0000846633-14-000003.txt : 20140207 0000846633-14-000003.hdr.sgml : 20140207 20140207140015 ACCESSION NUMBER: 0000846633-14-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140207 DATE AS OF CHANGE: 20140207 EFFECTIVENESS DATE: 20140207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STRATEGIC INVESTMENT MANAGEMENT, LLC CENTRAL INDEX KEY: 0000846633 IRS NUMBER: 521540171 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02437 FILM NUMBER: 14583503 BUSINESS ADDRESS: STREET 1: 1001 19TH STREET N STREET 2: 16TH FLOOR CITY: ARLINGTON STATE: VA ZIP: 22209-1722 BUSINESS PHONE: 7032434433 MAIL ADDRESS: STREET 1: 1001 19TH STREET N STREET 2: 16TH FLOOR CITY: ARLINGTON STATE: VA ZIP: 22209-1722 FORMER COMPANY: FORMER CONFORMED NAME: STRATEGIC INVESTMENT MANAGEMENT, LLC. DATE OF NAME CHANGE: 20120817 FORMER COMPANY: FORMER CONFORMED NAME: STRATEGIC INVESTMENT MANAGEMENT DATE OF NAME CHANGE: 19990330 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000846633 XXXXXXXX 12-31-2013 12-31-2013 STRATEGIC INVESTMENT MANAGEMENT, LLC

1001 19TH STREET N 16TH FLOOR ARLINGTON VA 22209-1722

13F HOLDINGS REPORT 028-02437 N Kenneth Grossfield 703-243-4433 Kenneth Grossfield Arlington VA 02-07-2014 0 70 402173 false INFORMATION TABLE 2 13fInformationTableQ413B.xml AK STEEL HOLDING CORP COM STK COM 001547108 147 21991 SH SOLE 21991 0 0 ALERE INC COM STK COM 01449J105 328 9128 SH SOLE 9128 0 0 ALIGN TECHNOLOGY INC COM STK COM 016255101 227 4142 SH SOLE 4142 0 0 ALLEGION PLC COM G0176J109 270 5698 SH SOLE 5698 0 0 AMKOR TECHNOLOGY INC COM STK COM 031652100 145 27793 SH SOLE 27793 0 0 ANN INC COM STK COM 35623107 223 7140 SH SOLE 7140 0 0 ARENA PHARMACEUTICALS INC COM STK COM 40047102 144 24140 SH SOLE 24140 0 0 ARIAD PHARMACEUTICALS INC COM STK COM 04033A100 81 11804 SH SOLE 11804 0 0 B2GOLD CORP COM STK COM 11777Q209 158 64722 SH SOLE 64722 0 0 BIG 5 SPORTING GOODS CORP COM STK COM 08915P101 196 11804 SH SOLE 11804 0 0 BROCADE COMMUNICATIONS SYSTEM INC COM COM 111621306 391 42550 SH SOLE 42550 0 0 BROWN SHOE INC NEW COM STK COM 115736100 250 10947 SH SOLE 10947 0 0 BRUNSWICK CORP COM STK COM 117043109 254 6294 SH SOLE 6294 0 0 CAESARS ACQUISITION CO-CL A COM 12768T103 160 12437 SH SOLE 12437 0 0 CANADIAN SOLAR INC COM 136635109 234 6513 SH SOLE 6513 0 0 CHIQUITA BRANDS INTL INC COM STK COM 170032809 132 13006 SH SOLE 13006 0 0 CTRIP.COM INTERNATIONAL LTD ADR COM 22943F100 259 6747 SH SOLE 6747 0 0 E-HOUSE (CHINA) HOLDINGS SHAN ADR COM 26852W103 123 10244 SH SOLE 10244 0 0 ELDORADO GOLD CAD COM NEW (USD) COM 284902103 78 12367 SH SOLE 12367 0 0 ENDEAVOUR SILVER CORP COM 29258Y103 264 60941 SH SOLE 60941 0 0 ENDO PHARMACEUTICALS HLDGS INC COM STK COM 29264F205 296 4499 SH SOLE 4499 0 0 EXELIS INC - W/I COM 30162A108 207 11175 SH SOLE 11175 0 0 FEDERAL SIGNAL CORP COM STK COM 313855108 234 20009 SH SOLE 20009 0 0 FERRO CORP COM STK COM 315405100 147 12134 SH SOLE 12134 0 0 GAMESTOP CORP NEW CL A COM STK COM 36467W109 310 9180 SH SOLE 9180 0 0 HELMERICH & PAYNE INC COM STK COM 423452101 330 3831 SH SOLE 3831 0 0 HHGREGG INC COM 42833L108 118 15455 SH SOLE 15455 0 0 HOME INNS & HOTELS MGMT INC ADR COM 43713W107 433 12647 SH SOLE 12647 0 0 HSN INC COM 404303109 202 3784 SH SOLE 3784 0 0 HYSTR YL MRL HND COM 449172105 222 2682 SH SOLE 2682 0 0 INGERSOLL-RAND COMPANY LTD BE COM STK COM G47791101 228 4016 SH SOLE 4016 0 0 INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 112 12158 SH SOLE 12158 0 0 INTELIQUENT INC COM STK COM 45825N107 154 13700 SH SOLE 13700 0 0 INTER PARFUMS INC COM STK COM 458334109 268 8461 SH SOLE 8461 0 0 LEXMARK INTERNATIONAL INC CL A COM STK COM 529771107 338 8850 SH SOLE 8850 0 0 MURPHY OIL CORP COM STK COM 626717102 213 3853 SH SOLE 3853 0 0 MURPHY USA INC. COM 626755102 226 6015 SH SOLE 6015 0 0 NEKTAR THERAPEUTICS SHS COM 640268108 143 11120 SH SOLE 11120 0 0 ONEOK INC NEW COM STK COM 682680103 220 3800 SH SOLE 3800 0 0 ORBITZ WORLDWIDE INC COM 68557K109 195 27584 SH SOLE 27584 0 0 ORGANOVO HOLDINGS INC COM STK COM 68620A104 116 12861 SH SOLE 12861 0 0 PENN NATIONAL GAMING INC COM STK COM 707569109 223 19400 SH SOLE 19400 0 0 PGT INC COM STK COM 69336V101 147 14367 SH SOLE 14367 0 0 PILGRIMS PRIDE COM 72147K108 211 13098 SH SOLE 13098 0 0 PITNEY BOWES INC COM STK COM 724479100 210 8613 SH SOLE 8613 0 0 QUESTCOR PHARMACEUTICALS INC COM STK COM 74835Y101 200 3075 SH SOLE 3075 0 0 QUICKSILVER RES INC COM STK COM 74837R104 126 40709 SH SOLE 40709 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 212 3176 SH SOLE 3176 0 0 SCNC APP INT CRP COM 808625107 260 7236 SH SOLE 7236 0 0 SEQUENOM INC COM 817337405 70 32194 SH SOLE 32194 0 0 SINA CORP COM SHS COM G81477104 287 4399 SH SOLE 4399 0 0 SM ENERGY CO COM 78454L100 233 2920 SH SOLE 2920 0 0 SOUFUN HOLDINGS LTD-ADR COM 836034108 384 4722 SH SOLE 4722 0 0 STURM RUGER & CO INC COM STK COM 864159108 481 6659 SH SOLE 6659 0 0 TOUSA INC COM COM 872962105 70 31608 SH SOLE 31608 0 0 TRINA SOLAR LTD COM 89628E104 150 10495 SH SOLE 10495 0 0 UNITED THERAPEUTICS CORP DEL COM STK COM 91307C102 210 2160 SH SOLE 2160 0 0 WESTLAKE CHEM COM 960413102 298 2523 SH SOLE 2523 0 0 WORKDAY INC COM 98138H101 217 2472 SH SOLE 2472 0 0 ZELTIQ AESTHETICS INC COM 98933Q108 237 11925 SH SOLE 11925 0 0 iSHARES RUSSELL 2000 ETF 464287655 5180 44900 SH SOLE 44900 0 0 iSHARES S&P/TSX 60 ETF 46428D108 2443 124000 SH SOLE 124000 0 0 iShares CORE S&P 500 ETF 464287309 25453 137100 SH SOLE 137100 0 0 iShares GSCI Commodity Index ETF 46428R107 12471 387430 SH SOLE 387430 0 0 ISHARES MSCI EAFE INDEX FUND ETF 464287465 39742 592324 SH SOLE 592324 0 0 ISHARES MSCI EMERGING MKT IN ETF 464287234 286486 6854559 SH SOLE 6854559 0 0 ISHARES MSCI TAIWAN INDEX FD ETF 464286731 235 16300 SH SOLE 16300 0 0 ISHARES RUSSELL 3000 INDEX ETF 464287689 10269 92810 SH SOLE 92810 0 0 ISHARES S&P 100 INDEX FUND ETF 464287101 2988 36285 SH SOLE 36285 0 0 SPDR S&P 500 ETF TRUST ETF 78462F103 3904 21140 SH SOLE 21140 0 0