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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
Cap. Flow
-$24.1M
Cap. Flow %
-6.1%
Top 10 Hldgs %
62.27%
Holding
210
New
49
Increased
24
Reduced
64
Closed
71

Top Buys

Rank Stock Value
1
SCHM icon
Schwab US Mid-Cap ETF
SCHM
+$7.47M
2
BND icon
Vanguard Total Bond Market
BND
+$6.38M
3
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
+$5.38M
4
PDBC icon
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
+$3.73M
5
HLF icon
Herbalife
HLF
+$3.6M

Top Sells

Rank Stock Value
1
VTI icon
Vanguard Total Stock Market ETF
VTI
+$7.89M
2
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$7.07M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$5.67M
4
SCHR
Schwab Intermediately-Term US Treasury ETF
SCHR
+$4.04M
5
VEU icon
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
MO icon
176
Altria Group
MO
$125B
– –
-4,406
Closed -$253K
MU icon
177
Micron Technology
MU
$890B
– –
-28,054
Closed -$1.16M
NKE icon
178
Nike
NKE
$64.6B
– –
-3,014
Closed -$254K
NUE icon
179
Nucor
NUE
$58.9B
– –
-22,224
Closed -$1.3M
NVR icon
180
NVR
NVR
$17.3B
– –
-374
Closed -$1.03M
PCY icon
181
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
– –
-10,136
Closed -$284K
PHM icon
182
Pultegroup
PHM
$25.6B
– –
-90,930
Closed -$2.54M
PYPL icon
183
PayPal
PYPL
$51B
– –
-2,669
Closed -$277K
RTX icon
184
RTX Corp
RTX
$295B
– –
-2,932
Closed -$238K
SBH icon
185
Sally Beauty Holdings
SBH
$1.47B
– –
-124,766
Closed -$2.3M
SBUX icon
186
Starbucks
SBUX
$119B
– –
-3,198
Closed -$238K
SCHR
187
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
– –
-150,266
Closed -$4.04M
SKX
188
DELISTED
Skechers
SKX
– –
-53,156
Closed -$1.79M
TMO icon
189
Thermo Fisher Scientific
TMO
$214B
– –
-938
Closed -$257K
TNL icon
190
Travel + Leisure Co
TNL
$4.79B
– –
-49,211
Closed -$900K
TSN icon
191
Tyson Foods
TSN
$21.4B
– –
-25,084
Closed -$1.74M
TXN icon
192
Texas Instruments
TXN
$256B
– –
-2,309
Closed -$245K
UNP icon
193
Union Pacific
UNP
$174B
– –
-1,804
Closed -$302K
VEU icon
194
Vanguard FTSE All-World ex-US ETF
VEU
$65.9B
– –
-64,392
Closed -$3.23M
VGK icon
195
Vanguard FTSE Europe ETF
VGK
$30.4B
– –
-18,786
Closed -$1.01M
VGSH icon
196
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
– –
-26,616
Closed -$1.61M
VPL icon
197
Vanguard FTSE Pacific ETF
VPL
$7.96B
– –
-15,409
Closed -$1.01M
VSH icon
198
Vishay Intertechnology
VSH
$4.79B
– –
-69,544
Closed -$1.28M
VSS icon
199
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
– –
-9,253
Closed -$964K
VT icon
200
Vanguard Total World Stock ETF
VT
$76.5B
– –
-3,632
Closed -$266K
5 6 7
8
9

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BCM
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GS
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NAAA
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HJGA
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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.