13F-HR 1 simq30713freport.txt 13F-HR 09/30/2007 0000846633 e$e3akrv NONE 1 STEVE WALLACE (703) 243-4433 stevew@sipemi.com 13F-HR FORM 13F COMBINATION REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F COVER PAGE REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 09/30/2007 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatment. [ ] 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 11/13/2007 Report Type (Check only one.) [ ] 13F HOLDING REPORT [ ] 13F NOTICE [X] 13F COMBINATION REPORT List of other Managers Reporting for this manager: No. 13F File# Name 1 028-05582 First Quadrant Corp. 2 028-02842 Numeric Investors, L.P. 3 028-00290 The Northern Trust Co. 4 028-07082 Analytic Investors 5 28-11073 Polaris 6 28-05269 Earnest Partners 7 28-03946 BGI 8 28-00400 Dodge & Cox FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 FORM 13F Information Table Entry Total: 161 FORM 13F Information Table Value Total: 76,455 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 ------------------------------------------------------------------------------------------------------------------------------------ 3COM CORP COM STK COM 885535104 177 35,837 SH SOLE 35,837 ADC TELECOMMUNICATIONS INC CO COM 000886309 204 10,424 SH SOLE 10,424 ADMINISTAFF INC COM STK COM 007094105 222 6,107 SH SOLE 6,107 ADVENT SOFTWARE INC COM STK COM 007974108 307 6,535 SH SOLE 6,535 ALLIANCE ONE INTERNATIONAL IN COM 018772103 141 21,484 SH SOLE 21,484 ALLIED WASTE INDS INC COM 019589308 353 27,704 SH SOLE 27,704 ALLIED WRLD ASSURANCE HOLDING COM G0219G203 212 4,091 SH SOLE 4,091 AMBASSADORS GROUP INC COM STK COM 023177108 327 8,581 SH SOLE 8,581 AMERICAN FINANCIAL REALTY TRU COM 02607P305 216 26,817 SH SOLE 26,817 AMIS HOLDINGS COM 031538101 138 14,206 SH SOLE 14,206 AMKOR TECHNOLOGY INC COM STK COM 031652100 143 12,449 SH SOLE 12,449 AMSURG CORP COM STK COM 03232P405 205 8,875 SH SOLE 8,875 APPLERA CORP CELERA GROUP COM 038020202 264 18,783 SH SOLE 18,783 APPLIED INDL TECHNOLOGIES INC COM 03820C105 208 6,751 SH SOLE 6,751 APRIA HEALTHCARE GROUP INC CO COM 037933108 332 12,779 SH SOLE 12,779 ASPEN INS HLDGS LTD COM STK COM G05384105 282 10,106 SH SOLE 10,106 ATMEL CORP COM STK COM 049513104 148 28,702 SH SOLE 28,702 AXCAN PHARMA COM COM 054923107 271 13,049 SH SOLE 13,049 BANKUNITED FINANCIAL CORP CL COM 06652B103 190 12,208 SH SOLE 12,208 BARNES & NOBLE INC COM STK COM 067774109 289 8,201 SH SOLE 8,201 BIG LOTS INC COM STK COM 089302103 177 5,918 SH SOLE 5,918 BIGBAND NETWORKS INC COM STK COM 089750509 90 14,050 SH SOLE 14,050 BIOVAIL CORP COM STK COM 09067J109 215 12,387 SH SOLE 12,387 BJS WHSL CLUB INC COM STK COM 05548J106 258 7,768 SH SOLE 7,768 BLUE NILE INC COM STK COM 09578R103 101 1,073 SH SOLE 1,073 BLYTH INC COM STK COM 09643P108 265 12,975 SH SOLE 12,975 BROOKS AUTOMATION INC COM STK COM 114340102 238 16,742 SH SOLE 16,742 BROWN SHOE INC NEW COM STK COM 115736100 209 10,789 SH SOLE 10,789 BUCKLE INC COM STK COM 118440106 276 7,271 SH SOLE 7,271 CBRL GROUP INC COM STK COM 12489V106 306 7,512 SH SOLE 7,512 CELESTICA INC CAD SUB VTG SHS COM 15101Q108 222 36,321 SH SOLE 36,321 CF INDS HLDGS INC COM STK COM 125269100 201 2,649 SH SOLE 2,649 CHARTER COMMUNICATIONS INC DE COM 16117M107 83 32,213 SH SOLE 32,213 CHEMED CORP COM STK COM 16359R103 208 3,344 SH SOLE 3,344 CINEMARK HOLDINGS INC COM 17243V102 246 13,244 SH SOLE 13,244 CIRRUS LOGIC INC COM STK COM 172755100 70 10,919 SH SOLE 10,919 COEUR D ALENE MINES CORP IDAH COM 192108108 199 52,498 SH SOLE 52,498 COGENT INC COM 19239Y108 169 10,801 SH SOLE 10,801 COLDWATER CREEK INC COM STK COM 193068103 117 10,781 SH SOLE 10,781 COMPUWARE CORP COM STK COM 205638109 147 18,314 SH SOLE 18,314 CONAGRA FOODS INC COM STK COM 205887102 206 7,889 SH SOLE 7,889 CONMED CORP COM STK COM 207410101 262 9,350 SH SOLE 9,350 CONSOLIDATED GRAPHICS INC COM COM 209341106 222 3,543 SH SOLE 3,543 CORN PRODS INTL INC COM STK COM 219023108 255 5,558 SH SOLE 5,558 CORUS BANKSHARES INC COM STK COM 220873103 136 10,408 SH SOLE 10,408 CSG SYSTEMS INTERNATIONAL INC COM 126349109 330 15,521 SH SOLE 15,521 DAWSON GEOPHYSICAL CO COM STK COM 239359102 201 2,588 SH SOLE 2,588 DEVRY INC DEL COM STK COM 251893103 219 5,909 SH SOLE 5,909 EDDIE BAUER HOLDINGS INC COM COM 071625107 93 10,794 SH SOLE 10,794 ELDORADO GOLD CAD COM NEW (US COM 284902103 175 28,874 SH SOLE 28,874 ENPRO INDUSTRIES INC COM STK COM 29355X107 305 7,505 SH SOLE 7,505 EXELIXIS INC COM STK COM 30161Q104 120 11,313 SH SOLE 11,313 FARO TECHNOLOGIES INC COM STK COM 311642102 310 7,020 SH SOLE 7,020 FLOWERS FOODS INC COM STK COM 343498101 329 15,111 SH SOLE 15,111 FRESH DEL MONTE PRODUCE INC C COM G36738105 211 7,328 SH SOLE 7,328 FUELCELL ENERGY INC COM STK COM 35952H106 161 18,090 SH SOLE 18,090 GARDNER DENVER INC COM STK COM 365558105 296 7,588 SH SOLE 7,588 GENCORP INC COM STK COM 368682100 189 15,769 SH SOLE 15,769 GENESIS MICROCHIP INC DE COM COM 37184C103 109 13,911 SH SOLE 13,911 GERDAU AMERISTEEL CORP COM 37373P105 191 15,957 SH SOLE 15,957 GREY WOLF INC COM STK COM 397888108 275 42,009 SH SOLE 42,009 GROUP CGI CAD CL A (USD) COM 39945C109 180 15,775 SH SOLE 15,775 GULFMARK OFFSHORE INC COM STK COM 402629109 281 5,783 SH SOLE 5,783 HEADWATERS INC COM STK COM 42210P102 201 13,503 SH SOLE 13,503 HECLA MNG CO COM STK COM 422704106 170 18,961 SH SOLE 18,961 HEELYS INC COM STK COM 42279M107 115 14,491 SH SOLE 14,491 HOT TOPIC INC COM STK COM 441339108 130 17,491 SH SOLE 17,491 IDT CORP CL B COM COM 448947309 210 25,086 SH SOLE 25,086 IKON OFFICE SOLUTIONS INC COM COM 451713101 206 16,024 SH SOLE 16,024 ITT EDL SVCS INC COM STK COM 45068B109 227 1,863 SH SOLE 1,863 KING PHARMACEUTICALS INC COM COM 495582108 160 13,677 SH SOLE 13,677 KOPPERS HLDGS INC COM STK COM 50060P106 210 5,450 SH SOLE 5,450 KORN / FERRY INTL COM STK COM 500643200 199 12,069 SH SOLE 12,069 LAYNE CHRISTENSEN CO COM STK COM 521050104 260 4,679 SH SOLE 4,679 LEE ENTERPRISES INC COM STK COM 523768109 184 11,788 SH SOLE 11,788 LIGAND PHARMACEUTICALS INC CL COM 53220K207 89 16,749 SH SOLE 16,749 LINCARE HLDGS INC COM STK COM 532791100 246 6,705 SH SOLE 6,705 LOCKHEED MARTIN CORP COM STK COM 539830109 363 3,348 SH SOLE 3,348 MADDEN STEVEN LTD COM STK COM 556269108 250 13,202 SH SOLE 13,202 MAGMA DESIGN AUTOMATION INC C COM 559181102 178 12,645 SH SOLE 12,645 MAGNA CL-A COM COM 559222401 262 2,717 SH SOLE 2,717 MANHATTAN ASSOCS INC COM STK COM 562750109 284 10,373 SH SOLE 10,373 MANITOWOC INC COM STK COM 563571108 214 4,842 SH SOLE 4,842 MASSEY ENERGY CO COM STK COM 576206106 294 13,487 SH SOLE 13,487 MAX RE CAPITAL LTD HAMILTON COM G6052F103 222 7,919 SH SOLE 7,919 MCG CAPITAL CORP COM STK COM 58047P107 288 20,020 SH SOLE 20,020 MEDCATH CORP COM STK COM 58404W109 228 8,298 SH SOLE 8,298 METHODE ELECTRS INC COM STK COM 591520200 187 12,412 SH SOLE 12,412 MICREL INC COM STK COM 594793101 171 15,798 SH SOLE 15,798 MOLINA HEALTHCARE INC COM STK COM 60855R100 342 9,439 SH SOLE 9,439 MPS GROUP INC COM 553409103 152 13,593 SH SOLE 13,593 NATCO GROUP INC COM STK COM 63227W203 322 6,217 SH SOLE 6,217 NBTY INC COM COM 628782104 230 5,657 SH SOLE 5,657 NEUROCRINE BIOSCIENCES INC CO COM 64125C109 125 12,529 SH SOLE 12,529 NOBLE ENERGY INC COM STK COM 655044105 233 3,321 SH SOLE 3,321 NOVA CHEMICALS CORP COM USD COM 66977W109 216 5,588 SH SOLE 5,588 NOVELL INC COM STK COM 670006105 115 15,092 SH SOLE 15,092 NTELOS HOLDINGS CORP COM STK COM 67020Q107 299 10,157 SH SOLE 10,157 NU SKIN ENTERPRISES INC CL A COM 67018T105 321 19,854 SH SOLE 19,854 OGE ENERGY CORP (HOLDING CO) COM 670837103 279 8,442 SH SOLE 8,442 OILSANDS QUEST INC COM STK COM 678046103 91 20,637 SH SOLE 20,637 OLIN CORP COM STK COM 680665205 342 15,288 SH SOLE 15,288 ON SEMICONDUCTOR CORP / SEMI COM 682189105 141 11,263 SH SOLE 11,263 OPLINK COMMUNICATIONS INC COM COM 68375Q403 159 11,663 SH SOLE 11,663 OSI PHARMACEUTICALS INC COM S COM 671040103 237 6,959 SH SOLE 6,959 OXFORD INDS INC COM STK COM 691497309 288 7,969 SH SOLE 7,969 PACER INTERNATIONAL INC TENNE COM 69373H106 257 13,485 SH SOLE 13,485 PACIFIC CAPITAL BANCORP COM S COM 69404P101 260 9,870 SH SOLE 9,870 PACTIV CORP COM STK COM 695257105 358 12,493 SH SOLE 12,493 PAPA JOHNS INTL INC COM STK COM 698813102 240 9,803 SH SOLE 9,803 PARKER DRILLING CO COM STK COM 701081101 216 26,573 SH SOLE 26,573 PEPSIAMERICAS INC COM 71343P200 311 9,583 SH SOLE 9,583 PETRO-CANADA COMMON COM 71644E102 376 6,556 SH SOLE 6,556 PETROQUEST ENERGY INC COM 716748108 201 18,734 SH SOLE 18,734 PIER 1 IMPORTS INC COM STK COM 720279108 122 25,721 SH SOLE 25,721 PORTLAND GENERAL ELECTRIC CO COM 736508847 422 15,172 SH SOLE 15,172 POTLATCH HOLDINGS INC COM COM 737630103 387 8,604 SH SOLE 8,604 POZEN INC COM STK COM 73941U102 142 12,842 SH SOLE 12,842 PREMIERE GLOBAL SERVICES INC COM 740585104 162 12,807 SH SOLE 12,807 REGAL ENTERTAINMENT GROUP CL COM 758766109 285 12,982 SH SOLE 12,982 RF MICRO DEVICES INC COM STK COM 749941100 182 27,025 SH SOLE 27,025 ROBBINS & MYERS INC COM STK COM 770196103 240 4,186 SH SOLE 4,186 ROSETTA RESOURCES INC COM STK COM 777779307 265 14,474 SH SOLE 14,474 S1 CORP COM STK COM 78463B101 129 14,287 SH SOLE 14,287 SAFETY INS GROUP INC COM STK COM 78648T100 327 9,092 SH SOLE 9,092 SALIX PHARMACEU COM 795435106 127 10,252 SH SOLE 10,252 SAPIENT CORPORATION COM STK COM 803062108 82 12,218 SH SOLE 12,218 SILICON IMAGE INC COM STK COM 82705T102 78 15,168 SH SOLE 15,168 SKYWORKS SOLUTIONS INC COM ST COM 83088M102 143 15,819 SH SOLE 15,819 SONOSITE INC COM STK COM 83568G104 214 7,015 SH SOLE 7,015 SPANSION INC COM STK COM 84649R101 150 17,807 SH SOLE 17,807 SPARTAN STORES INC COM STK COM 846822104 208 9,240 SH SOLE 9,240 SPSS INC COM STK COM 78462K102 238 5,783 SH SOLE 5,783 ST MARY LAND & EXPL CO COM ST COM 792228108 292 8,195 SH SOLE 8,195 STEELCASE INC CL A COM COM 858155203 290 16,153 SH SOLE 16,153 STEWART ENTERPRISES INC CL A COM 860370105 143 18,726 SH SOLE 18,726 SWIFT ENERGY CO COM STK COM 870738101 341 8,345 SH SOLE 8,345 TECH DATA CORP COM STK COM 878237106 467 11,644 SH SOLE 11,644 TENET HEALTHCARE CORP COM STK COM 88033G100 94 27,907 SH SOLE 27,907 TIDEWATER INC COM STK COM 886423102 454 7,221 SH SOLE 7,221 TOUSA INC COM COM 872962105 64 39,842 SH SOLE 39,842 TRUMP ENTMT RESORTS INC COM S COM 89816T103 78 12,081 SH SOLE 12,081 TUPPERWARE BRANDS CORPORATION COM 899896104 281 8,915 SH SOLE 8,915 UNITED ONLINE INC COM STK COM 911268100 178 11,887 SH SOLE 11,887 UNITED STATES CELLULAR CORP C COM 911684108 232 2,360 SH SOLE 2,360 UNIVERSAL CORP VA COM STK COM 913456109 263 5,370 SH SOLE 5,370 USA MOBILITY INC COM COM 90341G103 172 10,180 SH SOLE 10,180 VARIAN INC COM STK COM 922206107 62 982 SH SOLE 982 VIAD CORP COM STK COM 92552R406 253 7,019 SH SOLE 7,019 VIROPHARMA INC COM STK COM 928241108 98 11,000 SH SOLE 11,000 VISHAY INTERTECHNLGYINC COM 928298108 210 16,124 SH SOLE 16,124 WARNACO GROUP INC COM STK COM 934390402 201 5,148 SH SOLE 5,148 WET SEAL INC CL A COM COM 961840105 123 31,655 SH SOLE 31,655 WIND RIVER SYSTEMS INC COM ST COM 973149107 192 16,312 SH SOLE 16,312 XENOPORT INC COM STK COM 98411C100 221 4,688 SH SOLE 4,688 ZOLL MEDICAL CORP COM STK COM 989922109 206 7,954 SH SOLE 7,954 ZORAN CORP COM STK COM 98975F101 216 10,680 SH SOLE 10,680 Russell 3000 ishares 464287689 6,723 76,400 SH SOLE 76,400 MSCI EAFE Index ishares 464287465 18,199 220,355 SH SOLE 220,355 MSCI Emerging Markets Index ishares 464287234 5,933 39,700 SH SOLE 39,700 S&P 500 Growth ishares 464287309 11,425 160,555 SH SOLE 160,555