13F-HR 1 simq41213freport.txt 13F-HR 12/31/2012 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: 12/31/2012 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 2/14/2013 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: 54 FORM 13F Information Table Value Total: 366,294 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 ------------------------------------------------------------------------------------------------------------------------------------ 7 DAYS GRP COM 81783J101 187 15555 SH SOLE 15555 AK Steel Holding COM 001547108 75 16472 SH SOLE 16472 AMKOR COM 031652100 117 27793 SH SOLE 27793 ANN Inc COM 035623107 201 5942 SH SOLE 5942 AOL Inc COM 00184X105 214 7246 SH SOLE 7246 Brocade Communications COM 111621306 104 19643 SH SOLE 19643 Commvault Systems COM 204166102 241 3467 SH SOLE 3427 Cooper Tire & Rubber COM 216831107 222 8767 SH SOLE 8767 Corelogic COM 21871D103 218 8135 SH SOLE 8135 Cornerstone COM 21925Y103 340 11543 SH SOLE 11543 E-Commerce China COM 26833A105 83 20678 SH SOLE 20678 Expedia Inc COM 30212P303 319 5201 SH SOLE 5201 Giant Interactive COM 374511103 290 53844 SH SOLE 53844 Golden Star COM 38119T104 183 99985 SH SOLE 99985 Grand Canyon Ed COM 38526M106 223 9536 SH SOLE 9536 Green Dot COM 39304D102 239 19638 SH SOLE 19638 Groupon Inc COM 399473107 96 19795 SH SOLE 19795 HH Gregg COM 42833L108 86 12282 SH SOLE 12282 Hovnanian Enterprises COM 442487203 115 16481 SH SOLE 16481 Idenix Pharm COM 45166R204 79 16357 SH SOLE 16357 IDT Corp COM 448947507 105 11081 SH SOLE 11081 Kaiser Alum Corp COM 483007704 252 4095 SH SOLE 4095 Kulicke & Soffa COM 501242101 201 16817 SH SOLE 16817 Magnum Hunter Resources COM 55973B102 59 15012 SH SOLE 15012 Mannkind COM 56400P201 88 38145 SH SOLE 38145 Netscout Sys Inc COM 64115T104 428 16498 SH SOLE 16498 Office Depot COM 676220106 178 54459 SH SOLE 54459 Officemax Inc COM 67622P101 203 20868 SH SOLE 20868 Parker Drilling COM 701081101 117 25570 SH SOLE 25570 Pilgrims Pride COM 72147K108 90 12464 SH SOLE 12464 Pioneer Drilling COM 723664108 108 14983 SH SOLE 14983 Power One Inc COM 79330R102 89 21846 SH SOLE 21846 Rite Aid COM 767754104 49 36328 SH SOLE 36328 Silicon Image COM 82705T102 120 24378 SH SOLE 24378 Silvercorp Metal COM 82835P103 195 38229 SH SOLE 38229 Solarwinds Inc COM 83416B109 343 6457 SH SOLE 6457 Taser International COM 87651B104 184 20668 SH SOLE 20668 TOUSA Inc COM 872962105 67 32067 SH SOLE 32067 Tupperware COM 899896104 467 7298 SH SOLE 7298 United Rentals COM 911363109 219 4824 SH SOLE 4824 Uranerz Energy COM 91688T104 77 55718 SH SOLE 55718 Vitamin Shoppe COM 92849E101 379 6622 SH SOLE 6622 ipath GSCI ETF 06738C794 1938 58250 SH SOLE 58250 ishares MSCI Canada ETF 464286509 35235 1240685 SH SOLE 1240685 ishares MSCI EAFE ETF 464287465 77283 1359192 SH SOLE 1359192 ishares MSCI EM Index ETF 464287234 150941 3403407 SH SOLE 3403407 ishares MSCI Taiwan ETF 464286731 222 16300 SH SOLE 16300 ishares Russell 3000 ETF 464287689 3742 44190 SH SOLE 44190 ishares S&P 100 Index ETF 464287101 2347 36285 SH SOLE 36285 S&P 500 Depository ETF 78462F103 3020 21210 SH SOLE 21210 S&P GSCI Commodity Index ETF 46428R107 1424 43430 SH SOLE 43430 Vanguard MSCI EM Index ETF 922042858 78424 1761170 SH SOLE 1761170 ishares Russell 1000 ETF 464287614 2130 32530 SH SOLE 32530 IPATH GSCI ETF 06738C794 1938 58250 SH SOLE 58250