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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
EPOL icon
51
iShares MSCI Poland ETF
EPOL
$676M
$1.24M 0.48%
+51,195
New +$1.2M
EHC icon
52
Encompass Health
EHC
$11.6B
$1.24M 0.48%
32,245
-853
-3% -$31.2K
TUP
53
DELISTED
Tupperware Brands Corporation
TUP
$1.24M 0.48%
17,613
-463
-3% -$32.2K
URBN icon
54
Urban Outfitters
URBN
$6.42B
$1.24M 0.47%
66,575
+360
+0.5% +$7.41K
EWJ icon
55
iShares MSCI Japan ETF
EWJ
$21.4B
$1.23M 0.47%
+22,949
New +$1.21M
EWH icon
56
iShares MSCI Hong Kong ETF
EWH
$1.24B
$1.23M 0.47%
+52,523
New +$1.22M
EWS icon
57
iShares MSCI Singapore ETF
EWS
$1.04B
$1.23M 0.47%
+52,051
New +$1.22M
MAN icon
58
ManpowerGroup
MAN
$2.58B
$1.23M 0.47%
11,015
-20
-0.2% -$2.06K
BRCD
59
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$1.23M 0.47%
97,076
– –
ANDV
60
DELISTED
Andeavor
ANDV
$1.22M 0.47%
12,980
+90
+0.7% +$7.59K
SKX
61
DELISTED
Skechers
SKX
$1.2M 0.46%
40,654
– –
JNPR
62
DELISTED
Juniper Networks
JNPR
$1.19M 0.46%
42,528
+226
+0.5% +$6.57K
THD icon
63
iShares MSCI Thailand ETF
THD
$364M
$1.18M 0.45%
+15,174
New +$1.19M
EGPT
64
DELISTED
VanEck Egypt Index ETF
EGPT
$1.16M 0.45%
+41,790
New +$1.17M
TARO
65
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.16M 0.45%
10,332
+23
+0.2% +$2.6K
SHOO icon
66
Steven Madden
SHOO
$3.22B
$1.15M 0.44%
43,263
– –
RHI icon
67
Robert Half
RHI
$4.08B
$1.06M 0.41%
22,115
+73
+0.3% +$3.41K
GRMN
68
Garmin
GRMN
$49.1B
$1.06M 0.41%
20,686
– –
BIIB icon
69
Biogen
BIIB
$29.8B
$1.04M 0.4%
3,838
+127
+3% +$33.6K
SNI
70
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$1.04M 0.4%
15,224
+56
+0.4% +$3.94K
CTB
71
DELISTED
Cooper Tire & Rubber Co.
CTB
$1.04M 0.4%
28,735
-657
-2% -$25.4K
ERUS
72
DELISTED
iShares MSCI Russia ETF
ERUS
$1.03M 0.39%
+35,632
New +$1.09M
TGNA
73
DELISTED
TEGNA Inc
TGNA
$1.02M 0.39%
+70,675
New +$1.09M
ESRX
74
DELISTED
Express Scripts Holding Company
ESRX
$1.01M 0.39%
15,804
+370
+2% +$23.2K
DLX icon
75
Deluxe
DLX
$1.27B
$999K 0.38%
14,427
-404
-3% -$28.2K
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.