STRATEGIC INVESTMENT MANAGEMENT, LLC

CIK 0000846633 · Q2 2026

13F Equity AUM

$290.5M

+21.3% QoQ

Positions

-14 QoQ

AUM Rank

#6,687

Top 53%

Skill Alpha (FF)

-4.5%/yr

Underperformer

Rank #7,255 · Top 88%

vs S&P -6.5%/yr (unadj.)

Quarters Tracked

~13 years

Portfolio Concentration

Top 5: 76.2%Top 10: 97.5%Top 20: 100.0%

VOO36.1%

AGG11.7%

BBCA11.4%

IEMG10.1%

GSG7.0%

IWV6.1%

IEFA5.3%

GQ95.3%

JNK2.6%

TDTT2.0%

Others (6)2.5%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

No sector data available.

Position Sizing

Positions: 16Median: 3.95%Avg: 6.25%

0–0.5%

4(0.3%)

0.5–1%

1(0.9%)

1–3%

3(5.9%)

3–5%

0(0.0%)

5%+

8(92.9%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 0Unique: 16vs 20 funds

0%Low

Fund positions

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

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Position Changes This Quarter

New0Increased0Decreased0Exited0

No position changes this quarter.

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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