STRATEGIC INVESTMENT MANAGEMENT, LLC Diversified Active

CIK: 0000846633 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 15, 2017

Total Value ($000): $1,033,550 (100.0% shares, 0.0% debt)

Holdings (119)

IWV ISHARES RUSSELL 3000 INDEX 31.5%
Value ($000) $325,773 Shares 2,449,790 Est. Cost $132.08 Unrealized —
IEFA ISHARES CORE MSCI EAFE ETF 21.9%
Value ($000) $226,608 Shares 4,225,402 Est. Cost $53.63 Unrealized —
IEMG ISHARES CORE MSCI EMERGING 16.7%
Value ($000) $172,261 Shares 4,057,996 Est. Cost $42.48 Unrealized —
LQD ISHARES IBOXX INV GR CORP BD 7.8%
Value ($000) $80,576 Shares 687,629 Est. Cost $117.18 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 6.3%
Value ($000) $65,116 Shares 590,791 Est. Cost $110.22 Unrealized —
EFA ISHARES MSCI EAFE INDEX FUND 4.9%
Value ($000) $50,491 Shares 874,608 Est. Cost $57.58 Unrealized —
HYG ISHARES IBOXX USD HIGH YIELD 3.2%
Value ($000) $33,543 Shares 387,563 Est. Cost $86.55 Unrealized —
IVV ISHARES CORE S&P 500 ETF 2.8%
Value ($000) $28,917 Shares 128,530 Est. Cost $207.20 Unrealized —
EEM ISHARES MSCI EMERGING MKT IN 1.0%
Value ($000) $10,288 Shares 293,862 Est. Cost $34.60 Unrealized —
IWM ISHARES RUSSELL 2000 0.6%
Value ($000) $5,968 Shares 44,260 Est. Cost $115.79 Unrealized —
SPY SPDR S&P 500 ETF TRUST 0.5%
Value ($000) $4,995 Shares 22,350 Est. Cost $200.00 Unrealized —
— YAHOO INC COM STK 0.1%
Value ($000) $1,001 Shares 25,906 Est. Cost $41.45 Unrealized —
— YY INCORPORATION GRAND CAYMAN ADR 0.1%
Value ($000) $814 Shares 20,428 Est. Cost $42.65 Unrealized —
— SPIRIT AEROSYSTEMS HLDGS INC CL A COM 0.1%
Value ($000) $582 Shares 9,975 Est. Cost $53.92 Unrealized —
— OMEGA PROTEIN CORP COM STK 0.1%
Value ($000) $520 Shares 20,783 Est. Cost $17.18 Unrealized —
— SPX CORP COM STK 0.1%
Value ($000) $520 Shares 21,947 Est. Cost $10.90 Unrealized —
PLAY DAVE & BUSTER'S ENTERTAINMENT INC 0.1%
Value ($000) $519 Shares 9,231 Est. Cost $38.32 Unrealized +21.3%
MDY SPDR S&P MIDCAP 400 ETUTSER1 S&PDCRP 0.0%
Value ($000) $492 Shares 1,632 Est. Cost $301.47 Unrealized —
— DEAN FOODS CO DALLAS TX COM STK 0.0%
Value ($000) $485 Shares 22,295 Est. Cost $16.89 Unrealized —
— ISHARES MSCI TAIWAN INDEX FD 0.0%
Value ($000) $478 Shares 16,300 Est. Cost $13.19 Unrealized —
GTLS CHART INDUSTRIES INC 0.0%
Value ($000) $421 Shares 11,699 Est. Cost $25.13 Unrealized +35.6%
RHP RYMAN HOSPITALITY PROPERTIES COM 0.0%
Value ($000) $410 Shares 6,510 Est. Cost $62.98 Unrealized —
SAIA SAIA INC COM STK 0.0%
Value ($000) $405 Shares 9,188 Est. Cost $26.61 Unrealized +45.3%
NSIT INSIGHT ENTERPRISES INC COM STK 0.0%
Value ($000) $394 Shares 9,759 Est. Cost $25.76 Unrealized +33.7%
— LSC COMMNCTNS 0.0%
Value ($000) $373 Shares 12,584 Est. Cost $29.64 Unrealized —
— ALTISOURCE PRTFL 0.0%
Value ($000) $366 Shares 13,778 Est. Cost $24.63 Unrealized —
HUN HUNTSMAN CORP COM STK 0.0%
Value ($000) $364 Shares 19,112 Est. Cost $11.81 Unrealized +53.7%
— TOWER INTERNATIONAL INC 0.0%
Value ($000) $360 Shares 12,703 Est. Cost $26.16 Unrealized —
PAAS PAN AMERICAN SILVER CORP CAN COM 0.0%
Value ($000) $353 Shares 23,432 Est. Cost $7.68 Unrealized +110.0%
— PRA HEALTH SCIENCES INC 0.0%
Value ($000) $341 Shares 6,191 Est. Cost $56.42 Unrealized —
— GIGAMON INC 0.0%
Value ($000) $339 Shares 7,448 Est. Cost $27.15 Unrealized —
— VIRTUS TOTAL RETURN FUND 0.0%
Value ($000) $335 Shares 75,000 Est. Cost $4.70 Unrealized —
DFIN DONNELLEY FINCL 0.0%
Value ($000) $330 Shares 14,367 Est. Cost $21.18 Unrealized 0.0%
ADNT ADIENT PLC 0.0%
Value ($000) $324 Shares 5,539 Est. Cost $50.50 Unrealized 0.0%
TSEM TOWER SEMICONDUCTOR LTD MIGDA COM STK 0.0%
Value ($000) $323 Shares 16,997 Est. Cost $12.40 Unrealized +39.1%
— COLUCID PHARMACEUTICALS INC B COM STK 0.0%
Value ($000) $323 Shares 8,876 Est. Cost $36.39 Unrealized —
GEO THE GEO GROUP INC BOCA RATON COM REIT 0.0%
Value ($000) $322 Shares 8,973 Est. Cost $12.86 Unrealized 0.0%
LW LAMB WESTON HOLDING INC-W/I 0.0%
Value ($000) $322 Shares 8,509 Est. Cost $29.75 Unrealized 0.0%
— BARRACUDA NTWRKS 0.0%
Value ($000) $318 Shares 14,863 Est. Cost $25.43 Unrealized —
— TENNECO INC COM STK 0.0%
Value ($000) $317 Shares 5,080 Est. Cost $58.27 Unrealized —
BBU BROOKFIELD BUSINESS PARTNERS LP 0.0%
Value ($000) $317 Shares 13,199 Est. Cost $19.04 Unrealized —
NSP INSPERITY INC COM STK 0.0%
Value ($000) $312 Shares 4,410 Est. Cost $19.55 Unrealized +48.0%
CAG CONAGRA BRANDS INC 0.0%
Value ($000) $308 Shares 7,811 Est. Cost $26.85 Unrealized 0.0%
MLKN HERMAN MILLER INC COM STK 0.0%
Value ($000) $307 Shares 8,999 Est. Cost $24.23 Unrealized +2.4%
— QULTY CRE PRPRTS 0.0%
Value ($000) $304 Shares 19,647 Est. Cost $15.47 Unrealized —
— VERSUM MATERIALS 0.0%
Value ($000) $302 Shares 10,792 Est. Cost $27.98 Unrealized —
ASIX ADVANSIX INC WI 0.0%
Value ($000) $298 Shares 13,496 Est. Cost $16.41 Unrealized 0.0%
FTV FRTIVE CORPRTION 0.0%
Value ($000) $297 Shares 5,544 Est. Cost $30.87 Unrealized +3.2%
YUM YUM BRANDS INC 0.0%
Value ($000) $295 Shares 4,670 Est. Cost $53.30 Unrealized 0.0%
YUMC YUM CHINA HLDNGS 0.0%
Value ($000) $295 Shares 11,295 Est. Cost $26.68 Unrealized 0.0%
DHR DANAHER CORP COM STK 0.0%
Value ($000) $293 Shares 3,768 Est. Cost $46.34 Unrealized +43.2%
ZD J2 GLOBAL COMMUNICATONS INC COM STK 0.0%
Value ($000) $293 Shares 3,587 Est. Cost $58.21 Unrealized +9.2%
APD AIR PRODS & CHEMS INC COM STK 0.0%
Value ($000) $292 Shares 2,035 Est. Cost $109.91 Unrealized +1.5%
HRI HERC HOLDINGS 0.0%
Value ($000) $291 Shares 7,247 Est. Cost $30.89 Unrealized +7.6%
URI UNITED RENTALS INC COM STK 0.0%
Value ($000) $289 Shares 2,739 Est. Cost $74.22 Unrealized +18.7%
HUBS HUBSPOT INC 0.0%
Value ($000) $283 Shares 6,027 Est. Cost $46.62 Unrealized +13.6%
SKYW SKYWEST INC COM STK 0.0%
Value ($000) $282 Shares 7,757 Est. Cost $27.77 Unrealized +20.6%
— ARCONIC INC 0.0%
Value ($000) $279 Shares 15,068 Est. Cost $18.52 Unrealized —
AA ALCOA CORP 0.0%
Value ($000) $278 Shares 9,931 Est. Cost $25.90 Unrealized 0.0%
CAL CALERES INC SAINT LOUIS COM STK 0.0%
Value ($000) $278 Shares 8,473 Est. Cost $25.71 Unrealized 0.0%
EBS EMERGENT BIOSOLUTIONS INC 0.0%
Value ($000) $274 Shares 8,362 Est. Cost $29.06 Unrealized +3.2%
UVE UNIVERSAL INS HLDGS INC COM STK 0.0%
Value ($000) $270 Shares 9,517 Est. Cost $23.81 Unrealized 0.0%
— WEST CORP OMAHA COM STK 0.0%
Value ($000) $270 Shares 10,938 Est. Cost $24.68 Unrealized —
WRLD WORLD ACCEPTANCE CORP (S.C.) COM STK 0.0%
Value ($000) $261 Shares 4,062 Est. Cost $56.03 Unrealized 0.0%
BRKR BRUKER CORP COM 0.0%
Value ($000) $260 Shares 12,282 Est. Cost $25.69 Unrealized -17.8%
AMN AMN HEALTHCARE SERVICES INC COM STK 0.0%
Value ($000) $257 Shares 6,699 Est. Cost $30.12 Unrealized +13.4%
— TRAVELPORT WORLDWIDE LTD 0.0%
Value ($000) $257 Shares 18,277 Est. Cost $13.85 Unrealized —
— CARDTRONICS INC HOUSTON COM STK 0.0%
Value ($000) $257 Shares 4,717 Est. Cost $44.54 Unrealized —
— HILTON WORLDWIDE HOLDINGS INC COM STK 0.0%
Value ($000) $255 Shares 9,402 Est. Cost $27.12 Unrealized —
IMKTA INGLES MKTS INC CL A COM STK 0.0%
Value ($000) $242 Shares 5,049 Est. Cost $39.34 Unrealized 0.0%
— ZWEIG TOTAL RETURN FUND INC COM STK 0.0%
Value ($000) $240 Shares 20,000 Est. Cost $12.00 Unrealized —
CC CHEMOURS COMPANY 0.0%
Value ($000) $238 Shares 10,805 Est. Cost $15.00 Unrealized 0.0%
GPRE GREEN PLAINS INC COM STK 0.0%
Value ($000) $230 Shares 8,259 Est. Cost $23.35 Unrealized +14.0%
— DEUTSCHE MULTI-MARKET INCOME T 0.0%
Value ($000) $230 Shares 27,015 Est. Cost $8.51 Unrealized —
TBI TRUEBLUE INC COM STK 0.0%
Value ($000) $227 Shares 9,221 Est. Cost $20.88 Unrealized +0.9%
RGR STURM RUGER & CO INC COM STK 0.0%
Value ($000) $218 Shares 4,144 Est. Cost $56.79 Unrealized -2.7%
— EXTENDED STAY AM 0.0%
Value ($000) $218 Shares 13,514 Est. Cost $16.13 Unrealized —
— UNIVAR INC 0.0%
Value ($000) $217 Shares 7,660 Est. Cost $28.33 Unrealized —
TCBI TEXAS CAP BANCSHARES INC COM STK 0.0%
Value ($000) $215 Shares 2,743 Est. Cost $67.45 Unrealized 0.0%
HWC HANCOCK HLDG CO COM STK 0.0%
Value ($000) $215 Shares 5,000 Est. Cost $38.02 Unrealized 0.0%
NTGR NETGEAR INC 0.0%
Value ($000) $213 Shares 3,923 Est. Cost $33.74 Unrealized -1.8%
JRVR JAMES RIVER GROUP HOLDINGS LTD COM STK 0.0%
Value ($000) $213 Shares 5,128 Est. Cost $38.79 Unrealized 0.0%
TTMI TTM TECHNOLOGIES INC COM STK 0.0%
Value ($000) $211 Shares 15,540 Est. Cost $13.03 Unrealized 0.0%
— HUDSON PACIFIC PROPERTIES INC 0.0%
Value ($000) $211 Shares 6,085 Est. Cost $34.68 Unrealized —
CSGS CSG SYSTEMS INTERNATIONAL INC COM STK 0.0%
Value ($000) $210 Shares 4,345 Est. Cost $35.62 Unrealized 0.0%
ARI APOLLO COMMERCIAL REAL ESTATE 0.0%
Value ($000) $208 Shares 12,516 Est. Cost $16.62 Unrealized —
MTDR MATADOR RESOURCES CO 0.0%
Value ($000) $206 Shares 8,019 Est. Cost $24.22 Unrealized 0.0%
— ZWEIG FUND INC COM STK 0.0%
Value ($000) $205 Shares 17,000 Est. Cost $12.66 Unrealized —
— FRANKLIN TEMPLETON LIMITED DUR COM STK 0.0%
Value ($000) $204 Shares 17,000 Est. Cost $12.00 Unrealized —
IDCC INTERDIGITAL INC COM STK 0.0%
Value ($000) $204 Shares 2,240 Est. Cost $80.20 Unrealized 0.0%
GME GAMESTOP CORP NEW CL A COM STK 0.0%
Value ($000) $204 Shares 8,100 Est. Cost $8.18 Unrealized -39.2%
FANG DIAMONDBACK ENERGY INC COM STK 0.0%
Value ($000) $203 Shares 2,010 Est. Cost $77.21 Unrealized 0.0%
— FORUM ENERGY TECHNOLOGIES INC COM STK 0.0%
Value ($000) $200 Shares 9,132 Est. Cost $21.90 Unrealized —
— ICONIX BRAND GROUP INC 0.0%
Value ($000) $196 Shares 21,002 Est. Cost $9.33 Unrealized —
— R.R DONLY & SONS 0.0%
Value ($000) $187 Shares 11,494 Est. Cost $16.27 Unrealized —
— NEUBERGER BERMAN REAL ESTATE COM STK 0.0%
Value ($000) $187 Shares 35,000 Est. Cost $5.34 Unrealized —
— CONVERGYS CORP COM STK 0.0%
Value ($000) $183 Shares 7,474 Est. Cost $24.48 Unrealized —
DHT DHT HOLDINGS INC COM STK 0.0%
Value ($000) $173 Shares 41,790 Est. Cost $2.74 Unrealized -22.8%
— TRUECAR INC 0.0%
Value ($000) $168 Shares 13,473 Est. Cost $12.47 Unrealized —
— INVESCO VAN KAMPEN PENNSYLVANN COM STK 0.0%
Value ($000) $147 Shares 12,167 Est. Cost $13.23 Unrealized —
— BGC PARTNERS INC 0.0%
Value ($000) $140 Shares 13,699 Est. Cost $9.02 Unrealized —
— FMSA HOLDINGS INC CHESTERLAND COM STK 0.0%
Value ($000) $132 Shares 11,236 Est. Cost $11.75 Unrealized —
— ANNALY CAPITAL MANAGEMENT INC COM STK 0.0%
Value ($000) $122 Shares 12,297 Est. Cost $9.92 Unrealized —
— AVON PRODS INC COM STK 0.0%
Value ($000) $122 Shares 24,377 Est. Cost $5.62 Unrealized —
XMHIX PIONR MUN HG IN 0.0%
Value ($000) $122 Shares 10,337 Est. Cost $13.15 Unrealized —
— STAPLES INC COM STK 0.0%
Value ($000) $110 Shares 12,157 Est. Cost $8.47 Unrealized —
— LIBERTY ALL STAR EQUITY FD COM STK 0.0%
Value ($000) $109 Shares 21,177 Est. Cost $5.15 Unrealized —
— AK STEEL HOLDING CORP COM STK 0.0%
Value ($000) $109 Shares 10,752 Est. Cost $4.73 Unrealized —
— APTEVO THERAPEUTICS INC 0.0%
Value ($000) $106 Shares 43,559 Est. Cost $2.54 Unrealized —
— FORTUNA SILVER MINES INC 0.0%
Value ($000) $106 Shares 18,797 Est. Cost $5.64 Unrealized —
— NIMBLE STORAGE 0.0%
Value ($000) $98 Shares 12,499 Est. Cost $7.84 Unrealized —
— OCWEN FINL CORP COM STK 0.0%
Value ($000) $96 Shares 17,955 Est. Cost $5.35 Unrealized —
— CYS INVESTMENTS INC COM STK REIT 0.0%
Value ($000) $91 Shares 11,803 Est. Cost $7.71 Unrealized —
— APOLLO INVT CORP COM STK 0.0%
Value ($000) $88 Shares 15,142 Est. Cost $5.55 Unrealized —
— MITEL NETWORKS 0.0%
Value ($000) $85 Shares 12,530 Est. Cost $6.78 Unrealized —
— COUPA SOFTWARE INC 0.0%
Value ($000) $84 Shares 3,362 Est. Cost $24.99 Unrealized —
— BUNGE LTD COM STK 0.0%
Value ($000) $83 Shares 1,161 Est. Cost $71.49 Unrealized —
EXK ENDEAVOUR SILVER CORP 0.0%
Value ($000) $49 Shares 14,197 Est. Cost $4.03 Unrealized 0.0%
COLM COLUMBIA SPORTSWEAR CO COM STK 0.0%
Value ($000) $34 Shares 597 Est. Cost $52.49 Unrealized 0.0%