13F-HR 1 simq31013freport.txt 13F-HR 09/30/2010 0000846633 e$e3akrv NONE 1 STEVE WALLACE (703) 243-4433 stevew@emiemm.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: 09/30/2010 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 11/12/2010 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: 34 FORM 13F Information Table Value Total: 44,326 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 ------------------------------------------------------------------------------------------------------------------------------------ AVNET INC COM STK COM 053807103 222 8,220 SH SOLE 8,220 BRIGHTPOINT INC COM COM 109473405 75 10,704 SH SOLE 10,704 CARNIVAL CORP COM 143658300 134 3,501 SH SOLE 3,501 CHINA SUNERGY CO LTD ADR COM 16942X104 138 31,115 SH SOLE 31,115 DOMINOS PIZZA COM 25754A201 148 11,192 SH SOLE 11,192 EARTHLINK INC COM STK COM 270321102 167 18,345 SH SOLE 18,345 ENTEGRIS INC COM STK COM 29362U104 64 13,633 SH SOLE 13,633 FLAGSTAR BANCORP INC COM STK COM 337930507 60 33,161 SH SOLE 33,161 GENCORP INC COM STK COM 368682100 103 20,856 SH SOLE 20,856 GRAN TIERRA ENERGY INC COM ST COM 38500T101 100 12,960 SH SOLE 12,960 GT SOLAR INTERNATIONAL COM ST COM 3623E0209 107 12,801 SH SOLE 12,801 HECLA MNG CO COM STK COM 422704106 84 13,352 SH SOLE 13,352 INFINERA CORP COM 45667G103 167 14,288 SH SOLE 14,288 INTEGRATED DEVICE TECHNOLOGY COM 458118106 67 11,474 SH SOLE 11,474 JA SOLAR HLD ADR COM 466090107 248 27,174 SH SOLE 27,174 KULICKE & SOFFA INDS INC COM COM 501242101 82 13,286 SH SOLE 13,286 ORIGIN AGRITECH LTD COM STK COM G67828106 108 13,422 SH SOLE 13,422 PACER INTERNATIONAL INC TENNE COM 69373H106 62 10,312 SH SOLE 10,312 SELECT COMFORT CORP COM STK COM 81616X103 71 10,502 SH SOLE 10,502 SILVERCORP METAL COM 82835P103 151 18,219 SH SOLE 18,219 SMART MODULAR TECHNOLOGIES (W COM G82245104 85 14,124 SH SOLE 14,124 THE MCCLATCHY COMPANY CL A CO COM 579489105 73 18,675 SH SOLE 18,675 TOUSA INC COM COM 872962105 0 31,608 SH SOLE 31,608 W&T OFFSHORE INC COM STK COM 92922P106 107 10,118 SH SOLE 10,118 YRC WORLDWIDE INC COM COM 984249102 16 64,128 SH SOLE 64,128 Russell 3000 ETF 464287689 14,505 214,474 SH SOLE 214,474 IPath GSCI ETF 06738C794 1,752 58,250 SH SOLE 58,250 MSCI EAFE Index ETF 464287465 6,658 121,093 SH SOLE 121,093 MSCI Taiwan Index ETF 464286731 221 16,300 SH SOLE 16,300 S&P 500 Depository ETF 78462F103 4,959 43,350 SH SOLE 43,350 S&P 100 Index ETF 464287101 1,937 37,500 SH SOLE 37,500 MSCI EmergingMarkets ETF 464287234 7,589 169,620 SH SOLE 169,620 Barclays 1-3 yr CD ETF 464288646 2,006 19,100 SH SOLE 19,100 IBOXX Investment Group ETF 464287242 2,059 18,200 SH SOLE 18,200