0000846633-14-000011.txt : 20141113 0000846633-14-000011.hdr.sgml : 20141113 20141113164056 ACCESSION NUMBER: 0000846633-14-000011 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141113 DATE AS OF CHANGE: 20141113 EFFECTIVENESS DATE: 20141113 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: 141218913 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 09-30-2014 09-30-2014 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 11-13-2014 0 96 328019 false INFORMATION TABLE 2 Q32014form13f.xml ABRAXAS PETE CORP COM STK COM 003830106 181 43988 SH SOLE 43988 0 0 AFFYMETRIX INC COM STK COM 00826T108 355 39419 SH SOLE 39419 0 0 AGILENT TECHNOLOGIES INC COM STK COM 00846U101 293 5303 SH SOLE 5303 0 0 AK STEEL HOLDING CORP COM STK COM 001547108 176 23264 SH SOLE 23264 0 0 ALIGN TECHNOLOGY INC COM STK COM 016255101 245 4673 SH SOLE 4673 0 0 AMKOR TECHNOLOGY INC COM STK COM 031652100 116 17114 SH SOLE 17114 0 0 ARCTIC CAT INC COM STK COM 039670104 294 8763 SH SOLE 8763 0 0 AUTOMATIC DATA PROCESSING INC COM STK COM 053015103 338 4137 SH SOLE 4137 0 0 BASIC ENERGY SVCS INC NEW COM STK COM 06985P100 178 13817 SH SOLE 13817 0 0 BEST BUY INC COM STK COM 086516101 215 6324 SH SOLE 6324 0 0 BROCADE COMMUNICATIONS SYSTEM INC COM COM 111621306 410 38241 SH SOLE 38241 0 0 BROWN SHOE INC NEW COM STK COM 115736100 301 11335 SH SOLE 11335 0 0 BURLINGTON STOR COM 122017106 222 5312 SH SOLE 5312 0 0 CAL MAINE FOODS INC COM STK COM 128030202 387 4417 SH SOLE 4417 0 0 CALLON PETE CO DEL COM STK COM 13123X102 181 27671 SH SOLE 27671 0 0 CBS CORP NEW CL B COM STK COM 124857202 310 5731 SH SOLE 5731 0 0 CDK GLOBAL HOLDINGS LLC COM 12508E101 371 11042 SH SOLE 11042 0 0 CENTURY ALUM CO COM STK COM 156431108 268 9179 SH SOLE 9179 0 0 CHESAPEAKE ENERGY CORP COM STK COM 165167107 299 13495 SH SOLE 13495 0 0 CIVEO CORP COM 178787107 142 11678 SH SOLE 11678 0 0 CON-WAY INC COM STK COM 205944101 354 8173 SH SOLE 8173 0 0 CTC MEDIA INC COM STK COM 12642X106 97 15319 SH SOLE 15319 0 0 DEPOMED INC COM STK COM 249908104 301 19563 SH SOLE 19563 0 0 E-HOUSE (CHINA) HOLDINGS SHAN ADR COM 26852W103 312 31514 SH SOLE 31514 0 0 ENDEAVOUR SILVER CORP COM 29258Y103 256 84526 SH SOLE 84526 0 0 ENPHASE ENERGY INC COM 29355A107 354 23624 SH SOLE 23624 0 0 EXTENDED STAY AM COM 30224P200 206 8969 SH SOLE 8969 0 0 FEDERAL SIGNAL CORP COM STK COM 313855108 356 25081 SH SOLE 25081 0 0 FERRO CORP COM STK COM 315405100 162 12372 SH SOLE 12372 0 0 FOAMIX PHARMACEUTICALS LTD COM M46135105 65 12151 SH SOLE 12151 0 0 GAMESTOP CORP NEW CL A COM STK COM 36467W109 334 7812 SH SOLE 7812 0 0 GLU MOBILE INC COM 379890106 155 40172 SH SOLE 40172 0 0 HAWAIIAN HLDGS INC COM STK COM 419879101 216 12463 SH SOLE 12463 0 0 HECLA MNG CO COM STK COM 422704106 49 22524 SH SOLE 22524 0 0 HYSTR YL MRL HND COM 449172105 487 6216 SH SOLE 6216 0 0 IMPAX LABORATORIES INC COM 45256B101 274 9463 SH SOLE 9463 0 0 INTELIQUENT INC COM STK COM 45825N107 573 34091 SH SOLE 34091 0 0 ISRAEL CHEMICALS LTD SHS COM M5920A109 188 27894 SH SOLE 27894 0 0 J2 GLOBAL COMMUNICATONS INC COM STK COM 48123V102 245 4543 SH SOLE 4543 0 0 KING DIGITAL ENTERTAINMENT PLC COM G5258J109 304 26690 SH SOLE 26690 0 0 LACLEDE GROUP INC (HOLDING CO) COM STK COM 505597104 218 4300 SH SOLE 4300 0 0 LEXMARK INTERNATIONAL INC CL A COM STK COM 529771107 411 9542 SH SOLE 9542 0 0 LIBERTY MEDIA CORP C INTER A COM 53071M104 326 12500 SH SOLE 12500 0 0 LOGMEIN INC COM 54142L109 360 7510 SH SOLE 7510 0 0 MATSON INC COM 57686G105 395 13888 SH SOLE 13888 0 0 MERRIMACK PHARMACEUTICALS INC COM 590328100 159 17363 SH SOLE 17363 0 0 MONSTER WORLDWIDE INC COM COM 611742107 71 18497 SH SOLE 18497 0 0 MURPHY USA INC. COM 626755102 438 7647 SH SOLE 7647 0 0 NATIONAL-OILWELL VARCO INC COM COM 637071101 244 3369 SH SOLE 3369 0 0 NATUS MEDICAL INC DEL COM COM 639050103 226 6651 SH SOLE 6651 0 0 NAVIENT CORP W/D COM 63938C108 279 14117 SH SOLE 14117 0 0 NEKTAR THERAPEUTICS SHS COM 640268108 340 24696 SH SOLE 24696 0 0 NEW MOUNTAIN GUARDIAN CORP COM 647551100 204 13937 SH SOLE 13937 0 0 NOBLE CORP PLC COM STK COM G65431101 296 14157 SH SOLE 14157 0 0 NORTHSTAR AT MGT COM 66705Y104 289 16000 SH SOLE 16000 0 0 NOW INC COM 67011P100 309 10309 SH SOLE 10309 0 0 OIL STS INTL INC COM STK COM 678026105 250 4187 SH SOLE 4187 0 0 PARAGON OFFSHORE COM G6S01W108 246 50675 SH SOLE 50675 0 0 PILGRIMS PRIDE COM 72147K108 306 10788 SH SOLE 10788 0 0 PRETIUM RESOURCES COM STK COM 74139C102 146 32100 SH SOLE 32100 0 0 PRIMORIS SERVICES CORP COM STK COM 74164F103 346 12076 SH SOLE 12076 0 0 PROVIDENCE SERVICE CORP COM COM 743815102 229 5195 SH SOLE 5195 0 0 QUANEX BUILDING PRODUCTS CORP COM COM 747619104 462 23105 SH SOLE 23105 0 0 RAYONR ADV MTRL COM 75508B104 269 9451 SH SOLE 9451 0 0 RINGCENTRAL INC SAN MATEO CA COM STK COM 76680R206 168 12790 SH SOLE 12790 0 0 RITE AID CORP COM STK COM 767754104 193 36807 SH SOLE 36807 0 0 SANDSTORM GOLD LTD VANCOUVER COM COM 80013R206 114 39583 SH SOLE 39583 0 0 SANMINA-SCI CORP COM STK COM 801056102 255 10201 SH SOLE 10201 0 0 SELECT MEDICAL HOLDINGS CORPORATION COM 81619Q105 174 12119 SH SOLE 12119 0 0 SEQUENOM INC COM 817337405 183 56083 SH SOLE 56083 0 0 SEVENTY SVN ENRG COM 818097107 167 12836 SH SOLE 12836 0 0 SKECHERS U S A INC CL A COM STK COM 830566105 271 4967 SH SOLE 4967 0 0 SLM CORP COM STK COM 78442P106 265 27809 SH SOLE 27809 0 0 SYNTA PHARMACEUTICALS CORP COM 87162T206 88 29956 SH SOLE 29956 0 0 TESSERA TECHNOLOGIES INC COM STK COM 88164L100 260 8564 SH SOLE 8564 0 0 TETRA TECH INC COM STK COM 88162G103 348 12994 SH SOLE 12994 0 0 TEVA PHARM COM 881624209 300 5325 SH SOLE 5325 0 0 THERAVANCE COM 88338T104 247 15460 SH SOLE 15460 0 0 TIME INC COM 887228104 296 13129 SH SOLE 13129 0 0 TIMKEN CO COM STK COM 887389104 312 7270 SH SOLE 7270 0 0 TIMKENSTEEL CORP COM 887399103 280 6920 SH SOLE 6920 0 0 TRIANGLE PETE CORP COM STK COM 89600B201 177 22934 SH SOLE 22934 0 0 VAALCO ENERGY INC COM STK COM 91851C201 189 25583 SH SOLE 25583 0 0 VANDA PHARMACEUTICALS INC COM STK COM 921659108 200 16708 SH SOLE 16708 0 0 VERITIV CORPRATN COM 923454102 277 6156 SH SOLE 6156 0 0 XOMA CORPORATION COM STK COM 98419J107 105 24619 SH SOLE 24619 0 0 ISHARES CORE S&P 500 ETF ETF 464287309 27181 137100 SH SOLE 137100 0 0 ISHARES MSCI CANADA ETF 464286509 3020 98430 SH SOLE 98430 0 0 ISHARES MSCI EAFE INDEX FUND ETF 464287465 28840 449784 SH SOLE 449784 0 0 ISHARES MSCI EMERGING MKT IN ETF 464287234 211698 5093809 SH SOLE 5093809 0 0 ISHARES MSCI TAIWAN INDEX FD ETF 464286731 248 16300 SH SOLE 16300 0 0 ISHARES RUSSELL 2000 ETF 464287655 4909 44900 SH SOLE 44900 0 0 ISHARES RUSSELL 3000 INDEX ETF 464287689 11174 95680 SH SOLE 95680 0 0 ISHARES S&P 100 INDEX FUND ETF 464287101 2666 30245 SH SOLE 30245 0 0 ISHARES S&P GSCI COMMODITY I ETF 46428R107 11811 399180 SH SOLE 399180 0 0 SPDR S&P 500 ETF TRUST ETF 78462F103 4165 21140 SH SOLE 21140 0 0