Fund Universe

STRATEGIC INVESTMENT MANAGEMENT, LLC

CIK 0000846633 · holdings for 2026Q2 (change vs 2026Q1) · in signal universe
Quality Q
0.709
AUM ($M)
291
Positions
16
Turnover
0.18
Top-10 wt
98%
Herfindahl
0.183
History (qtrs)
6
Excess Return

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Quarter
Activity this period
Security type

Holdings · 17 positions · portfolio value $291M

TickerNameActivitySecurity Type WeightΔ Weight Value ($M)SharesΔ Shares Qtrs HeldExcess Return
VOO funds › VANGUARD S&P500 ETF HOLD 36.1% -2.0% 104.9 152,670 +0 0
AGG funds › ISHARES CORE U.S. AGGREGATE NEW 11.7% +11.7% 34.1 344,640 +344,640 0
BBCA funds › JPMorgan BetaBuilders Canada ETF HOLD 11.4% -1.7% 33.1 333,320 +0 0
IEMG funds › MSCI Emerging Markets ETF (iShares Core) ADD 10.0% +5.1% 29.2 352,445 +181,140 0
GSG funds › ISHARES S&P GSCI COMMODITY I HOLD 6.9% -2.6% 20.2 705,972 +0 0
IWV funds › ISHARES RUSSELL 3000 INDEX TRIM 6.1% -7.4% 17.6 41,391 -45,440 0
IEFA funds › MSCI EAFE ETF (iShares Core) TRIM 5.3% -1.0% 15.5 160,551 -7,380 0
GLD funds › SPDR GOLD TRUST ADD 5.2% -0.8% 15.3 41,400 +7,600 0
JNK funds › SPDR BARCLAYS CAPITAL HIGH HOLD 2.6% -0.5% 7.7 79,820 +0 0
TDTT funds › TDTT US Equity HOLD 2.0% -0.5% 5.7 238,360 +0 0
SPY funds › SPDR S&P 500 ETF TRUST TRIM 1.3% -0.3% 3.7 4,980 -930 0
IAU funds › ISHARES GOLD TRU NEW 0.9% +0.9% 2.5 33,200 +33,200 0
VLUE funds › ISHARES EDGE MSCI USA VALUE HOLD 0.2% +0.0% 0.6 3,000 +0 0
IWM funds › ISHARES RUSSELL 2000 HOLD 0.1% -0.0% 0.3 1,070 +0 0
IVV funds › ISHARES CORE S&P 500 ETF HOLD 0.0% -0.0% 0.1 132 +0 0
SCSB funds › STERLING CAP SDB NEW 0.0% +0.0% 0.0 256 +256 0
EMXC funds › iShares MSCI Emerging Markets ex-China Index EXIT 0.0% -0.9% 0.0 0 -27,830 0

Point-in-time history

Each row is this fund as of that period, not as of today — what the scoring for that quarter actually saw.
PeriodAUM ($M)Positions TurnoverTop-10 wtHerfindahl Quality Q Skill Universe
2026Q2 291 16 0.18 98% 0.183 0.709 in
2026Q1 239 14 0.43 99% 0.202 0.227 in
2025Q4 197 13 0.09 100% 0.129 0.794 in
2025Q3 185 14 0.18 99% 0.127 0.630 in
2025Q2 187 12 0.27 100% 0.185 0.480 entered
2025Q1 249 21 0.00 90% 0.107 0.000 out
Long US-equity 13F disclosures only · up to 45-day reporting lag · sells = reduce/avoid, not short. JSON: /api/signals · /api/funds · /api/status