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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
(+0.41%)
Cap. Flow
-$24.1M
Cap. Flow
% of AUM
-6.1%
Top 10 Holdings %
Top 10 Hldgs %
62.27%
Holding
210
New
49
Increased
24
Reduced
64
Closed
71
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Schwab US Mid-Cap ETF
SCHM
|
+$7.47M |
| 2 |
Vanguard Total Bond Market
BND
|
+$6.38M |
| 3 |
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
|
+$5.38M |
| 4 |
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
|
+$3.73M |
| 5 |
Herbalife
HLF
|
+$3.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Total Stock Market ETF
VTI
|
+$7.89M |
| 2 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$7.07M |
| 3 |
iShares Core S&P 500 ETF
IVV
|
+$5.67M |
| 4 |
SCHR
Schwab Intermediately-Term US Treasury ETF
SCHR
|
+$4.04M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
101
Mastercard
MA
$501B
| $333K | 0.08% |
1,693
-462
| -21% | -$86.9K |
|
102
Intuit
INTU
$90.2B
| $324K | 0.08% |
+1,588
| New | +$305K |
|
103
S&P Global
SPGI
$124B
| $320K | 0.08% |
+1,568
| New | +$310K |
|
104
NextEra Energy
NEE
$186B
| $318K | 0.08% |
7,608
+3,208
| +73% | +$130K |
|
105
Citigroup
C
$217B
| $313K | 0.08% |
4,674
-1,381
| -23% | -$95.1K |
|
106
Axogen
AXGN
$2.27B
| $302K | 0.08% |
+6,010
| New | +$265K |
|
107
Coca-Cola
KO
$389B
| $296K | 0.08% |
6,752
-2,188
| -24% | -$94.5K |
|
108
Merck
MRK
$325B
| $287K | 0.07% |
4,950
-1,620
| -25% | -$91.4K |
|
109
Netflix
NFLX
$301B
| $283K | 0.07% |
7,240
-2,870
| -28% | -$97.8K |
|
110
Walmart Inc
WMT
$902B
| $279K | 0.07% |
9,786
-408
| -4% | -$11.6K |
|
111
Walt Disney
DIS
$172B
| $276K | 0.07% |
2,638
-1,825
| -41% | -$187K |
|
112
Moody's
MCO
$84.1B
| $275K | 0.07% |
+1,614
| New | +$273K |
|
113
Vanguard High Dividend Yield ETF
VYM
$81.3B
| $275K | 0.07% |
3,308
| – | – |
|
114
Comcast
CMCSA
$87.3B
| $270K | 0.07% |
8,237
-2,597
| -24% | -$84.6K |
|
115
PepsiCo
PEP
$197B
| $268K | 0.07% |
2,461
-838
| -25% | -$86.6K |
|
116
Globus Medical
GMED
$10.9B
| $265K | 0.07% |
+5,258
| New | +$274K |
|
117
Chemed
CHE
$7.15B
| $262K | 0.07% |
+813
| New | +$254K |
|
118
SiteOne Landscape Supply
SITE
$4.05B
| $260K | 0.07% |
+3,094
| New | +$245K |
|
119
DuPont de Nemours
DD
$18.5B
| $258K | 0.07% |
1,547
-557
| -26% | -$93.2K |
|
120
Oracle
ORCL
$338B
| $254K | 0.06% |
5,760
-956
| -14% | -$44K |
|
121
AbbVie
ABBV
$471B
| $251K | 0.06% |
2,705
-928
| -26% | -$90.6K |
|
122
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.43B
| $246K | 0.06% |
+4,633
| New | +$245K |
|
123
T. Rowe Price
TROW
$25.8B
| $246K | 0.06% |
+2,115
| New | +$246K |
|
|
FISV
124
Fiserv Inc
FISV
$29.5B
| $243K | 0.06% |
+3,277
| New | +$238K |
|
125
Roper Technologies
ROP
$39.9B
| $238K | 0.06% |
+863
| New | +$238K |
|
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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.