STRATEGIC INVESTMENT MANAGEMENT, LLC

CIK 0000846633 · Q1 2026

13F Equity AUM

$239.5M

+21.4% QoQ

Positions

+1 QoQ

AUM Rank

#6,713

Top 54%

Skill Alpha (FF)

-4.5%/yr

Underperformer

Rank #7,256 · Top 88%

vs S&P -9.9%/yr (unadj.)

Quarters Tracked

~13 years

Portfolio Concentration

Top 5: 80.5%Top 10: 98.8%Top 20: 100.0%

VOO38.1%

IWV13.4%

BBCA13.1%

GSG9.5%

IEFA6.3%

GQ96.1%

IEMG5.0%

JNK3.2%

TDTT2.4%

SPY1.6%

Others (4)1.2%

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

Sector Allocation

Financial Services100.0%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 14Median: 4.09%Avg: 7.14%

0–0.5%

3(0.3%)

0.5–1%

1(0.9%)

1–3%

2(4.0%)

3–5%

2(8.2%)

5%+

6(86.6%)

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

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Portfolio Overlap

Shared: 14Unique: 0vs 20 funds

0.2%Low

Fund positions

7,299

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.

Most Similar Funds

Top 6 benchmark funds with highest portfolio overlap (Jaccard similarity)

MORGAN STANLEY

0.3%

BANK OF AMERICA CORP /DE/

0.3%

0.3%

0.3%

0.4%

0.2%

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New2Increased1Decreased6Exited1

New Positions

VOO38.1%

+153K

EMXC0.9%

+28K

Increased

IWV13.4%

+39K(+82%)

Decreased

IEMG5.0%

-273,060(-61%)

GSG9.5%

-241,600(-26%)

IEFA6.3%

-118,819(-41%)

BBCA13.1%

-23,230(-7%)

GQ96.1%

-5,410(-14%)

SPY1.6%

-20(-0%)

Exited

AGG

-344,640

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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