STRATEGIC INVESTMENT MANAGEMENT, LLC

Portfolio Overview

STRATEGIC INVESTMENT MANAGEMENT, LLC disclosed 16 positions worth $290.5M in its Form 13F-HR for Q2 2026. During the quarter the fund opened 3 new positions and exited 1. The portfolio is most concentrated in Other (86.9% 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 - ETF

  —

  Quality

  $104.9M152,670 sh

• ISHARES CORE U.S. AGGREGATE - ETF

  —

  Quality

  $34.1M344,640 sh

• JPMorgan BetaBuilders Canada ETF - ETF

  —

  Quality

  $33.1M333,320 sh

• MSCI Emerging Markets ETF (iShares Core) - ETF

  —

  Quality

  $29.2M352,445 sh
• 

  iShares S&P GSCI Commodity-Indexed Trust

  $GSG

  —

  Quality

  $20.2M705,972 sh

• ISHARES RUSSELL 3000 INDEX - ETF

  —

  Quality

  $17.6M41,391 sh

• MSCI EAFE ETF (iShares Core) - ETF

  —

  Quality

  $15.5M160,551 sh
• 

  SPDR GOLD TRUST

  $GLD

  —

  Quality

  $15.3M41,400 sh

• SPDR BARCLAYS CAPITAL HIGH - ETF

  —

  Quality

  $7.7M79,820 sh

• TDTT US Equity - ETF

  —

  Quality

  $5.7M238,360 sh

Company	Quality	Value	Shares
VANGUARD S&P500 ETF - ETF	—	$104.9M	152,670
ISHARES CORE U.S. AGGREGATE - ETF	—	$34.1M	344,640
JPMorgan BetaBuilders Canada ETF - ETF	—	$33.1M	333,320
MSCI Emerging Markets ETF (iShares Core) - ETF	—	$29.2M	352,445
iShares S&P GSCI Commodity-Indexed Trust$GSG	—	$20.2M	705,972
ISHARES RUSSELL 3000 INDEX - ETF	—	$17.6M	41,391
MSCI EAFE ETF (iShares Core) - ETF	—	$15.5M	160,551
SPDR GOLD TRUST$GLD	—	$15.3M	41,400
SPDR BARCLAYS CAPITAL HIGH - ETF	—	$7.7M	79,820
TDTT US Equity - ETF	—	$5.7M	238,360

Showing top 10 of 16 holdings.

Full Holdings — STRATEGIC INVESTMENT MANAGEMENT, LLC (Q2 2026)

All 16 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 - ETF	$104.9M	36.1%	+0%	—
2	—	ISHARES CORE U.S. AGGREGATE - ETF	$34.1M	11.7%	NEW	—
3	—	JPMorgan BetaBuilders Canada ETF - ETF	$33.1M	11.4%	+0%	—
4	—	MSCI Emerging Markets ETF (iShares Core) - ETF	$29.2M	10.1%	+106%	—
5	$GSG	iShares S&P GSCI Commodity-Indexed Trust	$20.2M	7.0%	+0%	—
6	—	ISHARES RUSSELL 3000 INDEX - ETF	$17.6M	6.1%	-52%	—
7	—	MSCI EAFE ETF (iShares Core) - ETF	$15.5M	5.3%	-4%	—
8	$GLD	SPDR GOLD TRUST	$15.3M	5.3%	+22%	—
9	—	SPDR BARCLAYS CAPITAL HIGH - ETF	$7.7M	2.6%	+0%	—
10	—	TDTT US Equity - ETF	$5.7M	2.0%	+0%	—
11	$SPY	SPDR S&P 500 ETF TRUST	$3.7M	1.3%	-16%	—
12	$IAU	ISHARES GOLD TRUST	$2.5M	0.9%	NEW	—
13	—	ISHARES EDGE MSCI USA VALUE - ETF	$599,430	0.2%	+0%	—
14	—	ISHARES RUSSELL 2000 - ETF	$321,482	0.1%	+0%	—
15	—	ISHARES CORE S&P 500 ETF - ETF	$98,853	0.0%	+0%	—
16	—	STERLING CAP SDB - ETF	$6,395	0.0%	NEW	—