Quarterly history
AUM ($B)fundS&P 500(gap = α)/ Flow in/out
Behavior signals (lifetime)
Dip response
+0.10%
adds when stocks drop
when a holding falls −10%+
Middle response
-1.01%
baseline attrition
Rally response
+3.08%
adds into rallies
when a holding rises +10%+
Top positions · 30
| Ticker | $ value | % port | YoY | Hold time |
|---|---|---|---|---|
| DYNFiShares U.S. Equity Fact | $48M | 7.3% | — | 2.3 yr |
| SPYVState Street SPDR Portfo | $44M | 6.7% | — | 5.3 yr |
| IWFiShares Russell 1000 Gro | $35M | 5.4% | — | 7.3 yr |
| IEMGiShares Core MSCI Emergi | $32M | 4.9% | — | 7.3 yr |
| ABBVAbbVie Inc. | $28M | 4.2% | +7.3% | 7.3 yr |
| VOOVanguard S&P 500 ETF | $24M | 3.6% | — | 7.3 yr |
| HDEFXtrackers MSCI EAFE High | $18M | 2.7% | — | 2.5 yr |
| VTIVanguard Total Stock Mar | $17M | 2.5% | — | 7.3 yr |
| AAPLApple Inc. | $15M | 2.2% | +14.7% | 7.3 yr |
| BAIiShares A.I. Innovation | $14M | 2.1% | — | 1.0 yr |
| SPTIState Street SPDR Portfo | $14M | 2.1% | — | 6.0 yr |
| SPYState Street SPDR S&P 50 | $13M | 1.9% | +17.6% | 7.3 yr |
| IAUiShares Gold Trust | $13M | 1.9% | — | 4.8 yr |
| ABTAbbott Laboratories | $12M | 1.8% | -21.1% | 7.3 yr |
| XLKState Street Technology | $11M | 1.7% | — | 7.3 yr |
Portfolio composition (YoY)
Industry mix
Asset Management70.4%+2.8pp$464M
Asset Management - Bonds5.5%-0.3pp$37M
Drug Manufacturers - General4.6%-0.8pp$30M
Medical - Devices2.7%-1.3pp$18M
Consumer Electronics2.2%-0.5pp$15M
Semiconductors1.9%+0.4pp$13M
Specialty Retail1.4%-0.3pp$9M
Internet Content & Information1.1%+0.2pp$7M
Asset Management - Income1.0%+1.0pp$7M
Software - Infrastructure0.8%-0.2pp$5M
Country
US99.3%-0.1pp
Unknown0.3%+0.2pp
GB0.2%-0.0pp
CA0.1%+0.0pp
FR0.0%-0.0pp
JP0.0%-0.0pp
BM0.0%-0.0pp
CH0.0%-0.0pp
Top 5: 28.5% · Top 10: 41.7% · Top 25: 65.2%
Winners
| Ticker | Prev $ | PnL | YoY % |
|---|---|---|---|
| NVDA | $7M | +0.00B | 60.9% |
| SPY | $11M | +0.00B | 17.6% |
| AAPL | $13M | +0.00B | 14.7% |
| ABBV | $24M | +0.00B | 7.3% |
| AMZN | $8M | +0.00B | 9.5% |
Losers
| Ticker | Prev $ | PnL | YoY % |
|---|---|---|---|
| ABT | $14M | -0.00B | -21.1% |
Quarterly history (TTM returns)
| Period | AUM | # Pos | Return (1yr) | SPY (1yr) | Alpha (1yr) | Flow |
|---|---|---|---|---|---|---|
| 2026-03-31 | $659M | 810 | +12.38% | +17.59% | -5.21% | +0.03B |
| 2025-12-31 | $669M | 800 | +18.02% | +17.72% | +0.30% | +0.03B |
| 2025-09-30 | $629M | 816 | +20.05% | +17.52% | +2.53% | +0.02B |
| 2025-06-30 | $553M | 794 | +14.05% | +14.94% | -0.89% | +0.03B |
| 2025-03-31 | $489M | 791 | +7.53% | +8.30% | -0.78% | +0.01B |
| 2024-12-31 | $487M | 735 | +19.10% | +24.89% | -5.78% | +0.02B |
| 2024-09-30 | $458M | 766 | +27.02% | +36.04% | -9.02% | +0.01B |
| 2024-06-30 | $428M | 753 | +15.02% | +24.49% | -9.47% | +0.03B |
| 2024-03-31 | $397M | 751 | +21.24% | +29.62% | -8.38% | +0.05B |
| 2023-12-31 | $317M | 865 | +16.02% | +26.18% | -10.16% | +0.01B |
| 2023-09-30 | $281M | 1003 | +9.39% | +21.57% | -12.18% | +0.03B |
| 2023-06-30 | $268M | 980 | +7.45% | +19.42% | -11.97% | -0.02B |
| 2023-03-31 | $270M | 950 | -12.96% | -7.82% | -5.14% | +0.01B |
| 2022-12-31 | $252M | 964 | -20.80% | -18.17% | -2.62% | +0.03B |
| 2022-09-30 | $214M | 944 | -14.90% | -15.51% | +0.60% | -0.00B |
| 2022-06-30 | $233M | 967 | -8.54% | -10.62% | +2.08% | -0.00B |