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
AFFYMETRIX INC COM STK	COM	00826T108	206	28,929	SH		SOLE		28,929	0	0
AK STEEL HOLDING CORP COM STK	COM	001547108	206	28,579	SH		SOLE		28,579	0	0
ALERE INC COM STK	COM	01449J105	361	10,519	SH		SOLE		10,519	0	0
ALIGN TECHNOLOGY INC COM STK	COM	016255101	288	5,574	SH		SOLE		5,574	0	0
ALLEGION PLC	COM	G0176J109	243	4,674	SH		SOLE		4,674	0	0
AMKOR TECHNOLOGY INC COM STK	COM	031652100	190	27,793	SH		SOLE		27,793	0	0
ANACOR PHARMACEUTICALS INC	COM	032420101	203	10,194	SH		SOLE		10,194	0	0
ARKANSAS BEST CORP DELAWARE COM STK	COM	040790107	247	6,688	SH		SOLE		6,688	0	0
B2GOLD CORP COM STK	COM	11777Q209	174	64,722	SH		SOLE		64,722	0	0
BENCHMARK ELECTRS INC COM STK	COM	08160H101	210	9,273	SH		SOLE		9,273	0	0
BEST BUY INC COM STK	COM	086516101	205	7,764	SH		SOLE		7,764	0	0
BROCADE COMMUNICATIONS SYSTEM INC COM	COM	111621306	451	42,550	SH		SOLE		42,550	0	0
BUCKLE INC COM STK	COM	118440106	274	5,990	SH		SOLE		5,990	0	0
CANADIAN SOLAR INC	COM	136635109	218	6,821	SH		SOLE		6,821	0	0
CHEMED CORP COM STK	COM	16359R103	214	2,403	SH		SOLE		2,403	0	0
CHIQUITA BRANDS INTL INC COM STK	COM	170032809	185	14,930	SH		SOLE		14,930	0	0
CLOUD PEAK ENERGY INC COM STK	COM	18911Q102	205	9,741	SH		SOLE		9,741	0	0
DOVER CORP COM STK	COM	260003108	258	3,160	SH		SOLE		3,160	0	0
E-HOUSE (CHINA) HOLDINGS SHAN ADR	COM	26852W103	158	13,014	SH		SOLE		13,014	0	0
ENDEAVOUR SILVER CORP	COM	29258Y103	280	65,106	SH		SOLE		65,106	0	0
FEDERAL SIGNAL CORP COM STK	COM	313855108	298	20,009	SH		SOLE		20,009	0	0
GAMESTOP CORP NEW CL A COM STK	COM	36467W109	377	9,180	SH		SOLE		9,180	0	0
HELMERICH & PAYNE INC COM STK	COM	423452101	412	3,831	SH		SOLE		3,831	0	0
HSN INC	COM	404303109	207	3,469	SH		SOLE		3,469	0	0
HYSTR YL MRL HND	COM	449172105	282	2,896	SH		SOLE		2,896	0	0
INGERSOLL-RAND COMPANY LTD BE COM STK	COM	G47791101	238	4,158	SH		SOLE		4,158	0	0
INTEGRATED DEVICE TECHNOLOGY INC	COM	458118106	194	15,908	SH		SOLE		15,908	0	0
INTELIQUENT INC COM STK	COM	45825N107	373	25,737	SH		SOLE		25,737	0	0
INTERSIL CORP	COM	46069S109	135	10,511	SH		SOLE		10,511	0	0
LEXMARK INTERNATIONAL INC CL A COM STK	COM	529771107	505	10,928	SH		SOLE		10,928	0	0
MURPHY OIL CORP COM STK	COM	626717102	265	4,223	SH		SOLE		4,223	0	0
MURPHY USA INC.	COM	626755102	253	6,250	SH		SOLE		6,250	0	0
ONE GAS INC	COM	68235P108	267	7,433	SH		SOLE		7,433	0	0
ONEOK INC NEW COM STK	COM	682680103	255	4,316	SH		SOLE		4,316	0	0
ORBITZ WORLDWIDE INC	COM	68557K109	201	25,684	SH		SOLE		25,684	0	0
PENN NATIONAL GAMING INC COM STK	COM	707569109	241	19,578	SH		SOLE		19,578	0	0
PGT INC COM STK	COM	69336V101	165	14,367	SH		SOLE		14,367	0	0
PILGRIMS PRIDE	COM	72147K108	261	12,497	SH		SOLE		12,497	0	0
PITNEY BOWES INC COM STK	COM	724479100	223	8,613	SH		SOLE		8,613	0	0
PRETIUM RESOURCES COM STK	COM	74139C102	89	15,579	SH		SOLE		15,579	0	0
RECEPTOS	COM	756207106	28	671	SH		SOLE		671	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	224	3,176	SH		SOLE		3,176	0	0
SANMINA-SCI CORP COM STK	COM	801056102	178	10,201	SH		SOLE		10,201	0	0
SCNC APP INT CRP	COM	808625107	246	6,593	SH		SOLE		6,593	0	0
SEQUENOM INC	COM	817337405	190	77,908	SH		SOLE		77,908	0	0
SKECHERS U S A INC CL A COM STK	COM	830566105	127	3,503	SH		SOLE		3,503	0	0
SM ENERGY CO	COM	78454L100	208	2,920	SH		SOLE		2,920	0	0
STURM RUGER & CO INC COM STK	COM	864159108	294	4,923	SH		SOLE		4,923	0	0
TAKE-TWO INTERACTIVE SOFTWARE COM STK	COM	874054109	263	12,034	SH		SOLE		12,034	0	0
TOUSA INC COM	COM	872962105	69	31,608	SH		SOLE		31,608	0	0
TOWER SEMICONDUCTOR LTD MIGDA COM STK	COM	M87915274	198	21,713	SH		SOLE		21,713	0	0
TRINA SOLAR LTD	COM	89628E104	178	13,145	SH		SOLE		13,145	0	0
WESTLAKE CHEM	COM	960413102	333	5,046	SH		SOLE		5,046	0	0
WORKDAY INC	COM	98138H101	226	2,472	SH		SOLE		2,472	0	0
WORLD ACCEPTANCE CORP (S.C.) COM STK	COM	981419104	253	3,381	SH		SOLE		3,381	0	0
iSHARES RUSSELL 2000	ETF	464287655	5,224	44,900	SH		SOLE		44,900	0	0
iSHARES S&P/TSX 60	ETF	46428D108	2,558	124,000	SH		SOLE		124,000	0	0
iShares CORE S&P 500	ETF	464287309	25,794	137,100	SH		SOLE		137,100	0	0
iShares GSCI Commodity Index	ETF	46428R107	12,773	387,430	SH		SOLE		387,430	0	0
ISHARES MSCI EAFE INDEX FUND	ETF	464287465	32,667	486,124	SH		SOLE		486,124	0	0
ISHARES MSCI EMERGING MKT IN	ETF	464287234	299,336	7,299,109	SH		SOLE		7,299,109	0	0
ISHARES MSCI TAIWAN INDEX FD	ETF	464286731	234,557	16,300	SH		SOLE		16,300	0	0
ISHARES RUSSELL 3000 INDEX	ETF	464287689	11,024	98,160	SH		SOLE		98,160	0	0
ISHARES S&P 100 INDEX FUND	ETF	464287101	2,504	30,245	SH		SOLE		30,245	0	0
SPDR S&P 500 ETF TRUST	ETF	78462F103	3,953	21,140	SH		SOLE		21,140	0	0
ISHARES MSCI Canada	ETF	464286509	2,173	73,550	SH		SOLE		73,550	0	0