Strategic Investment Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
ALERE INC COM STK	COM	01449J105	279	9,128	SH		SOLE		9,128	0	0
AMKOR TECHNOLOGY INC COM STK	COM	031652100	118	27,793	SH		SOLE		27,793	0	0
B2GOLD CORP COM STK	COM	11777Q209	54	21,870	SH		SOLE		21,870	0	0
BIG 5 SPORTING GOODS CORP COM STK	COM	08915P101	161	10,036	SH		SOLE		10,036	0	0
BIG LOTS INC COM STK	COM	089302103	226	6,098	SH		SOLE		6,098	0	0
BROCADE COMMUNICATIONS SYSTEM INC COM	COM	111621306	342	42,550	SH		SOLE		42,550	0	0
BROWN SHOE INC NEW COM STK	COM	115736100	226	9,655	SH		SOLE		9,655	0	0
CHINA LODGING GROUP LTD-SPON ADR	COM	16949N109	280	14,792	SH		SOLE		14,792	0	0
CHIQUITA BRANDS INTL INC COM STK	COM	170032809	138	10,940	SH		SOLE		10,940	0	0
CINCINNATI BELL INC COM STK	COM	171871106	33	12,259	SH		SOLE		12,259	0	0
CORELOGIC	COM	21871D103	282	10,437	SH		SOLE		10,437	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	450	8,756	SH		SOLE		8,756	0	0
CTRIP.COM INTERNATIONAL LTD ADR	COM	22943F100	381	6,536	SH		SOLE		6,536	0	0
ENDO PHARMACEUTICALS HLDGS INC COM STK	COM	29264F205	290	6,395	SH		SOLE		6,395	0	0
ENTEGRIS INC COM STK	COM	29362U104	170	16,780	SH		SOLE		16,780	0	0
EXELIS INC - W/I	COM	30162A108	175	11,175	SH		SOLE		11,175	0	0
GAMESTOP CORP NEW CL A COM STK	COM	36467W109	264	5,323	SH		SOLE		5,323	0	0
G-III APPAREL GROUP LTD COM STK	COM	36237H101	210	3,855	SH		SOLE		3,855	0	0
GRAN TIERRA ENERGY INC COM STK	COM	38500T101	151	21,322	SH		SOLE		21,322	0	0
HECLA MNG CO COM STK	COM	422704106	89	28,367	SH		SOLE		28,367	0	0
HELMERICH & PAYNE INC COM STK	COM	423452101	264	3,831	SH		SOLE		3,831	0	0
HSN INC	COM	404303109	293	5,473	SH		SOLE		5,473	0	0
HUNTSMAN CORP COM STK	COM	447011107	212	10,323	SH		SOLE		10,323	0	0
KAISER ALUM CORP COM STK	COM	483007704	357	5,017	SH		SOLE		5,017	0	0
LEXMARK INTERNATIONAL INC CL A COM STK	COM	529771107	212	6,425	SH		SOLE		6,425	0	0
LUMBER LIQUIDATORS HLDGS COM STK	COM	55003T107	340	3,192	SH		SOLE		3,192	0	0
MAGICJACK VOCALTEC LTD COM STK	COM	M6787E101	197	15,373	SH		SOLE		15,373	0	0
MATSON INC	COM	57686G105	281	10,728	SH		SOLE		10,728	0	0
MINE SAFETY APPLIANCES CO COM STK	COM	602720104	379	7,351	SH		SOLE		7,351	0	0
NEWPARK RESOURCES INC COM STK	COM	651718504	143	11,360	SH		SOLE		11,360	0	0
ORBITZ WORLDWIDE INC	COM	68557K109	181	18,873	SH		SOLE		18,873	0	0
PLEXUS CORP COM STK	COM	729132100	200	5,405	SH		SOLE		5,405	0	0
RF MICRO DEVICES INC COM STK	COM	749941100	134	23,800	SH		SOLE		23,800	0	0
RITE AID CORP COM STK	COM	767754104	146	30,693	SH		SOLE		30,693	0	0
SEQUENOM INC	COM	817337405	123	46,094	SH		SOLE		46,094	0	0
SILVERCORP METAL	COM	82835P103	238	72,871	SH		SOLE		72,871	0	0
SOUFUN HOLDINGS LTD-ADR	COM	836034108	200	3,910	SH		SOLE		3,910	0	0
STONE ENERGY CORP COM STK	COM	861642106	394	12,155	SH		SOLE		12,155	0	0
STURM RUGER & CO INC COM STK	COM	864159108	336	5,374	SH		SOLE		5,374	0	0
TOUSA INC COM	COM	872962105	70	31,608	SH		SOLE		31,608	0	0
TUPPERWARE BRANDS CORPORATION COM STK	COM	899896104	467	5,411	SH		SOLE		5,411	0	0
UNITED ONLINE INC COM STK	COM	911268100	157	19,728	SH		SOLE		19,728	0	0
UNITED THERAPEUTICS CORP DEL COM STK	COM	91307C102	222	2,826	SH		SOLE		2,826	0	0
VISHAY INTERTECHNLGYINC	COM	928298108	218	16,945	SH		SOLE		16,945	0	0
Visteon Corporation COMMON STOCK	COM	92839U206	218	2,887	SH		SOLE		2,887	0	0
WESTLAKE CHEM	COM	960413102	264	2,523	SH		SOLE		2,523	0	0
iShares GSCI Commodity Index	ETF	46428R107	3,311	102,260	SH		SOLE		102,260	0	0
ISHARES MSCI EAFE INDEX FUND	ETF	464287465	63,293	992,049	SH		SOLE		992,049	0	0
ISHARES MSCI EMERGING MKT IN	ETF	464287234	427,141	10,480,712	SH		SOLE		10,480,712	0	0
ISHARES MSCI TAIWAN INDEX FD	ETF	464286731	226	16,300	SH		SOLE		16,300	0	0
ISHARES RUSSELL 3000 INDEX	ETF	464287689	9,745	96,360	SH		SOLE		96,360	0	0
ISHARES S&P 100 INDEX FUND	ETF	464287101	2,715	36,285	SH		SOLE		36,285	0	0
SPDR S&P 500 ETF TRUST	ETF	78462F103	3,551	21,140	SH		SOLE		21,140	0	0