Quarterly history
AUM ($B)fundS&P 500(gap = α)/ Flow in/out
Behavior signals (lifetime)
Dip response
-9.58%
trims when stocks drop
when a holding falls −10%+
Middle response
-1.42%
baseline attrition
Rally response
-0.66%
trims into rallies
when a holding rises +10%+
Top positions · 30
| Ticker | $ value | % port | YoY | Hold time |
|---|---|---|---|---|
| DFACDimensional - US Core Eq | $359M | 43.8% | — | 4.3 yr |
| DFICDimensional - Internatio | $70M | 8.5% | — | 3.8 yr |
| DUSBDimensional - Ultrashort | $37M | 4.6% | — | 2.0 yr |
| VCRBVanguard Core Bond ETF | $34M | 4.1% | — | 2.3 yr |
| DFSDDimensional - Short Dura | $22M | 2.7% | — | 4.0 yr |
| LLYEli Lilly and Company | $18M | 2.1% | +12.2% | 4.3 yr |
| AAPLApple Inc. | $17M | 2.1% | +14.7% | 4.3 yr |
| VTIPVanguard Short-Term Infl | $16M | 1.9% | — | 4.3 yr |
| AVUSAvantis U.S. Equity ETF | $16M | 1.9% | — | 4.3 yr |
| AVEMAvantis Emerging Markets | $14M | 1.7% | — | 4.3 yr |
| HRLHormel Foods Corporation | $11M | 1.3% | -23.5% | 4.3 yr |
| NVDANVIDIA Corporation | $10M | 1.2% | +60.9% | 4.3 yr |
| AVTMAvantis Total Equity Mar | $10M | 1.2% | — | 0.3 yr |
| DFAXDimensional - World ex U | $9M | 1.1% | — | 4.3 yr |
| DFGRDimensional - Global Rea | $9M | 1.1% | — | 3.0 yr |
Portfolio composition (YoY)
Industry mix
Asset Management76.3%-0.8pp$625M
Drug Manufacturers - General2.5%-0.4pp$20M
Consumer Electronics2.1%-0.2pp$17M
Asset Management - Leveraged1.9%+0.6pp$16M
Semiconductors1.7%+0.7pp$14M
Packaged Foods1.4%-1.1pp$11M
Asset Management - Global1.1%+0.2pp$9M
Internet Content & Information1.1%+0.2pp$9M
Asset Management - Income1.0%-0.4pp$8M
Discount Stores0.6%+0.4pp$5M
Country
US99.1%-0.2pp
Unknown0.3%-0.1pp
GB0.1%+0.1pp
TW0.1%+0.1pp
IE0.1%+0.0pp
CA0.1%+0.0pp
CH0.0%+0.0pp
BM0.0%+0.0pp
Top 5: 63.7% · Top 10: 73.5% · Top 25: 85.8%
Top buys this quarter · 15
| NVDA NVIDIA Corporation | +$2M |
| TSM Taiwan Semiconductor Manufactu | +$1M |
| AMZN Amazon.com, Inc. | +$0M |
| MAR Marriott International, Inc. | +$0M |
| AMD Advanced Micro Devices, Inc. | +$0M |
| VRT Vertiv Holdings Co | +$0M |
| WDC Western Digital Corporation | +$0M |
| DELL Dell Technologies Inc. | +$0M |
| COST Costco Wholesale Corporation | +$0M |
| HD The Home Depot, Inc. | +$0M |
Top sells this quarter · 15
| AAPL Apple Inc. | −$1M |
| CAT Caterpillar Inc. | −$1M |
| AMAT Applied Materials, Inc. | −$0M |
| LOW Lowe's Companies, Inc. | −$0M |
| MSFT Microsoft Corporation | −$0M |
| ORCL Oracle Corporation | −$0M |
| JPM JPMorgan Chase & Co. | −$0M |
| AVGO Broadcom Inc. | −$0M |
| MCD McDonald's Corporation | −$0M |
| PLTR Palantir Technologies Inc. | −$0M |
Quarterly history (TTM returns)
| Period | AUM | # Pos | Return (1yr) | SPY (1yr) | Alpha (1yr) | Flow |
|---|---|---|---|---|---|---|
| 2026-03-31 | $819M | 2470 | +13.80% | +17.59% | -3.79% | +0.06B |
| 2025-12-31 | $790M | 2084 | +14.69% | +17.72% | -3.03% | +0.01B |
| 2025-09-30 | $731M | 1631 | +7.94% | +17.52% | -9.58% | +0.07B |
| 2025-06-30 | $630M | 1546 | +6.94% | +14.94% | -8.00% | +0.01B |
| 2025-03-31 | $586M | 1599 | +4.95% | +8.30% | -3.35% | +0.02B |
| 2024-12-31 | $579M | 1597 | +17.31% | +24.89% | -7.57% | +0.01B |
| 2024-09-30 | $567M | 1653 | +23.65% | +36.04% | -12.39% | +0.03B |
| 2024-06-30 | $516M | 1657 | +15.36% | +24.49% | -9.13% | +0.00B |
| 2024-03-31 | $501M | 1642 | +23.30% | +29.62% | -6.32% | +0.02B |
| 2023-12-31 | $442M | 1615 | +16.02% | +26.18% | -10.16% | +0.02B |
| 2023-09-30 | $398M | 1628 | +14.78% | +21.57% | -6.79% | +0.01B |
| 2023-06-30 | $398M | 1589 | +1.59% | +19.42% | -17.84% | -0.01B |
| 2023-03-31 | $367M | 1575 | -11.99% | +4.81% | -16.80% | +0.02B |
| 2022-12-31 | $336M | 1587 | +4.45% | +7.56% | -3.11% | +0.03B |
| 2022-09-30 | $296M | 988 | -13.61% | -4.93% | -8.68% | +0.01B |
| 2022-03-31 | $326M | 654 | -4.62% | -4.62% | +0.00% | +0.01B |