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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
GM icon
76
General Motors
GM
$82.1B
$998K 0.38%
28,561
+815
+3% +$27.7K
F icon
77
Ford
F
$59.3B
$929K 0.36%
82,987
+2,339
+3% +$26.1K
EVK
78
DELISTED
Ever-Glory International Group, Inc.
EVK
$903K 0.35%
32,256
+15,824
+96% +$41.9K
CALM icon
79
Cal-Maine
CALM
$4.38B
$884K 0.34%
22,320
– –
TGT icon
80
Target
TGT
$65.6B
$883K 0.34%
16,868
+830
+5% +$45.3K
MLKN icon
81
MillerKnoll
MLKN
$1.61B
$864K 0.33%
28,396
– –
KSS icon
82
Kohl's
KSS
$2.17B
$860K 0.33%
22,230
+851
+4% +$32.6K
DDS icon
83
Dillards
DDS
$9.18B
$817K 0.31%
14,158
– –
VIAB
84
DELISTED
Viacom Inc. Class B
VIAB
$776K 0.3%
23,107
+213
+0.9% +$8.11K
AEO icon
85
American Eagle Outfitters
AEO
$3.01B
$771K 0.3%
+63,972
New +$803K
CARS icon
86
Cars.com
CARS
$703M
$628K 0.24%
+23,558
New +$635K
IJH icon
87
iShares Core S&P Mid-Cap ETF
IJH
$123B
$574K 0.22%
+16,480
New +$569K
SSO icon
88
ProShares Ultra S&P500
SSO
$7.77B
$574K 0.22%
+51,248
New +$561K
DGS icon
89
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.7B
$567K 0.22%
12,393
+4,233
+52% +$192K
JNJ icon
90
Johnson & Johnson
JNJ
$648B
$491K 0.19%
3,710
+1,774
+92% +$226K
VOO icon
91
Vanguard S&P 500 ETF
VOO
$972B
$484K 0.19%
2,176
– –
AMZN icon
92
Amazon
AMZN
$2.49T
$424K 0.16%
+8,760
New +$418K
META icon
93
Meta Platforms (Facebook)
META
$1.51T
$388K 0.15%
+2,564
New +$381K
VPU
94
Vanguard Utilities ETF
VPU
$8.77B
$375K 0.14%
3,275
– –
SYNT
95
DELISTED
Syntel Inc
SYNT
$365K 0.14%
21,493
– –
XOM icon
96
ExxonMobil
XOM
$631B
$360K 0.14%
+4,448
New +$364K
JPM icon
97
JPMorgan Chase
JPM
$946B
$345K 0.13%
+3,774
New +$326K
PIZ icon
98
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$714M
$325K 0.12%
12,641
– –
ORCL icon
99
Oracle
ORCL
$348B
$314K 0.12%
+6,258
New +$285K
PM icon
100
Philip Morris
PM
$316B
$304K 0.12%
+2,584
New +$299K
2 3
4
5 6

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GHA
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AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
GS
Gilead Sciences Foster City, California $2.12B AUM 143.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
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.