STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $198,533 (100.0% shares, 0.0% debt)

Holdings (107)

EFA ISHARES MSCI EAFE INDEX FUND 30.6%
Value ($000) $60,766 Shares 1,063,093 Est. Cost $57.58 Unrealized —
EEM ISHARES MSCI EMERGING MKT IN 27.3%
Value ($000) $54,173 Shares 1,581,696 Est. Cost $34.61 Unrealized —
IVV ISHARES CORE S&P 500 ETF 13.1%
Value ($000) $26,070 Shares 126,160 Est. Cost $206.86 Unrealized —
IWV ISHARES RUSSELL 3000 INDEX 4.2%
Value ($000) $8,269 Shares 68,420 Est. Cost $102.08 Unrealized —
MBB ISHARES MBS ETF 3.6%
Value ($000) $7,129 Shares 65,120 Est. Cost $109.47 Unrealized —
EWC ISHARES MSCI CANADA 2.7%
Value ($000) $5,307 Shares 223,850 Est. Cost $25.97 Unrealized —
IWM ISHARES RUSSELL 2000 2.4%
Value ($000) $4,791 Shares 43,310 Est. Cost $115.37 Unrealized —
SPY SPDR S&P 500 ETF TRUST 2.3%
Value ($000) $4,593 Shares 22,350 Est. Cost $200.00 Unrealized —
IEMG ISHARES CORE MSCI EMERGING 0.4%
Value ($000) $769 Shares 18,480 Est. Cost $48.32 Unrealized —
RHP RYMAN HOSPITALITY PROPERTIES COM 0.4%
Value ($000) $736 Shares 14,303 Est. Cost $51.46 Unrealized —
— MELLANOX TECHNOLOGIES LTD 0.3%
Value ($000) $682 Shares 12,563 Est. Cost $44.86 Unrealized —
NSP INSPERITY INC COM STK 0.3%
Value ($000) $530 Shares 10,253 Est. Cost $19.55 Unrealized -4.7%
PLAY DAVE & BUSTER'S ENTERTAINMENT INC 0.3%
Value ($000) $504 Shares 13,015 Est. Cost $37.84 Unrealized -3.3%
CALM CAL MAINE FOODS INC COM STK 0.2%
Value ($000) $492 Shares 9,496 Est. Cost $27.14 Unrealized +38.3%
PAAS PAN AMERICAN SILVER CORP CAN COM 0.2%
Value ($000) $478 Shares 44,062 Est. Cost $7.68 Unrealized +11.6%
MSA MINE SAFETY APPLIANCES CO COM STK 0.2%
Value ($000) $478 Shares 9,900 Est. Cost $46.95 Unrealized -8.0%
— SPIRIT AEROSYSTEMS HLDGS INC CL A COM 0.2%
Value ($000) $452 Shares 9,975 Est. Cost $53.92 Unrealized —
— CRESCENT PT ENERGY TR COM 0.2%
Value ($000) $420 Shares 30,392 Est. Cost $13.82 Unrealized —
— SOHU.COM INC COM STK 0.2%
Value ($000) $408 Shares 8,215 Est. Cost $52.14 Unrealized —
TSEM TOWER SEMICONDUCTOR LTD MIGDA COM STK 0.2%
Value ($000) $408 Shares 33,722 Est. Cost $12.40 Unrealized +1.4%
NHTC NATURAL HEALTH TRENDS CORP COM STK 0.2%
Value ($000) $406 Shares 12,248 Est. Cost $27.15 Unrealized 0.0%
— CHINA LODGING GROUP LTD-SPON ADR 0.2%
Value ($000) $357 Shares 9,357 Est. Cost $24.41 Unrealized —
— TESORO CORP COM STK 0.2%
Value ($000) $355 Shares 4,139 Est. Cost $96.15 Unrealized —
— TURQUOISE HILL RESOURCES LTD COM 0.2%
Value ($000) $354 Shares 139,458 Est. Cost $2.54 Unrealized —
— ALTISOURCE PRTFL 0.2%
Value ($000) $353 Shares 14,645 Est. Cost $24.10 Unrealized —
— OMEGA PROTEIN CORP COM STK 0.2%
Value ($000) $351 Shares 20,764 Est. Cost $16.90 Unrealized —
GME GAMESTOP CORP NEW CL A COM STK 0.2%
Value ($000) $350 Shares 11,061 Est. Cost $8.18 Unrealized -31.9%
RGLD ROYAL GOLD INC COM STK 0.2%
Value ($000) $348 Shares 6,801 Est. Cost $40.77 Unrealized 0.0%
— INTEGRATED DEVICE TECHNOLOGY INC 0.2%
Value ($000) $347 Shares 16,979 Est. Cost $21.67 Unrealized —
— TOWER INTERNATIONAL INC 0.2%
Value ($000) $345 Shares 12,703 Est. Cost $26.16 Unrealized —
— NOBLE CORP PLC COM STK 0.2%
Value ($000) $340 Shares 32,916 Est. Cost $13.49 Unrealized —
— COMPUTER SCIENCES CORP COM STK 0.2%
Value ($000) $336 Shares 9,795 Est. Cost $34.30 Unrealized —
— INVENSENSE INC CL A COM STK 0.2%
Value ($000) $334 Shares 39,840 Est. Cost $8.38 Unrealized —
— US CONCRETE INC COM STK (PVT 0.2%
Value ($000) $332 Shares 5,575 Est. Cost $59.55 Unrealized —
— GIGAMON INC 0.2%
Value ($000) $328 Shares 10,592 Est. Cost $27.15 Unrealized —
INGN INOGEN INC 0.2%
Value ($000) $324 Shares 7,204 Est. Cost $35.62 Unrealized 0.0%
KBR KBR INC 0.2%
Value ($000) $324 Shares 20,958 Est. Cost $15.33 Unrealized -19.9%
HPE HWLT PCKRD ENTRP 0.2%
Value ($000) $324 Shares 18,282 Est. Cost $6.50 Unrealized -2.0%
— SPX CORP COM STK 0.2%
Value ($000) $322 Shares 21,446 Est. Cost $9.32 Unrealized —
HPQ HEWLETT PACKARD 0.2%
Value ($000) $322 Shares 26,156 Est. Cost $9.03 Unrealized -14.6%
— CSRA INC 0.2%
Value ($000) $318 Shares 11,853 Est. Cost $29.53 Unrealized —
— HORTONWORKS INC 0.2%
Value ($000) $318 Shares 28,197 Est. Cost $16.20 Unrealized —
— QUNAR CYMN ISLND 0.2%
Value ($000) $317 Shares 8,062 Est. Cost $39.32 Unrealized —
— INTELIQUENT INC COM STK 0.2%
Value ($000) $312 Shares 19,453 Est. Cost $14.50 Unrealized —
RITM NEW RESIDENTIAL INVESTMENT COR COM REIT 0.2%
Value ($000) $308 Shares 26,515 Est. Cost $11.62 Unrealized —
— NRTSTR RLTY EURP 0.2%
Value ($000) $305 Shares 26,316 Est. Cost $11.59 Unrealized —
SYF SYNCHRONY FIN 0.2%
Value ($000) $302 Shares 10,545 Est. Cost $24.80 Unrealized -10.6%
— TRINSEO S.A. MUNSBACH COM STK 0.2%
Value ($000) $301 Shares 8,181 Est. Cost $25.18 Unrealized —
MSGS THE MADISON SQUR 0.2%
Value ($000) $300 Shares 1,805 Est. Cost $120.20 Unrealized -7.4%
FCPT FOUR CRNRS PROPT 0.2%
Value ($000) $299 Shares 16,704 Est. Cost $17.90 Unrealized —
— ISLE CAPRI CASINOS INC COM STK 0.2%
Value ($000) $299 Shares 21,375 Est. Cost $13.99 Unrealized —
RGR STURM RUGER & CO INC COM STK 0.1%
Value ($000) $294 Shares 4,305 Est. Cost $56.15 Unrealized +16.1%
— MSG NETWORKS INC 0.1%
Value ($000) $292 Shares 16,939 Est. Cost $20.34 Unrealized —
NSIT INSIGHT ENTERPRISES INC COM STK 0.1%
Value ($000) $279 Shares 9,759 Est. Cost $25.76 Unrealized -2.3%
— EXTERRAN CORP HOUSTON TX COM STK 0.1%
Value ($000) $278 Shares 17,997 Est. Cost $16.02 Unrealized —
SUPN SUPERNUS PHARMACEUTICALS INC 0.1%
Value ($000) $278 Shares 18,246 Est. Cost $13.05 Unrealized 0.0%
— HORIZON PHARMA PLC 0.1%
Value ($000) $272 Shares 16,416 Est. Cost $19.81 Unrealized —
— DEAN FOODS CO DALLAS TX COM STK 0.1%
Value ($000) $272 Shares 15,725 Est. Cost $17.11 Unrealized —
— UBIQUITI NETWORKS INC 0.1%
Value ($000) $271 Shares 8,174 Est. Cost $33.15 Unrealized —
SKYW SKYWEST INC COM STK 0.1%
Value ($000) $264 Shares 13,239 Est. Cost $16.90 Unrealized 0.0%
AMN AMN HEALTHCARE SERVICES INC COM STK 0.1%
Value ($000) $260 Shares 7,751 Est. Cost $28.60 Unrealized 0.0%
— LIFEPOINT HEALTH INC 0.1%
Value ($000) $258 Shares 3,740 Est. Cost $81.79 Unrealized —
AROC ARCHROCK INC 0.1%
Value ($000) $256 Shares 32,051 Est. Cost $7.53 Unrealized -57.4%
JBL JABIL CIRCUIT INC COM STK 0.1%
Value ($000) $242 Shares 12,609 Est. Cost $19.54 Unrealized -4.4%
ENB ENBRIDGE INC COM STK 0.1%
Value ($000) $241 Shares 6,202 Est. Cost $19.21 Unrealized 0.0%
— PIER 1 IMPORTS INC COM STK 0.1%
Value ($000) $239 Shares 34,169 Est. Cost $5.72 Unrealized —
RYAM RAYONR ADV MTRL 0.1%
Value ($000) $237 Shares 24,980 Est. Cost $9.14 Unrealized -13.7%
— COTT CORP CAD COM 0.1%
Value ($000) $234 Shares 16,878 Est. Cost $13.86 Unrealized —
— BARNES & NOBLE INC COM STK 0.1%
Value ($000) $230 Shares 18,659 Est. Cost $12.33 Unrealized —
— ISHARES MSCI TAIWAN INDEX FD 0.1%
Value ($000) $225 Shares 16,300 Est. Cost $13.19 Unrealized —
— BGC PARTNERS INC 0.1%
Value ($000) $223 Shares 24,729 Est. Cost $9.02 Unrealized —
— CNTNTL BLD PRDT 0.1%
Value ($000) $222 Shares 12,005 Est. Cost $18.49 Unrealized —
— STAMPS.COM INC COM STK 0.1%
Value ($000) $221 Shares 2,081 Est. Cost $70.22 Unrealized —
ZD J2 GLOBAL COMMUNICATONS INC COM STK 0.1%
Value ($000) $220 Shares 3,587 Est. Cost $43.25 Unrealized +40.0%
SABR SABRE CORP 0.1%
Value ($000) $213 Shares 7,366 Est. Cost $26.67 Unrealized 0.0%
SUI SUN COMMUNITIES INC COM REIT 0.1%
Value ($000) $213 Shares 2,985 Est. Cost $71.36 Unrealized —
— BAXALTA INCRP 0.1%
Value ($000) $212 Shares 5,256 Est. Cost $31.46 Unrealized —
— TRANSCANADA CORP COM 0.1%
Value ($000) $209 Shares 5,328 Est. Cost $39.23 Unrealized —
CPS Cooper-Standard Holdings Inc. Common Sto 0.1%
Value ($000) $209 Shares 2,915 Est. Cost $70.97 Unrealized 0.0%
— THE MICHAELS COMPANIES INC IR COM STK 0.1%
Value ($000) $207 Shares 7,427 Est. Cost $27.87 Unrealized —
— US SILICA HOLDINGS INC 0.1%
Value ($000) $205 Shares 9,033 Est. Cost $22.69 Unrealized —
— DUPONT FABROS TECH REIT 0.1%
Value ($000) $204 Shares 5,051 Est. Cost $40.39 Unrealized —
— QTS REALTY TR 0.1%
Value ($000) $203 Shares 4,290 Est. Cost $47.32 Unrealized —
KFY KORN / FERRY INTL COM STK 0.1%
Value ($000) $200 Shares 7,098 Est. Cost $24.84 Unrealized 0.0%
MXL MAXLINEAR INC 0.1%
Value ($000) $200 Shares 10,845 Est. Cost $15.86 Unrealized 0.0%
DHT DHT HOLDINGS INC COM STK 0.1%
Value ($000) $194 Shares 33,841 Est. Cost $2.85 Unrealized 0.0%
— SMITH & WESSON HLDG CORP COM STK 0.1%
Value ($000) $185 Shares 6,986 Est. Cost $26.48 Unrealized —
— INSYS THERAPEUTICS INC NEW COM STK 0.1%
Value ($000) $179 Shares 11,234 Est. Cost $15.93 Unrealized —
— EARTHLINK INC ATLANTA GA COM STK 0.1%
Value ($000) $172 Shares 30,492 Est. Cost $7.76 Unrealized —
HUN HUNTSMAN CORP COM STK 0.1%
Value ($000) $167 Shares 12,571 Est. Cost $10.33 Unrealized 0.0%
— GROUPON INC 0.1%
Value ($000) $166 Shares 41,818 Est. Cost $3.97 Unrealized —
DRI DARDEN RESTAURANTS INC COM STK 0.1%
Value ($000) $162 Shares 2,454 Est. Cost $47.83 Unrealized 0.0%
LXRX LEXICON PHARMACEUTICALS INC T COM STK 0.1%
Value ($000) $138 Shares 11,570 Est. Cost $10.48 Unrealized 0.0%
— UNIT CORP COM STK 0.1%
Value ($000) $137 Shares 15,594 Est. Cost $8.79 Unrealized —
RRGB RED ROBIN GOURMET BURGERS INC COM STK 0.1%
Value ($000) $134 Shares 2,088 Est. Cost $62.27 Unrealized 0.0%
— ANNALY CAPITAL MANAGEMENT INC COM STK 0.1%
Value ($000) $126 Shares 12,297 Est. Cost $10.25 Unrealized —
— CALLON PETE CO DEL COM STK 0.1%
Value ($000) $116 Shares 13,158 Est. Cost $8.82 Unrealized —
— MARATHON OIL CORP COM STK 0.1%
Value ($000) $111 Shares 10,000 Est. Cost $11.10 Unrealized —
— CONVERGYS CORP COM STK 0.1%
Value ($000) $108 Shares 3,893 Est. Cost $25.21 Unrealized —
— CALIFORNIA RESOURCES CORP 0.1%
Value ($000) $102 Shares 99,324 Est. Cost $1.64 Unrealized —
— CYS INVESTMENTS INC COM STK REIT 0.0%
Value ($000) $96 Shares 11,803 Est. Cost $8.13 Unrealized —
— TEEKAY CORP COM STK 0.0%
Value ($000) $90 Shares 10,442 Est. Cost $8.62 Unrealized —
CVLG COVENANT TRANSPORT INC CL A COM STK 0.0%
Value ($000) $86 Shares 3,562 Est. Cost $14.63 Unrealized -33.9%
— APOLLO INVT CORP COM STK 0.0%
Value ($000) $84 Shares 15,142 Est. Cost $5.55 Unrealized —
— SYNERGY PHARMACEUTICALS INC FL COM STK 0.0%
Value ($000) $83 Shares 30,381 Est. Cost $4.81 Unrealized —
— WPX ENERGY INC 0.0%
Value ($000) $76 Shares 10,988 Est. Cost $6.92 Unrealized —
NG NOVAGOLD RESOURCES INC CAD COM 0.0%
Value ($000) $52 Shares 10,386 Est. Cost $4.60 Unrealized 0.0%