Quarterly history
AUM ($B)fundS&P 500(gap = α)/ Flow in/out
Behavior signals (lifetime)
Dip response
-8.74%
trims when stocks drop
when a holding falls −10%+
Middle response
-3.35%
baseline attrition
Rally response
-3.80%
trims into rallies
when a holding rises +10%+
Top positions · 30
| Ticker | $ value | % port | YoY | Hold time |
|---|---|---|---|---|
| DFACDimensional - US Core Eq | $28M | 11.4% | — | 2.5 yr |
| DUSBDimensional - Ultrashort | $25M | 9.9% | — | 1.8 yr |
| DFUSDimensional - US Equity | $19M | 7.7% | — | 2.5 yr |
| GTOInvesco Total Return Bon | $18M | 7.4% | — | 2.5 yr |
| DFICDimensional - Internatio | $13M | 5.1% | — | 2.5 yr |
| DFAIDimensional - Internatio | $12M | 4.8% | — | 2.5 yr |
| DFAUDimensional - US Core Eq | $9M | 3.4% | — | 2.5 yr |
| AAPLApple Inc. | $5M | 2.2% | +14.7% | 2.5 yr |
| DFAEDimensional - Emerging C | $5M | 2.0% | — | 2.5 yr |
| DFEMDimensional - Emerging M | $4M | 1.7% | — | 2.5 yr |
| VUGVanguard Growth ETF | $4M | 1.6% | — | 2.5 yr |
| LHLabcorp Holdings Inc. | $3M | 1.2% | +15.9% | 1.8 yr |
| PMPhilip Morris Internatio | $3M | 1.2% | +7.9% | 2.5 yr |
| RSPInvesco S&P 500 Equal We | $3M | 1.1% | — | 2.5 yr |
| SPYState Street SPDR S&P 50 | $3M | 1.1% | +17.6% | 2.5 yr |
Portfolio composition (YoY)
Industry mix
Asset Management69.3%+4.5pp$171M
Consumer Electronics2.2%-0.6pp$5M
Internet Content & Information1.6%-0.7pp$4M
Oil & Gas Integrated1.5%+0.4pp$4M
Software - Application1.5%+0.6pp$4M
Banks - Diversified1.4%-0.3pp$4M
Communication Equipment1.3%-0.3pp$3M
Software - Infrastructure1.3%-0.1pp$3M
Tobacco1.3%-0.7pp$3M
Semiconductors1.3%+0.3pp$3M
Country
US94.3%-0.9pp
CA2.4%+1.0pp
GB1.6%+0.8pp
UY0.6%-0.4pp
CN0.4%-0.2pp
BM0.3%-0.1pp
Unknown0.1%+0.1pp
TW0.1%+0.0pp
Top 5: 41.6% · Top 10: 55.8% · Top 25: 71.5%
Winners
| Ticker | Prev $ | PnL | YoY % |
|---|---|---|---|
| GOOG | $2M | +0.00B | 84.3% |
| STT | $2M | +0.00B | 44.6% |
| PAAS | $1M | +0.00B | 114.7% |
| NVDA | $1M | +0.00B | 60.9% |
| AAPL | $5M | +0.00B | 14.7% |
Losers
| Ticker | Prev $ | PnL | YoY % |
|---|
Top buys this quarter · 15
| SHEL Shell plc | +$1M |
| BDX Becton, Dickinson and Company | +$1M |
| UBER Uber Technologies, Inc. | +$1M |
| AMZN Amazon.com, Inc. | +$1M |
| CRM Salesforce, Inc. | +$1M |
| TOST Toast, Inc. | +$0M |
| ZETA Zeta Global Holdings Corp.new | +$0M |
| HTGC Hercules Capital, Inc.new | +$0M |
| RMCF Rocky Mountain Chocolate Facto | +$0M |
| HD The Home Depot, Inc. | +$0M |
Top sells this quarter · 15
| GOOG Alphabet Inc. | −$1M |
| GLDD Great Lakes Dredge & Dock Corpexit | −$1M |
| SNY Sanofi | −$1M |
| STT State Street Corporation | −$0M |
| ASTS AST SpaceMobile, Inc. | −$0M |
| AAPL Apple Inc. | −$0M |
| RIO Rio Tinto Group | −$0M |
| CSCO Cisco Systems, Inc. | −$0M |
| META Meta Platforms, Inc. | −$0M |
| BAC Bank of America Corporation | −$0M |
Quarterly history (TTM returns)
| Period | AUM | # Pos | Return (1yr) | SPY (1yr) | Alpha (1yr) | Flow |
|---|---|---|---|---|---|---|
| 2026-03-31 | $247M | 1136 | +20.20% | +17.59% | +2.61% | +0.02B |
| 2025-12-31 | $230M | 1074 | +20.16% | +17.72% | +2.44% | +0.01B |
| 2025-09-30 | $215M | 1003 | +17.64% | +17.52% | +0.12% | +0.00B |
| 2025-06-30 | $200M | 862 | +15.90% | +14.94% | +0.96% | -0.00B |
| 2025-03-31 | $185M | 797 | +7.80% | +8.30% | -0.51% | +0.01B |
| 2024-12-31 | $180M | 465 | +15.52% | +24.89% | -9.37% | +0.00B |
| 2024-09-30 | $172M | 472 | +5.16% | +5.75% | -0.59% | +0.03B |
| 2024-06-30 | $139M | 429 | +1.91% | +4.38% | -2.47% | +0.02B |
| 2024-03-31 | $113M | 445 | +5.53% | +10.39% | -4.86% | -0.03B |
| 2023-12-31 | $139M | 432 | — | — | — | — |