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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
XOM icon
51
ExxonMobil
XOM
$634B
$1.47M 0.37%
17,738
-1,447
-8% -$115K
ENS icon
52
EnerSys
ENS
$6.69B
$1.45M 0.37%
+19,431
New +$1.45M
EWJ icon
53
iShares MSCI Japan ETF
EWJ
$21.3B
$1.44M 0.37%
24,941
-266
-1% -$16K
EWH icon
54
iShares MSCI Hong Kong ETF
EWH
$1.24B
$1.44M 0.36%
59,446
-638
-1% -$16.3K
HUM icon
55
Humana
HUM
$46.7B
$1.44M 0.36%
+4,831
New +$1.41M
CLF icon
56
Cleveland-Cliffs
CLF
$6.84B
$1.38M 0.35%
163,107
+80,596
+98% +$642K
GM icon
57
General Motors
GM
$81.7B
$1.37M 0.35%
34,763
-5,112
-13% -$201K
EWY icon
58
iShares MSCI South Korea ETF
EWY
$21.1B
$1.37M 0.35%
20,187
-215
-1% -$15.7K
LRCX icon
59
Lam Research
LRCX
$337B
$1.34M 0.34%
77,480
+18,580
+32% +$358K
EWS icon
60
iShares MSCI Singapore ETF
EWS
$1.03B
$1.34M 0.34%
55,709
-598
-1% -$15.9K
PAK
61
DELISTED
Global X MSCI Pakistan ETF
PAK
$1.31M 0.33%
29,581
-318
-1% -$15.6K
EPOL icon
62
iShares MSCI Poland ETF
EPOL
$674M
$1.3M 0.33%
59,915
-643
-1% -$15.5K
EWI icon
63
iShares MSCI Italy ETF
EWI
$993M
$1.29M 0.33%
44,535
+35,017
+368% +$1.11M
THD icon
64
iShares MSCI Thailand ETF
THD
$364M
$1.26M 0.32%
15,321
-163
-1% -$15.4K
AMZN icon
65
Amazon
AMZN
$2.48T
$1.19M 0.3%
14,000
-6,140
-30% -$487K
DKS icon
66
Dick's Sporting Goods
DKS
$18.9B
$1.18M 0.3%
33,594
-32,769
-49% -$1.11M
TUR icon
67
iShares MSCI Turkey ETF
TUR
$204M
$1.18M 0.3%
39,055
+30,717
+368% +$1.07M
PIZ icon
68
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$713M
$1.14M 0.29%
41,536
+15,236
+58% +$428K
GILD icon
69
Gilead Sciences
GILD
$167B
$1.12M 0.28%
15,813
-22,029
-58% -$1.56M
MDP
70
DELISTED
Meredith Corporation
MDP
$1.07M 0.27%
+21,076
New +$1.08M
DLX icon
71
Deluxe
DLX
$1.25B
$1.07M 0.27%
16,191
-3,488
-18% -$245K
DCH
72
Dauch Corp
DCH
$1.33B
$1.05M 0.27%
+67,640
New +$1.09M
TGNA
73
DELISTED
TEGNA Inc
TGNA
$984K 0.25%
+90,668
New +$983K
SAFM
74
DELISTED
Sanderson Farms Inc
SAFM
$955K 0.24%
+9,078
New +$985K
CRUS icon
75
Cirrus Logic
CRUS
$6.87B
$901K 0.23%
+23,511
New +$899K
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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HJGA
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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.