Quarterly history
AUM ($B)fundS&P 500(gap = α)/ Flow in/out
Behavior signals (lifetime)
Dip response
-6.78%
trims when stocks drop
when a holding falls −10%+
Middle response
-1.43%
baseline attrition
Rally response
-1.79%
trims into rallies
when a holding rises +10%+
Top positions · 1
| Ticker | $ value | % port | YoY | Hold time |
|---|---|---|---|---|
| CMTGClaros Mortgage Trust, I | $6M | 100.0% | -36.2% | 4.5 yr |
Portfolio composition (YoY)
Industry mix
REIT - Mortgage100.0%+93.6pp$6M
Country
US100.0%+0.0pp
Top 5: 100.0% · Top 10: 100.0% · Top 25: 100.0%
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 | $6M | 1 | -36.19% | +17.59% | -53.78% | +0.00B |
| 2025-12-31 | $8M | 1 | -32.30% | +17.72% | -50.02% | -0.17B |
| 2025-09-30 | $189M | 2 | -55.67% | +17.52% | -73.19% | -0.01B |
| 2025-06-30 | $167M | 2 | -64.02% | +14.94% | -78.96% | +0.06B |
| 2025-03-31 | $146M | 2 | -52.69% | +8.30% | -60.99% | -0.01B |
| 2024-12-31 | $186M | 2 | -37.05% | +24.89% | -61.93% | +0.04B |
| 2024-09-30 | $239M | 2 | +17.40% | +36.04% | -18.64% | +0.01B |
| 2024-06-30 | $238M | 2 | +20.42% | +24.49% | -4.07% | -1.68B |
| 2024-03-31 | $1.91B | 65 | +30.28% | +29.62% | +0.65% | +0.04B |
| 2023-12-31 | $1.70B | 65 | +25.87% | +26.18% | -0.31% | -1.68B |
| 2023-09-30 | $3.00B | 66 | +19.40% | +21.57% | -2.17% | +0.04B |
| 2023-06-30 | $3.05B | 62 | +12.95% | +19.42% | -6.47% | -0.00B |
| 2023-03-31 | $2.81B | 62 | -19.61% | -7.82% | -11.79% | +0.04B |
| 2022-12-31 | $2.61B | 66 | -27.72% | -18.17% | -9.54% | -0.08B |
| 2022-09-30 | $2.53B | 71 | -24.80% | -15.51% | -9.29% | +0.11B |
| 2022-06-30 | $2.63B | 72 | -17.59% | -10.62% | -6.97% | +0.39B |