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
AK STEEL HOLDING CORP COM STK	COM	001547108	147	21,991	SH		SOLE		21,991	0	0
ALERE INC COM STK	COM	01449J105	328	9,128	SH		SOLE		9,128	0	0
ALIGN TECHNOLOGY INC COM STK	COM	016255101	227	4,142	SH		SOLE		4,142	0	0
ALLEGION PLC	COM	G0176J109	270	5,698	SH		SOLE		5,698	0	0
AMKOR TECHNOLOGY INC COM STK	COM	031652100	145	27,793	SH		SOLE		27,793	0	0
ANN INC COM STK	COM	35623107	223	7,140	SH		SOLE		7,140	0	0
ARENA PHARMACEUTICALS INC COM STK	COM	40047102	144	24,140	SH		SOLE		24,140	0	0
ARIAD PHARMACEUTICALS INC COM STK	COM	04033A100	81	11,804	SH		SOLE		11,804	0	0
B2GOLD CORP COM STK	COM	11777Q209	158	64,722	SH		SOLE		64,722	0	0
BIG 5 SPORTING GOODS CORP COM STK	COM	08915P101	196	11,804	SH		SOLE		11,804	0	0
BROCADE COMMUNICATIONS SYSTEM INC COM	COM	111621306	391	42,550	SH		SOLE		42,550	0	0
BROWN SHOE INC NEW COM STK	COM	115736100	250	10,947	SH		SOLE		10,947	0	0
BRUNSWICK CORP COM STK	COM	117043109	254	6,294	SH		SOLE		6,294	0	0
CAESARS ACQUISITION CO-CL A	COM	12768T103	160	12,437	SH		SOLE		12,437	0	0
CANADIAN SOLAR INC	COM	136635109	234	6,513	SH		SOLE		6,513	0	0
CHIQUITA BRANDS INTL INC COM STK	COM	170032809	132	13,006	SH		SOLE		13,006	0	0
CTRIP.COM INTERNATIONAL LTD ADR	COM	22943F100	259	6,747	SH		SOLE		6,747	0	0
E-HOUSE (CHINA) HOLDINGS SHAN ADR	COM	26852W103	123	10,244	SH		SOLE		10,244	0	0
ELDORADO GOLD CAD COM NEW (USD)	COM	284902103	78	12,367	SH		SOLE		12,367	0	0
ENDEAVOUR SILVER CORP	COM	29258Y103	264	60,941	SH		SOLE		60,941	0	0
ENDO PHARMACEUTICALS HLDGS INC COM STK	COM	29264F205	296	4,499	SH		SOLE		4,499	0	0
EXELIS INC - W/I	COM	30162A108	207	11,175	SH		SOLE		11,175	0	0
FEDERAL SIGNAL CORP COM STK	COM	313855108	234	20,009	SH		SOLE		20,009	0	0
FERRO CORP COM STK	COM	315405100	147	12,134	SH		SOLE		12,134	0	0
GAMESTOP CORP NEW CL A COM STK	COM	36467W109	310	9,180	SH		SOLE		9,180	0	0
HELMERICH & PAYNE INC COM STK	COM	423452101	330	3,831	SH		SOLE		3,831	0	0
HHGREGG INC	COM	42833L108	118	15,455	SH		SOLE		15,455	0	0
HOME INNS & HOTELS MGMT INC ADR	COM	43713W107	433	12,647	SH		SOLE		12,647	0	0
HSN INC	COM	404303109	202	3,784	SH		SOLE		3,784	0	0
HYSTR YL MRL HND	COM	449172105	222	2,682	SH		SOLE		2,682	0	0
INGERSOLL-RAND COMPANY LTD BE COM STK	COM	G47791101	228	4,016	SH		SOLE		4,016	0	0
INTEGRATED DEVICE TECHNOLOGY INC	COM	458118106	112	12,158	SH		SOLE		12,158	0	0
INTELIQUENT INC COM STK	COM	45825N107	154	13,700	SH		SOLE		13,700	0	0
INTER PARFUMS INC COM STK	COM	458334109	268	8,461	SH		SOLE		8,461	0	0
LEXMARK INTERNATIONAL INC CL A COM STK	COM	529771107	338	8,850	SH		SOLE		8,850	0	0
MURPHY OIL CORP COM STK	COM	626717102	213	3,853	SH		SOLE		3,853	0	0
MURPHY USA INC.	COM	626755102	226	6,015	SH		SOLE		6,015	0	0
NEKTAR THERAPEUTICS SHS	COM	640268108	143	11,120	SH		SOLE		11,120	0	0
ONEOK INC NEW COM STK	COM	682680103	220	3,800	SH		SOLE		3,800	0	0
ORBITZ WORLDWIDE INC	COM	68557K109	195	27,584	SH		SOLE		27,584	0	0
ORGANOVO HOLDINGS INC COM STK	COM	68620A104	116	12,861	SH		SOLE		12,861	0	0
PENN NATIONAL GAMING INC COM STK	COM	707569109	223	19,400	SH		SOLE		19,400	0	0
PGT INC COM STK	COM	69336V101	147	14,367	SH		SOLE		14,367	0	0
PILGRIMS PRIDE	COM	72147K108	211	13,098	SH		SOLE		13,098	0	0
PITNEY BOWES INC COM STK	COM	724479100	210	8,613	SH		SOLE		8,613	0	0
QUESTCOR PHARMACEUTICALS INC COM STK	COM	74835Y101	200	3,075	SH		SOLE		3,075	0	0
QUICKSILVER RES INC COM STK	COM	74837R104	126	40,709	SH		SOLE		40,709	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	212	3,176	SH		SOLE		3,176	0	0
SCNC APP INT CRP	COM	808625107	260	7,236	SH		SOLE		7,236	0	0
SEQUENOM INC	COM	817337405	70	32,194	SH		SOLE		32,194	0	0
SINA CORP COM SHS	COM	G81477104	287	4,399	SH		SOLE		4,399	0	0
SM ENERGY CO	COM	78454L100	233	2,920	SH		SOLE		2,920	0	0
SOUFUN HOLDINGS LTD-ADR	COM	836034108	384	4,722	SH		SOLE		4,722	0	0
STURM RUGER & CO INC COM STK	COM	864159108	481	6,659	SH		SOLE		6,659	0	0
TOUSA INC COM	COM	872962105	70	31,608	SH		SOLE		31,608	0	0
TRINA SOLAR LTD	COM	89628E104	150	10,495	SH		SOLE		10,495	0	0
UNITED THERAPEUTICS CORP DEL COM STK	COM	91307C102	210	2,160	SH		SOLE		2,160	0	0
WESTLAKE CHEM	COM	960413102	298	2,523	SH		SOLE		2,523	0	0
WORKDAY INC	COM	98138H101	217	2,472	SH		SOLE		2,472	0	0
ZELTIQ AESTHETICS INC	COM	98933Q108	237	11,925	SH		SOLE		11,925	0	0
iSHARES RUSSELL 2000	ETF	464287655	5,180	44,900	SH		SOLE		44,900	0	0
iSHARES S&P/TSX 60	ETF	46428D108	2,443	124,000	SH		SOLE		124,000	0	0
iShares CORE S&P 500	ETF	464287309	25,453	137,100	SH		SOLE		137,100	0	0
iShares GSCI Commodity Index	ETF	46428R107	12,471	387,430	SH		SOLE		387,430	0	0
ISHARES MSCI EAFE INDEX FUND	ETF	464287465	39,742	592,324	SH		SOLE		592,324	0	0
ISHARES MSCI EMERGING MKT IN	ETF	464287234	286,486	6,854,559	SH		SOLE		6,854,559	0	0
ISHARES MSCI TAIWAN INDEX FD	ETF	464286731	235	16,300	SH		SOLE		16,300	0	0
ISHARES RUSSELL 3000 INDEX	ETF	464287689	10,269	92,810	SH		SOLE		92,810	0	0
ISHARES S&P 100 INDEX FUND	ETF	464287101	2,988	36,285	SH		SOLE		36,285	0	0
SPDR S&P 500 ETF TRUST	ETF	78462F103	3,904	21,140	SH		SOLE		21,140	0	0