13F-HR 1 SIMQ41113FREPORTfinal.txt 13F-HR 12/31/2011 0000846633 e$e3akrv NONE 1 STEVE WALLACE (703) 243-4433 swallace@strategicgroup.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: 12/31/2011 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 02/14/2012 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: 35 FORM 13F Information Table Value Total: 200,200 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 ------------------------------------------------------------------------------------------------------------------------------------ 21VIANET GROUP INC COM 90138A103 104 11550 SH SOLE 11550 AURICO GOLD INC COM 05155C105 162 20336 SH SOLE 20336 AVALON RARE METALS COM 053470100 45 19016 SH SOLE 19016 BELO CORP COM 080555105 72 11477 SH SOLE 11477 BRIGHTPOINT INC COM 109473405 123 11460 SH SOLE 11460 CELESTICA INC COM 15101Q108 122 16664 SH SOLE 16664 CHINA MED TECH COM 169483104 149 54203 SH SOLE 54203 FAIRCHILD SEMICONDUCTOR COM 303726103 129 10771 SH SOLE 10771 GOLDENSTAR COM 38119T104 75 45757 SH SOLE 45757 HARMONIC INC COM 413160102 53 10537 SH SOLE 10537 HEALTH MGMT COM 421933102 112 15313 SH SOLE 15313 HERBALIFE LTD COM G4412G101 268 5196 SH SOLE 5196 INHIBITEX COM 45719T103 115 10587 SH SOLE 10587 KEMET CORP COM 488360207 74 10573 SH SOLE 10573 KULICKE & SOFFA COM 501242101 113 12304 SH SOLE 12304 PARAMOUNT GOLD MINING COM 69924P102 131 61446 SH SOLE 61446 PHOENIX NEW MEDIA LTD COM 71910C103 188 33225 SH SOLE 33225 PHOTOTRONICS COM 719405102 129 21245 SH SOLE 21245 RITE AID CORP COM 767754104 51 40900 SH SOLE 40900 SKY MOBI LTD COM 83084G109 93 30036 SH SOLE 30036 STURM RUGER & CO COM 864159108 240 7190 SH SOLE 7190 TOUSA INC COM 872962105 0 31608 SH SOLE 31608 URANERZ ENERGY CORP COM 91688T104 96 53094 SH SOLE 53094 VONAGE HOLDINGS COM 92886T201 51 20953 SH SOLE 20953 WET SEAL INC COM 961840105 39 12157 SH SOLE 12157 ipath GSCI ETF 06738C794 1963 58250 SH SOLE 58250 ishares MSCI Canada ETF 464286509 52542 1983495 SH SOLE 1983495 ishares MSCI EAFE ETF 464287465 55759 1129423 SH SOLE 1129423 ishares MSCI EM Index ETF 464287234 74371 1954777 SH SOLE 1954777 ishares MSCI Taiwan ETF 464286731 191 16300 SH SOLE 16300 ishares Russell 3000 ETF 464287689 5949 79815 SH SOLE 79815 ishares S&P 100 Index ETF 464287101 2826 49285 SH SOLE 49285 S&P 500 Depository ETF 78462F103 3087 24470 SH SOLE 24470 S&P GSCI Commodity Index ETF 46428R107 778 23530 SH SOLE 23530