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
CHINA LODGING GROUP LTD-SPON ADR	COM	16949N109	455	18,642	SH		SOLE		18,642	0	0
LEJU HLD LTD ADR	COM	50187J108	256	46,337	SH		SOLE		46,337	0	0
MOMO INC	COM	60879B107	185	14,811	SH		SOLE		14,811	0	0
SOHU.COM INC COM STK	COM	83408W103	318	7,712	SH		SOLE		7,712	0	0
ADVAXIS INC COM STK	COM	007624208	318	31,152	SH		SOLE		31,152	0	0
AGENUS INC COM STK	COM	00847G705	166	36,168	SH		SOLE		36,168	0	0
ALON USA ENERGY INC COM	COM	020520102	480	26,615	SH		SOLE		26,615	0	0
ASHFORD HOSPITALITY TRUST INC COM REIT	COM	044103109	373	61,206	SH		SOLE		61,206	0	0
BWX TECHNLGS INC	COM	05605H100	315	11,980	SH		SOLE		11,980	0	0
BBCK&WLCX ENTRPR	COM	05614L100	259	15,424	SH		SOLE		15,424	0	0
BARNES & NOBLE INC COM STK	COM	067774109	210	17,401	SH		SOLE		17,401	0	0
BARNES & NOBL ED	COM	06777U101	323	25,423	SH		SOLE		25,423	0	0
BASIC ENERGY SVCS INC NEW COM STK	COM	06985P100	219	66,486	SH		SOLE		66,486	0	0
BAXALTA INCRP	COM	07177M103	251	7,979	SH		SOLE		7,979	0	0
BIG LOTS INC COM STK	COM	089302103	271	5,656	SH		SOLE		5,656	0	0
BJ'S RESTAURANTS INC	COM	09180C106	243	5,668	SH		SOLE		5,668	0	0
BRINKS CO COM	COM	109696104	275	10,195	SH		SOLE		10,195	0	0
BROCADE COMMUNICATIONS SYSTEM INC COM	COM	111621306	162	15,607	SH		SOLE		15,607	0	0
CABLE ONE WI	COM	12685J105	303	723	SH		SOLE		723	0	0
CAL MAINE FOODS INC COM STK	COM	128030202	532	9,752	SH		SOLE		9,752	0	0
CALIFORNIA RESOURCES CORP	COM	13057Q107	199	76,695	SH		SOLE		76,695	0	0
CALLON PETE CO DEL COM STK	COM	13123X102	114	15,738	SH		SOLE		15,738	0	0
CAMBREX CORP COM STK	COM	132011107	294	7,420	SH		SOLE		7,420	0	0
CARE CAPITAL WI	COM	141624106	320	9,743	SH		SOLE		9,743	0	0
CHEMOURS COMPANY	COM	163851108	176	27,247	SH		SOLE		27,247	0	0
COBALT INTL ENERGY INC COM STK	COM	19075F106	108	15,378	SH		SOLE		15,378	0	0
COEUR D ALENE MINES CORP IDAHO COM STK	COM	192108504	284	101,039	SH		SOLE		101,039	0	0
CLMBA PPLIN GRP	COM	198280109	199	10,909	SH		SOLE		10,909	0	0
COMMUNICATIONS SALES AND LEASING WHEN IS	COM	20341J104	210	11,755	SH		SOLE		11,755	0	0
CONVERGYS CORP COM STK	COM	212485106	239	10,379	SH		SOLE		10,379	0	0
COVENANT TRANSPORT INC CL A COM STK	COM	22284P105	220	12,258	SH		SOLE		12,258	0	0
CRESCENT PT ENERGY TR COM	COM	22576C101	140	12,267	SH		SOLE		12,267	0	0
DARDEN RESTAURANTS INC COM STK	COM	237194105	180	2,639	SH		SOLE		2,639	0	0
EARTHLINK INC ATLANTA GA COM STK	COM	27033X101	334	43,030	SH		SOLE		43,030	0	0
EBAY INC COM STK	COM	278642103	256	10,507	SH		SOLE		10,507	0	0
EDGWL PRSNL CARE	COM	28035Q102	264	3,237	SH		SOLE		3,237	0	0
FMSA HOLDINGS INC CHESTERLAND COM STK	COM	30555Q108	40	14,888	SH		SOLE		14,888	0	0
FEDERAL SIGNAL CORP COM STK	COM	313855108	281	20,524	SH		SOLE		20,524	0	0
GAMESTOP CORP NEW CL A COM STK	COM	36467W109	343	8,330	SH		SOLE		8,330	0	0
GENERAL CABLE CORP DEL NEW COM STK	COM	369300108	129	10,921	SH		SOLE		10,921	0	0
GRAHAM HOLDINGS CO COM STK	COM	384637104	252	438	SH		SOLE		438	0	0
H AND E EQUIPMENT SERVICES INC COM	COM	404030108	370	22,148	SH		SOLE		22,148	0	0
HATTERAS FINANCIAL COM STK REIT	COM	41902R103	299	19,752	SH		SOLE		19,752	0	0
INFINITY PHARMACEUTICALS INC	COM	45665G303	95	11,295	SH		SOLE		11,295	0	0
INGLES MKTS INC CL A COM STK	COM	457030104	303	6,346	SH		SOLE		6,346	0	0
INSIGHT ENTERPRISES INC COM STK	COM	45765U103	252	9,759	SH		SOLE		9,759	0	0
INSPERITY INC COM STK	COM	45778Q107	478	10,886	SH		SOLE		10,886	0	0
INTEGRA LIFESCIENCES HLDGS CO COM STK	COM	457985208	290	4,878	SH		SOLE		4,878	0	0
INTEGRATED DEVICE TECHNOLOGY INC	COM	458118106	344	16,979	SH		SOLE		16,979	0	0
INTELIQUENT INC COM STK	COM	45825N107	751	33,646	SH		SOLE		33,646	0	0
JABIL CIRCUIT INC COM STK	COM	466313103	342	15,318	SH		SOLE		15,318	0	0
J2 GLOBAL COMMUNICATONS INC COM STK	COM	48123V102	254	3,587	SH		SOLE		3,587	0	0
KBR INC	COM	48242W106	349	20,958	SH		SOLE		20,958	0	0
LIFEPOINT HEALTH INC	COM	53219L109	265	3,740	SH		SOLE		3,740	0	0
LOGMEIN INC	COM	54142L109	469	6,889	SH		SOLE		6,889	0	0
LUMENTUM HOL-W/I	COM	55024U109	263	15,544	SH		SOLE		15,544	0	0
MINE SAFETY APPLIANCES CO COM STK	COM	553498106	423	10,606	SH		SOLE		10,606	0	0
MADISON SQUARE GARDEN COMPANY	COM	55826P100	286	3,973	SH		SOLE		3,973	0	0
MASCO CORP COM STK	COM	574599106	281	11,182	SH		SOLE		11,182	0	0
MEMORIAL RESOURCE DEVELOPMENT COM STK	COM	58605Q109	189	10,787	SH		SOLE		10,787	0	0
MONSTER WORLDWIDE INC COM	COM	611742107	192	29,938	SH		SOLE		29,938	0	0
NISOURCE INC	COM	65473P105	330	17,814	SH		SOLE		17,814	0	0
NUTRI SYS INC NEW COM STK	COM	67069D108	430	16,232	SH		SOLE		16,232	0	0
OREXIGEN THERAPEUTICS INC COM	COM	686164104	63	30,203	SH		SOLE		30,203	0	0
OUTERWALL COM STK	COM	690070107	273	4,804	SH		SOLE		4,804	0	0
PAYPAL HOLDINGS INC SAN JOSE COM STK	COM	70450Y103	237	7,666	SH		SOLE		7,666	0	0
PIER 1 IMPORTS INC COM STK	COM	720279108	156	22,683	SH		SOLE		22,683	0	0
PILGRIMS PRIDE	COM	72147K108	231	11,156	SH		SOLE		11,156	0	0
PIONEER DRILLING CO COM STK	COM	723664108	115	54,834	SH		SOLE		54,834	0	0
PRETIUM RESOURCES COM STK	COM	74139C102	137	22,748	SH		SOLE		22,748	0	0
SCNC APP INT CRP	COM	808625107	253	6,302	SH		SOLE		6,302	0	0
SONIC CORP COM STK	COM	835451105	225	9,835	SH		SOLE		9,835	0	0
SPIRIT AEROSYSTEMS HLDGS INC CL A COM	COM	848574109	482	9,975	SH		SOLE		9,975	0	0
STAMPS.COM INC COM STK	COM	852857200	461	6,229	SH		SOLE		6,229	0	0
SUCAMPO PHARMACEUTICALS -CL A	COM	864909106	331	16,680	SH		SOLE		16,680	0	0
SUNCOKE ENERGY INC	COM	86722A103	87	11,233	SH		SOLE		11,233	0	0
SYNERGY RESOURCES CORPORATION COM STK	COM	87164P103	165	16,856	SH		SOLE		16,856	0	0
TALEN ENERGY CRP	COM	87422J105	209	20,718	SH		SOLE		20,718	0	0
TOPBUILD CORP	COM	89055F103	320	10,348	SH		SOLE		10,348	0	0
TOWER INTERNATIONAL INC	COM	891826109	309	13,009	SH		SOLE		13,009	0	0
TRIMAS CORP	COM	896215209	286	17,523	SH		SOLE		17,523	0	0
US SILICA HOLDINGS INC	COM	90346E103	219	15,610	SH		SOLE		15,610	0	0
VENTAS INC COM REIT	COM	92276F100	305	5,453	SH		SOLE		5,453	0	0
VIAVI SOLUTIONS INC	COM	925550105	260	48,465	SH		SOLE		48,465	0	0
Visteon Corporation COMMON STOCK	COM	92839U206	256	2,534	SH		SOLE		2,534	0	0
WABASH NATL CORP COM STK	COM	929566107	124	11,745	SH		SOLE		11,745	0	0
WINDSTREAM HOLDINGS INC	COM	97382A200	249	40,595	SH		SOLE		40,595	0	0
ZYNGA INCCOM STK	COM	98986T108	45	19,874	SH		SOLE		19,874	0	0
FABRINET ORDER MINES LTDCOM STK	COM	G3323L100	484	26,457	SH		SOLE		26,457	0	0
NOBLE CORP PLC COM STK	COM	G65431101	191	17,548	SH		SOLE		17,548	0	0
TRINSEO S.A. MUNSBACH COM STK	COM	L9340P101	206	8,181	SH		SOLE		8,181	0	0
TEEKAY CORP COM STK	COM	Y8564W103	290	9,787	SH		SOLE		9,787	0	0
MELLANOX TECHNOLOGIES LTD	COM	M51363113	404	10,707	SH		SOLE		10,707	0	0
TOWER SEMICONDUCTOR LTD MIGDA COM STK	COM	M87915274	393	30,580	SH		SOLE		30,580	0	0
ISHARES CORE MSCI EMERGING	ETF	46434G103	737	18,480	SH		SOLE		18,480	0	0
ISHARES CORE S&P 500 ETF	ETF	464287200	25,088	130,190	SH		SOLE		130,190	0	0
ISHARES MSCI CANADA	ETF	464286509	6,103	265,370	SH		SOLE		265,370	0	0
ISHARES MSCI EAFE INDEX FUND	ETF	464287465	65,903	1,149,753	SH		SOLE		1,149,753	0	0
ISHARES MSCI EMERGING MKT IN	ETF	464287234	118,583	3,617,568	SH		SOLE		3,617,568	0	0
ISHARES MSCI TAIWAN INDEX FD	ETF	464286731	214	16,300	SH		SOLE		16,300	0	0
ISHARES RUSSELL 2000	ETF	464287655	4,903	44,900	SH		SOLE		44,900	0	0
ISHARES RUSSELL 3000 INDEX	ETF	464287689	7,006	61,520	SH		SOLE		61,520	0	0
UNITED STATES COMMODITY INDE	ETF	911717106	31	760	SH		SOLE		760	0	0
SPDR S&P 500 ETF TRUST	ETF	78462F103	4,051	21,140	SH		SOLE		21,140	0	0
WISDOMTREE EUROPE HEDGED EQU	ETF	97717X701	210	3,860	SH		SOLE		3,860	0	0