We are live on ! Find out more
EF

Empirical Finance Portfolio holdings

AUM $2.41B
1-Year Est. Return 41.48%
This Fund
S&P 500
This Quarter Est. Return
+2.32%
1 Year Est. Return
+41.48%
3 Year Est. Return
+124.48%
5 Year Est. Return
+157.81%
10 Year Est. Return
–
AUM
$260M
AUM Growth
+$46.3M
Cap. Flow
+$44.8M
Cap. Flow %
17.23%
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 Morningstar 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 Miscellaneous 63.6%
2 Consumer Discretionary 12.19%
3 Technology 5.6%
4 Healthcare 4.54%
5 Consumer Staples 4.17%
2 3 4 5
6

Similar funds

LMC
Lightspeed Management Company Menlo Park, California $2.4B AUM 7.07% 1-Year Est. Return
CI
Cavalier Investments Alpharetta, Georgia $2.41B AUM 38.24% 1-Year Est. Return
RC
RBF Capital San Francisco, California $2.41B AUM 39.41% 1-Year Est. Return
DCM
Discovery Capital Management South Norwalk, Connecticut $2.41B AUM 286.33% 1-Year Est. Return
ACH
ArrowMark Colorado Holdings Denver, Colorado $2.4B AUM 42.85% 1-Year Est. Return
BC
Blackhill Capital Morristown, New Jersey $2.41B AUM 44.07% 1-Year Est. Return
LFM
LGT Fund Management Vaduz, Liechtenstein $2.4B AUM 38.22% 1-Year Est. Return
AAP
Aristotle Atlantic Partners Sarasota, Florida $2.41B AUM 41.95% 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 $44.8M 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 Miscellaneous at 64% of assets, up from 63% a quarter earlier, followed by Consumer Discretionary and Technology.

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 Morningstar 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.