Quarterly history
AUM ($B)fundS&P 500(gap = α)/ Flow in/out
Behavior signals (lifetime)
Dip response
-1.67%
trims when stocks drop
when a holding falls −10%+
Middle response
-1.61%
baseline attrition
Rally response
-0.33%
trims into rallies
when a holding rises +10%+
Top positions · 30
| Ticker | $ value | % port | YoY | Hold time |
|---|---|---|---|---|
| AAPLApple Inc. | $36M | 6.2% | +14.7% | 10.5 yr |
| MSFTMicrosoft Corporation | $24M | 4.1% | -0.6% | 10.5 yr |
| CVXChevron Corporation | $20M | 3.5% | +29.2% | 10.5 yr |
| — | $18M | 3.1% | — | 6.8 yr |
| — | $16M | 2.7% | — | 10.5 yr |
| — | $15M | 2.7% | — | 4.8 yr |
| DEDeere & Company | $15M | 2.6% | +21.2% | 9.8 yr |
| GSIEGoldman Sachs ActiveBeta | $13M | 2.3% | — | 9.8 yr |
| PCARPACCAR Inc | $13M | 2.2% | +21.7% | 10.5 yr |
| — | $11M | 1.9% | — | 3.3 yr |
| — | $11M | 1.8% | — | 3.3 yr |
| — | $11M | 1.8% | — | 3.3 yr |
| — | $10M | 1.8% | — | 10.5 yr |
| JNJJohnson & Johnson | $10M | 1.7% | +51.5% | 10.5 yr |
| AMZNAmazon.com, Inc. | $10M | 1.7% | +9.5% | 9.0 yr |
Portfolio composition (YoY)
Industry mix
Unknown36.0%+4.0pp$209M
Asset Management10.9%+0.7pp$63M
Consumer Electronics6.2%-1.1pp$36M
Drug Manufacturers - General4.4%+0.0pp$25M
Software - Infrastructure4.1%-1.2pp$24M
Industrial - Machinery3.7%-0.2pp$21M
Oil & Gas Integrated3.5%-0.1pp$20M
Semiconductors3.2%+0.5pp$19M
Agricultural - Machinery2.8%+0.0pp$16M
Aerospace & Defense1.8%+0.5pp$11M
Country
US62.3%-4.6pp
Unknown36.0%+4.0pp
CH0.9%+0.0pp
DK0.4%
TW0.2%
GB0.1%-0.1pp
DE0.0%
Top 5: 19.6% · Top 10: 31.3% · Top 25: 52.8%
Top buys this quarter · 15
| BSX Boston Scientific Corporationnew | +$3M |
| UNP Union Pacific Corporation | +$2M |
| BA The Boeing Company | +$1M |
| MKC McCormick & Company, Incorpora | +$4M |
| AMZN Amazon.com, Inc. | +$10M |
| MSFT Microsoft Corporation | +$24M |
| MRVL Marvell Technology, Inc. | +$0M |
| CLX The Clorox Company | +$0M |
| NKE NIKE, Inc. | +$3M |
| PEP PepsiCo, Inc. | +$0M |
Top sells this quarter · 15
| CTRA Coterra Energy Inc. | −$2M |
| KMB Kimberly-Clark Corporation | −$1M |
| AIR AAR Corp. | −$0M |
| GIS General Mills, Inc.exit | −$0M |
| ILMN Illumina, Inc. | −$0M |
| BAC Bank of America Corporation | −$0M |
| KMPR Kemper Corporation | −$0M |
| QCOM QUALCOMM Incorporated | −$0M |
| GLW Corning Incorporated | −$0M |
| CVX Chevron Corporation | −$15M |
Quarterly history (TTM returns)
| Period | AUM | # Pos | Return (1yr) | SPY (1yr) | Alpha (1yr) | Flow |
|---|---|---|---|---|---|---|
| 2026-03-31 | $581M | 212 | +12.28% | +17.59% | -5.31% | +0.02B |
| 2025-12-31 | $566M | 209 | +11.81% | +17.72% | -5.91% | +0.04B |
| 2025-09-30 | $509M | 207 | +8.16% | +17.52% | -9.35% | +0.01B |
| 2025-06-30 | $471M | 199 | +7.24% | +14.94% | -7.70% | -0.03B |
| 2025-03-31 | $479M | 190 | +2.21% | +8.30% | -6.10% | -0.00B |
| 2024-12-31 | $490M | 188 | +13.16% | +24.89% | -11.72% | -0.02B |
| 2024-09-30 | $508M | 183 | +26.05% | +36.04% | -9.99% | -0.02B |
| 2024-06-30 | $511M | 223 | +16.53% | +24.49% | -7.97% | -0.14B |
| 2024-03-31 | $649M | 217 | +26.13% | +29.62% | -3.50% | +0.07B |
| 2023-12-31 | $534M | 170 | +21.21% | +26.18% | -4.97% | -0.00B |
| 2023-09-30 | $481M | 165 | +18.53% | +21.57% | -3.04% | -0.00B |
| 2023-06-30 | $501M | 166 | +18.64% | +19.42% | -0.78% | -0.01B |
| 2023-03-31 | $475M | 165 | -3.19% | -7.82% | +4.63% | -0.01B |
| 2022-12-31 | $459M | 162 | -11.75% | -18.17% | +6.42% | -0.00B |
| 2022-09-30 | $422M | 163 | -10.21% | -15.51% | +5.29% | -0.02B |
| 2022-06-30 | $455M | 166 | -6.27% | -10.62% | +4.35% | -0.00B |