STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 14, 2015

Total Value ($000): $255,195 (100.0% shares, 0.0% debt)

Holdings (107)

EEM ISHARES MSCI EMERGING MKT IN 42.4%
Value ($000) $108,268 Shares 2,697,946 Est. Cost $38.52 Unrealized
SPY SPDR S&P 500 ETF TRUST 13.2%
Value ($000) $33,740 Shares 163,448 Est. Cost $199.68 Unrealized
IVV ISHARES CORE S&P 500 ETF 10.6%
Value ($000) $27,057 Shares 130,190 Est. Cost $206.86 Unrealized
EFA ISHARES MSCI EAFE INDEX FUND 10.3%
Value ($000) $26,191 Shares 408,154 Est. Cost $57.93 Unrealized
GSG ISHARES S&P GSCI COMMODITY I 4.8%
Value ($000) $12,272 Shares 629,362 Est. Cost $28.05 Unrealized
IWV ISHARES RUSSELL 3000 INDEX 3.3%
Value ($000) $8,513 Shares 68,740 Est. Cost $99.43 Unrealized
IWM ISHARES RUSSELL 2000 2.2%
Value ($000) $5,584 Shares 44,900 Est. Cost $115.37 Unrealized
EWC ISHARES MSCI CANADA 1.2%
Value ($000) $3,040 Shares 111,880 Est. Cost $30.05 Unrealized
OEF ISHARES S&P 100 INDEX FUND 1.1%
Value ($000) $2,729 Shares 30,245 Est. Cost $72.07 Unrealized
IEMG ISHARES CORE MSCI EMERGING 0.3%
Value ($000) $893 Shares 18,480 Est. Cost $48.32 Unrealized
MATX MATSON INC 0.3%
Value ($000) $758 Shares 17,988 Est. Cost $22.12 Unrealized +40.6%
HY HYSTR YL MRL HND 0.2%
Value ($000) $577 Shares 7,876 Est. Cost $63.52 Unrealized -18.9%
CAMBREX CORP COM STK 0.2%
Value ($000) $575 Shares 14,518 Est. Cost $39.61 Unrealized
MUSA MURPHY USA INC. 0.2%
Value ($000) $553 Shares 7,647 Est. Cost $42.19 Unrealized +61.9%
AFFYMETRIX INC COM STK 0.2%
Value ($000) $495 Shares 39,419 Est. Cost $7.38 Unrealized
BROCADE COMMUNICATIONS SYSTEM INC COM 0.2%
Value ($000) $453 Shares 38,241 Est. Cost $6.18 Unrealized
PPC PILGRIMS PRIDE 0.2%
Value ($000) $430 Shares 19,047 Est. Cost $24.23 Unrealized +17.3%
JBL JABIL CIRCUIT INC COM STK 0.2%
Value ($000) $423 Shares 18,097 Est. Cost $18.66 Unrealized +6.7%
INTELIQUENT INC COM STK 0.2%
Value ($000) $403 Shares 25,629 Est. Cost $12.47 Unrealized
CALM CAL MAINE FOODS INC COM STK 0.1%
Value ($000) $380 Shares 9,752 Est. Cost $27.14 Unrealized -2.1%
TESSERA TECHNOLOGIES INC COM STK 0.1%
Value ($000) $369 Shares 9,171 Est. Cost $35.66 Unrealized
SEM SELECT MEDICAL HOLDINGS CORPORATION 0.1%
Value ($000) $362 Shares 24,442 Est. Cost $6.85 Unrealized +0.0%
LOGMEIN INC 0.1%
Value ($000) $360 Shares 6,440 Est. Cost $46.46 Unrealized
SKECHERS U S A INC CL A COM STK 0.1%
Value ($000) $357 Shares 4,967 Est. Cost $44.32 Unrealized
OUTERWALL COM STK 0.1%
Value ($000) $354 Shares 5,354 Est. Cost $66.12 Unrealized
SEQUENOM INC 0.1%
Value ($000) $354 Shares 89,725 Est. Cost $3.45 Unrealized
NSIT INSIGHT ENTERPRISES INC COM STK 0.1%
Value ($000) $349 Shares 12,241 Est. Cost $25.76 Unrealized 0.0%
TOWER INTERNATIONAL INC 0.1%
Value ($000) $346 Shares 13,009 Est. Cost $25.86 Unrealized
THE RYLAND GROUP INC COM STK 0.1%
Value ($000) $345 Shares 7,086 Est. Cost $48.69 Unrealized
FSS FEDERAL SIGNAL CORP COM STK 0.1%
Value ($000) $343 Shares 21,744 Est. Cost $12.57 Unrealized +9.4%
US SILICA HOLDINGS INC 0.1%
Value ($000) $338 Shares 9,510 Est. Cost $35.54 Unrealized
ORBITAL ATK INC 0.1%
Value ($000) $337 Shares 4,398 Est. Cost $76.63 Unrealized
REX REX AMERICAN RESOURCES CORP 0.1%
Value ($000) $335 Shares 5,509 Est. Cost $9.61 Unrealized 0.0%
BIGGQ BIG LOTS INC COM STK 0.1%
Value ($000) $331 Shares 6,896 Est. Cost $35.95 Unrealized 0.0%
TSEM TOWER SEMICONDUCTOR LTD MIGDA COM STK 0.1%
Value ($000) $329 Shares 19,412 Est. Cost $11.22 Unrealized +36.7%
HALYARD HEALTH 0.1%
Value ($000) $325 Shares 6,607 Est. Cost $45.44 Unrealized
ARCTIC CAT INC COM STK 0.1%
Value ($000) $318 Shares 8,763 Est. Cost $34.81 Unrealized
SUNEDISON SEMICONDUCTOR PTE 0.1%
Value ($000) $314 Shares 12,195 Est. Cost $25.75 Unrealized
DOMTAR CORP COM STK 0.1%
Value ($000) $313 Shares 6,786 Est. Cost $46.12 Unrealized
VISTA OUTDOOR INC 0.1%
Value ($000) $311 Shares 7,264 Est. Cost $42.81 Unrealized
CALIFORNIA RESOURCES CORP 0.1%
Value ($000) $304 Shares 40,000 Est. Cost $5.49 Unrealized
B/E AEROSPACE INC COM STK 0.1%
Value ($000) $303 Shares 4,775 Est. Cost $57.91 Unrealized
ADP AUTOMATIC DATA PROCESSING INC COM STK 0.1%
Value ($000) $303 Shares 3,541 Est. Cost $56.27 Unrealized +20.6%
BASIC ENERGY SVCS INC NEW COM STK 0.1%
Value ($000) $296 Shares 42,845 Est. Cost $6.97 Unrealized
CDK GLOBAL HOLDINGS LLC 0.1%
Value ($000) $296 Shares 6,346 Est. Cost $40.67 Unrealized
A AGILENT TECHNOLOGIES INC COM STK 0.1%
Value ($000) $296 Shares 7,143 Est. Cost $36.83 Unrealized +0.5%
LIBERTY MEDIA CORP C INTER A 0.1%
Value ($000) $295 Shares 10,139 Est. Cost $29.35 Unrealized
KEYS KEYSIGHT TECHN 0.1%
Value ($000) $295 Shares 7,962 Est. Cost $32.07 Unrealized +12.4%
RNG RINGCENTRAL INC SAN MATEO CA COM STK 0.1%
Value ($000) $284 Shares 18,559 Est. Cost $15.06 Unrealized 0.0%
HARMAN INTERNATIONAL INDUSTRIE COM STK 0.1%
Value ($000) $282 Shares 2,112 Est. Cost $133.52 Unrealized
SWKS SKYWORKS SOLUTIONS INC COM STK 0.1%
Value ($000) $282 Shares 2,879 Est. Cost $68.73 Unrealized 0.0%
KLX INC 0.1%
Value ($000) $282 Shares 7,332 Est. Cost $38.46 Unrealized
KINDRED HEALTHCARE INC COM STK 0.1%
Value ($000) $282 Shares 11,865 Est. Cost $23.77 Unrealized
OXY OCCIDENTAL PETE CORP 0.1%
Value ($000) $279 Shares 3,829 Est. Cost $59.30 Unrealized -6.0%
H AND E EQUIPMENT SERVICES INC COM 0.1%
Value ($000) $277 Shares 11,085 Est. Cost $24.99 Unrealized
THE ADT CORPORATION 0.1%
Value ($000) $277 Shares 6,689 Est. Cost $41.41 Unrealized
MTUS TIMKENSTEEL CORP 0.1%
Value ($000) $274 Shares 10,377 Est. Cost $40.98 Unrealized -29.3%
APOG APOGEE ENTERPRISES INC COM STK 0.1%
Value ($000) $272 Shares 6,306 Est. Cost $34.70 Unrealized +2.9%
NTGR NETGEAR INC 0.1%
Value ($000) $271 Shares 8,243 Est. Cost $20.55 Unrealized 0.0%
SANDSTORM GOLD LTD VANCOUVER COM 0.1%
Value ($000) $271 Shares 82,763 Est. Cost $3.69 Unrealized
QLYS QUALYS INC 0.1%
Value ($000) $268 Shares 5,773 Est. Cost $42.80 Unrealized 0.0%
DELEK US HOLDINGS 0.1%
Value ($000) $266 Shares 6,714 Est. Cost $39.62 Unrealized
SOUFUN HOLDINGS LTD-ADR 0.1%
Value ($000) $263 Shares 43,343 Est. Cost $6.07 Unrealized
SAIC SCNC APP INT CRP 0.1%
Value ($000) $260 Shares 5,077 Est. Cost $52.32 Unrealized 0.0%
ISHARES MSCI TAIWAN INDEX FD 0.1%
Value ($000) $256 Shares 16,300 Est. Cost $13.19 Unrealized
ENVA ENOVA INTRNTIONL 0.1%
Value ($000) $251 Shares 12,772 Est. Cost $22.72 Unrealized -4.1%
WRLD WORLD ACCEPTANCE CORP (S.C.) COM STK 0.1%
Value ($000) $244 Shares 3,347 Est. Cost $80.70 Unrealized 0.0%
TRN TRINITY INDS INC COM STK 0.1%
Value ($000) $239 Shares 6,737 Est. Cost $15.66 Unrealized 0.0%
ZD J2 GLOBAL COMMUNICATONS INC COM STK 0.1%
Value ($000) $235 Shares 3,587 Est. Cost $43.25 Unrealized +28.7%
RES RPC INC COM STK 0.1%
Value ($000) $234 Shares 18,327 Est. Cost $10.82 Unrealized 0.0%
ABRAXAS PETE CORP COM STK 0.1%
Value ($000) $234 Shares 72,251 Est. Cost $3.24 Unrealized
AXIALL CORPTN 0.1%
Value ($000) $228 Shares 4,877 Est. Cost $42.44 Unrealized
TENNECO INC COM STK 0.1%
Value ($000) $228 Shares 3,985 Est. Cost $57.21 Unrealized
SPIRIT AEROSYSTEMS HLDGS INC CL A COM 0.1%
Value ($000) $228 Shares 4,383 Est. Cost $52.02 Unrealized
BJRI BJ'S RESTAURANTS INC 0.1%
Value ($000) $227 Shares 4,517 Est. Cost $42.67 Unrealized +12.2%
LAREDO PETROLEUM HOLDINGS INC 0.1%
Value ($000) $225 Shares 17,331 Est. Cost $12.98 Unrealized
SONIC CORP COM STK 0.1%
Value ($000) $223 Shares 7,060 Est. Cost $31.59 Unrealized
IDCC INTERDIGITAL INC COM STK 0.1%
Value ($000) $223 Shares 4,400 Est. Cost $51.89 Unrealized 0.0%
AMAG PHARMACEUTICALSCOM STK 0.1%
Value ($000) $221 Shares 4,044 Est. Cost $54.65 Unrealized
SANM SANMINA-SCI CORP COM STK 0.1%
Value ($000) $220 Shares 9,125 Est. Cost $20.64 Unrealized +11.2%
PRETIUM RESOURCES COM STK 0.1%
Value ($000) $219 Shares 43,490 Est. Cost $5.37 Unrealized
STAMPS.COM INC COM STK 0.1%
Value ($000) $219 Shares 3,259 Est. Cost $67.20 Unrealized
HUBS HUBSPOT INC 0.1%
Value ($000) $213 Shares 5,360 Est. Cost $37.36 Unrealized 0.0%
NBIX NEUROCRINE BIOSCIENCES INC COM STK 0.1%
Value ($000) $212 Shares 5,345 Est. Cost $35.77 Unrealized 0.0%
KFY KORN / FERRY INTL COM STK 0.1%
Value ($000) $212 Shares 6,471 Est. Cost $25.96 Unrealized 0.0%
QTWO Q2 HOLDINGS INC 0.1%
Value ($000) $211 Shares 10,000 Est. Cost $19.72 Unrealized 0.0%
MOBILEYE NV 0.1%
Value ($000) $210 Shares 5,000 Est. Cost $42.00 Unrealized
ACTAVIS PLC COMMON STOCK 0.1%
Value ($000) $208 Shares 700 Est. Cost $297.14 Unrealized
NEWFIELD EXPL CO COM STK 0.1%
Value ($000) $208 Shares 5,952 Est. Cost $34.95 Unrealized
CIVEO CORP 0.1%
Value ($000) $207 Shares 81,580 Est. Cost $5.21 Unrealized
ZENDESK INC SAN FRANCISCO CA COM STK 0.1%
Value ($000) $204 Shares 9,000 Est. Cost $22.67 Unrealized
ARMK ARAMARK COM STK 0.1%
Value ($000) $204 Shares 6,452 Est. Cost $17.85 Unrealized +12.4%
IMPERVA INC 0.1%
Value ($000) $203 Shares 4,762 Est. Cost $42.63 Unrealized
CNK CINEMARK HOLDINGS INC 0.1%
Value ($000) $200 Shares 4,447 Est. Cost $32.92 Unrealized 0.0%
INFIQ INFINITY PHARMACEUTICALS INC 0.1%
Value ($000) $188 Shares 13,468 Est. Cost $14.56 Unrealized +5.0%
RYAM RAYONR ADV MTRL 0.1%
Value ($000) $181 Shares 12,165 Est. Cost $32.26 Unrealized -43.5%
RITE AID CORP COM STK 0.1%
Value ($000) $169 Shares 19,494 Est. Cost $7.51 Unrealized
SEVENTY SVN ENRG 0.1%
Value ($000) $160 Shares 38,696 Est. Cost $10.96 Unrealized
PIONEER DRILLING CO COM STK 0.1%
Value ($000) $145 Shares 26,897 Est. Cost $5.48 Unrealized
NOBLE CORP PLC COM STK 0.1%
Value ($000) $142 Shares 10,000 Est. Cost $19.52 Unrealized
ARRAY BIOPHARMA INC COM STK 0.1%
Value ($000) $136 Shares 18,464 Est. Cost $7.37 Unrealized
TRIANGLE PETE CORP COM STK 0.0%
Value ($000) $115 Shares 22,934 Est. Cost $4.75 Unrealized
COMSTOCK RES INC COM STK 0.0%
Value ($000) $103 Shares 28,862 Est. Cost $3.57 Unrealized
NG NOVAGOLD RESOURCES INC CAD COM 0.0%
Value ($000) $90 Shares 30,475 Est. Cost $3.50 Unrealized 0.0%
WTI W&T OFFSHORE INC COM STK 0.0%
Value ($000) $86 Shares 16,988 Est. Cost $5.81 Unrealized 0.0%
MAGNUM HUNTER RESOURCES CORP COM STK 0.0%
Value ($000) $75 Shares 28,216 Est. Cost $2.66 Unrealized
TEEKAY TANKERS LTD CL A COM 0.0%
Value ($000) $57 Shares 10,000 Est. Cost $5.00 Unrealized