Quarterly history
AUM ($B)fundS&P 500(gap = α)/ Flow in/out
Behavior signals (lifetime)
Dip response
+10.55%
adds when stocks drop
when a holding falls −10%+
Middle response
+3.76%
steady accumulation
Rally response
+7.66%
adds into rallies
when a holding rises +10%+
Top positions · 30
| Ticker | $ value | % port | YoY | Hold time |
|---|---|---|---|---|
| DFACDimensional - US Core Eq | $199M | 17.9% | — | 4.5 yr |
| DFATDimensional - US Targete | $184M | 16.5% | — | 4.5 yr |
| DFIVDimensional - Internatio | $88M | 8.0% | — | 4.5 yr |
| DFUVDimensional - US Marketw | $84M | 7.5% | — | 4.0 yr |
| DFAXDimensional - World ex U | $51M | 4.6% | — | 4.5 yr |
| VGITVanguard Intermediate-Te | $40M | 3.6% | — | 4.5 yr |
| DISVDimensional - Internatio | $39M | 3.5% | — | 3.8 yr |
| DFUSDimensional - US Equity | $35M | 3.1% | — | 4.5 yr |
| DFSVDimensional - US Small C | $31M | 2.8% | — | 3.8 yr |
| AVEMAvantis Emerging Markets | $25M | 2.2% | — | 0.3 yr |
| DFSDDimensional - Short Dura | $24M | 2.2% | — | 2.5 yr |
| DFASDimensional - US Small C | $23M | 2.1% | — | 4.5 yr |
| VTIPVanguard Short-Term Infl | $16M | 1.5% | — | 3.8 yr |
| DFAUDimensional - US Core Eq | $14M | 1.3% | — | 3.8 yr |
| DFEMDimensional - Emerging M | $12M | 1.1% | — | 2.5 yr |
Portfolio composition (YoY)
Industry mix
Asset Management86.6%-7.6pp$962M
Asset Management - Leveraged1.5%-0.3pp$16M
Semiconductors1.4%+1.0pp$15M
Consumer Electronics0.6%+0.1pp$7M
Software - Infrastructure0.6%+0.2pp$6M
Drug Manufacturers - General0.5%+0.3pp$6M
Internet Content & Information0.5%+0.3pp$6M
Regulated Electric0.4%+0.2pp$4M
Discount Stores0.4%+0.3pp$4M
Aerospace & Defense0.4%$4M
Country
US99.1%-0.7pp
GB0.2%+0.2pp
CH0.1%
Unknown0.1%+0.0pp
JP0.1%+0.1pp
NL0.1%
AU0.0%
IE0.0%
Top 5: 54.5% · Top 10: 69.8% · Top 25: 85.7%
Losers
| Ticker | Prev $ | PnL | YoY % |
|---|---|---|---|
| MSFT | $2M | -0.00B | -0.6% |
Top buys this quarter · 15
| MSFT Microsoft Corporation | +$1M |
| KO The Coca-Cola Company | +$1M |
| MS Morgan Stanleynew | +$1M |
| PG The Procter & Gamble Company | +$1M |
| DOW Dow Inc.new | +$0M |
| BURL Burlington Stores, Inc.new | +$0M |
| SPGI S&P Global Inc.new | +$0M |
| PAYX Paychex, Inc.new | +$0M |
| FIVE Five Below, Inc.new | +$0M |
| VFC V.F. Corporationnew | +$0M |
Top sells this quarter · 15
| SNDK Sandisk Corporation | −$1M |
| ACN Accenture plcexit | −$1M |
| AMT American Tower Corporationexit | −$1M |
| BBY Best Buy Co., Inc.exit | −$1M |
| ZM Zoom Communications, Inc. | −$0M |
| KDP Keurig Dr Pepper Inc.exit | −$0M |
| EXAS Exact Sciences Corporationexit | −$0M |
| EXPE Expedia Group, Inc. | −$0M |
| STE STERIS plcexit | −$0M |
| VTR Ventas, Inc.exit | −$0M |
Quarterly history (TTM returns)
| Period | AUM | # Pos | Return (1yr) | SPY (1yr) | Alpha (1yr) | Flow |
|---|---|---|---|---|---|---|
| 2026-03-31 | $1.11B | 284 | +21.17% | +17.59% | +3.58% | +0.07B |
| 2025-12-31 | $1.06B | 301 | +15.16% | +17.72% | -2.56% | +0.03B |
| 2025-09-30 | $986M | 276 | +15.51% | +17.52% | -2.01% | +0.04B |
| 2025-06-30 | $873M | 152 | +12.63% | +14.94% | -2.31% | +0.05B |
| 2025-03-31 | $753M | 100 | +14.39% | +8.30% | +6.09% | +0.01B |
| 2024-12-31 | $791M | 86 | +28.45% | +24.89% | +3.56% | +0.00B |
| 2024-09-30 | $756M | 62 | +37.56% | +36.04% | +1.53% | +0.07B |
| 2024-06-30 | $653M | 56 | +22.62% | +24.49% | -1.87% | -0.00B |
| 2024-03-31 | $589M | 51 | +26.58% | +29.62% | -3.04% | +0.02B |
| 2023-12-31 | $543M | 51 | +34.11% | +26.18% | +7.93% | +0.00B |
| 2023-09-30 | $482M | 44 | +20.56% | +21.57% | -1.01% | +0.02B |
| 2023-06-30 | $497M | 39 | +22.33% | +19.42% | +2.91% | -0.01B |
| 2023-03-31 | $443M | 32 | -8.34% | -7.82% | -0.53% | -0.02B |
| 2022-12-31 | $418M | 34 | +0.51% | +7.56% | -7.06% | +0.05B |
| 2022-09-30 | $367M | 28 | -4.56% | -4.93% | +0.37% | +0.03B |
| 2022-06-30 | $352M | 27 | -14.20% | -16.11% | +1.92% | +0.02B |