STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 13, 2015

Total Value ($000): $348,617 (100.0% shares, 0.0% debt)

Holdings (101)

EEM ISHARES MSCI EMERGING MKT IN 57.9%
Value ($000) $201,897 Shares 5,138,654 Est. Cost $38.52 Unrealized
SPY SPDR S&P 500 ETF TRUST 9.6%
Value ($000) $33,595 Shares 163,448 Est. Cost $199.68 Unrealized
IVV ISHARES CORE S&P 500 ETF 8.1%
Value ($000) $28,361 Shares 137,100 Est. Cost $206.86 Unrealized
EFA ISHARES MSCI EAFE INDEX FUND 7.4%
Value ($000) $25,734 Shares 422,984 Est. Cost $57.93 Unrealized
GSG ISHARES S&P GSCI COMMODITY I 3.7%
Value ($000) $13,043 Shares 604,432 Est. Cost $28.40 Unrealized
IWV ISHARES RUSSELL 3000 INDEX 3.0%
Value ($000) $10,329 Shares 84,470 Est. Cost $99.43 Unrealized
IWM ISHARES RUSSELL 2000 1.5%
Value ($000) $5,370 Shares 44,900 Est. Cost $115.37 Unrealized
EWC ISHARES MSCI CANADA 0.9%
Value ($000) $3,228 Shares 111,880 Est. Cost $30.05 Unrealized
OEF ISHARES S&P 100 INDEX FUND 0.8%
Value ($000) $2,750 Shares 30,245 Est. Cost $72.07 Unrealized
INTELIQUENT INC COM STK 0.2%
Value ($000) $669 Shares 34,091 Est. Cost $12.47 Unrealized
HY HYSTR YL MRL HND 0.2%
Value ($000) $576 Shares 7,876 Est. Cost $63.52 Unrealized -11.1%
MATX MATSON INC 0.2%
Value ($000) $536 Shares 15,529 Est. Cost $20.70 Unrealized +20.8%
MUSA MURPHY USA INC. 0.2%
Value ($000) $526 Shares 7,647 Est. Cost $42.19 Unrealized +36.8%
LEXMARK INTERNATIONAL INC CL A COM STK 0.1%
Value ($000) $500 Shares 12,122 Est. Cost $38.16 Unrealized
SEQUENOM INC 0.1%
Value ($000) $494 Shares 133,619 Est. Cost $3.45 Unrealized
BROCADE COMMUNICATIONS SYSTEM INC COM 0.1%
Value ($000) $452 Shares 38,241 Est. Cost $6.18 Unrealized
PPC PILGRIMS PRIDE 0.1%
Value ($000) $398 Shares 12,146 Est. Cost $21.84 Unrealized +44.8%
AFFYMETRIX INC COM STK 0.1%
Value ($000) $389 Shares 39,419 Est. Cost $7.38 Unrealized
LOGMEIN INC 0.1%
Value ($000) $386 Shares 7,838 Est. Cost $46.46 Unrealized
RITE AID CORP COM STK 0.1%
Value ($000) $380 Shares 50,585 Est. Cost $7.51 Unrealized
CALM CAL MAINE FOODS INC COM STK 0.1%
Value ($000) $380 Shares 9,752 Est. Cost $27.14 Unrealized +12.1%
BROWN SHOE INC NEW COM STK 0.1%
Value ($000) $376 Shares 11,718 Est. Cost $28.06 Unrealized
RF MICRO DEVICES INC COM STK 0.1%
Value ($000) $374 Shares 22,583 Est. Cost $16.56 Unrealized
ACTG ACACIA RESEARCH CORP COM STK 0.1%
Value ($000) $373 Shares 22,065 Est. Cost $16.39 Unrealized 0.0%
PRIM PRIMORIS SERVICES CORP COM STK 0.1%
Value ($000) $356 Shares 15,332 Est. Cost $27.88 Unrealized -10.3%
MTUS TIMKENSTEEL CORP 0.1%
Value ($000) $354 Shares 9,572 Est. Cost $41.99 Unrealized -13.7%
HALYARD HEALTH 0.1%
Value ($000) $350 Shares 7,703 Est. Cost $45.44 Unrealized
BJRI BJ'S RESTAURANTS INC 0.1%
Value ($000) $346 Shares 6,903 Est. Cost $42.67 Unrealized 0.0%
JBL JABIL CIRCUIT INC COM STK 0.1%
Value ($000) $345 Shares 15,841 Est. Cost $18.49 Unrealized 0.0%
NOBLE CORP PLC COM STK 0.1%
Value ($000) $342 Shares 20,661 Est. Cost $19.52 Unrealized
TSEM TOWER SEMICONDUCTOR LTD MIGDA COM STK 0.1%
Value ($000) $341 Shares 25,583 Est. Cost $11.22 Unrealized 0.0%
TRINA SOLAR LTD 0.1%
Value ($000) $341 Shares 38,187 Est. Cost $8.93 Unrealized
CHESAPEAKE ENERGY CORP COM STK 0.1%
Value ($000) $340 Shares 17,401 Est. Cost $26.81 Unrealized
FSS FEDERAL SIGNAL CORP COM STK 0.1%
Value ($000) $335 Shares 21,744 Est. Cost $12.57 Unrealized +1.5%
VERITIV CORPRATN 0.1%
Value ($000) $332 Shares 6,407 Est. Cost $49.96 Unrealized
B/E AEROSPACE INC COM STK 0.1%
Value ($000) $329 Shares 5,681 Est. Cost $57.91 Unrealized
TESSERA TECHNOLOGIES INC COM STK 0.1%
Value ($000) $327 Shares 9,171 Est. Cost $35.66 Unrealized
NORTHSTAR AT MGT 0.1%
Value ($000) $326 Shares 14,451 Est. Cost $18.38 Unrealized
OXY OCCIDENTAL PETE CORP 0.1%
Value ($000) $325 Shares 4,042 Est. Cost $59.30 Unrealized 0.0%
CBS CORP NEW CL B COM STK 0.1%
Value ($000) $317 Shares 5,731 Est. Cost $61.02 Unrealized
LIBERTY MEDIA CORP C INTER A 0.1%
Value ($000) $316 Shares 10,765 Est. Cost $29.35 Unrealized
IMPAX LABORATORIES INC 0.1%
Value ($000) $316 Shares 9,982 Est. Cost $31.66 Unrealized
TKR TIMKEN CO COM STK 0.1%
Value ($000) $315 Shares 7,381 Est. Cost $45.13 Unrealized -6.9%
ARCTIC CAT INC COM STK 0.1%
Value ($000) $311 Shares 8,763 Est. Cost $34.81 Unrealized
A AGILENT TECHNOLOGIES INC COM STK 0.1%
Value ($000) $309 Shares 7,552 Est. Cost $36.83 Unrealized 0.0%
KEYS KEYSIGHT TECHN 0.1%
Value ($000) $308 Shares 9,130 Est. Cost $32.07 Unrealized 0.0%
CDK GLOBAL HOLDINGS LLC 0.1%
Value ($000) $305 Shares 7,499 Est. Cost $40.67 Unrealized
CALIFORNIA RESOURCES CORP WI 0.1%
Value ($000) $304 Shares 55,350 Est. Cost $5.49 Unrealized
RYAM RAYONR ADV MTRL 0.1%
Value ($000) $297 Shares 13,327 Est. Cost $32.26 Unrealized -18.0%
ADP AUTOMATIC DATA PROCESSING INC COM STK 0.1%
Value ($000) $295 Shares 3,541 Est. Cost $56.27 Unrealized +12.9%
EGY VAALCO ENERGY INC COM STK 0.1%
Value ($000) $294 Shares 64,526 Est. Cost $5.55 Unrealized -3.8%
ENVA ENOVA INTRNTIONL 0.1%
Value ($000) $289 Shares 13,020 Est. Cost $22.72 Unrealized 0.0%
SEM SELECT MEDICAL HOLDINGS CORPORATION 0.1%
Value ($000) $289 Shares 20,077 Est. Cost $6.85 Unrealized -3.0%
SKECHERS U S A INC CL A COM STK 0.1%
Value ($000) $274 Shares 4,967 Est. Cost $44.32 Unrealized
APOG APOGEE ENTERPRISES INC COM STK 0.1%
Value ($000) $267 Shares 6,306 Est. Cost $34.70 Unrealized 0.0%
KING DIGITAL ENTERTAINMENT PLC 0.1%
Value ($000) $256 Shares 16,731 Est. Cost $15.30 Unrealized
PRETIUM RESOURCES COM STK 0.1%
Value ($000) $251 Shares 43,490 Est. Cost $5.37 Unrealized
BBY BEST BUY INC COM STK 0.1%
Value ($000) $246 Shares 6,324 Est. Cost $17.91 Unrealized +30.9%
ISHARES MSCI TAIWAN INDEX FD 0.1%
Value ($000) $246 Shares 16,300 Est. Cost $13.19 Unrealized
BLMN BLOOMIN' BRANDS INC COM STK 0.1%
Value ($000) $234 Shares 9,474 Est. Cost $16.20 Unrealized 0.0%
INFIQ INFINITY PHARMACEUTICALS INC 0.1%
Value ($000) $227 Shares 13,468 Est. Cost $14.56 Unrealized 0.0%
ANIK ANIKA THERAPEUTICS INC COM STK 0.1%
Value ($000) $223 Shares 5,494 Est. Cost $44.47 Unrealized -12.1%
TOWER INTERNATIONAL INC 0.1%
Value ($000) $222 Shares 8,708 Est. Cost $25.49 Unrealized
ZD J2 GLOBAL COMMUNICATONS INC COM STK 0.1%
Value ($000) $222 Shares 3,587 Est. Cost $43.25 Unrealized +11.8%
ARMK ARAMARK COM STK 0.1%
Value ($000) $218 Shares 7,003 Est. Cost $17.85 Unrealized 0.0%
LA QUINTA HLDGS 0.1%
Value ($000) $218 Shares 9,891 Est. Cost $22.04 Unrealized
NWE NORTHWESTERN 0.1%
Value ($000) $218 Shares 3,865 Est. Cost $33.16 Unrealized 0.0%
HD SUPPLY HOLDGS 0.1%
Value ($000) $215 Shares 7,299 Est. Cost $29.46 Unrealized
SANM SANMINA-SCI CORP COM STK 0.1%
Value ($000) $214 Shares 9,125 Est. Cost $20.64 Unrealized +10.8%
UIS UNISYS CORP COM STK 0.1%
Value ($000) $212 Shares 7,217 Est. Cost $25.16 Unrealized 0.0%
CDW CDW CORP 0.1%
Value ($000) $210 Shares 5,990 Est. Cost $28.50 Unrealized 0.0%
MC MOELIS & COMPANY 0.1%
Value ($000) $209 Shares 6,000 Est. Cost $14.60 Unrealized 0.0%
BAH BOOZ ALLEN HAMILTON HOLDING 0.1%
Value ($000) $209 Shares 7,886 Est. Cost $21.18 Unrealized 0.0%
AXIALL CORPTN 0.1%
Value ($000) $207 Shares 4,877 Est. Cost $42.44 Unrealized
AMEDISYS INC COM STK 0.1%
Value ($000) $205 Shares 6,992 Est. Cost $29.32 Unrealized
SEARS HOLDINGS CORP COM STK 0.1%
Value ($000) $201 Shares 6,121 Est. Cost $32.84 Unrealized
ALLY ALLY FINANCIAL INC 0.1%
Value ($000) $200 Shares 8,500 Est. Cost $17.28 Unrealized 0.0%
FAIRCHILD SEMICONDUCTOR INTL COM STK 0.1%
Value ($000) $187 Shares 11,118 Est. Cost $16.82 Unrealized
BASIC ENERGY SVCS INC NEW COM STK 0.1%
Value ($000) $184 Shares 26,261 Est. Cost $7.01 Unrealized
PGN1EUR PARAGON OFFSHORE 0.1%
Value ($000) $178 Shares 64,377 Est. Cost $4.44 Unrealized
WD WALKER & DUNLOP INC 0.1%
Value ($000) $175 Shares 10,000 Est. Cost $13.01 Unrealized 0.0%
MRC GLOBAL INC COM STK 0.0%
Value ($000) $156 Shares 10,312 Est. Cost $15.13 Unrealized
EXELIS INC - W/I 0.0%
Value ($000) $148 Shares 8,458 Est. Cost $17.50 Unrealized
VNDA VANDA PHARMACEUTICALS INC COM STK 0.0%
Value ($000) $144 Shares 10,078 Est. Cost $11.83 Unrealized 0.0%
SYNTA PHARMACEUTICALS CORP 0.0%
Value ($000) $134 Shares 50,814 Est. Cost $2.85 Unrealized
XOMA CORPORATION COM STK 0.0%
Value ($000) $128 Shares 35,929 Est. Cost $3.56 Unrealized
SEVENTY SVN ENRG 0.0%
Value ($000) $126 Shares 23,310 Est. Cost $15.47 Unrealized
FOLD AMICUS THERAPEUTICS INC COM STK 0.0%
Value ($000) $119 Shares 14,388 Est. Cost $6.86 Unrealized 0.0%
SANDSTORM GOLD LTD VANCOUVER COM 0.0%
Value ($000) $115 Shares 34,009 Est. Cost $4.29 Unrealized
VISN COMMSCOPE HOLDING CO INC HICK COM STK 0.0%
Value ($000) $115 Shares 5,057 Est. Cost $22.32 Unrealized 0.0%
TRIANGLE PETE CORP COM STK 0.0%
Value ($000) $109 Shares 22,934 Est. Cost $4.75 Unrealized
PIONEER DRILLING CO COM STK 0.0%
Value ($000) $104 Shares 18,858 Est. Cost $5.51 Unrealized
VIVUS INC COM STK 0.0%
Value ($000) $100 Shares 34,746 Est. Cost $2.88 Unrealized
CDE COEUR D ALENE MINES CORP IDAHO COM STK 0.0%
Value ($000) $84 Shares 16,616 Est. Cost $4.46 Unrealized 0.0%
GASTAR EXPLORATION INC HOUSTO COM STK 0.0%
Value ($000) $80 Shares 33,431 Est. Cost $5.58 Unrealized
ANGIE's LIST INC 0.0%
Value ($000) $70 Shares 11,316 Est. Cost $6.19 Unrealized
TOUSA INC COM 0.0%
Value ($000) $69 Shares 31,608 Est. Cost $2.18 Unrealized
HL HECLA MNG CO COM STK 0.0%
Value ($000) $59 Shares 21,201 Est. Cost $2.35 Unrealized 0.0%
CIVEO CORP 0.0%
Value ($000) $56 Shares 13,843 Est. Cost $18.29 Unrealized
ETD ETHAN ALLEN INTERIORS INC COM STK 0.0%
Value ($000) $53 Shares 1,724 Est. Cost $14.88 Unrealized 0.0%
TEEKAY TANKERS LTD CL A COM 0.0%
Value ($000) $50 Shares 10,000 Est. Cost $5.00 Unrealized