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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
+0.01%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$393M
AUM Growth
+$89.9M
Cap. Flow
+$128M
Cap. Flow %
32.57%
Top 10 Hldgs %
56.71%
Holding
204
New
108
Increased
34
Reduced
17
Closed
43

Top Buys

Rank Stock Value
1
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$17.7M
2
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$16M
3
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$14.8M
4
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$13.9M
5
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
+$12.4M

Top Sells

Rank Stock Value
1
BND icon
Vanguard Total Bond Market
BND
+$6.39M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$4.39M
3
AZO icon
AutoZone
AZO
+$3.34M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$3.17M
5
WBD icon
Warner Bros
WBD
+$3.12M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 10.74%
2 Technology 6.24%
3 Industrials 3.98%
4 Healthcare 2.82%
5 Communication Services 2.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HRB icon
26
H&R Block
HRB
$5.98B
$2.37M 0.6%
99,070
+16,599
+20% +$437K
KSS icon
27
Kohl's
KSS
$2.16B
$2.36M 0.6%
34,335
-30,030
-47% -$1.91M
GAP
28
The Gap Inc
GAP
$7.3B
$2.36M 0.6%
90,200
+8,849
+11% +$290K
SBH icon
29
Sally Beauty Holdings
SBH
$1.47B
$2.3M 0.58%
124,766
+20,059
+19% +$344K
BWA icon
30
BorgWarner
BWA
$12.8B
$2.27M 0.58%
+67,228
New +$3.12M
AAPL icon
31
Apple
AAPL
$4.97T
$2.22M 0.57%
46,780
-10,192
-18% -$439K
LEA icon
32
Lear
LEA
$7.39B
$2.18M 0.55%
16,031
+1,108
+7% +$209K
RSP icon
33
Invesco S&P 500 Equal Weight ETF
RSP
$97.3B
$2.15M 0.55%
+20,556
New +$2.1M
AMCX icon
34
AMC Global Media
AMCX
$450M
$2.14M 0.54%
+37,649
New +$1.95M
LYB icon
35
LyondellBasell Industries
LYB
$19.5B
$2.11M 0.54%
25,144
-4,523
-15% -$505K
IDCC icon
36
InterDigital
IDCC
$6.75B
$2.11M 0.54%
31,940
+15,677
+96% +$1.2M
HPQ icon
37
HP
HPQ
$26B
$2.09M 0.53%
107,683
-15,225
-12% -$344K
IBM icon
38
IBM
IBM
$213B
$1.83M 0.47%
+13,553
New +$2.05M
AMZN icon
39
Amazon
AMZN
$2.44T
$1.79M 0.46%
20,140
+16,100
+399% +$1.15M
SKX
40
DELISTED
Skechers
SKX
$1.79M 0.45%
53,156
+12,502
+31% +$498K
VWO icon
41
Vanguard FTSE Emerging Markets ETF
VWO
$117B
$1.75M 0.45%
+41,167
New +$1.97M
TSN icon
42
Tyson Foods
TSN
$21.5B
$1.74M 0.44%
+25,084
New +$1.91M
ERUS
43
DELISTED
iShares MSCI Russia ETF
ERUS
$1.62M 0.41%
47,039
+17,346
+58% +$638K
VGSH icon
44
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$1.61M 0.41%
+26,616
New +$1.6M
CAT icon
45
Caterpillar
CAT
$361B
$1.59M 0.41%
+11,768
New +$1.86M
EWH icon
46
iShares MSCI Hong Kong ETF
EWH
$1.23B
$1.57M 0.4%
60,084
+7,561
+14% +$195K
ADME icon
47
Aptus Behavioral Momentum ETF
ADME
$284M
$1.57M 0.4%
+53,605
New +$1.72M
BND icon
48
Vanguard Total Bond Market
BND
$158B
$1.56M 0.4%
19,250
-79,770
-81% -$6.39M
XOM icon
49
ExxonMobil
XOM
$650B
$1.55M 0.39%
+19,185
New +$1.53M
XRX icon
50
Xerox
XRX
$345M
$1.49M 0.38%
+46,671
New +$1.44M
1
2
3 4 5

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BCM
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GS
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SC
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NAAA
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Empirical Finance's Q1 2018 Portfolio in Review

As of Q1 2018, Empirical Finance held 204 positions worth $393M, up 30% from $303M the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Empirical Finance deployed $128M of net new capital in Q1 2018, opening 108 new positions and adding to 34 existing holdings. Its largest new stake was Vanguard Morningstar Total Stock Market ETF: 54,526 shares worth $7.89M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, down from 15% a quarter earlier, followed by Technology and Industrials.

On the sell side, the largest reduction was Vanguard Total Bond Market, an estimated $6.39M trimmed.

  • Empirical Finance's largest Q1 2018 buy was Vanguard Morningstar Total Stock Market ETF: 54,526 shares worth $7.89M.
  • Empirical Finance added most to Alpha Architect US Quantitative Momentum ETF in Q1 2018, an estimated $17.7M increase.
  • Empirical Finance's biggest Q1 2018 reduction was Vanguard Total Bond Market, cutting an estimated $6.39M.
  • Empirical Finance fully exited iShares MSCI Emerging Markets ETF in Q1 2018, selling an estimated $4.39M.
  • Empirical Finance's ten largest holdings make up 57% of its $393M portfolio in Q1 2018.
  • Empirical Finance opened 108 new positions and closed 43 in Q1 2018.
  • Empirical Finance's portfolio value rose 30% quarter-over-quarter to $393M.

Based on Empirical Finance's 13F filing for Q1 2018, filed 25 Apr 2018.