STRATEGIC INVESTMENT MANAGEMENT, LLC

Portfolio Overview

STRATEGIC INVESTMENT MANAGEMENT, LLC disclosed 14 positions worth $239.5M in its Form 13F-HR for Q1 2026. During the quarter the fund opened 2 new positions and exited 1. The portfolio is most concentrated in Other (84.4% of disclosed assets). All figures are sourced directly from STRATEGIC INVESTMENT MANAGEMENT, LLC’s Form 13F-HR filing with the SEC under CIK 846633.

• VANGUARD S&P500 ETF

  —

  Quality

  $91.2M152,670 sh

• ISHARES RUSSELL 3000 INDEX

  —

  Quality

  $32.2M86,831 sh

• JPMorgan BetaBuilders Canada ETF

  —

  Quality

  $31.4M333,320 sh
• 

  iShares S&P GSCI Commodity-Indexed Trust

  $GSG

  —

  Quality

  $22.8M705,972 sh

• MSCI EAFE ETF (iShares Core)

  —

  Quality

  $15.2M167,931 sh
• 

  SPDR GOLD TRUST

  $GLD

  —

  Quality

  $14.5M33,800 sh

• MSCI Emerging Markets ETF (iShares Core)

  —

  Quality

  $11.9M171,305 sh

• SPDR BARCLAYS CAPITAL HIGH

  —

  Quality

  $7.6M79,820 sh

• TDTT US Equity

  —

  Quality

  $5.8M238,360 sh
• 

  SPDR S&P 500 ETF TRUST

  $SPY

  —

  Quality

  $3.8M5,910 sh

Company	Quality	Value	Shares
VANGUARD S&P500 ETF	—	$91.2M	152,670
ISHARES RUSSELL 3000 INDEX	—	$32.2M	86,831
JPMorgan BetaBuilders Canada ETF	—	$31.4M	333,320
iShares S&P GSCI Commodity-Indexed Trust$GSG	—	$22.8M	705,972
MSCI EAFE ETF (iShares Core)	—	$15.2M	167,931
SPDR GOLD TRUST$GLD	—	$14.5M	33,800
MSCI Emerging Markets ETF (iShares Core)	—	$11.9M	171,305
SPDR BARCLAYS CAPITAL HIGH	—	$7.6M	79,820
TDTT US Equity	—	$5.8M	238,360
SPDR S&P 500 ETF TRUST$SPY	—	$3.8M	5,910

Showing top 10 of 14 holdings.

Full Holdings — STRATEGIC INVESTMENT MANAGEMENT, LLC (Q1 2026)

All 14 disclosed positions from the latest Form 13F-HR, with quarter-over-quarter share changes and 13F Pro quality scores. Sourced from SEC EDGAR.

#	Ticker	Company	Value	Weight	QoQ	Quality
1	—	VANGUARD S&P500 ETF	$91.2M	38.1%	NEW	—
2	—	ISHARES RUSSELL 3000 INDEX	$32.2M	13.4%	+81%	—
3	—	JPMorgan BetaBuilders Canada ETF	$31.4M	13.1%	-7%	—
4	$GSG	iShares S&P GSCI Commodity-Indexed Trust	$22.8M	9.5%	-25%	—
5	—	MSCI EAFE ETF (iShares Core)	$15.2M	6.3%	-41%	—
6	$GLD	SPDR GOLD TRUST	$14.5M	6.1%	-14%	—
7	—	MSCI Emerging Markets ETF (iShares Core)	$11.9M	5.0%	-61%	—
8	—	SPDR BARCLAYS CAPITAL HIGH	$7.6M	3.2%	+0%	—
9	—	TDTT US Equity	$5.8M	2.4%	+0%	—
10	$SPY	SPDR S&P 500 ETF TRUST	$3.8M	1.6%	-0%	—
11	—	iShares MSCI Emerging Markets ex-China Index	$2.2M	0.9%	NEW	—
12	—	ISHARES EDGE MSCI USA VALUE	$426,570	0.2%	+0%	—
13	—	ISHARES RUSSELL 2000	$265,360	0.1%	+0%	—
14	—	ISHARES CORE S&P 500 ETF	$86,224	0.0%	+0%	—