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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
IVAL icon
1
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$29.7M 11.43%
989,645
-68,112
-6% -$2.01M
QVAL icon
2
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$26.1M 10.04%
1,023,444
-94,817
-8% -$2.4M
IMOM icon
3
Alpha Architect International Quantitative Momentum ETF
IMOM
$147M
$25.8M 9.92%
993,641
-69,418
-7% -$1.79M
QMOM icon
4
Alpha Architect US Quantitative Momentum ETF
QMOM
$414M
$20.2M 7.78%
817,375
-68,367
-8% -$1.72M
AAVM
5
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
$19M 7.32%
+755,017
New +$19M
IEF icon
6
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$5.97M 2.29%
55,970
+37,183
+198% +$3.97M
VNQ icon
7
Vanguard Real Estate ETF
VNQ
$40.2B
$3.93M 1.51%
47,249
+3,414
+8% +$285K
BIL icon
8
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$3.04M 1.17%
+33,276
New +$3.04M
BBY icon
9
Best Buy
BBY
$19B
$3.01M 1.16%
52,482
+36
+0.1% +$1.92K
SPY icon
10
State Street SPDR S&P 500 ETF Trust
SPY
$780B
$2.77M 1.07%
11,475
-287
-2% -$68.8K
HRB icon
11
H&R Block
HRB
$5.59B
$2.64M 1.01%
85,260
-1,152
-1% -$30.2K
AET
12
DELISTED
Aetna Inc
AET
$2.59M 0.99%
17,027
-533
-3% -$75.3K
HUM icon
13
Humana
HUM
$45B
$2.58M 0.99%
10,742
+210
+2% +$47.5K
AAPL icon
14
Apple
AAPL
$4.93T
$2.33M 0.9%
64,812
+13,288
+26% +$491K
CSCO icon
15
Cisco
CSCO
$451B
$2.33M 0.89%
74,323
+3,685
+5% +$120K
ALK icon
16
Alaska Air
ALK
$5.27B
$2.25M 0.86%
25,002
+72
+0.3% +$6.31K
CA
17
DELISTED
CA, Inc.
CA
$2.11M 0.81%
61,313
+28,116
+85% +$910K
LEA icon
18
Lear
LEA
$7.39B
$2.01M 0.77%
14,171
+6,941
+96% +$983K
GNTX icon
19
Gentex
GNTX
$5.04B
$2M 0.77%
105,584
+127
+0.1% +$2.48K
GILD icon
20
Gilead Sciences
GILD
$167B
$2M 0.77%
28,216
+800
+3% +$53.2K
DG icon
21
Dollar General
DG
$27.7B
$1.98M 0.76%
27,474
+12,753
+87% +$919K
VEU icon
22
Vanguard FTSE All-World ex-US ETF
VEU
$65.3B
$1.98M 0.76%
+39,562
New +$1.96M
IDCC icon
23
InterDigital
IDCC
$6.64B
$1.96M 0.75%
25,336
+9
+0% +$754
WSM icon
24
Williams-Sonoma
WSM
$28.2B
$1.94M 0.75%
80,054
-6
-0% -$153
SHY icon
25
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$1.92M 0.74%
+22,747
New +$1.92M
1
2 3 4 5

Similar funds

GHA
GW Henssler & Associates Kennesaw, Georgia $2.12B AUM 20.77% 1-Year Est. Return
AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
GS
Gilead Sciences Foster City, California $2.12B AUM 143.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 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 $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.