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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
GOOG icon
101
Alphabet (Google) Class C
GOOG
$4.07T
$297K 0.11%
+6,520
New +$298K
GOOGL icon
102
Alphabet (Google) Class A
GOOGL
$4.08T
$281K 0.11%
+6,040
New +$283K
WFC icon
103
Wells Fargo
WFC
$263B
$275K 0.11%
+4,957
New +$266K
GE icon
104
GE Aerospace
GE
$375B
$261K 0.1%
+2,013
New +$276K
VYM icon
105
Vanguard High Dividend Yield ETF
VYM
$81.9B
$259K 0.1%
3,308
– –
MO icon
106
Altria Group
MO
$125B
$257K 0.1%
+3,440
New +$252K
BAC icon
107
Bank of America
BAC
$438B
$256K 0.1%
+10,525
New +$245K
MSFT icon
108
Microsoft
MSFT
$2.96T
$252K 0.1%
3,655
– –
MMM icon
109
3M
MMM
$94.7B
$251K 0.1%
+1,441
New +$241K
BA icon
110
Boeing
BA
$175B
$245K 0.09%
+1,238
New +$230K
T icon
111
AT&T
T
$169B
$242K 0.09%
+8,463
New +$249K
PG icon
112
Procter & Gamble
PG
$352B
$238K 0.09%
+2,730
New +$241K
HON icon
113
Honeywell
HON
$78.6B
$219K 0.08%
+1,814
New +$214K
GVAL icon
114
Cambria Global Value ETF
GVAL
$573M
$217K 0.08%
9,172
– –
PFE icon
115
Pfizer
PFE
$143B
$215K 0.08%
+6,735
New +$212K
EMLC icon
116
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.78B
$208K 0.08%
5,500
– –
CVX icon
117
Chevron
CVX
$373B
$206K 0.08%
+1,971
New +$209K
ABT icon
118
Abbott
ABT
$188B
$203K 0.08%
+4,161
New +$188K
HD icon
119
Home Depot
HD
$344B
$203K 0.08%
+1,322
New +$203K
CMCSA icon
120
Comcast
CMCSA
$85.9B
$202K 0.08%
+5,174
New +$204K
ASX icon
121
ASE Group
ASX
$74.4B
$110K 0.04%
17,341
+3,396
+24% +$21.3K
ENIA
122
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$104K 0.04%
+10,968
New +$108K
DJP icon
123
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$785M
– –
-63,262
Closed -$1.49M
EFA icon
124
PUT
iShares MSCI EAFE ETF
EFA
$77B
– –
-8,172
Closed -$509K
IJR icon
125
iShares Core S&P Small-Cap ETF
IJR
$110B
– –
-10,230
Closed -$707K
2 3 4
5
6

Similar funds

GHA
GW Henssler & Associates Kennesaw, Georgia $2.12B AUM 20.77% 1-Year Est. Return
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
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return

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.