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EF

Empirical Finance Portfolio holdings

AUM $2.13B
1-Year Est. Return 29.56%
This Fund
S&P 500
This Quarter Est. Return
+2.32%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$260M
AUM Growth
+$46.3M
Cap. Flow
+$43.7M
Cap. Flow %
16.8%
Top 10 Hldgs %
53.69%
Holding
130
New
44
Increased
42
Reduced
16
Closed
8

Top Buys

Rank Stock Value
1
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
+$19M
2
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$3.97M
3
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$3.04M
4
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
+$1.96M
5
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$1.92M

Top Sells

Rank Stock Value
1
VTI icon
Vanguard Total Stock Market ETF
VTI
+$3.9M
2
PDBC icon
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
+$3.48M
3
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$2.4M
4
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$2.01M
5
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$1.79M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 12.19%
2 Technology 5.6%
3 Healthcare 4.54%
4 Consumer Staples 4.17%
5 Industrials 3.19%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TLT icon
26
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$1.91M 0.73%
+15,240
New +$1.88M
BIG
27
DELISTED
Big Lots, Inc.
BIG
$1.89M 0.73%
39,074
-26
-0.1% -$1.26K
UTHR icon
28
United Therapeutics
UTHR
$26.3B
$1.87M 0.72%
14,416
+14
+0.1% +$1.75K
QQQ icon
29
Invesco QQQ Trust
QQQ
$445B
$1.85M 0.71%
13,456
+8,024
+148% +$1.1M
GLD icon
30
SPDR Gold Trust
GLD
$131B
$1.85M 0.71%
15,670
+2,861
+22% +$342K
LOPE icon
31
Grand Canyon Education
LOPE
$4B
$1.8M 0.69%
23,002
– –
ALGT icon
32
Allegiant Air
ALGT
$2.68B
$1.78M 0.68%
13,103
-179
-1% -$26.2K
HYS icon
33
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
$1.76M 0.68%
17,375
+6,256
+56% +$633K
GME icon
34
GameStop
GME
$9.86B
$1.61M 0.62%
297,868
-200
-0.1% -$1.13K
INVX
35
Innovex International
INVX
$1.82B
$1.58M 0.61%
32,427
– –
MLP icon
36
Maui Land & Pineapple Co
MLP
$347M
$1.56M 0.6%
13,443
+4,798
+56% +$78.8K
GAP
37
The Gap Inc
GAP
$7.31B
$1.56M 0.6%
71,149
+32,145
+82% +$765K
UGP icon
38
Ultrapar
UGP
$6.77B
$1.55M 0.6%
177,272
+65,796
+59% +$759K
FL
39
DELISTED
Foot Locker
FL
$1.53M 0.59%
31,054
+205
+0.7% +$13.3K
GREK
40
Global X MSCI Greece ETF
GREK
$290M
$1.49M 0.57%
+49,244
New +$1.35M
IEMG icon
41
iShares Core MSCI Emerging Markets ETF
IEMG
$147B
$1.44M 0.55%
+28,718
New +$1.42M
TUR icon
42
iShares MSCI Turkey ETF
TUR
$203M
$1.39M 0.53%
+33,350
New +$1.32M
NVR icon
43
NVR
NVR
$17.3B
$1.38M 0.53%
572
– –
BBBY
44
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.35M 0.52%
44,298
+22,137
+100% +$800K
HPQ icon
45
HP
HPQ
$25.4B
$1.33M 0.51%
75,956
+523
+0.7% +$9.6K
WMT icon
46
Walmart Inc
WMT
$914B
$1.32M 0.51%
52,437
+1,416
+3% +$35.9K
EWY icon
47
iShares MSCI South Korea ETF
EWY
$21.4B
$1.31M 0.51%
+19,392
New +$1.26M
WLK icon
48
Westlake Corp
WLK
$9.32B
$1.3M 0.5%
19,577
– –
TNL icon
49
Travel + Leisure Co
TNL
$4.72B
$1.28M 0.49%
28,259
+140
+0.5% +$6.07K
RAI
50
DELISTED
Reynolds American Inc
RAI
$1.28M 0.49%
19,675
– –
1
2
3 4 5

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AAP
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BCM
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GS
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SC
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NAAA
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IVAV
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GA
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Empirical Finance's Q2 2017 Portfolio in Review

As of Q2 2017, Empirical Finance held 130 positions worth $260M, up 22% from $214M the previous quarter. Its ten largest holdings account for 54% of the portfolio.

Empirical Finance deployed $43.7M of net new capital in Q2 2017, opening 44 new positions and adding to 42 existing holdings. Its largest new stake was EA Series Trust Alpha Architect Global Factor Equity ETF: 755,017 shares worth $19M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 12% of assets, down from 13% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Alpha Architect US Quantitative Value ETF, an estimated $2.4M trimmed.

  • Empirical Finance's largest Q2 2017 buy was EA Series Trust Alpha Architect Global Factor Equity ETF: 755,017 shares worth $19M.
  • Empirical Finance added most to iShares 7-10 Year Treasury Bond ETF in Q2 2017, an estimated $3.97M increase.
  • Empirical Finance's biggest Q2 2017 reduction was Alpha Architect US Quantitative Value ETF, cutting an estimated $2.4M.
  • Empirical Finance fully exited Vanguard Total Stock Market ETF in Q2 2017, selling an estimated $3.9M.
  • Empirical Finance's ten largest holdings make up 54% of its $260M portfolio in Q2 2017.
  • Empirical Finance opened 44 new positions and closed 8 in Q2 2017.
  • Empirical Finance's portfolio value rose 22% quarter-over-quarter to $260M.

Based on Empirical Finance's 13F filing for Q2 2017, filed 10 Aug 2017.