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
YY INCORPORATION GRAND CAYMAN ADR	COM	98426T106	814	20,428	SH		SOLE		20,428	0	0
YAHOO INC COM STK	COM	984332106	1,001	25,906	SH		SOLE		25,906	0	0
AK STEEL HOLDING CORP COM STK	COM	001547108	109	10,752	SH		SOLE		10,752	0	0
AMN HEALTHCARE SERVICES INC COM STK	COM	001744101	257	6,699	SH		SOLE		6,699	0	0
ADVANSIX INC WI	COM	00773T101	298	13,496	SH		SOLE		13,496	0	0
AIR PRODS & CHEMS INC COM STK	COM	009158106	292	2,035	SH		SOLE		2,035	0	0
ALCOA CORP	COM	013872106	278	9,931	SH		SOLE		9,931	0	0
ANNALY CAPITAL MANAGEMENT INC COM STK	COM	035710409	122	12,297	SH		SOLE		12,297	0	0
APOLLO INVT CORP COM STK	COM	03761U106	88	15,142	SH		SOLE		15,142	0	0
APOLLO COMMERCIAL REAL ESTATE	COM	03762U105	208	12,516	SH		SOLE		12,516	0	0
APTEVO THERAPEUTICS INC	COM	03835L108	106	43,559	SH		SOLE		43,559	0	0
ARCONIC INC	COM	03965L100	279	15,068	SH		SOLE		15,068	0	0
AVON PRODS INC COM STK	COM	054303102	122	24,377	SH		SOLE		24,377	0	0
BGC PARTNERS INC	COM	05541T101	140	13,699	SH		SOLE		13,699	0	0
BARRACUDA NTWRKS	COM	068323104	318	14,863	SH		SOLE		14,863	0	0
BRUKER CORP COM	COM	116794108	260	12,282	SH		SOLE		12,282	0	0
CSG SYSTEMS INTERNATIONAL INC COM STK	COM	126349109	210	4,345	SH		SOLE		4,345	0	0
CYS INVESTMENTS INC COM STK REIT	COM	12673A108	91	11,803	SH		SOLE		11,803	0	0
CALERES INC SAINT LOUIS COM STK	COM	129500104	278	8,473	SH		SOLE		8,473	0	0
CHART INDUSTRIES INC	COM	16115Q308	421	11,699	SH		SOLE		11,699	0	0
CHEMOURS COMPANY	COM	163851108	238	10,805	SH		SOLE		10,805	0	0
COLUCID PHARMACEUTICALS INC B COM STK	COM	19716T101	323	8,876	SH		SOLE		8,876	0	0
COLUMBIA SPORTSWEAR CO COM STK	COM	198516106	34	597	SH		SOLE		597	0	0
CONAGRA BRANDS INC	COM	205887102	308	7,811	SH		SOLE		7,811	0	0
CONVERGYS CORP COM STK	COM	212485106	183	7,474	SH		SOLE		7,474	0	0
COUPA SOFTWARE INC	COM	22266L106	84	3,362	SH		SOLE		3,362	0	0
DANAHER CORP COM STK	COM	235851102	293	3,768	SH		SOLE		3,768	0	0
DAVE & BUSTER'S ENTERTAINMENT INC	COM	238337109	519	9,231	SH		SOLE		9,231	0	0
DEAN FOODS CO DALLAS TX COM STK	COM	242370203	485	22,295	SH		SOLE		22,295	0	0
DIAMONDBACK ENERGY INC COM STK	COM	25278X109	203	2,010	SH		SOLE		2,010	0	0
R.R DONLY & SONS	COM	257867200	187	11,494	SH		SOLE		11,494	0	0
DONNELLEY FINCL	COM	25787G100	330	14,367	SH		SOLE		14,367	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	274	8,362	SH		SOLE		8,362	0	0
ENDEAVOUR SILVER CORP	COM	29258Y103	49	14,197	SH		SOLE		14,197	0	0
EXTENDED STAY AM	COM	30224P200	218	13,514	SH		SOLE		13,514	0	0
FMSA HOLDINGS INC CHESTERLAND COM STK	COM	30555Q108	132	11,236	SH		SOLE		11,236	0	0
FRTIVE CORPRTION	COM	34959J108	297	5,544	SH		SOLE		5,544	0	0
FORUM ENERGY TECHNOLOGIES INC COM STK	COM	34984V100	200	9,132	SH		SOLE		9,132	0	0
FORTUNA SILVER MINES INC	COM	349915108	106	18,797	SH		SOLE		18,797	0	0
THE GEO GROUP INC BOCA RATON COM REIT	COM	36162J106	322	8,973	SH		SOLE		8,973	0	0
GAMESTOP CORP NEW CL A COM STK	COM	36467W109	204	8,100	SH		SOLE		8,100	0	0
GIGAMON INC	COM	37518B102	339	7,448	SH		SOLE		7,448	0	0
GREEN PLAINS INC COM STK	COM	393222104	230	8,259	SH		SOLE		8,259	0	0
HANCOCK HLDG CO COM STK	COM	410120109	215	5,000	SH		SOLE		5,000	0	0
HERC HOLDINGS	COM	42704L104	291	7,247	SH		SOLE		7,247	0	0
HILTON WORLDWIDE HOLDINGS INC COM STK	COM	43300A104	255	9,402	SH		SOLE		9,402	0	0
HUBSPOT INC	COM	443573100	283	6,027	SH		SOLE		6,027	0	0
HUDSON PACIFIC PROPERTIES INC	COM	444097109	211	6,085	SH		SOLE		6,085	0	0
HUNTSMAN CORP COM STK	COM	447011107	364	19,112	SH		SOLE		19,112	0	0
ICONIX BRAND GROUP INC	COM	451055107	196	21,002	SH		SOLE		21,002	0	0
INGLES MKTS INC CL A COM STK	COM	457030104	242	5,049	SH		SOLE		5,049	0	0
INSIGHT ENTERPRISES INC COM STK	COM	45765U103	394	9,759	SH		SOLE		9,759	0	0
INSPERITY INC COM STK	COM	45778Q107	312	4,410	SH		SOLE		4,410	0	0
INTERDIGITAL INC COM STK	COM	45867G101	204	2,240	SH		SOLE		2,240	0	0
J2 GLOBAL COMMUNICATONS INC COM STK	COM	48123V102	293	3,587	SH		SOLE		3,587	0	0
LSC COMMNCTNS	COM	50218P107	373	12,584	SH		SOLE		12,584	0	0
LAMB WESTON HOLDING INC-W/I	COM	513272104	322	8,509	SH		SOLE		8,509	0	0
MATADOR RESOURCES CO	COM	576485205	206	8,019	SH		SOLE		8,019	0	0
HERMAN MILLER INC COM STK	COM	600544100	307	8,999	SH		SOLE		8,999	0	0
MITEL NETWORKS	COM	60671Q104	85	12,530	SH		SOLE		12,530	0	0
NETGEAR INC	COM	64111Q104	213	3,923	SH		SOLE		3,923	0	0
NIMBLE STORAGE	COM	65440R101	98	12,499	SH		SOLE		12,499	0	0
OCWEN FINL CORP COM STK	COM	675746309	96	17,955	SH		SOLE		17,955	0	0
OMEGA PROTEIN CORP COM STK	COM	68210P107	520	20,783	SH		SOLE		20,783	0	0
PRA HEALTH SCIENCES INC	COM	69354M108	341	6,191	SH		SOLE		6,191	0	0
PAN AMERICAN SILVER CORP CAN COM	COM	697900108	353	23,432	SH		SOLE		23,432	0	0
QULTY CRE PRPRTS	COM	747545101	304	19,647	SH		SOLE		19,647	0	0
RYMAN HOSPITALITY PROPERTIES COM	COM	78377T107	410	6,510	SH		SOLE		6,510	0	0
SPX CORP COM STK	COM	784635104	520	21,947	SH		SOLE		21,947	0	0
SPDR S&P MIDCAP 400 ETUTSER1 S&PDCRP	COM	78467Y107	492	1,632	SH		SOLE		1,632	0	0
SAIA INC COM STK	COM	78709Y105	405	9,188	SH		SOLE		9,188	0	0
SKYWEST INC COM STK	COM	830879102	282	7,757	SH		SOLE		7,757	0	0
SPIRIT AEROSYSTEMS HLDGS INC CL A COM	COM	848574109	582	9,975	SH		SOLE		9,975	0	0
STAPLES INC COM STK	COM	855030102	110	12,157	SH		SOLE		12,157	0	0
STURM RUGER & CO INC COM STK	COM	864159108	218	4,144	SH		SOLE		4,144	0	0
TTM TECHNOLOGIES INC COM STK	COM	87305R109	211	15,540	SH		SOLE		15,540	0	0
TENNECO INC COM STK	COM	880349105	317	5,080	SH		SOLE		5,080	0	0
TEXAS CAP BANCSHARES INC COM STK	COM	88224Q107	215	2,743	SH		SOLE		2,743	0	0
TOWER INTERNATIONAL INC	COM	891826109	360	12,703	SH		SOLE		12,703	0	0
TRUECAR INC	COM	89785L107	168	13,473	SH		SOLE		13,473	0	0
TRUEBLUE INC COM STK	COM	89785X101	227	9,221	SH		SOLE		9,221	0	0
UNITED RENTALS INC COM STK	COM	911363109	289	2,739	SH		SOLE		2,739	0	0
UNIVAR INC	COM	91336L107	217	7,660	SH		SOLE		7,660	0	0
UNIVERSAL INS HLDGS INC COM STK	COM	91359V107	270	9,517	SH		SOLE		9,517	0	0
VERSUM MATERIALS	COM	92532W103	302	10,792	SH		SOLE		10,792	0	0
WEST CORP OMAHA COM STK	COM	952355204	270	10,938	SH		SOLE		10,938	0	0
WORLD ACCEPTANCE CORP (S.C.) COM STK	COM	981419104	261	4,062	SH		SOLE		4,062	0	0
YUM BRANDS INC	COM	988498101	295	4,670	SH		SOLE		4,670	0	0
YUM CHINA HLDNGS	COM	98850P109	295	11,295	SH		SOLE		11,295	0	0
ADIENT PLC	COM	G0084W101	324	5,539	SH		SOLE		5,539	0	0
BROOKFIELD BUSINESS PARTNERS LP	COM	G16234109	317	13,199	SH		SOLE		13,199	0	0
BUNGE LTD COM STK	COM	G16962105	83	1,161	SH		SOLE		1,161	0	0
CARDTRONICS INC HOUSTON COM STK	COM	G1991C105	257	4,717	SH		SOLE		4,717	0	0
JAMES RIVER GROUP HOLDINGS LTD COM STK	COM	G5005R107	213	5,128	SH		SOLE		5,128	0	0
TRAVELPORT WORLDWIDE LTD	COM	G9019D104	257	18,277	SH		SOLE		18,277	0	0
ALTISOURCE PRTFL	COM	L0175J104	366	13,778	SH		SOLE		13,778	0	0
DHT HOLDINGS INC COM STK	COM	Y2065G121	173	41,790	SH		SOLE		41,790	0	0
TOWER SEMICONDUCTOR LTD MIGDA COM STK	COM	M87915274	323	16,997	SH		SOLE		16,997	0	0
DEUTSCHE MULTI-MARKET INCOME T	COM	25160E102	230	27,015	SH		SOLE		27,015	0	0
FRANKLIN TEMPLETON LIMITED DUR COM STK	COM	35472T101	204	17,000	SH		SOLE		17,000	0	0
INVESCO VAN KAMPEN PENNSYLVANN COM STK	COM	46132K109	147	12,167	SH		SOLE		12,167	0	0
LIBERTY ALL STAR EQUITY FD COM STK	COM	530158104	109	21,177	SH		SOLE		21,177	0	0
NEUBERGER BERMAN REAL ESTATE COM STK	COM	64190A103	187	35,000	SH		SOLE		35,000	0	0
PIONR MUN HG IN	COM	723763108	122	10,337	SH		SOLE		10,337	0	0
VIRTUS TOTAL RETURN FUND	COM	92829A103	335	75,000	SH		SOLE		75,000	0	0
ZWEIG TOTAL RETURN FUND INC COM STK	COM	92835W107	240	20,000	SH		SOLE		20,000	0	0
ZWEIG FUND INC COM STK	COM	989834205	205	17,000	SH		SOLE		17,000	0	0
ISHARES CORE MSCI EMERGING	ETF	46434G103	172,261	4,057,996	SH		SOLE		4,057,996	0	0
ISHARES CORE S&P 500 ETF	ETF	464287200	28,917	128,530	SH		SOLE		128,530	0	0
ISHARES MSCI EAFE INDEX FUND	ETF	464287465	50,491	874,608	SH		SOLE		874,608	0	0
ISHARES MSCI EMERGING MKT IN	ETF	464287234	10,288	293,862	SH		SOLE		293,862	0	0
ISHARES MSCI TAIWAN INDEX FD	ETF	464286731	478	16,300	SH		SOLE		16,300	0	0
ISHARES RUSSELL 2000	ETF	464287655	5,968	44,260	SH		SOLE		44,260	0	0
ISHARES RUSSELL 3000 INDEX	ETF	464287689	325,773	2,449,790	SH		SOLE		2,449,790	0	0
SPDR S&P 500 ETF TRUST	ETF	78462F103	4,995	22,350	SH		SOLE		22,350	0	0
ISHARES CORE MSCI EAFE ETF	ETF	46432F842	226,608	4,225,402	SH		SOLE		4,225,402	0	0
ISHARES IBOXX INV GR CORP BD	ETF	464287242	80,576	687,629	SH		SOLE		687,629	0	0
ISHARES IBOXX USD HIGH YIELD	ETF	464288513	33,543	387,563	SH		SOLE		387,563	0	0
ISHARES JP MORGAN USD EMERGI	ETF	464288281	65,116	590,791	SH		SOLE		590,791	0	0