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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
+1.07%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$395M
AUM Growth
+$1.62M
Cap. Flow
-$24.1M
Cap. Flow %
-6.1%
Top 10 Hldgs %
62.27%
Holding
210
New
49
Increased
24
Reduced
64
Closed
71

Top Buys

Rank Stock Value
1
SCHM icon
Schwab US Mid-Cap ETF
SCHM
+$7.47M
2
BND icon
Vanguard Total Bond Market
BND
+$6.38M
3
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
+$5.38M
4
PDBC icon
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
+$3.73M
5
HLF icon
Herbalife
HLF
+$3.6M

Top Sells

Rank Stock Value
1
VTI icon
Vanguard Total Stock Market ETF
VTI
+$7.89M
2
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$7.07M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$5.67M
4
SCHR
Schwab Intermediately-Term US Treasury ETF
SCHR
+$4.04M
5
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
+$3.23M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 11.18%
2 Technology 7.58%
3 Healthcare 4.28%
4 Consumer Staples 2.63%
5 Communication Services 1.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LYB icon
26
LyondellBasell Industries
LYB
$18.8B
$2.53M 0.64%
22,992
-2,152
-9% -$236K
JNPR
27
DELISTED
Juniper Networks
JNPR
$2.52M 0.64%
+91,721
New +$2.39M
WDC icon
28
Western Digital
WDC
$160B
$2.48M 0.63%
+42,329
New +$2.69M
JWN
29
DELISTED
Nordstrom
JWN
$2.46M 0.62%
+47,591
New +$2.36M
AZO icon
30
AutoZone
AZO
$50.9B
$2.39M 0.61%
+3,564
New +$2.3M
NTAP icon
31
NetApp
NTAP
$34.2B
$2.38M 0.6%
+30,271
New +$2.13M
BBBY
32
DELISTED
Bed Bath & Beyond Inc
BBBY
$2.12M 0.54%
106,302
+43,250
+69% +$808K
M icon
33
Macy's
M
$6.62B
$2.1M 0.53%
56,144
+12,839
+30% +$430K
HRB icon
34
H&R Block
HRB
$5.7B
$2.06M 0.52%
90,642
-8,428
-9% -$224K
VYX icon
35
NCR Voyix
VYX
$1.19B
$2.05M 0.52%
+111,350
New +$2.1M
INTC icon
36
Intel
INTC
$435B
$2.04M 0.52%
40,928
+30,023
+275% +$1.59M
CSCO icon
37
Cisco
CSCO
$456B
$1.96M 0.5%
45,505
+34,407
+310% +$1.5M
UTHR icon
38
United Therapeutics
UTHR
$26.1B
$1.92M 0.49%
16,971
+8,681
+105% +$954K
AEO icon
39
American Eagle Outfitters
AEO
$3.04B
$1.89M 0.48%
+81,334
New +$1.8M
FFIV icon
40
F5
FFIV
$22.8B
$1.71M 0.43%
+9,925
New +$1.65M
RHI icon
41
Robert Half
RHI
$4.04B
$1.71M 0.43%
+26,215
New +$1.66M
TGT icon
42
Target
TGT
$65.5B
$1.69M 0.43%
+22,160
New +$1.63M
BIG
43
DELISTED
Big Lots, Inc.
BIG
$1.66M 0.42%
+39,647
New +$1.66M
TSCO icon
44
Tractor Supply
TSCO
$16.5B
$1.65M 0.42%
+107,710
New +$1.5M
TARO
45
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.59M 0.4%
13,774
+4,263
+45% +$468K
BKLN icon
46
Invesco Senior Loan ETF
BKLN
$6.97B
$1.59M 0.4%
+69,408
New +$1.6M
ERUS
47
DELISTED
iShares MSCI Russia ETF
ERUS
$1.57M 0.4%
46,539
-500
-1% -$16.7K
STX icon
48
Seagate
STX
$169B
$1.57M 0.4%
27,738
-25,094
-47% -$1.45M
STLD icon
49
Steel Dynamics
STLD
$37.5B
$1.54M 0.39%
33,568
+981
+3% +$46.4K
ELV icon
50
Elevance Health
ELV
$83.7B
$1.53M 0.39%
+6,435
New +$1.49M
1
2
3 4 5

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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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Empirical Finance's Q2 2018 Portfolio in Review

As of Q2 2018, Empirical Finance held 210 positions worth $395M, up 0.41% from $393M the previous quarter. Its ten largest holdings account for 62% of the portfolio.

Empirical Finance withdrew a net $24.1M in Q2 2018, closing 71 positions and reducing 64 holdings. Its most notable exit was Vanguard Total Stock Market ETF, an estimated $7.89M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, up from 11% a quarter earlier, followed by Technology and Healthcare.

Against the trend, Empirical Finance opened a new position in Schwab US Mid-Cap ETF worth $7.56M.

  • Empirical Finance's largest Q2 2018 buy was Schwab US Mid-Cap ETF: 413,061 shares worth $7.56M.
  • Empirical Finance added most to Vanguard Total Bond Market in Q2 2018, an estimated $6.38M increase.
  • Empirical Finance's biggest Q2 2018 reduction was Invesco S&P 500 Equal Weight ETF, cutting an estimated $1.87M.
  • Empirical Finance fully exited Vanguard Total Stock Market ETF in Q2 2018, selling an estimated $7.89M.
  • Empirical Finance's ten largest holdings make up 62% of its $395M portfolio in Q2 2018.
  • Empirical Finance opened 49 new positions and closed 71 in Q2 2018.
  • Empirical Finance's portfolio value rose 0.41% quarter-over-quarter to $395M.

Based on Empirical Finance's 13F filing for Q2 2018, filed 9 Jul 2018.