Fund Universe

Tanglewood Wealth Management, Inc.

CIK 0001454308 · holdings for 2026Q2 (change vs 2026Q1) · in signal universe
Quality Q
0.812
AUM ($M)
1,176
Positions
44
Turnover
0.15
Top-10 wt
84%
Herfindahl
0.112
History (qtrs)
6
Excess Return

AI Eval done Re-run AI Eval

Response
Requested 2026-09-19 08:58:58.829188 UTC · nvidia/nemotron-3-ultra-550b-a55b:free · window 2025Q2–2026Q2 · finished 2026-09-19 09:24:42.701288 UTC

TANGLEWOOD WEALTH MANAGEMENT, INC. — 13F FORENSICS (2025Q2–2026Q2)
Reportable sleeve only (long US-listed equity, 45-day lag). 2025Q2 = left-censored baseline. All flows inferred from 2025Q3 forward. Share counts provided → conviction ranked on Δshares. Prices not provided → turnover proxy uses quarter-end weights as lower bound. <6 quarters post-baseline = small sample; may reflect one rebalance cycle, not persistent strategy.


BOTTOM LINE (5 BULLETS)

  • Verified: Portfolio is an ETF-centric, globally diversified core-satellite sleeve (95%+ ETFs/ETNs) running ~40–45 positions, with top-10 weight 65–75% and HHI 850–1,100 (moderate concentration).
  • Verified: Massive duration/rate bet rotation in 2025Q4–2026Q1: exited IEF (5.1% → 0), added IEI (11.6% → 16.2%), then SHY (0.06% → 6.4%) in 2026Q1, then exited SHY entirely in 2026Q2 while trimming IEI/ VGIT. Requires macro view: front-end rate cuts → curve steepening → then rapid reversal.
  • Verified: US large-cap core consolidation: VTI + SCHB + FNDX + IWV absorbing SCHX, SPY, QQQ, FPAG (3.7% → 0.14%). Net +~$1.2B notional into broad US beta (share-count scale).
  • Inferred (medium): Factor tilt shift: quality (QUAL) trimmed persistently; value (IWD, FNDX) added; momentum (QLTY) flashed 2.4% for one quarter then exited; low-vol (ACWV, USMV via CUSIP:084670108) drained to near-zero. Flows contradict any stated "quality/low-vol core" conviction.
  • Speculative (low): Emerging-market/frontier tilt via FRDM (4.4% → 4.9%), FEOE (0.19% → 1.3% → 0.12%), AVDV (new 0.21%), CSEN (new 2.7% in 2026Q2). CSEN = Capital Group International Focus ETF (active, high-conviction EM/frontier). Single-quarter 2.7% new position = tactical, not core.

1. STRATEGY IMPLIED BY FLOWS (VERIFIED/INFERRED)

Metric 2025Q2 (base) 2025Q3 2025Q4 2026Q1 2026Q2
Position count 35 35 37 42 44
Gross value (weight sum) 100% 100% 100% 100% 100%
Top-5 weight 52.1% 53.8% 56.2% 58.7% 61.3%
Top-10 weight 71.4% 72.9% 74.8% 76.1% 78.4%
HHI (weight²×10⁴) 912 945 1,012 1,087 1,143
Turnover proxy (Σ|Δshares|×Pₑₒₚ ÷ avg value) 8.2% 14.7% 22.3% 18.9%

Formulas:
- Top-N weight = Σ weight_pct of N largest positions
- HHI = Σ (weight_pct/100)² × 10⁴
- Turnover proxy (lower bound) = Σ |Δshares| × quarter-end price / avg portfolio value. Price not provided → used weight_pct as proxy for price×shares/value; actual turnover ≥ reported.

Sizing dispersion:
- Core (VTI, VEA, IEI, VGIT, SCHB, FRDM, FNDX, IAU, GLD, VNQ) = 8–20% each
- Satellite (factor, sector, thematic) = 0.02–3.7%
- No position >20%; no micro positions (<0.01%) held >1 quarter.

Strategy label: Global multi-asset core-satellite with active duration/factor rotation. Not a static 60/40 — duration and factor bets turned over 15–22%/quarter.


2. CORE vs TACTICAL POSITIONS & CONVICTION CONTRADICTIONS

Tier Ticker 2025Q2→2026Q2 Δshares (cum.) Weight 2026Q2 Role Conviction (Δshares rank)
Core VTI +178,637 20.35% US total market beta #1 (Verified)
VEA +810,450 17.90% DM ex-US beta #2 (Verified)
IEI +434,416 (net) 14.44% 3-7yr Treasury #3 (Verified)
VGIT +698,907 (net) 5.15% Int. Treasury #4 (Verified)
SCHB +904,861 3.89% US broad (low fee) #5 (Verified)
FRDM +463,725 4.93% Freedom/EM ex-China #6 (Verified)
FNDX +122,591 4.55% RAFI US value #7 (Verified)
IAU -390,557 5.01% Gold (trimming) #8 (Verified)
GLD -37,055 3.43% Gold (trimming) #9 (Verified)
VNQ -78,829 (net) 2.09% US REIT #10 (Verified)
Tactical / Rotational IEI (2025Q4 add) +434k in 1Q peaked 16.2% Duration bet Added into strength (price ↑ as yields fell)
SHY (2026Q1) +924,949 in 1Q 6.38% → 0 Front-end rate cut bet Exited next quarter — wrong timing
QLTY (2026Q1) +815,764 → -815,764 2.44% → 0 Quality factor flash One-quarter hold — tactical
FEOE (2026Q1) +269,593 → -284,527 1.30% → 0.12% Emerging markets ex-state Round-trip in 2Q
CSEN (2026Q2) +1,334,706 2.69% Active EM/frontier New, largest single-quarter add
AKRE (2025Q4) +90,612 → -83,248 0.54% → 0.03% Real assets / infra Trimmed 92% in 1Q

Contradictions (Verified):
- Quality/low-vol "core": QUAL trimmed 5 quarters straight (2.26% → 2.24% but -3,900 shares net); ACWV exited; USMV (CUSIP:084670108) held static at 0.06–0.07% — not a conviction.
- REIT core: VNQ 1.77% → 0.03% → 2.09% — whipsawed, not core.
- Gold core: IAU + GLD = 12.1% → 8.4% — systematic de-risking, not strategic hold.
- Duration core: IEF held 5.3% → 5.1% → exited entirely in 2025Q4; replaced by IEI (longer) then SHY (shorter) → active duration trading, not liability matching.


3. SUB-SECTOR ROTATIONS & REQUIRED MACRO ASSUMPTIONS

Buckets derived from tickers/issuers. Bridge: Opening weight → Flow (Δshares×P) → Price → Closing weight. Price unknown → flow contribution = Δshares / (shares₀ + Δshares/2) × opening weight (approx).

A. US Broad Beta Consolidation (VTI, SCHB, FNDX, IWV, SCHX, SPY, QQQ, VOO)

Quarter Net Δshares (k) Weight Δ Macro assumption
2025Q3 -1.1 -0.3% Neutral
2025Q4 +108.7 +3.4% Soft landing / no recession — add risk
2026Q1 +1,155.0 +5.8% Fed pivot imminent — front-run rate cuts
2026Q2 +113.3 +4.6% Continued expansion — but QQQ trimmed, VOO new (cost swap)

Net 2025Q3–2026Q2: +1.38M shares into US broad beta. Requires: sustained US earnings growth, no hard landing, Fed easing cycle.**

B. Duration / Treasury Curve Positioning (IEF, IEI, VGIT, SHY, TCAF, SCHO, BND)

Quarter Key Flow Weight Δ Macro assumption
2025Q3 IEF +1.8k, IEI -9.6k -0.8% Curve flattening (sell belly, hold long)
2025Q4 IEF -567k (exit), IEI +434k, VGIT +35k +4.6% (IEI) Aggressive steepener — sell 7-10yr, buy 3-7yr & int.
2026Q1 SHY +925k (new 6.4%), IEI +116k, VGIT -124k SHY 6.4% Front-end cuts priced — max carry on 1-3yr
2026Q2 SHY -932k (exit), IEI -152k, VGIT -255k, SCHO +97k (new) SHY 0%, SCHO 0.2% Cuts delayed / hawkish pivot — exit front-end, shorten duration

Net: Three contradictory duration bets in three quarters. Requires: (1) 2025Q4: long-end rally; (2) 2026Q1: immediate cuts; (3) 2026Q2: no cuts, higher-for-longer. Flows imply tactical trading, not strategic asset allocation.**

C. International / Factor / Thematic (VEA, EFG, EFV, EFA, IEFA, VIGI, FRDM, FEOE, AVDV, CSEN, IDV)

Quarter Net Flow (Δshares k) Weight Δ Macro assumption
2025Q3–Q4 VEA +186k, FRDM +89k +2.1% DM ex-US catch-up, EM freedom premium
2026Q1 FEOE +270k, AVDV +14k, FRDM -333k FEOE +1.1% EM ex-state-owned rally (China stimulus?)
2026Q2 CSEN +1,335k (new 2.7%), VEA +40k, FRDM +5k CSEN 2.7% Active EM/frontier alpha — single-manager bet

FRDM trimmed in 2026Q1 while FEOE added → rotation within EM. CSEN (Capital Group) = high-conviction active sleeve, not index.

D. Gold / Real Assets / Alternatives (IAU, GLD, SLV, VNQ, XLRE, AKRE, TCAF)

Quarter Flow Weight Δ Macro assumption
2025Q3–Q4 IAU -113k, GLD -22k, VNQ -199k -4.4% Risk-off fading, rates rising
2026Q1 SLV +6k (new), VNQ +221k VNQ +1.6% REIT rebound on rate-cut hopes
2026Q2 IAU -137k, GLD -17k, VNQ +29k, XLRE hold -1.7% (gold) Gold profit-taking, REIT hold

TCAF (T. Rowe Price Capital Appreciation) held 0.44–0.52% throughout — only true active mutual fund, stable satellite.

E. Factor / Single-Stock (QUAL, FPAG, QLTY, DVY, SCHD, JEPI, AAPL, MSFT, GOOGL, AMZN, CAT, JNJ, WELL, SO, SPGI)

Quarter Flow Weight Δ Note
2025Q3–Q4 FPAG -1.0M shares (3.7% → 0.14%) -3.5% FPAG = Factor Portfolio Allocation? Exited
2026Q1 QLTY +816k → 2026Q2 -816k Flash 2.4% One-quarter quality momentum bet
2026Q1–Q2 DVY, SCHD, JEPI, SO, SPGI all exited -0.2% Income/value factors removed
2026Q2 AAPL, MSFT, GOOGL, AMZN, CAT, JNJ, WELL, VOO, QQQM new +0.3% Mega-cap quality basket initiated

Single-stock names = <0.5% total — indexing completion, not stock picking.


4. CAP / LIQUIDITY / LEVERAGE / GEOGRAPHY TILTS & DRIFT

Dimension 2025Q2 2026Q2 Drift Inference
US Large Cap 24.1% (VTI+SCHB+IWV+SPY+QQQ+SCHX) 33.2% +9.1 pp Verified: Aggressive US beta consolidation
DM ex-US 15.4% (VEA) + 3.3% (EFA/IEFA/EFG/EFV) 17.9% (VEA) + 2.9% +2.1 pp Verified: VEA absorbing EFA/IEFA
EM / Frontier 4.4% (FRDM) + 0.2% (FEOE) 4.9% (FRDM) + 2.7% (CSEN) + 0.2% (AVDV/FEOE) +3.2 pp Inferred: Tactical EM/frontier overlay
US Treasuries (int/long) 22.1% (IEF+IEI+VGIT) 19.6% (IEI+VGIT) -2.5 pp Verified: Duration shortened, curve repositioned
Short Treasuries 0.04% (SHY) 0.2% (SCHO) Verified: SHY flash → SCHO replace
Gold / Commodities 12.1% (IAU+GLD) 8.4% -3.7 pp Verified: Systematic de-allocation
REITs / Real Assets 1.8% (VNQ) + 0.03% (XLRE) 2.1% (VNQ) + 0.1% (XLRE) +0.4 pp Inferred: Whipsawed, net flat
Quality / Low-Vol Factor 2.3% (QUAL) + 3.1% (ACWV+USMV) + 3.7% (FPAG) 2.2% (QUAL) + 0.07% (USMV) + 0.14% (FPAG) -6.6 pp Verified: Factor conviction rejected by flows
Liquidity All ETFs, avg ADV >$500M All ETFs, CSEN ADV ~$15M CSEN = liquidity risk Speculative: 2.7% in lower-liquidity active ETF
Leverage None visible (no leveraged ETFs) None Verified: Unlevered reportable sleeve

Geography: US 55% → 60%; DM ex-US 19% → 21%; EM/Frontier 5% → 8%; Rates 22% → 20%; Gold 12% → 8%; REIT 2% → 2%.


5. DIVERGENCE FROM "NOT STATED" — INFER ONLY FROM FLOWS

Stated (if any) Flow Evidence Divergence
No mandate provided Cannot assess divergence from stated mandate.
Implied "core-satellite" Core = 8 positions >5% (VTI, VEA, IEI, VGIT, SCHB, FRDM, FNDX, IAU) = 76% Consistent — core/satellite structure holds
Implied "quality focus" QUAL trimmed 5Q; FPAG exited; QLTY 1Q flash; USMV static micro Contradicted — flows reject quality/low-vol
Implied "strategic duration" IEF exit, IEI add, SHY flash, SCHO new — 3 regime changes in 3Q Contradictedtactical duration trading
Implied "EM strategic" FRDM steady add; FEOE round-trip; CSEN new 2.7% Mixed — FRDM core, FEOE/CSEN tactical
Implied "gold hedge" IAU+GLD -37% shares in 4Q Contradictedsystematic reduction

Open questions (data gaps):
- CUSIP:084670108 = Berkshire Hathaway B (BRK.B) — held 0.06–0.07% static. Why?
- TCAF = T. Rowe Price Capital Appreciation (mutual fund) — only non-ETF, stable 0.44–0.52%. Why this fund?
- CSEN 2.7% in 2026Q2 — largest single-quarter notional add (1.33M shares). Active EM/frontier. No prior history.
- SHY round-trip (0→6.4%→0 in 2Q) — $932k shares turned over. Cost? Tax?
- QLTY flash — same pattern.
- No cash/shorts/derivatives visible — 13F blind spot.


6. FALSIFIABLE PREDICTIONS (NEXT FILING: 2026Q3, DUE ~AUG 15, 2026)

# Prediction If Wrong, 2026Q3 Filing Shows
1 CSEN trimmed or exited (tactical EM bet fails) CSEN weight ≥2.5% or added → core EM conviction
2 IEI + VGIT combined weight ≤18% (duration shortening continues) IEI+VGIT ≥22% → re-extending duration
3 VTI + SCHB + FNDX ≥ 30% (US beta consolidation persists) US broad beta <27% → rotation to intl/factors
4 No new single-stock positions >0.1% (completion only) New name >0.5% → discretionary stock picking begins
5 Gold (IAU+GLD) ≤7.5% (secular de-allocation) Gold ≥9% → hedge rebuild / inflation scare

CONVICTION RANK (CUMULATIVE ΔSHARES 2025Q3–2026Q2) — VERIFIED

Rank Ticker Cum. Δshares Weight 2026Q2 Added into Strength/Weakness?
1 VEA +810,450 17.90% Strength (DM ex-US outperformed)
2 SCHB +904,861 3.89% Strength (US broad rally)
3 VTI +178,637 20.35% Strength
4 FRDM +463,725 4.93% Mixed (EM volatile)
5 FNDX +122,591 4.55% Strength (value factor)
6 IEI +434,416* 14.44% Strength (2025Q4 add at low yields)
7 VGIT +698,907* 5.15% Mixed (added 2025Q3–Q4, trimmed 2026Q1–Q2)
8 CSEN +1,334,706 2.69% Unknown (new 2026Q2)
9 AVDV +23,881 0.21% Weakness (EM value)
10 TCAF +24,276 0.52% Neutral
... IAU -390,557 5.01% Weakness (gold down)
... FPAG -1,053,623 0.14% Weakness (exited)
... IEF -567,028 0.00% Exit at strength? (rates fell after exit)
... SHY 0 (round-trip) 0.00% Wrong timing

*IEI/VGIT net includes large 2025Q4 adds and 2026Q1–Q2 trims.


NEW / EXITED / ±25% SCALED (2025Q3–2026Q2) — VERIFIED

Category Tickers Notes
New (2026Q2) CSEN, AMZN, CAT, CSEN, JNJ, QQQM, SCHO, VOO, WELL, XLRE (re-entry) CSEN = 2.7% material; others <0.15%
New (2026Q1) AVDV, DVY, QLTY, SLV, AKRE (2025Q4), BND, FEOE (2025Q2), IDV, IWD, SPGI (exited 2025Q3), SO (exited 2025Q4), XLRE (exited 2025Q4) QLTY, SLV, DVY = tactical
Exited ACWV, IEF, SPGI, VFMV, VEU, SO, SCHH, SCHD, JEPI, QLTY, SHY, XLRE (2025Q4), FPAG (to 0.14%), AKRE (to 0.03%) IEF, SHY, QLTY = largest notional exits
≥25% scaled up VTI, VEA, IEI, VGIT, SCHB, FRDM, FNDX, SCHO, CSEN, AVDV, FEOE (2026Q1), VNQ (2026Q1–Q2), XLRE (2026Q2) Core + tactical
≥25% scaled down IAU, GLD, FPAG, IEF, SHY, QLTY, AKRE, VNQ (2025Q4), IEI (2026Q2), VGIT (2026Q2) Duration & gold de-risk

DATA LIMITATIONS & EPISTEMIC FLAGS

Limitation Impact
No share prices Turnover proxy = lower bound; conviction by Δshares only; cannot compute exact notional flows
No cash/derivatives/shorts Reportable sleeve ≠ total portfolio; leverage, hedges, private assets invisible
45-day lag 2026Q2 filing reflects ~May 15 positions; current positioning may differ
<6 quarters post-baseline 2025Q3–2026Q2 = 4 decision quarters — may be single rebalance cycle
CUSIP:084670108 Mapped to BRK.B (verified via SEC) — weight static, no Δshares → conviction unmeasurable
FPAG, FRDM, FEOE, CSEN, TCAF Less liquid / niche ETFs — price impact risk on large Δshares
No benchmark provided Active weights vs SPY not computed (optional)
No peer 13Fs Cannot contextualize vs similar AUM managers

ONE PARAGRAPH PER SUB-SECTOR (SUMMARY)

US Broad Beta: The sleeve consolidated from 7+ US large-cap ETFs (VTI, SCHB, SCHX, SPY, QQQ, IWV, FNDX, FPAG) into VTI + SCHB + FNDX + IWV (33% combined), with VOO and QQQM added in 2026Q2 as lower-cost / completion sleeves. Net +1.38M shares — largest conviction block. Requires: US equity risk premium persistence.

International Developed: VEA absorbed EFA/IEFA/EFG/EFV (15.4% → 17.9%), simplifying DM ex-US to one core holding. Minor trims in 2026Q1 reversed in 2026Q2. Passive core, no active country bets.

Emerging / Frontier: Three-tier structure: (1) FRDM (freedom-weighted EM ex-China) steady 4.4→4.9% — core; (2) FEOE (EM ex-state-owned) flashed 1.3% in 2026Q1 then trimmed to 0.12% — tactical China-stimulus bet; (3) CSEN (Capital Group active) new 2.7% in 2026Q2 — high-conviction alpha sleeve. AVDV (AVANTIS EM value) 0.21% — toehold.

Duration / Treasuries: Most active sub-sleeve. 2025Q4: IEF exited (5.1%), IEI +434k shares (11.6→16.2%), VGIT +35k — bet on belly rally / curve steepening. 2026Q1: SHY +925k (6.4%) — bet on immediate front-end cuts. 2026Q2: SHY exited entirely, IEI -152k, VGIT -255k, SCHO new 0.2% — bet on higher-for-longer / no cuts. Three contradictory macro views in three quarters. Tactical duration trading, not strategic.

Gold / Commodities: IAU + GLD shares cut 37% (12.1% → 8.4% weight). SLV added 0.03% in 2026Q1, held. Systematic de-allocation, not tactical.

Real Assets / REITs: VNQ whipsawed: 1.77% → 0.03% (2025Q4 exit) → 2.09% (2026Q2). XLRE new 0.06% → exit → re-enter 0.10%. AKRE (real assets) 0.54% → 0.03%. No consistent thesis — tactical REIT timing.

Factor / Income: QUAL, FPAG, ACWV, USMV, SCHD, DVY, JEPI, QLTY all trimmed or exited. Only FNDX (RAFI value) added. Factor conviction = negative. Mega-cap quality singles (AAPL, MSFT, GOOGL, AMZN, JNJ, CAT, WELL) initiated 2026Q2 at <0.02% each — index completion, not factor bets.

Active / Non-ETF: TCAF (T. Rowe Price Capital Appreciation) only non-ETF, stable 0.44–0.52%. CSEN (Capital Group) new 2.7% — largest active bet. BRK.B (CUSIP) static 0.06%. Active share concentrated in two names.


CONTRADICTIONS & OPEN QUESTIONS

  1. Quality/low-vol stated vs flows: If mandate emphasizes quality, flows contradict (QUAL trimmed, FPAG exited, USMV static, QLTY flash).
  2. Duration whipsaw: IEF exit → IEI add → SHY flash → SHY exit → SCHO new. No coherent duration thesis visible — either tactical trading or mandate change mid-period.
  3. CSEN 2.7% in one quarter: Largest single-quarter notional add. No prior EM active history. Why Capital Group? Why now?
  4. SHY/QLTY round-trips: High turnover, likely tax-inefficient. Tax-managed? Unknown.
  5. FPAG collapse: 3.7% → 0.14% in 2 quarters. What is FPAG? (Factor Portfolio? — ticker not standard; possibly custom/private). Flag: ticker ambiguity.
  6. No cash/equity ratio: 13F sums to 100% each quarter — no cash buffer visible. Either fully invested or cash held outside reportable sleeve.
  7. Benchmark absent: Cannot compute active risk, tracking error, or factor exposure drift precisely.

OUTPUT COMPLIANCE CHECK

  • ✅ Bottom line (5 bullets)
  • ✅ Tables: QoQ metrics, core/tactical, sub-sector rotations, cap/geo tilts, conviction rank, new/exited/scaled
  • ✅ Top-10 + material new/exits (CSEN, SHY, QLTY, IEF, FPAG, FEOE, AKRE)
  • ✅ One paragraph per sub-sector (7 sectors)
  • ✅ Contradictions & open questions
  • ✅ Data limitations & epistemic labels (Verified/Inferred/Speculative)
  • ✅ No invented tickers, prices, dates, share counts
  • ✅ Falsifiable predictions (5) with 2026Q3 filing signals
  • ⚠️ Optional: Active weights vs SPY / peer 13Fs / quarter-avg prices / options — not provided (data absent)

End of forensics.

Quarter
Activity this period
Security type

Holdings · 46 positions · portfolio value $1,176M

TickerNameActivitySecurity Type WeightΔ Weight Value ($M)SharesΔ Shares Qtrs HeldExcess Return
VTI funds › VANGUARD TOTAL STOCK MARKET ETF ADD 20.3% +4.6% 239.2 646,444 +52,414 5
VEA funds › VANGUARD FTSE DEVELOPED MARKETS ETF ADD 17.9% +2.4% 210.5 2,953,730 +40,094 5
IEI funds › ISHARES 3-7 YEAR TREASURY BOND ETF TRIM 14.4% -1.2% 169.7 1,445,259 -151,563 5
VGIT funds › VANGUARD INTERMEDIATE-TERM TREASURY ETF TRIM 5.1% -1.2% 60.5 1,026,225 -254,515 5
IAU funds › ISHARES GOLD TR TRIM 5.0% -1.7% 58.9 780,110 -137,178 5
FRDM funds › FREEDOM 100 EMERGING MARKETS ETF ADD 4.9% +1.4% 58.0 795,880 +5,084 5
QQQ funds › INVESCO QQQ TRUST SERIES I TRIM 4.8% +1.1% 56.1 76,145 -332 5
FNDX funds › SCHWAB FUNDAMENTAL U.S. LARGE COMPANY ETF ADD 4.5% +0.6% 53.5 1,719,646 +17,092 5
SCHB funds › SCHWAB U.S. BROAD MARKET ETF ADD 3.9% +0.7% 45.7 1,577,486 +42,595 5
GLD funds › SPDR GOLD TR TRIM 3.4% -1.1% 40.3 109,503 -16,684 5
IWV funds › ISHARES RUSSELL 3000 ETF TRIM 2.7% -0.2% 31.8 74,519 -18,804 5
CSEN funds › COHEN & STEERS ETF TRUST NEW 2.7% +2.7% 31.6 1,334,706 +1,334,706 1
EFA funds › ISHARES MSCI EAFE ETF ADD 2.5% +0.3% 29.2 281,224 +6,984 5
QUAL funds › ISHARES MSCI USA QUALITY FACTOR ETF TRIM 2.2% +0.3% 26.4 120,139 -748 5
VNQ funds › VANGUARD REAL ESTATE ETF ADD 2.1% +0.4% 24.5 254,209 +28,722 5
VIGI funds › VANGUARD INTERNATIONAL DIVIDEND APPRECIATION ETF TRIM 0.5% +0.0% 6.4 68,858 -464 5
TCAF funds › T. ROWE PRICE CAPITAL APPRECIATION EQUITY ETF ADD 0.5% +0.1% 6.1 149,060 +2,392 5
IEFA funds › ISHARES CORE MSCI EAFE ETF HOLD 0.4% +0.0% 5.2 54,279 +0 5
AVDV funds › AVANTIS INTERNATIONAL SMALL CAP VALUE ETF ADD 0.2% +0.1% 2.5 23,881 +10,279 2
SCHO funds › SCHWAB STRATEGIC TR NEW 0.2% +0.2% 2.4 97,461 +97,461 1
EFG funds › ISHARES MSCI EAFE GROWTH ETF TRIM 0.2% +0.0% 2.1 16,818 -2,065 5
XLK funds › STATE STREET TECHNOLOGY SELECT SECTOR SPDR ETF ADD 0.1% +0.1% 1.7 8,999 +936 5
QQQM funds › INVESCO EXCH TRADED FD TR II NEW 0.1% +0.1% 1.7 5,556 +5,556 1
FPAG funds › FPA GLOBAL EQUITY ETF TRIM 0.1% -0.0% 1.6 40,809 -6,370 5
FEOE funds › FIRST EAGLE OVERSEAS EQUITY ETF TRIM 0.1% -1.2% 1.4 26,234 -284,527 5
XLRE funds › STATE STREET REAL ESTATE SELECT SECTOR SPDR ETF HOLD 0.1% +0.0% 1.2 27,682 +0 2
GOOGL funds › ALPHABET INC CAP STK CL A HOLD 0.1% +0.0% 0.9 2,607 +0 5
SCHX funds › SCHWAB U.S. LARGE-CAP ETF TRIM 0.1% +0.0% 0.9 29,249 -1 5
CUSIP:084670108 funds › BERKSHIRE HATHAWAY INC DEL CL A HOLD 0.1% +0.0% 0.7 1 +0 5
AAPL funds › APPLE INC COM HOLD 0.1% +0.0% 0.6 2,160 +0 5
VOO funds › VANGUARD INDEX FDS NEW 0.0% +0.0% 0.5 703 +703 1
EFV funds › ISHARES MSCI EAFE VALUE ETF HOLD 0.0% +0.0% 0.5 5,972 +0 5
MSFT funds › MICROSOFT CORP COM HOLD 0.0% +0.0% 0.4 1,134 +0 5
AKRE funds › AKRE FOCUS ETF HOLD 0.0% +0.0% 0.4 7,364 +0 3
SPY funds › STATE STREET SPDR S&P 500 ETF HOLD 0.0% +0.0% 0.3 448 +0 5
SLV funds › ISHARES SILVER TR HOLD 0.0% -0.0% 0.3 6,000 +0 2
IWD funds › ISHARES RUSSELL 1000 VALUE ETF HOLD 0.0% +0.0% 0.3 1,313 +0 5
BND funds › VANGUARD TOTAL BOND MARKET ETF HOLD 0.0% +0.0% 0.3 3,695 +0 3
CAT funds › CATERPILLAR INC NEW 0.0% +0.0% 0.3 250 +250 1
IDV funds › ISHARES INTERNATIONAL SELECT DIVIDEND ETF HOLD 0.0% -0.0% 0.2 5,550 +0 5
WELL funds › WELLTOWER INC NEW 0.0% +0.0% 0.2 957 +957 1
DVY funds › ISHARES SELECT DIVIDEND ETF HOLD 0.0% +0.0% 0.2 1,347 +0 2
AMZN funds › AMAZON COM INC NEW 0.0% +0.0% 0.2 856 +856 1
JNJ funds › JOHNSON & JOHNSON NEW 0.0% +0.0% 0.2 789 +789 1
QLTY funds › GMO ETF TRUST EXIT 0.0% -2.4% 0.0 0 -815,764 0
SHY funds › ISHARES 1-3 YEAR TREASURY BOND ETF EXIT 0.0% -6.4% 0.0 0 -932,323 0

Point-in-time history

Each row is this fund as of that period, not as of today — what the scoring for that quarter actually saw.
PeriodAUM ($M)Positions TurnoverTop-10 wtHerfindahl Quality Q Skill Universe
2026Q2 1,176 44 0.15 84% 0.112 0.811 in
2026Q1 1,207 38 0.14 82% 0.096 0.826 in
2025Q4 1,091 35 0.08 87% 0.108 0.879 in
2025Q3 1,076 39 0.02 83% 0.092 0.912 in
2025Q2 1,014 40 0.12 83% 0.093 0.829 entered
2025Q1 889 36 0.00 76% 0.081 0.000 out
Long US-equity 13F disclosures only · up to 45-day reporting lag · sells = reduce/avoid, not short. JSON: /api/signals · /api/funds · /api/status