Quarterly history
AUM ($B)fundS&P 500(gap = α)/ Flow in/out
Behavior signals (lifetime)
Dip response
+4.91%
adds when stocks drop
when a holding falls −10%+
Middle response
-3.31%
baseline attrition
Rally response
-12.38%
trims into rallies
when a holding rises +10%+
Top positions · 30
| Ticker | $ value | % port | YoY | Hold time |
|---|---|---|---|---|
| HYSPIMCO 0-5 Year High Yiel | $31M | 13.3% | — | 1.8 yr |
| TUASimplify Short Term Trea | $25M | 10.5% | — | 2.3 yr |
| IBHFiShares iBonds 2026 Term | $22M | 9.2% | — | 2.5 yr |
| SIXOAllianzIM U.S. Equity 6 | $21M | 8.9% | — | 1.5 yr |
| BILZPIMCO Ultra Short Govern | $13M | 5.5% | — | 2.5 yr |
| SBARSimplify Barrier Income | $10M | 4.3% | — | 0.8 yr |
| LTPZPIMCO 15+ Year U.S. TIPS | $10M | 4.2% | — | 2.8 yr |
| AZBOAllianzIM U.S. Large Cap | $8M | 3.6% | — | 1.0 yr |
| — | $8M | 3.4% | — | 1.5 yr |
| BILState Street SPDR Bloomb | $8M | 3.2% | — | 1.5 yr |
| ZROZPIMCO 25+ Year Zero Coup | $7M | 3.0% | — | 2.0 yr |
| LONZPIMCO Senior Loan Active | $5M | 2.0% | — | 2.3 yr |
| CRDTSimplify Opportunistic I | $5M | 2.0% | — | 1.5 yr |
| CDXSimplify High Yield ETF | $5M | 2.0% | — | 1.8 yr |
| IBHGiShares iBonds 2027 Term | $5M | 2.0% | — | 0.8 yr |
Portfolio composition (YoY)
Industry mix
Asset Management49.5%+12.3pp$117M
Asset Management - Bonds14.3%-1.4pp$34M
Asset Management - Leveraged10.9%-0.7pp$26M
Asset Management - Income10.8%-5.5pp$26M
Unknown5.4%-1.6pp$13M
Drug Manufacturers - General1.8%-0.4pp$4M
Communication Equipment1.8%-0.4pp$4M
Telecommunications Services1.5%-0.7pp$4M
Specialty Retail1.2%+0.9pp$3M
Beverages - Non-Alcoholic0.7%-0.4pp$2M
Country
US94.6%+1.8pp
Unknown5.4%-1.6pp
Top 5: 47.3% · Top 10: 66.0% · Top 25: 91.5%
Winners
| Ticker | Prev $ | PnL | YoY % |
|---|---|---|---|
| CSCO | $4M | +0.00B | 28.1% |
| VZ | $4M | +0.00B | 16.5% |
| AAPL | $3M | +0.00B | 14.7% |
| MO | $2M | +0.00B | 15.8% |
| KO | $2M | +0.00B | 9.3% |
Losers
| Ticker | Prev $ | PnL | YoY % |
|---|
Top buys this quarter · 0
No buys this quarter
Top sells this quarter · 0
No sells this quarter
Quarterly history (TTM returns)
| Period | AUM | # Pos | Return (1yr) | SPY (1yr) | Alpha (1yr) | Flow |
|---|---|---|---|---|---|---|
| 2026-03-31 | $237M | 55 | +30.73% | +17.59% | +13.14% | -0.02B |
| 2025-12-31 | $237M | 55 | +29.04% | +17.72% | +11.32% | -0.00B |
| 2025-09-30 | $224M | 49 | +25.83% | +17.52% | +8.31% | +0.01B |
| 2025-06-30 | $210M | 337 | +37.25% | +14.94% | +22.31% | +0.00B |
| 2025-03-31 | $186M | 48 | +22.69% | +8.30% | +14.39% | +0.01B |
| 2024-12-31 | $166M | 42 | +23.08% | +24.89% | -1.81% | +0.01B |
| 2024-09-30 | $155M | 43 | +23.82% | +36.04% | -12.22% | -0.02B |
| 2024-06-30 | $152M | 56 | +6.47% | +24.49% | -18.02% | +0.01B |
| 2024-03-31 | $144M | 47 | +3.54% | +29.62% | -26.08% | -0.00B |
| 2023-12-31 | $141M | 48 | +4.21% | +11.64% | -7.43% | +0.02B |
| 2023-09-30 | $120M | 39 | -2.25% | -3.22% | +0.97% | -0.01B |
| 2023-06-30 | $128M | 70 | -3.58% | +8.68% | -12.27% | +0.01B |
| 2022-03-31 | $128M | 63 | — | — | — | +0.00B |
| 2021-12-31 | $124M | 73 | — | — | — | — |