STRATEGIC INVESTMENT MANAGEMENT, LLC — 13F Holdings & Portfolio

CIK 846633 · latest 13F-HR filed 2026-05-05

AUM is the long-equity portion reported on Form 13F-HR. Excludes short positions, cash, foreign holdings, and non-13F assets. For informational purposes only — not investment advice.

Loading holdings…
AUM

$239.5M

Long-equity book

Holdings

14

Distinct positions

Period

2026-03-31

Filed 2026-05-05

Q/Q Activity

+2 / −1 / ↑1 / ↓4

vs 2025-12-31

Firm Profile & Key People
Name Title / Status Ownership Type

Top Adds (vs prior quarter)

  • ISHARES RUSSELL 3000 INDEX$13.7M +73.9%
Show all 1

Top Trims

  • MSCI Emerging Markets ETF (iShares Core)-$17.9M -60.0%
  • MSCI EAFE ETF (iShares Core)-$10.4M -40.7%
  • JPMorgan BetaBuilders Canada ETF-$1.8M -5.4%
  • SPDR GOLD TRUST-$995.5K -6.4%
Show all 4

New Positions

  • VANGUARD S&P500 ETF$91.2M
  • iShares MSCI Emerging Markets ex-China Index$2.2M
Show all 2

Exited Positions

  • ISHARES CORE U.S. AGGREGATE$34.4M
Show all 1
All Holdings

Rows tagged Call or Put are options positions, not stock. Per SEC Form 13F-HR, Value shows the notional value of the underlying (shares covered × underlying price), not the option premium. Shares is the number of underlying shares covered (divide by 100 for contract count).

# Issuer Symbol CUSIP Value Weight Shares Type
1 VANGUARD S&P500 ETF VOO 922908363 $91.2M 38.10% 152,670 SH
2 ISHARES RUSSELL 3000 INDEX IWV 464287689 $32.2M 13.44% 86,831 SH
3 JPMorgan BetaBuilders Canada ETF BBCA 46641Q225 $31.4M 13.09% 333,320 SH
4 ISHARES S&P GSCI COMMODITY I GSG 46428R107 $22.8M 9.51% 705,972 SH
5 MSCI EAFE ETF (iShares Core) IEFA 46432F842 $15.2M 6.35% 167,931 SH
6 SPDR GOLD TRUST GLD 78463V107 $14.5M 6.07% 33,800 SH
7 MSCI Emerging Markets ETF (iShares Core) IEMG 46434G103 $11.9M 4.99% 171,305 SH
8 SPDR BARCLAYS CAPITAL HIGH JNK 78468R622 $7.6M 3.19% 79,820 SH
9 TDTT US Equity TDTT 33939L506 $5.8M 2.41% 238,360 SH
10 SPDR S&P 500 ETF TRUST SPY 78462F103 $3.8M 1.61% 5,910 SH
11 iShares MSCI Emerging Markets ex-China Index EMXC 46434G764 $2.2M 0.91% 27,830 SH
12 ISHARES EDGE MSCI USA VALUE VLUE 46432F388 $426.6K 0.18% 3,000 SH
13 ISHARES RUSSELL 2000 IWM 464287655 $265.4K 0.11% 1,070 SH
14 ISHARES CORE S&P 500 ETF IVV 464287200 $86.2K 0.04% 132 SH
Filing History
Period Filed AUM Holdings Accession
2026-03-31 2026-05-05 $239.5M 14 0000846633-26-000010
2025-12-31 2026-01-29 $197.3M 13 0000846633-26-000003