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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
TARO
76
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.03M 0.26%
9,511
-557
-6% -$56.4K
PAK
77
DELISTED
Global X MSCI Pakistan ETF
PAK
$1.03M 0.26%
+29,899
New +$1.55M
IP icon
78
International Paper
IP
$21.6B
$1.02M 0.26%
+23,362
New +$1.3M
VPL icon
79
Vanguard FTSE Pacific ETF
VPL
$8.08B
$1.01M 0.26%
+15,409
New +$1.14M
VGK icon
80
Vanguard FTSE Europe ETF
VGK
$30.7B
$1.01M 0.26%
+18,786
New +$1.13M
MSFT icon
81
Microsoft
MSFT
$3.45T
$992K 0.25%
8,412
+4,757
+130% +$435K
CALM icon
82
Cal-Maine
CALM
$4.12B
$990K 0.25%
+22,186
New +$962K
IJH icon
83
iShares Core S&P Mid-Cap ETF
IJH
$122B
$988K 0.25%
26,095
+11,525
+79% +$441K
UTHR icon
84
United Therapeutics
UTHR
$25.8B
$973K 0.25%
8,290
-604
-7% -$76.7K
VSS icon
85
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
$964K 0.25%
+9,253
New +$1.12M
THO icon
86
Thor Industries
THO
$3.9B
$963K 0.25%
+15,447
New +$2.06M
GLD icon
87
SPDR Gold Trust
GLD
$131B
$950K 0.24%
+7,785
New +$982K
IPG
88
DELISTED
Interpublic Group of Companies
IPG
$939K 0.24%
+44,701
New +$1M
URBN icon
89
Urban Outfitters
URBN
$6.35B
$933K 0.24%
31,492
-64,297
-67% -$2.25M
META icon
90
Meta Platforms (Facebook)
META
$1.42T
$931K 0.24%
5,587
+4,445
+389% +$798K
ALSN icon
91
Allison Transmission
ALSN
$9.5B
$919K 0.23%
+20,469
New +$849K
KFY icon
92
Korn Ferry
KFY
$4.18B
$917K 0.23%
+20,486
New +$912K
BRK.B icon
93
Berkshire Hathaway Class B
BRK.B
$1.1T
$907K 0.23%
4,514
+3,428
+316% +$704K
TNL icon
94
Travel + Leisure Co
TNL
$4.66B
$900K 0.23%
49,211
+21,216
+76% +$1.13M
WLK icon
95
Westlake Corp
WLK
$9.03B
$880K 0.22%
+12,970
New +$1.44M
JNJ icon
96
Johnson & Johnson
JNJ
$618B
$876K 0.22%
+6,265
New +$847K
DINO icon
97
HF Sinclair
DINO
$16.5B
$873K 0.22%
+17,717
New +$843K
DLX icon
98
Deluxe
DLX
$1.18B
$860K 0.22%
+19,679
New +$1.46M
GOOG icon
99
Alphabet (Google) Class C
GOOG
$4.36T
$830K 0.21%
+14,140
New +$781K
CLF icon
100
Cleveland-Cliffs
CLF
$6.57B
$824K 0.21%
+82,511
New +$619K
2 3
4
5 6

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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.