STRATEGIC INVESTMENT MANAGEMENT, LLC
CIK 0000846633
Annualised vol
0.225374%
Beta
0.01092
HHI
1825.921741
Top-10 weight
97.503926%
VaR 95%
0.021156%
VaR 99%
0.042363%
Max drawdown
0.487762%
Matched value
6.529245%
Returns of reported holdings
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Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | VANGUARD S&P500 ETF | ETF | 922908363 | 104,855,283 | 36.09 | 152670.0 | |
| - | ISHARES CORE U.S. AGGREGATE | ETF | 464287226 | 34,112,467 | 11.74 | 344640.0 | |
| - | JPMorgan BetaBuilders Canada ETF | ETF | 46641Q225 | 33,132,008 | 11.4 | 333320.0 | |
| - | MSCI Emerging Markets ETF (iShares Core) | ETF | 46434G103 | 29,196,546 | 10.05 | 352445.0 | |
| - | ISHARES S&P GSCI COMMODITY I | ETF | 46428R107 | 20,190,808 | 6.95 | 705972.0 | |
| - | ISHARES RUSSELL 3000 INDEX | ETF | 464287689 | 17,649,122 | 6.07 | 41391.0 | |
| - | MSCI EAFE ETF (iShares Core) | ETF | 46432F842 | 15,506,018 | 5.34 | 160551.0 | |
| GLD | ADDED | SPDR GOLD TRUST | ETF | 78463V107 | 15,250,932 | 5.25 | 41400.0 |
| - | SPDR BARCLAYS CAPITAL HIGH | ETF | 78468R622 | 7,692,253 | 2.65 | 79820.0 | |
| - | TDTT US Equity | ETF | 33939L506 | 5,699,188 | 1.96 | 238360.0 | |
| SPY | REDUCED | SPDR S&P 500 ETF TRUST | ETF | 78462F103 | 3,718,917 | 1.28 | 4980.0 |
| - | ISHARES GOLD TRU | ETF | 464285204 | 2,506,932 | 0.86 | 33200.0 | |
| - | ISHARES EDGE MSCI USA VALUE | ETF | 46432F388 | 599,430 | 0.21 | 3000.0 | |
| - | ISHARES RUSSELL 2000 | ETF | 464287655 | 321,482 | 0.11 | 1070.0 | |
| - | ISHARES CORE S&P 500 ETF | ETF | 464287200 | 98,853 | 0.03 | 132.0 | |
| - | STERLING CAP SDB | ETF | 85917K447 | 6,395 | 0.0 | 256.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-07-20 | 290,536,634 | 16 | 0.225374 | 0.01092 | 0.487762 |
| 2026-03-31 | 2026-05-05 | 239,458,266 | 14 | 0.28261 | 0.013693 | 0.611403 |
| 2025-12-31 | 2026-01-29 | 197,304,309 | 13 | 0.360861 | 0.017485 | 0.780293 |
| 2025-09-30 | 2025-10-30 | 184,871,543 | 14 | 0.37624 | 0.01823 | 0.813464 |
| 2025-03-31 | 2025-04-30 | 249,044,296 | 21 | 0.265764 | 0.012877 | 0.575022 |
| 2024-12-31 | 2025-01-21 | 289,992,259 | 20 | 0.259766 | 0.012587 | 0.562066 |