We are live on ! Find out more
EF

Empirical Finance Portfolio holdings

AUM $2.13B
1-Year Est. Return 29.56%
This Fund
S&P 500
This Quarter Est. Return
-15.85%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$337M
AUM Growth
-$64.5M
Cap. Flow
+$568K
Cap. Flow %
0.17%
Top 10 Hldgs %
56.93%
Holding
187
New
35
Increased
19
Reduced
65
Closed
45

Top Buys

Rank Stock Value
1
VTI icon
Vanguard Total Stock Market ETF
VTI
+$7.38M
2
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$4.27M
3
SCHX icon
Schwab US Large- Cap ETF
SCHX
+$4.25M
4
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
+$3.03M
5
KLAC icon
KLA
KLAC
+$2.2M

Top Sells

Rank Stock Value
1
SCHM icon
Schwab US Mid-Cap ETF
SCHM
+$5.99M
2
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
+$5.69M
3
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$4.87M
4
PDBC icon
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
+$4.14M
5
UTHR icon
United Therapeutics
UTHR
+$2.67M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 11.55%
2 Technology 5.96%
3 Industrials 3.32%
4 Healthcare 2.94%
5 Communication Services 2.11%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HLF icon
26
Herbalife
HLF
$1.3B
$2.05M 0.61%
34,812
– –
M icon
27
Macy's
M
$6.62B
$2.04M 0.6%
68,336
+25,122
+58% +$827K
IVV icon
28
iShares Core S&P 500 ETF
IVV
$871B
$2.03M 0.6%
+8,078
New +$2.19M
SBH icon
29
Sally Beauty Holdings
SBH
$1.48B
$2M 0.59%
+117,043
New +$2.19M
BBY icon
30
Best Buy
BBY
$18.9B
$1.96M 0.58%
37,008
-77
-0.2% -$5.03K
STX icon
31
Seagate
STX
$169B
$1.94M 0.57%
50,135
+19,245
+62% +$810K
RSP icon
32
Invesco S&P 500 Equal Weight ETF
RSP
$98.2B
$1.88M 0.56%
20,565
+18,478
+885% +$1.83M
AMGN icon
33
Amgen
AMGN
$212B
$1.69M 0.5%
8,678
-132
-1% -$25.8K
AEO icon
34
American Eagle Outfitters
AEO
$3.04B
$1.62M 0.48%
83,902
+2,568
+3% +$53.5K
VGSH icon
35
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$1.6M 0.47%
+26,610
New +$1.59M
VWO icon
36
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$1.56M 0.46%
+41,025
New +$1.59M
BND icon
37
Vanguard Total Bond Market
BND
$158B
$1.52M 0.45%
+19,258
New +$1.51M
ADME icon
38
Aptus Behavioral Momentum ETF
ADME
$287M
$1.51M 0.45%
+53,630
New +$1.69M
ENS icon
39
EnerSys
ENS
$6.69B
$1.51M 0.45%
19,431
– –
JPST icon
40
JPMorgan Ultra-Short Income ETF
JPST
$40.1B
$1.46M 0.43%
+29,213
New +$1.47M
CAT icon
41
Caterpillar
CAT
$387B
$1.45M 0.43%
+11,436
New +$1.49M
TECD
42
DELISTED
Tech Data Corp
TECD
$1.45M 0.43%
+17,738
New +$1.35M
URBN icon
43
Urban Outfitters
URBN
$6.44B
$1.45M 0.43%
43,640
-64
-0.1% -$2.39K
ERUS
44
DELISTED
iShares MSCI Russia ETF
ERUS
$1.45M 0.43%
47,039
– –
IBM icon
45
IBM
IBM
$214B
$1.42M 0.42%
13,037
+11,230
+621% +$1.35M
PHM icon
46
Pultegroup
PHM
$25.7B
$1.41M 0.42%
+54,391
New +$1.35M
WU icon
47
Western Union
WU
$2.58B
$1.41M 0.42%
82,353
-94
-0.1% -$1.71K
EPOL icon
48
iShares MSCI Poland ETF
EPOL
$674M
$1.4M 0.41%
60,558
– –
INGR icon
49
Ingredion
INGR
$6.48B
$1.36M 0.4%
14,866
– –
EWH icon
50
iShares MSCI Hong Kong ETF
EWH
$1.24B
$1.36M 0.4%
60,084
– –
1
2
3 4 5

Similar funds

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
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return

Empirical Finance's Q4 2018 Portfolio in Review

As of Q4 2018, Empirical Finance held 187 positions worth $337M, down 16% from $402M the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Empirical Finance's Q4 2018 filing shows 35 new, 19 increased, 65 reduced and 45 closed positions. Its largest new stake was Vanguard Total Stock Market ETF: 53,446 shares worth $6.82M. The largest sale was Schwab US Mid-Cap ETF, an estimated $5.99M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 12% of assets, up from 11% a quarter earlier, followed by Technology and Industrials.

  • Empirical Finance's largest Q4 2018 buy was Vanguard Total Stock Market ETF: 53,446 shares worth $6.82M.
  • Empirical Finance added most to State Street SPDR Bloomberg 1-3 Month T-Bill ETF in Q4 2018, an estimated $4.27M increase.
  • Empirical Finance's biggest Q4 2018 reduction was EA Series Trust Alpha Architect Global Factor Equity ETF, cutting an estimated $5.69M.
  • Empirical Finance fully exited Schwab US Mid-Cap ETF in Q4 2018, selling an estimated $5.99M.
  • Empirical Finance's ten largest holdings make up 57% of its $337M portfolio in Q4 2018.
  • Empirical Finance opened 35 new positions and closed 45 in Q4 2018.
  • Empirical Finance's portfolio value fell 16% quarter-over-quarter to $337M.

Based on Empirical Finance's 13F filing for Q4 2018, filed 22 Jan 2019.