13F-HR 1 simq40913freport.txt 13F-HR 12/31/2009 0000846633 v$wkzdv3 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: 12/31/2009 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 02/09/2010 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: 132 FORM 13F Information Table Value Total: 109,508 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 ------------------------------------------------------------------------------------------------------------------------------------ 99 CENTS ONLY STORES COM STK COM 65440K106 45 3,439 SH SOLE 3,439 AEROPOSTALE COM STK COM 007865108 169 4,968 SH SOLE 4,968 ALASKA AIR GROUP INC COM STK COM 011659109 117 3,388 SH SOLE 3,388 AMERICAN CAP STRATEGIES LTD C COM 02503Y103 93 37,911 SH SOLE 37,911 AMERICAN CAPITAL AGENCY CORP COM 02503X105 233 8,765 SH SOLE 8,765 AMERICAN SCIENCE & ENGR INC C COM 029429107 127 1,674 SH SOLE 1,674 AMKOR TECHNOLOGY INC COM STK COM 031652100 236 32,973 SH SOLE 32,973 AMSURG CORP COM STK COM 03232P405 136 6,194 SH SOLE 6,194 ARENA PHARMACEUTICALS INC COM COM 040047102 47 13,344 SH SOLE 13,344 ARENA RES INC COM STK COM 040049108 207 4,809 SH SOLE 4,809 ARIAD PHARMACEUTICALS INC COM COM 04033A100 30 13,221 SH SOLE 13,221 ARMSTRONG WLD COM 04247X102 160 4,119 SH SOLE 4,119 ARROW ELECTRS INC COM STK COM 042735100 136 4,608 SH SOLE 4,608 ART TECHNOLOGY GROUP INC COM COM 04289L107 60 13,354 SH SOLE 13,354 ATLAS AIR WORLDWIDE HLDGS INC COM 049164205 74 1,988 SH SOLE 1,988 AVNET INC COM STK COM 053807103 156 5,161 SH SOLE 5,161 AZZ INC COM STK COM 002474104 244 7,464 SH SOLE 7,464 Ameristar Casinos Inc COM STK COM 03070Q101 19 1,218 SH SOLE 1,218 BANK HAWAII CORP COM STK COM 062540109 219 4,654 SH SOLE 4,654 BIOCRYST PHARMACEUTICALS INC COM 09058V103 66 10,240 SH SOLE 10,240 BRIGHTPOINT INC COM COM 109473405 104 14,142 SH SOLE 14,142 BRINKS CO COM COM 109696104 56 2,291 SH SOLE 2,291 CAL DIVE INTERNATIONAL INC COM 12802T101 26 3,472 SH SOLE 3,472 CARNIVAL CORP COM 143658300 175 5,517 SH SOLE 5,517 CATO CORP NEW CL A COM 149205106 176 8,777 SH SOLE 8,777 CEPHALON INC COM STK COM 156708109 136 2,176 SH SOLE 2,176 CHIMERA INVESTMENT CORP COM S COM 16934Q109 97 25,011 SH SOLE 25,011 CHIQUITA BRANDS INTL INC COM COM 170032809 135 7,473 SH SOLE 7,473 CIRCOR INTL INC COM STK COM 17273K109 227 8,998 SH SOLE 8,998 COLONIAL PROPERTIES TRUST COM COM 195872106 20 1,742 SH SOLE 1,742 COMCAST CORP CL A COM STK COM 20030N101 95 5,638 SH SOLE 5,638 COMMUNITY BK SYS INC COM STK COM 203607106 249 12,875 SH SOLE 12,875 CONSTANT CONTACT INC COM STK COM 210313102 176 10,994 SH SOLE 10,994 COOPER TIRE & RUBBER CO COM S COM 216831107 244 12,145 SH SOLE 12,145 CORPORATE EXECUTIVE BRD CO CO COM 21988R102 49 2,137 SH SOLE 2,137 COTT CORP CAD COM COM 22163N106 138 16,776 SH SOLE 16,776 CRACKER BARREL OLD COUNTRY ST COM 22410J106 75 1,963 SH SOLE 1,963 CSG SYSTEMS INTERNATIONAL INC COM 126349109 168 8,788 SH SOLE 8,788 CVB FINL CORP COM STK COM 126600105 197 22,853 SH SOLE 22,853 CYBERONICS INC COM STK COM 23251P102 43 2,116 SH SOLE 2,116 DELPHI FINL GROUP INC CL A CO COM 247131105 151 6,736 SH SOLE 6,736 DELTA PETE CORP COM STK COM 247907207 10 10,033 SH SOLE 10,033 DELUXE CORP COM STK COM 248019101 187 12,661 SH SOLE 12,661 DIANA SHIPPING INC COM COM Y2066G104 219 15,136 SH SOLE 15,136 DOLLAR THRIFTY AUTOMOTIVE GRO COM 256743105 153 5,987 SH SOLE 5,987 DOLLAR TREE INC COM STK COM 256746108 106 2,200 SH SOLE 2,200 DYNCORP INTERNATIONAL INC COM COM 26817C101 165 11,516 SH SOLE 11,516 EMCOR GROUP INC COM STK COM 29084Q100 130 4,831 SH SOLE 4,831 ENERSYS COM STK COM 29275Y102 191 8,715 SH SOLE 8,715 EV3 INC COM COM 26928A200 220 16,466 SH SOLE 16,466 EXELIXIS INC COM STK COM 30161Q104 128 17,363 SH SOLE 17,363 FULLER H B CO COM STK COM 359694106 241 10,582 SH SOLE 10,582 GENCO SHIPPING & TRADING LTD COM Y2685T107 152 6,804 SH SOLE 6,804 GENCORP INC COM STK COM 368682100 186 26,588 SH SOLE 26,588 GEO GROUP INC COM 36159R103 17 774 SH SOLE 774 GLOBAL INDS LTD COM STK COM 379336100 100 14,051 SH SOLE 14,051 GRAFTECH INTERNATIONAL LTD COM 384313102 72 4,633 SH SOLE 4,633 Grand Canyon Education Inc COM 38526M106 117 6,151 SH SOLE 6,151 HATTERAS FINANCL COM 41902R103 235 8,391 SH SOLE 8,391 HAWAIIAN HLDGS INC COM STK COM 419879101 63 8,975 SH SOLE 8,975 HEALTH NET INC COM STK COM 42222G108 76 3,277 SH SOLE 3,277 HEALTHSPRING INC COM STK COM 42224N101 35 1,983 SH SOLE 1,983 HECLA MNG CO COM STK COM 422704106 61 9,909 SH SOLE 9,909 HRPT PROPERTIES TRUST COM REI COM 40426W101 179 27,693 SH SOLE 27,693 HSN INC COM 404303109 117 5,810 SH SOLE 5,810 ICONIX BRAND GROUP INC COM 451055107 66 5,171 SH SOLE 5,171 INTERNATIONAL BANCSHARES CORP COM 459044103 253 13,405 SH SOLE 13,405 INTERVAL LEISURE GROUP- COM 46113M108 240 19,240 SH SOLE 19,240 IPC THE HOSPITALIST CO COM 44984A105 29 876 SH SOLE 876 J CREW GROUP INC COM 46612H402 22 497 SH SOLE 497 JARDEN CORP COM STK COM 471109108 135 4,357 SH SOLE 4,357 JEFFERIES GROUP INC NEW COM S COM 472319102 8 347 SH SOLE 347 JO-ANN STORES INC COM STK COM 47758P307 25 689 SH SOLE 689 JOS A BANK CLOTHIERS INC COM COM 480838101 186 4,404 SH SOLE 4,404 JOY GLOBAL INC COM STK COM 481165108 144 2,790 SH SOLE 2,790 KBR INC COM 48242W106 119 6,285 SH SOLE 6,285 KENDLE INTERNATIONAL INC COM COM 48880L107 61 3,345 SH SOLE 3,345 KINDRED HEALTHCARE INC COM ST COM 494580103 93 5,058 SH SOLE 5,058 KIRKLANDS INC COM STK COM 497498105 172 9,907 SH SOLE 9,907 KNIGHT CAPITAL GROUP INC COM COM 499005106 19 1,213 SH SOLE 1,213 LA Z BOY INC COM STK COM 505336107 59 6,178 SH SOLE 6,178 LUBRIZOL CORP COM STK COM 549271104 197 2,704 SH SOLE 2,704 MEDICAL PRPS TR COM 58463J304 164 16,365 SH SOLE 16,365 MEDIDATA SOLUTIONS INC COM 58471A105 100 6,402 SH SOLE 6,402 MERITAGE HOMES CORP COM STK COM 59001A102 126 6,542 SH SOLE 6,542 METROPCS COMMUNICATIONS INC C COM 591708102 112 14,742 SH SOLE 14,742 MGM MIRAGE COM STK COM 552953101 23 2,492 SH SOLE 2,492 MICRON TECHNOLOGY INC COM STK COM 595112103 67 6,390 SH SOLE 6,390 NETGEAR INC COM 64111Q104 109 5,015 SH SOLE 5,015 NEW GOLD COM 644535106 13 3,635 SH SOLE 3,635 NEWMARKET CORP COM STK COM 651587107 241 2,099 SH SOLE 2,099 OWENS CORNING INC COM 690742101 35 1,374 SH SOLE 1,374 PACTIV CORP COM STK COM 695257105 253 10,465 SH SOLE 10,465 PAR PHARMACEUTICAL COS INC CO COM 69888P106 163 6,010 SH SOLE 6,010 PARAGON SHIPPING INC -CL A COM 69913R309 53 11,565 SH SOLE 11,565 PFIZER INC SHS COM 717081103 14 752 SH SOLE 752 POLARIS INDS INC COM STK COM 731068102 18 407 SH SOLE 407 POPULAR INC COM STK COM 733174106 37 16,503 SH SOLE 16,503 QUIDEL CORP COM STK COM 74838J101 208 15,117 SH SOLE 15,117 RELIANCE STEEL & ALUMINUM CO COM 759509102 16 377 SH SOLE 377 RENT A CTR INC NEW COM STK COM 76009N100 48 2,718 SH SOLE 2,718 RIGEL PHARMACEUTICALS INC COM COM 766559603 93 9,809 SH SOLE 9,809 RYDER SYSTEM INC COM STK COM 783549108 139 3,381 SH SOLE 3,381 SEAGATE TECHNOLOGY COM STK COM G7945J104 189 10,402 SH SOLE 10,402 SMITH & WESSON HLDG CORP COM COM 831756101 263 64,410 SH SOLE 64,410 SOURCEFIRE INC COM STK COM 83616T108 180 6,739 SH SOLE 6,739 STONE ENERGY CORP COM STK COM 861642106 103 5,688 SH SOLE 5,688 SUPERVALUE INC USD COM COM 868536103 70 5,524 SH SOLE 5,524 TAUBMAN CTRS INC COM REIT COM 876664103 173 4,816 SH SOLE 4,816 TECH DATA CORP COM STK COM 878237106 159 3,410 SH SOLE 3,410 TELETECH HLDGS INC COM STK COM 879939106 37 1,844 SH SOLE 1,844 TETRA TECHNOLOGIES INC DEL CO COM 88162F105 107 9,677 SH SOLE 9,677 THE MCCLATCHY COMPANY CL A CO COM 579489105 30 8,575 SH SOLE 8,575 THOMPSON CREEK METALS CO INC COM 884768102 41 3,505 SH SOLE 3,505 TIMBERLAND CO CL A COM STK COM 887100105 60 3,328 SH SOLE 3,328 TNS COM 872960109 133 5,159 SH SOLE 5,159 TOUSA INC COM COM 872962105 1 32,067 SH SOLE 32,067 TRINITY INDS INC COM STK COM 896522109 119 6,814 SH SOLE 6,814 UNIVERSAL FST PRODS INC COM S COM 913543104 139 3,773 SH SOLE 3,773 VALUECLICK INC COM STK COM 92046N102 120 11,836 SH SOLE 11,836 VISHAY INTERTECHNLGYINC COM 928298108 189 22,638 SH SOLE 22,638 WESTERN DIGITAL CORP COM STK COM 958102105 192 4,351 SH SOLE 4,351 WORLD ACCEPTANCE CORP (S.C.) COM 981419104 42 1,161 SH SOLE 1,161 XL CAPITAL LTD CL-A COM STK COM G98255105 177 9,672 SH SOLE 9,672 ZORAN CORP COM STK COM 98975F101 213 19,292 SH SOLE 19,292 MSCI EAFE ETF 464287465 4,768 86,270 SH SOLE 86,270 MSCI Taiwan ETF 464286731 211 16,300 SH SOLE 16,300 S&P 500 Growth ETF 464287309 1,827 31,500 SH SOLE 31,500 Russell 3000 ETF 464287689 78,438 1,201,564 SH SOLE 1,201,564 S&P 100 Index ETF 464287101 2,958 57,500 SH SOLE 57,500 S&P 500 Depositary ETF 78462F103 6,235 55,950 SH SOLE 55,950