STRATEGIC INVESTMENT MANAGEMENT, LLC

Q2 2026 13F-HR Holdings

Location
Arlington, VA
Holdings as of
6/30/2026
Date filed
7/20/2026
Form type
13F-HR
Num holdings
16
Total value ($000)
$290,537
Net value change ($000)
+51,079 (21.3%)
New positions
3
Sold out positions
1
Turnover %
13.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/5/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q1 2026
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
AGG 34,112 NEW
IEMG 17,248 144.3%
VOO 13,627 14.9%
IAU 2,507 NEW
BBCA 1,780 5.7%
GLD 707 4.9%
IEFA 303 2.0%
VLUE 172 40.3%
IWM 56 21.1%
JNK 52 0.7%
Top Reduces (Value $000, Stocks/ETFs)
IWV -14,538 -45.2%
GSG -2,577 -11.3%
EMXC -2,189 -100.0%
SPY -125 -3.3%
TDTT -79 -1.4%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type