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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
GM icon
51
General Motors
GM
$80B
$1.48M 0.38%
39,875
-19,578
-33% -$794K
FCX icon
52
Freeport-McMoran
FCX
$91.2B
$1.46M 0.37%
+113,209
New +$2.13M
CI icon
53
Cigna
CI
$76.1B
$1.45M 0.37%
+9,000
New +$1.75M
LUV icon
54
Southwest Airlines
LUV
$22.3B
$1.41M 0.36%
+27,167
New +$1.63M
INGR icon
55
Ingredion
INGR
$6.33B
$1.41M 0.36%
+14,866
New +$1.99M
EPOL icon
56
iShares MSCI Poland ETF
EPOL
$699M
$1.39M 0.35%
60,558
+9,363
+18% +$257K
EWJ icon
57
iShares MSCI Japan ETF
EWJ
$22.1B
$1.38M 0.35%
25,207
+2,258
+10% +$139K
THD icon
58
iShares MSCI Thailand ETF
THD
$364M
$1.37M 0.35%
15,484
+310
+2% +$30.6K
EWS icon
59
iShares MSCI Singapore ETF
EWS
$1.05B
$1.34M 0.34%
56,307
+4,256
+8% +$115K
DAL icon
60
Delta Air Lines
DAL
$58.3B
$1.33M 0.34%
+25,724
New +$1.42M
NUE icon
61
Nucor
NUE
$58.5B
$1.3M 0.33%
+22,224
New +$1.47M
VSH icon
62
Vishay Intertechnology
VSH
$5.18B
$1.28M 0.33%
+69,544
New +$1.39M
EWY icon
63
iShares MSCI South Korea ETF
EWY
$22.5B
$1.24M 0.32%
20,402
+1,010
+5% +$75.8K
MU icon
64
Micron Technology
MU
$988B
$1.16M 0.29%
+28,054
New +$1.34M
ALV icon
65
Autoliv
ALV
$9.09B
$1.15M 0.29%
+21,685
New +$2.23M
STLD icon
66
Steel Dynamics
STLD
$36.2B
$1.15M 0.29%
32,587
-981
-3% -$45.2K
COHR
67
DELISTED
Coherent Inc
COHR
$1.15M 0.29%
+8,090
New +$1.95M
BBWI icon
68
Bath & Body Works
BBWI
$4.02B
$1.09M 0.28%
+48,709
New +$1.84M
SWN
69
DELISTED
Southwestern Energy Company
SWN
$1.08M 0.27%
+230,105
New +$1.03M
EME icon
70
Emcor
EME
$35.7B
$1.08M 0.27%
+14,737
New +$1.17M
BBBY
71
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.07M 0.27%
63,052
+8,953
+17% +$198K
AMAT icon
72
Applied Materials
AMAT
$398B
$1.07M 0.27%
+26,871
New +$1.5M
LRCX icon
73
Lam Research
LRCX
$372B
$1.05M 0.27%
+58,900
New +$1.17M
M icon
74
Macy's
M
$6.56B
$1.04M 0.26%
43,305
-79,255
-65% -$2.14M
NVR icon
75
NVR
NVR
$16.8B
$1.03M 0.26%
+374
New +$1.19M
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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IVAV
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HJGA
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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.