13F-HR
03/31/2013
0000846633
e$e3akrv
NONE
1
STEVE WALLACE
(703) 243-4433
stevew@sipemi.com
13F-HR
FORM 13F HOLDING REPORT
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F COVER PAGE
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 03/31/2013
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this report:
Name: STRATEGIC INVESTMENT MANAGEMENT
Address: 1001 19th Street, North, 16th Floor
Arlington, VA 22209-1722
13F File Number: 28-2437
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this report on Behalf of Reporting Manager:
Name: Kenneth Grossfield
Title: General Counsel
Phone #: (703) 243-4433
Signature, Place, and Date of Signing:
Kenneth Grossfield Arlington, Virginia 5/15/2013
Report Type (Check only one.)
[X] 13F HOLDING REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of other Managers Reporting for this manager:
NONE
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
FORM 13F Information Table Entry Total: 42
FORM 13F Information Table Value Total: 312,660
List of other Included Managers:
NONE
FORM 13F INFORMATION TABLE
TITLE FAIR MARKET SHARES OR VOTING AUTHORITY
OF VALUE PRINCIPAL SH/ INVESTMENT OTHER (SHARES)
NAME OF ISSUER CLASS CUSIP (x$1000) AMOUNT PRN DISCRETION MNGRS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
AAron Inc COM 002535300 203 7074 SH SOLE 7074
Abercrombie & Fitch COM 002896207 232 5029 SH SOLE 5029
Alere Inc COM 01449J105 237 9283 SH SOLE 9283
AMKOR COM 031652100 111 27793 SH SOLE 27793
Big Lots Inc COM 089302103 215 6098 SH SOLE 6098
Booz Allen COM 099502106 151 11202 SH SOLE 11202
Brocade Communications COM 111621306 177 30598 SH SOLE 30598
Corelogic COM 21871D103 248 9605 SH SOLE 9605
Cornerstone COM 21925Y103 296 8690 SH SOLE 8690
Delek US COM 246647101 256 6476 SH SOLE 6476
Endeavour COM 29258Y103 199 31974 SH SOLE 31974
Gamestop Corp COM 36467W109 336 12012 SH SOLE 12012
Gran Tierra COM 38500T101 125 21322 SH SOLE 21322
Grand Canyon Ed COM 38526M106 235 9260 SH SOLE 9260
IDT Corp COM 448947507 255 21118 SH SOLE 21118
Kulicke & Soffa COM 501242101 331 28619 SH SOLE 28619
Medifast Inc COM 58470H101 351 15311 SH SOLE 15311
Mine Safety Appliances COM 602720104 349 7026 SH SOLE 7026
Netscout Sys Inc COM 64115T104 258 10520 SH SOLE 10520
Newcastle COM 65105M108 117 10438 SH SOLE 10438
Omnivision Tech COM 682128103 140 10150 SH SOLE 10150
Parker Drilling COM 701081101 109 25570 SH SOLE 25570
Pilgrims Pride COM 72147K108 159 17291 SH SOLE 17291
Partner Communications COM 70211M109 73 11729 SH SOLE 11729
Pioneer Drilling COM 723664108 165 19992 SH SOLE 19992
Silvercorp Metal COM 82835P103 228 58017 SH SOLE 58017
Solarwinds Inc COM 83416B109 387 6547 SH SOLE 6547
Sothebys COM 835898107 220 5877 SH SOLE 5877
Stone Energy COM 861642106 213 9783 SH SOLE 9783
TOUSA Inc COM 872962105 94 31608 SH SOLE 31608
Tupperware COM 899896104 564 6895 SH SOLE 6895
ipath GSCI ETF 06738C794 1944 58250 SH SOLE 58250
ishares MSCI Canada ETF 464286509 32584 1142895 SH SOLE 1142895
ishares MSCI EAFE ETF 464287465 67340 1141747 SH SOLE 1141747
ishares MSCI EM Index ETF 464287234 174414 4077952 SH SOLE 4077952
ishares MSCI Taiwan ETF 464286731 217 16300 SH SOLE 16300
ishares Russell 3000 ETF 464287689 3256 34840 SH SOLE 34840
ishares S&P 100 Index ETF 464287101 2556 36285 SH SOLE 36285
S&P 500 Depository ETF 78462F103 3323 21210 SH SOLE 21210
S&P GSCI Commodity Index ETF 46428R107 1429 43430 SH SOLE 43430
Vanguard MSCI EM Index ETF 922042858 16241 378000 SH SOLE 378000
ishares Russell 1000 ETF 464287614 2322 32530 SH SOLE 32530