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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
JWN
76
DELISTED
Nordstrom
JWN
$1.12M 0.33%
24,058
+955
+4% +$53.9K
AZO icon
77
AutoZone
AZO
$49.1B
$1.11M 0.33%
1,324
-7
-0.5% -$5.61K
ALV icon
78
Autoliv
ALV
$9.09B
$1.1M 0.33%
+15,623
New +$1.27M
MAN icon
79
ManpowerGroup
MAN
$2.41B
$1.09M 0.32%
+16,885
New +$1.28M
BBWI icon
80
Bath & Body Works
BBWI
$4.02B
$1.01M 0.3%
48,532
+21,163
+77% +$533K
STLD icon
81
Steel Dynamics
STLD
$36.2B
$979K 0.29%
32,587
– –
PAK
82
DELISTED
Global X MSCI Pakistan ETF
PAK
$965K 0.29%
29,899
– –
XRX icon
83
Xerox
XRX
$456M
$920K 0.27%
+46,547
New +$1.19M
BNDX icon
84
Vanguard Total International Bond ETF
BNDX
$82.1B
$914K 0.27%
+16,853
New +$920K
NVR icon
85
NVR
NVR
$16.8B
$911K 0.27%
374
-200
-35% -$473K
AMAT icon
86
Applied Materials
AMAT
$398B
$882K 0.26%
26,954
-11,039
-29% -$378K
IJH icon
87
iShares Core S&P Mid-Cap ETF
IJH
$122B
$867K 0.26%
+26,105
New +$952K
PIZ icon
88
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$719M
$842K 0.25%
36,686
– –
ALSN icon
89
Allison Transmission
ALSN
$9.57B
$828K 0.25%
18,851
-11,336
-38% -$526K
OSK icon
90
Oshkosh
OSK
$8.82B
$801K 0.24%
+13,060
New +$837K
SWN
91
DELISTED
Southwestern Energy Company
SWN
$785K 0.23%
+230,105
New +$1.13M
DBI icon
92
Designer Brands
DBI
$314M
$771K 0.23%
+31,229
New +$838K
SHY icon
93
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$761K 0.23%
+9,103
New +$757K
MKSI icon
94
MKS Inc
MKSI
$19.8B
$741K 0.22%
11,473
-4,996
-30% -$361K
WLK icon
95
Westlake Corp
WLK
$9.19B
$732K 0.22%
11,055
-5,321
-32% -$385K
DINO icon
96
HF Sinclair
DINO
$16.7B
$731K 0.22%
14,298
-6,373
-31% -$390K
BRK.B icon
97
Berkshire Hathaway Class B
BRK.B
$1.1T
$705K 0.21%
3,453
-475
-12% -$99.2K
VOO icon
98
Vanguard S&P 500 ETF
VOO
$972B
$643K 0.19%
2,799
+623
+29% +$154K
JNJ icon
99
Johnson & Johnson
JNJ
$617B
$621K 0.18%
4,812
-397
-8% -$55.4K
JPM icon
100
JPMorgan Chase
JPM
$933B
$603K 0.18%
6,179
-618
-9% -$65.8K
2 3
4
5 6

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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.