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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 | |
|---|---|---|---|---|---|---|
1
Alpha Architect US Quantitative Value ETF
QVAL
$589M
| $45.6M | 11.55% |
1,466,082
+8,654
| +0.6% | +$266K |
|
2
Alpha Architect US Quantitative Momentum ETF
QMOM
$410M
| $45.3M | 11.49% |
1,477,219
+25,656
| +2% | +$791K |
|
3
Alpha Architect International Quantitative Momentum ETF
IMOM
$148M
| $44M | 11.15% |
1,519,116
-20,461
| -1% | -$618K |
|
4
Alpha Architect International Quantitative Value ETF
IVAL
$218M
| $42.1M | 10.67% |
1,367,601
-9,326
| -0.7% | -$302K |
|
|
AAVM
5
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
| $40.7M | 10.32% |
1,412,933
+183,055
| +15% | +$5.38M |
|
|
6
Vanguard Total Bond Market
BND
$158B
| $7.92M | 2.01% |
99,953
+80,703
| +419% | +$6.38M |
|
|
7
Schwab US Mid-Cap ETF
SCHM
$14.5B
| $7.56M | 1.92% |
+413,061
| New | +$7.47M |
|
8
Urban Outfitters
URBN
$6.41B
| $4.5M | 1.14% |
101,032
+69,540
| +221% | +$2.91M |
|
9
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
| $4.11M | 1.04% |
44,839
-3,856
| -8% | -$353K |
|
10
Kohl's
KSS
$2.18B
| $3.9M | 0.99% |
53,537
+19,202
| +56% | +$1.28M |
|
11
Vanguard Real Estate ETF
VNQ
$40.2B
| $3.89M | 0.99% |
47,738
-197
| -0.4% | -$15.3K |
|
|
12
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.21B
| $3.74M | 0.95% |
+202,774
| New | +$3.73M |
|
|
13
Herbalife
HLF
$1.31B
| $3.68M | 0.93% |
+68,548
| New | +$3.6M |
|
14
Apple
AAPL
$4.98T
| $3.5M | 0.89% |
75,604
+28,824
| +62% | +$1.31M |
|
15
Williams-Sonoma
WSM
$28.2B
| $3.22M | 0.82% |
+104,878
| New | +$2.81M |
|
16
Invesco QQQ Trust
QQQ
$445B
| $3.09M | 0.78% |
17,976
-6,090
| -25% | -$1.02M |
|
17
Warner Bros
WBD
$64.2B
| $2.91M | 0.74% |
+105,709
| New | +$2.52M |
|
18
Amgen
AMGN
$212B
| $2.82M | 0.71% |
15,264
+13,673
| +859% | +$2.42M |
|
19
Gentex
GNTX
$5.04B
| $2.81M | 0.71% |
+122,165
| New | +$2.9M |
|
|
ESRX
20
DELISTED
Express Scripts Holding Company
ESRX
| $2.8M | 0.71% |
+36,233
| New | +$2.72M |
|
|
GAP
21
The Gap Inc
GAP
$7.31B
| $2.79M | 0.71% |
86,026
-4,174
| -5% | -$128K |
|
22
Lear
LEA
$7.48B
| $2.77M | 0.7% |
14,884
-1,147
| -7% | -$224K |
|
23
Best Buy
BBY
$19B
| $2.71M | 0.69% |
36,280
-154
| -0.4% | -$11.4K |
|
24
InterDigital
IDCC
$6.78B
| $2.65M | 0.67% |
32,763
+823
| +3% | +$65.5K |
|
25
HP
HPQ
$25.4B
| $2.54M | 0.64% |
111,969
+4,286
| +4% | +$95.6K |
|
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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.