Quarterly history
AUM ($B)fundS&P 500(gap = α)/ Flow in/out
Behavior signals (lifetime)
Dip response
-1.36%
trims when stocks drop
when a holding falls −10%+
Middle response
-1.68%
baseline attrition
Rally response
-3.96%
trims into rallies
when a holding rises +10%+
Top positions · 30
| Ticker | $ value | % port | YoY | Hold time |
|---|---|---|---|---|
| DFACDimensional - US Core Eq | $1.64B | 23.3% | — | 4.5 yr |
| TLHiShares 10-20 Year Treas | $900M | 12.7% | — | 3.5 yr |
| DFATDimensional - US Targete | $646M | 9.1% | — | 4.5 yr |
| DFICDimensional - Internatio | $576M | 8.2% | — | 4.0 yr |
| DFEMDimensional - Emerging M | $567M | 8.0% | — | 4.0 yr |
| DFGRDimensional - Global Rea | $466M | 6.6% | — | 3.5 yr |
| DFGPDimensional - Global Cor | $353M | 5.0% | — | 2.3 yr |
| DUHPDimensional - US High Pr | $311M | 4.4% | — | 4.0 yr |
| DISVDimensional - Internatio | $221M | 3.1% | — | 4.0 yr |
| DIHPDimensional - Internatio | $202M | 2.9% | — | 4.0 yr |
| AMGNAmgen Inc. | $122M | 1.7% | +16.5% | 4.3 yr |
| DFUSDimensional - US Equity | $83M | 1.2% | — | 4.5 yr |
| VTEBVanguard Tax-Exempt Bond | $66M | 0.9% | — | 3.3 yr |
| AAPLApple Inc. | $65M | 0.9% | +14.7% | 4.3 yr |
| HYDVanEck High Yield Muni E | $64M | 0.9% | — | 2.5 yr |
Portfolio composition (YoY)
Industry mix
Asset Management68.0%+8.2pp$4.80B
Asset Management - Bonds12.8%-0.4pp$906M
Asset Management - Global6.6%+0.4pp$466M
Asset Management - Income5.1%+0.1pp$359M
Drug Manufacturers - General2.1%-0.4pp$145M
Internet Content & Information1.0%-0.1pp$72M
Consumer Electronics0.9%-0.3pp$65M
Software - Infrastructure0.6%-0.8pp$41M
Oil & Gas Midstream0.4%+0.2pp$29M
Semiconductors0.3%-0.4pp$20M
Country
US99.9%+1.7pp
CA0.0%-0.1pp
GB0.0%-0.2pp
IE0.0%-0.1pp
CH0.0%-0.1pp
SG0.0%-0.0pp
Unknown0.0%-0.1pp
TW0.0%
Top 5: 61.3% · Top 10: 83.3% · Top 25: 93.1%
Top buys this quarter · 15
| APO Apollo Global Management, Inc. | +$2M |
| TRIN Trinity Capital Inc. | +$0M |
| RBRK Rubrik, Inc.new | +$0M |
| EPD Enterprise Products Partners L | +$0M |
| VNOM Viper Energy, Inc.new | +$0M |
| SO The Southern Company | +$0M |
| DUK Duke Energy Corporation | +$0M |
| EXC Exelon Corporation | +$0M |
| ARM Arm Holdings plc American Depo | +$0M |
| UPS United Parcel Service, Inc. | +$0M |
Quarterly history (TTM returns)
| Period | AUM | # Pos | Return (1yr) | SPY (1yr) | Alpha (1yr) | Flow |
|---|---|---|---|---|---|---|
| 2026-03-31 | $7.07B | 331 | +24.86% | +17.59% | +7.27% | -0.56B |
| 2025-12-31 | $7.69B | 1011 | +24.68% | +17.72% | +6.97% | +0.03B |
| 2025-09-30 | $7.31B | 1007 | +22.74% | +17.52% | +5.22% | +0.07B |
| 2025-06-30 | $6.57B | 951 | +19.30% | +14.94% | +4.36% | -0.02B |
| 2025-03-31 | $6.04B | 866 | +13.37% | +8.30% | +5.06% | +0.06B |
| 2024-12-31 | $6.04B | 890 | +21.74% | +24.89% | -3.15% | -0.16B |
| 2024-09-30 | $6.01B | 765 | +30.07% | +36.04% | -5.96% | +0.10B |
| 2024-06-30 | $5.53B | 714 | +23.05% | +24.49% | -1.44% | -0.54B |
| 2024-03-31 | $5.84B | 738 | +23.42% | +29.62% | -6.20% | +0.20B |
| 2023-12-31 | $5.31B | 683 | +19.35% | +26.18% | -6.83% | +0.32B |
| 2023-09-30 | $4.52B | 638 | +20.42% | +21.57% | -1.15% | +0.01B |
| 2023-06-30 | $4.46B | 657 | +13.02% | +19.42% | -6.41% | +0.86B |
| 2023-03-31 | $3.46B | 617 | -2.93% | -7.82% | +4.89% | +0.34B |
| 2022-12-31 | $3.03B | 589 | -10.02% | -18.17% | +8.16% | +0.73B |
| 2022-09-30 | $2.07B | 540 | -5.04% | -4.93% | -0.11% | +0.19B |
| 2022-06-30 | $1.98B | 568 | -10.61% | -16.11% | +5.50% | +0.13B |