Quarterly history
AUM ($B)fundS&P 500(gap = α)/ Flow in/out
Behavior signals (lifetime)
Dip response
-0.12%
trims when stocks drop
when a holding falls −10%+
Middle response
-0.26%
baseline attrition
Rally response
-1.91%
trims into rallies
when a holding rises +10%+
Top positions · 30
| Ticker | $ value | % port | YoY | Hold time |
|---|---|---|---|---|
| DFACDimensional - US Core Eq | $74M | 19.3% | — | 2.5 yr |
| DFICDimensional - Internatio | $40M | 10.5% | — | 2.5 yr |
| VTIVanguard Total Stock Mar | $36M | 9.6% | — | 2.5 yr |
| VEAVanguard FTSE Developed | $24M | 6.3% | — | 2.5 yr |
| SCHRSchwab Intermediate-Term | $17M | 4.6% | — | 2.5 yr |
| DFSDDimensional - Short Dura | $16M | 4.2% | — | 2.3 yr |
| DFCFDimensional - Core Fixed | $13M | 3.5% | — | 1.8 yr |
| VBRVanguard Small-Cap Value | $11M | 2.9% | — | 2.5 yr |
| SPLGSPDR Portfolio S&P 500 E | $11M | 2.8% | — | 2.5 yr |
| DFEMDimensional - Emerging M | $10M | 2.6% | — | 2.5 yr |
| QVALAlpha Architect U.S. Qua | $9M | 2.5% | — | 2.5 yr |
| QMOMAlpha Architect U.S. Qua | $9M | 2.3% | — | 2.5 yr |
| VTEBVanguard Tax-Exempt Bond | $8M | 2.2% | — | 2.5 yr |
| — | $7M | 1.9% | — | 0.5 yr |
| VIGVanguard Dividend Apprec | $6M | 1.7% | — | 2.5 yr |
Portfolio composition (YoY)
Industry mix
Asset Management83.0%+1.0pp$316M
Asset Management - Income5.0%-0.8pp$19M
Asset Management - Bonds4.4%-1.3pp$17M
Unknown2.4%$9M
Consumer Electronics1.0%-0.3pp$4M
Discount Stores0.8%-0.1pp$3M
Internet Content & Information0.6%+0.1pp$2M
Semiconductors0.4%+0.1pp$1M
Asset Management - Leveraged0.4%-0.1pp$1M
Diversified Utilities0.3%-0.1pp$1M
Country
US97.6%-2.3pp
Unknown2.4%
AR0.0%-0.0pp
Top 5: 50.2% · Top 10: 66.3% · Top 25: 90.1%
Top buys this quarter · 15
| TSLA Tesla, Inc. | +$0M |
| META Meta Platforms, Inc. | +$0M |
| CAT Caterpillar Inc. | +$0M |
| CAH Cardinal Health, Inc. | +$0M |
| CVX Chevron Corporation | +$0M |
| QVAL Alpha Architect U.S. Quantitat | +$0M |
| IVAL Alpha Architect International | +$0M |
| QMOM Alpha Architect U.S. Quantitat | +$0M |
| — new | +$0M |
| AAEQ Alpha Architect US Equity 2 ETnew | +$0M |
Top sells this quarter · 15
| COST Costco Wholesale Corporation | −$3M |
| WDAY Workday, Inc.exit | −$0M |
| LRCX Lam Research Corporation | −$1M |
| NVDA NVIDIA Corporation | −$0M |
| HD The Home Depot, Inc. | −$0M |
| AAPL Apple Inc. | −$0M |
| MSFT Microsoft Corporation | −$0M |
| MA Mastercard Incorporated | −$0M |
| AMZN Amazon.com, Inc. | −$0M |
| GOOG Alphabet Inc. | −$0M |
Quarterly history (TTM returns)
| Period | AUM | # Pos | Return (1yr) | SPY (1yr) | Alpha (1yr) | Flow |
|---|---|---|---|---|---|---|
| 2026-03-31 | $381M | 72 | +24.56% | +17.59% | +6.96% | +0.02B |
| 2025-12-31 | $364M | 70 | +16.89% | +17.72% | -0.83% | +0.02B |
| 2025-09-30 | $326M | 68 | +16.27% | +17.52% | -1.25% | +0.02B |
| 2025-06-30 | $281M | 73 | +9.71% | +14.94% | -5.23% | +0.02B |
| 2025-03-31 | $243M | 62 | +9.61% | +8.30% | +1.30% | +0.01B |
| 2024-12-31 | $246M | 61 | +22.46% | +24.89% | -2.43% | -0.00B |
| 2024-09-30 | $237M | 59 | +4.02% | +5.75% | -1.73% | +0.02B |
| 2024-06-30 | $204M | 53 | +6.62% | +4.38% | +2.24% | -0.01B |
| 2024-03-31 | $198M | 49 | +5.39% | +10.39% | -5.00% | -0.00B |
| 2023-12-31 | $191M | 53 | — | — | — | — |