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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 | |
|---|---|---|---|---|---|---|
|
201
Vanguard Total Stock Market ETF
VTI
$655B
| – | – |
-54,526
| Closed | -$7.89M |
|
202
Vanguard FTSE Emerging Markets ETF
VWO
$118B
| – | – |
-41,167
| Closed | -$1.75M |
|
203
Westlake Corp
WLK
$9.24B
| – | – |
-12,970
| Closed | -$880K |
|
204
Western Union
WU
$2.59B
| – | – |
-135,871
| Closed | -$2.51M |
|
205
Xerox
XRX
$352M
| – | – |
-46,671
| Closed | -$1.49M |
|
|
SWN
206
DELISTED
Southwestern Energy Company
SWN
| – | – |
-230,105
| Closed | -$1.08M |
|
|
TEN
207
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| – | – |
-29,591
| Closed | -$656K |
|
|
COHR
208
DELISTED
Coherent Inc
COHR
| – | – |
-8,090
| Closed | -$1.15M |
|
|
TECD
209
DELISTED
Tech Data Corp
TECD
| – | – |
-27,519
| Closed | -$2.82M |
|
|
VIAB
210
DELISTED
Viacom Inc. Class B
VIAB
| – | – |
-86,053
| Closed | -$2.42M |
|
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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.