13F-HR 1 simq21213freport.txt 13F-HR 06/30/2012 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: 06/30/2012 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 08/14/2012 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: 238,822 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 ------------------------------------------------------------------------------------------------------------------------------------ Achillion COM 00448Q201 121 19545 SH SOLE 19545 AMKOR COM 031652100 61 12431 SH SOLE 12431 ASPEN TECHNOLOGY COM 045327103 256 11059 SH SOLE 11059 Brocade COM 111621306 76 15498 SH SOLE 15498 ENTEGRIS COM 29362U104 93 10947 SH SOLE 10947 Giant Interctive COM 374511103 106 22484 SH SOLE 22484 GT Advanced COM 36191U106 136 25710 SH SOLE 25710 Harmonic COM 413160102 52 12283 SH SOLE 12283 Hot Topic COM 441339108 134 13809 SH SOLE 13809 Hyperdynamics COM 448954107 124 148143 SH SOLE 148143 Kulicke & Soffa COM 501242101 91 10209 SH SOLE 10209 Magnun Hunter COM 55973B102 98 23493 SH SOLE 23493 Novagold COM 66987E206 99 18844 SH SOLE 18844 Nu Skin COM 67018T105 230 4904 SH SOLE 4904 Parker Drilling COM 701081101 64 14248 SH SOLE 14248 Patriot Coal COM 70336T104 37 30601 SH SOLE 30601 Richmont Mines COM 76547T106 83 17899 SH SOLE 17899 Rite Aid COM 767754104 63 45058 SH SOLE 45058 Solarwinds COM 83416B109 139 3180 SH SOLE 3180 Uranerz COM 91688T104 79 54578 SH SOLE 54578 Vaalco COM 91851C201 128 14781 SH SOLE 14781 Vitamin Shoppe COM 92849E101 263 4781 SH SOLE 4781 Vonage COM 92886T201 38 19111 SH SOLE 19111 Western Digital COM 038C93054 114 3743 SH SOLE 3743 ipath GSCI ETF 06738C794 1791 58250 SH SOLE 58250 ishares MSCI Canada ETF 464286509 35005 1354689 SH SOLE 1354689 ishares MSCI EAFE ETF 464287465 102902 2059680 SH SOLE 2059680 ishares MSCI EM Index ETF 464287234 10084 257660 SH SOLE 257660 ishares MSCI Taiwan ETF 464286731 199 16300 SH SOLE 16300 ishares Russell 3000 ETF 464287689 4254 52810 SH SOLE 52810 ishares S&P 100 Index ETF 464287101 33079 49285 SH SOLE 49285 S&P 500 Depository ETF 78462F103 4919 36140 SH SOLE 36140 S&P GSCI Commodity Index ETF 46428R107 716 23530 SH SOLE 23530 Vanguard MSCI EM Index ETF 922042858 40630 1017519 SH SOLE 1017519 Barclays Capital ETF 78464A417 2558 64820 SH SOLE 64820