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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
PDBC icon
126
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.2B
– –
-202,919
Closed -$3.48M
TIP icon
127
iShares TIPS Bond ETF
TIP
$14.5B
– –
-13,347
Closed -$1.53M
VTI icon
128
Vanguard Total Stock Market ETF
VTI
$656B
– –
-32,116
Closed -$3.9M
TVIX
129
PUT
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
– –
-60
Closed -$211K
XIV
130
PUT
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
– –
-5,499
Closed -$401K
2 3 4 5
6

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BCM
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SC
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NAAA
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IVAV
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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.