STRATEGIC INVESTMENT MANAGEMENT, LLC — 13F Holdings & Portfolio
CIK 846633 · latest 13F-HR filed 2026-07-20
STRATEGIC INVESTMENT MANAGEMENT, LLC manages $290.5M in 13F-reported U.S. long-equity assets across 16 reported positions as of its 2026-06-30 13F-HR filing. Its largest disclosed positions are VOO (36.09%), AGG (11.74%), BBCA (11.40%). Quarter over quarter (versus its 2026-03-31 filing) the fund opened 3 new positions, exited 1, added to 6, and trimmed 2.
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.
16TH FLOOR
ARLINGTON, VA 22209
$290.5M
Long-equity book
16
Distinct positions
2026-06-30
Filed 2026-07-20
+3 / −1 / ↑6 / ↓2
vs 2026-03-31
| Name | Title / Status | Ownership | Type |
|---|
Top Adds (vs prior quarter)
- MSCI Emerging Markets ETF (iShares Core)$17.2M +144.4%
- VANGUARD S&P500 ETF$13.6M +14.9%
- JPMorgan BetaBuilders Canada ETF$1.8M +5.7%
- ISHARES EDGE MSCI USA VALUE$172.9K +40.5%
- ISHARES RUSSELL 2000$56.1K +21.1%
Top Trims
- ISHARES RUSSELL 3000 INDEX-$14.5M -45.2%
- ISHARES S&P GSCI COMMODITY I-$2.6M -11.3%
New Positions
- ISHARES CORE U.S. AGGREGATE$34.1M
- ISHARES GOLD TRU$2.5M
- STERLING CAP SDB$6.4K
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 | $104.9M | 36.09% | 152,670 | SH |
| 2 | ISHARES CORE U.S. AGGREGATE | AGG | 464287226 | $34.1M | 11.74% | 344,640 | SH |
| 3 | JPMorgan BetaBuilders Canada ETF | BBCA | 46641Q225 | $33.1M | 11.40% | 333,320 | SH |
| 4 | MSCI Emerging Markets ETF (iShares Core) | IEMG | 46434G103 | $29.2M | 10.05% | 352,445 | SH |
| 5 | ISHARES S&P GSCI COMMODITY I | GSG | 46428R107 | $20.2M | 6.95% | 705,972 | SH |
| 6 | ISHARES RUSSELL 3000 INDEX | IWV | 464287689 | $17.6M | 6.07% | 41,391 | SH |
| 7 | MSCI EAFE ETF (iShares Core) | IEFA | 46432F842 | $15.5M | 5.34% | 160,551 | SH |
| 8 | SPDR GOLD TRUST | GLD | 78463V107 | $15.3M | 5.25% | 41,400 | SH |
| 9 | SPDR BARCLAYS CAPITAL HIGH | JNK | 78468R622 | $7.7M | 2.65% | 79,820 | SH |
| 10 | TDTT US Equity | TDTT | 33939L506 | $5.7M | 1.96% | 238,360 | SH |
| 11 | SPDR S&P 500 ETF TRUST | SPY | 78462F103 | $3.7M | 1.28% | 4,980 | SH |
| 12 | ISHARES GOLD TRU | IAU | 464285204 | $2.5M | 0.86% | 33,200 | SH |
| 13 | ISHARES EDGE MSCI USA VALUE | VLUE | 46432F388 | $599.4K | 0.21% | 3,000 | SH |
| 14 | ISHARES RUSSELL 2000 | IWM | 464287655 | $321.5K | 0.11% | 1,070 | SH |
| 15 | ISHARES CORE S&P 500 ETF | IVV | 464287200 | $98.9K | 0.03% | 132 | SH |
| 16 | STERLING CAP SDB | SCSB | 85917K447 | $6.4K | 0.00% | 256 | SH |
| Period | Filed | AUM | Holdings | Accession |
|---|---|---|---|---|
| 2026-06-30 | 2026-07-20 | $290.5M | 16 | 0000846633-26-000012 |
| 2026-03-31 | 2026-05-05 | $239.5M | 14 | 0000846633-26-000010 |
| 2025-12-31 | 2026-01-29 | $197.3M | 13 | 0000846633-26-000003 |