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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
-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 Morningstar 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
WSM icon
51
Williams-Sonoma
WSM
$27.5B
$1.35M 0.4%
53,622
– –
VIAB
52
DELISTED
Viacom Inc. Class B
VIAB
$1.35M 0.4%
52,435
-83
-0.2% -$2.56K
WBD icon
53
Warner Bros
WBD
$64.3B
$1.35M 0.4%
54,413
-102
-0.2% -$3.11K
JNPR
54
DELISTED
Juniper Networks
JNPR
$1.33M 0.4%
49,584
-113
-0.2% -$3.2K
TSN icon
55
Tyson Foods
TSN
$21.5B
$1.33M 0.39%
24,924
-58
-0.2% -$3.41K
GM icon
56
General Motors
GM
$80.9B
$1.31M 0.39%
+39,139
New +$1.35M
THD icon
57
iShares MSCI Thailand ETF
THD
$361M
$1.28M 0.38%
15,484
– –
EWJ icon
58
iShares MSCI Japan ETF
EWJ
$21.2B
$1.28M 0.38%
25,207
– –
DAL icon
59
Delta Air Lines
DAL
$56.7B
$1.27M 0.38%
+25,390
New +$1.38M
CLF icon
60
Cleveland-Cliffs
CLF
$6.49B
$1.25M 0.37%
163,107
– –
VSH icon
61
Vishay Intertechnology
VSH
$4.6B
$1.25M 0.37%
+69,544
New +$1.31M
LUV icon
62
Southwest Airlines
LUV
$21.7B
$1.25M 0.37%
+26,878
New +$1.43M
EWS icon
63
iShares MSCI Singapore ETF
EWS
$1.04B
$1.24M 0.37%
56,307
– –
SKX
64
DELISTED
Skechers
SKX
$1.22M 0.36%
53,156
– –
AMCX icon
65
AMC Global Media
AMCX
$450M
$1.21M 0.36%
+21,974
New +$1.28M
EWY icon
66
iShares MSCI South Korea ETF
EWY
$20.1B
$1.2M 0.36%
20,402
– –
BWA icon
67
BorgWarner
BWA
$12.8B
$1.18M 0.35%
+38,522
New +$1.29M
LEA icon
68
Lear
LEA
$7.39B
$1.17M 0.35%
9,538
-6,985
-42% -$934K
TARO
69
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.17M 0.35%
13,774
– –
FCX icon
70
Freeport-McMoran
FCX
$86.2B
$1.16M 0.34%
+112,400
New +$1.31M
GNTX icon
71
Gentex
GNTX
$5.1B
$1.15M 0.34%
57,096
– –
XOM icon
72
ExxonMobil
XOM
$650B
$1.15M 0.34%
16,875
-566
-3% -$44.4K
NUE icon
73
Nucor
NUE
$58.3B
$1.14M 0.34%
+22,053
New +$1.3M
LYB icon
74
LyondellBasell Industries
LYB
$19.5B
$1.14M 0.34%
13,657
-9,537
-41% -$872K
AMZN icon
75
Amazon
AMZN
$2.44T
$1.13M 0.33%
15,040
-780
-5% -$64.8K
1 2
3
4 5

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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 Morningstar 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 Morningstar 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.