $72.07 Unrealized
BROWN SHOE INC NEW COM STK 0.1%
Value ($000) $455 Shares 16,804 Est. Cost $28.06 Unrealized
HY HYSTR YL MRL HND 0.1%
Value ($000) $445 Shares 6,216 Est. Cost $65.41 Unrealized -8.0%
INTELIQUENT INC COM STK 0.1%
Value ($000) $424 Shares 34,091 Est. Cost $12.47 Unrealized
BROCADE COMMUNICATIONS SYSTEM INC COM 0.1%
Value ($000) $415 Shares 38,241 Est. Cost $6.18 Unrealized
MUSA MURPHY USA INC. 0.1%
Value ($000) $405 Shares 7,647 Est. Cost $42.19 Unrealized +19.2%
CALM CAL MAINE FOODS INC COM STK 0.1%
Value ($000) $394 Shares 4,417 Est. Cost $23.19 Unrealized +21.6%
NATUS MEDICAL INC DEL COM 0.1%
Value ($000) $372 Shares 12,607 Est. Cost $25.07 Unrealized
PRIM PRIMORIS SERVICES CORP COM STK 0.1%
Value ($000) $360 Shares 13,445 Est. Cost $28.29 Unrealized -3.1%
NEKTAR THERAPEUTICS SHS 0.1%
Value ($000) $351 Shares 29,155 Est. Cost $9.25 Unrealized
LEXMARK INTERNATIONAL INC CL A COM STK 0.1%
Value ($000) $347 Shares 8,165 Est. Cost $36.66 Unrealized
LOGMEIN INC 0.1%
Value ($000) $345 Shares 7,510 Est. Cost $46.34 Unrealized
VERITIV CORPRATN 0.1%
Value ($000) $335 Shares 6,706 Est. Cost $49.96 Unrealized
FSS FEDERAL SIGNAL CORP COM STK 0.1%
Value ($000) $332 Shares 25,081 Est. Cost $12.57 Unrealized +1.8%
TRN TRINITY INDS INC COM STK 0.1%
Value ($000) $328 Shares 7,034 Est. Cost $20.54 Unrealized +14.8%
TTEK TETRA TECH INC COM STK 0.1%
Value ($000) $324 Shares 12,994 Est. Cost $5.21 Unrealized 0.0%
GME GAMESTOP CORP NEW CL A COM STK 0.1%
Value ($000) $321 Shares 7,812 Est. Cost $7.50 Unrealized +4.2%
MATX MATSON INC 0.1%
Value ($000) $320 Shares 12,790 Est. Cost $19.77 Unrealized +11.8%
LIBERTY VENTURES SERIES A 0.1%
Value ($000) $319 Shares 8,425 Est. Cost $37.86 Unrealized
AFFYMETRIX INC COM STK 0.1%
Value ($000) $314 Shares 39,419 Est. Cost $7.38 Unrealized
LE LANDS END INC COM STK 0.1%
Value ($000) $306 Shares 7,445 Est. Cost $28.56 Unrealized +29.5%
ARCTIC CAT INC COM STK 0.1%
Value ($000) $305 Shares 8,763 Est. Cost $34.81 Unrealized
SEVENTY SVN ENRG 0.1%
Value ($000) $304 Shares 12,836 Est. Cost $23.68 Unrealized
BLACKHAWK NETWORK HD-B W/I 0.1%
Value ($000) $300 Shares 9,311 Est. Cost $26.79 Unrealized
DEPOMED INC COM STK 0.1%
Value ($000) $297 Shares 19,563 Est. Cost $14.08 Unrealized
ADP AUTOMATIC DATA PROCESSING INC COM STK 0.1%
Value ($000) $297 Shares 3,577 Est. Cost $56.27 Unrealized 0.0%
RYAM RAYONR ADV MTRL 0.1%
Value ($000) $294 Shares 8,955 Est. Cost $35.09 Unrealized 0.0%
NORTHSTAR AT MGT 0.1%
Value ($000) $294 Shares 16,000 Est. Cost $18.38 Unrealized
BR BROADRIDG FIN 0.1%
Value ($000) $291 Shares 7,002 Est. Cost $31.74 Unrealized +6.7%
TIME INC 0.1%
Value ($000) $290 Shares 12,387 Est. Cost $24.21 Unrealized
MTUS TIMKENSTEEL CORP 0.1%
Value ($000) $287 Shares 6,192 Est. Cost $45.14 Unrealized 0.0%
TKR TIMKEN CO COM STK 0.1%
Value ($000) $280 Shares 6,623 Est. Cost $45.49 Unrealized +1.2%
CON-WAY INC COM STK 0.1%
Value ($000) $280 Shares 5,906 Est. Cost $47.41 Unrealized
CBS CORP NEW CL B COM STK 0.1%
Value ($000) $278 Shares 5,201 Est. Cost $61.61 Unrealized
DNOW NOW INC 0.1%
Value ($000) $278 Shares 9,160 Est. Cost $33.68 Unrealized -2.8%
TEVA TEVA PHARM 0.1%
Value ($000) $277 Shares 5,160 Est. Cost $53.68 Unrealized
NX QUANEX BUILDING PRODUCTS CORP COM 0.1%
Value ($000) $276 Shares 15,272 Est. Cost $16.06 Unrealized -4.1%
ALGN ALIGN TECHNOLOGY INC COM STK 0.1%
Value ($000) $274 Shares 5,306 Est. Cost $53.78 Unrealized +1.3%
FERRO CORP COM STK 0.1%
Value ($000) $264 Shares 18,282 Est. Cost $12.75 Unrealized
SKECHERS U S A INC CL A COM STK 0.1%
Value ($000) $264 Shares 4,967 Est. Cost $44.32 Unrealized
CHESAPEAKE ENERGY CORP COM STK 0.1%
Value ($000) $257 Shares 11,181 Est. Cost $30.85 Unrealized
ZELTIQ AESTHETICS INC 0.1%
Value ($000) $252 Shares 11,173 Est. Cost $15.55 Unrealized
NAVI NAVIENT CORP W/D 0.1%
Value ($000) $250 Shares 14,117 Est. Cost $17.10 Unrealized +2.9%
ISHARES MSCI TAIWAN INDEX FD 0.1%
Value ($000) $248 Shares 16,300 Est. Cost $13.19 Unrealized
NOBLE CORP PLC COM STK 0.1%
Value ($000) $242 Shares 10,922 Est. Cost $22.16 Unrealized
PPC PILGRIMS PRIDE 0.1%
Value ($000) $242 Shares 7,941 Est. Cost $16.66 Unrealized +81.3%
OIS OIL STS INTL INC COM STK 0.1%
Value ($000) $241 Shares 3,901 Est. Cost $58.83 Unrealized +6.7%
SLM SLM CORP COM STK 0.1%
Value ($000) $238 Shares 27,809 Est. Cost $8.77 Unrealized -0.1%
PCRX PACIRA PHARMACEUTICALS INC 0.1%
Value ($000) $236 Shares 2,436 Est. Cost $76.15 Unrealized +27.8%
BARNES & NOBLE INC COM STK 0.1%
Value ($000) $236 Shares 11,996 Est. Cost $22.46 Unrealized
CRUS CIRRUS LOGIC INC COM STK 0.1%
Value ($000) $234 Shares 11,224 Est. Cost $22.04 Unrealized +5.1%
PGT INC COM STK 0.1%
Value ($000) $233 Shares 25,020 Est. Cost $9.59 Unrealized
NATIONAL-OILWELL VARCO INC COM 0.1%
Value ($000) $231 Shares 3,036 Est. Cost $63.89 Unrealized
EXK ENDEAVOUR SILVER CORP 0.1%
Value ($000) $222 Shares 50,962 Est. Cost $4.13 Unrealized +33.0%
VRSN VERISIGN INC COM STK 0.1%
Value ($000) $215 Shares 3,914 Est. Cost $53.54 Unrealized 0.0%
AGL RES INC COM STK 0.1%
Value ($000) $214 Shares 4,185 Est. Cost $51.14 Unrealized
SANM SANMINA-SCI CORP COM STK 0.1%
Value ($000) $212 Shares 10,201 Est. Cost $20.64 Unrealized +12.7%
EXTENDED STAY AM 0.1%
Value ($000) $212 Shares 8,969 Est. Cost $23.64 Unrealized
BBY BEST BUY INC COM STK 0.1%
Value ($000) $212 Shares 6,324 Est. Cost $17.91 Unrealized +16.2%
ANIK ANIKA THERAPEUTICS INC COM STK 0.1%
Value ($000) $211 Shares 5,776 Est. Cost $44.47 Unrealized -2.8%
TUPPERWARE BRANDS CORPORATION COM STK 0.1%
Value ($000) $209 Shares 3,040 Est. Cost $27.55 Unrealized
KALU KAISER ALUM CORP COM STK 0.1%
Value ($000) $208 Shares 2,742 Est. Cost $49.56 Unrealized +9.9%
RNG RINGCENTRAL INC SAN MATEO CA COM STK 0.1%
Value ($000) $207 Shares 16,342 Est. Cost $13.77 Unrealized 0.0%
ISRAEL CHEMICALS LTD SHS 0.1%
Value ($000) $201 Shares 27,894 Est. Cost $7.21 Unrealized
PGN1EUR PARAGON OFFSHORE 0.1%
Value ($000) $197 Shares 32,188 Est. Cost $6.12 Unrealized
CALLON PETE CO DEL COM STK 0.1%
Value ($000) $192 Shares 21,882 Est. Cost $8.77 Unrealized
SANTANDER CONSUMER USA HOLDINGS INC 0.1%
Value ($000) $187 Shares 10,532 Est. Cost $17.76 Unrealized
THERAVANCE 0.1%
Value ($000) $186 Shares 10,922 Est. Cost $29.04 Unrealized
E-HOUSE (CHINA) HOLDINGS SHAN ADR 0.1%
Value ($000) $184 Shares 19,170 Est. Cost $6.32 Unrealized
GASTAR EXPLORATION INC HOUSTO COM STK 0.1%
Value ($000) $180 Shares 30,675 Est. Cost $5.87 Unrealized
SANDSTORM GOLD LTD VANCOUVER COM 0.1%
Value ($000) $170 Shares 39,583 Est. Cost $4.29 Unrealized
AK STEEL HOLDING CORP COM STK 0.1%
Value ($000) $170 Shares 21,322 Est. Cost $7.97 Unrealized
HAWAIIAN HLDGS INC COM STK 0.1%
Value ($000) $167 Shares 12,463 Est. Cost $13.64 Unrealized
PRETIUM RESOURCES COM STK 0.1%
Value ($000) $166 Shares 32,100 Est. Cost $5.22 Unrealized
RPX CORP 0.0%
Value ($000) $163 Shares 11,884 Est. Cost $17.67 Unrealized
LEJU HLD LTD ADR 0.0%
Value ($000) $149 Shares 11,537 Est. Cost $26.83 Unrealized
SEM SELECT MEDICAL HOLDINGS CORPORATION 0.0%
Value ($000) $145 Shares 12,119 Est. Cost $6.98 Unrealized 0.0%
AMKR AMKOR TECHNOLOGY INC COM STK 0.0%
Value ($000) $143 Shares 17,114 Est. Cost $6.02 Unrealized +53.0%
DELEK US HOLDINGS 0.0%
Value ($000) $139 Shares 4,209 Est. Cost $33.02 Unrealized
ZD J2 GLOBAL COMMUNICATONS INC COM STK 0.0%
Value ($000) $136 Shares 2,773 Est. Cost $41.75 Unrealized +6.3%
CIVEO CORP 0.0%
Value ($000) $135 Shares 11,678 Est. Cost $20.93 Unrealized
ORBITZ WORLDWIDE INC 0.0%
Value ($000) $134 Shares 17,075 Est. Cost $8.64 Unrealized
HILL-ROM HOLDINGS COM STK 0.0%
Value ($000) $133 Shares 3,233 Est. Cost $88.35 Unrealized
HILLENBRAND 0.0%
Value ($000) $112 Shares 3,658 Est. Cost $30.62 Unrealized
CONVERGYS CORP COM STK 0.0%
Value ($000) $110 Shares 6,199 Est. Cost $17.74 Unrealized
CENX CENTURY ALUM CO COM STK 0.0%
Value ($000) $95 Shares 3,673 Est. Cost $22.02 Unrealized 0.0%
MERRIMACK PHARMACEUTICALS INC 0.0%
Value ($000) $93 Shares 10,629 Est. Cost $8.75 Unrealized
SYNTA PHARMACEUTICALS CORP 0.0%
Value ($000) $90 Shares 29,956 Est. Cost $3.00 Unrealized
EGY VAALCO ENERGY INC COM STK 0.0%
Value ($000) $89 Shares 10,491 Est. Cost $6.63 Unrealized 0.0%
SEQUENOM INC 0.0%
Value ($000) $84 Shares 28,487 Est. Cost $2.53 Unrealized
ABRAXAS PETE CORP COM STK 0.0%
Value ($000) $74 Shares 14,180 Est. Cost $5.22 Unrealized
FOAMIX PHARMACEUTICALS LTD 0.0%
Value ($000) $66 Shares 12,151 Est. Cost $5.43 Unrealized
DRYSHIPS INC COM STK 0.0%
Value ($000) $31 Shares 12,617 Est. Cost $2.46 Unrealized
ARCB ARKANSAS BEST CORP DELAWARE COM STK 0.0%
Value ($000) $25 Shares 695 Est. Cost $36.80 Unrealized -6.4%