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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
GOOGL icon
101
Alphabet (Google) Class A
GOOGL
$4.37T
$818K 0.21%
+13,900
New +$771K
DBI icon
102
Designer Brands
DBI
$308M
$815K 0.21%
+36,659
New +$753K
JPM icon
103
JPMorgan Chase
JPM
$939B
$810K 0.21%
+8,004
New +$906K
VOO icon
104
Vanguard S&P 500 ETF
VOO
$980B
$726K 0.18%
2,799
+623
+29% +$156K
PIZ icon
105
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$725M
$680K 0.17%
26,300
+13,659
+108% +$387K
TEN
106
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$656K 0.17%
+29,591
New +$1.69M
IJR icon
107
iShares Core S&P Small-Cap ETF
IJR
$110B
$642K 0.16%
+8,317
New +$647K
BAC icon
108
Bank of America
BAC
$436B
$614K 0.16%
+22,240
New +$699K
PG icon
109
Procter & Gamble
PG
$337B
$612K 0.16%
+5,879
New +$490K
CSCO icon
110
Cisco
CSCO
$459B
$599K 0.15%
11,098
-59,013
-84% -$2.5M
PFE icon
111
Pfizer
PFE
$143B
$587K 0.15%
+14,568
New +$501K
INTC icon
112
Intel
INTC
$464B
$586K 0.15%
10,905
-21,888
-67% -$1.04M
VZ icon
113
Verizon
VZ
$195B
$568K 0.14%
+9,600
New +$482K
UNH icon
114
UnitedHealth
UNH
$378B
$557K 0.14%
+2,252
New +$514K
HD icon
115
Home Depot
HD
$333B
$522K 0.13%
+2,720
New +$510K
MRK icon
116
Merck
MRK
$323B
$521K 0.13%
+6,570
New +$355K
CVX icon
117
Chevron
CVX
$393B
$518K 0.13%
+4,204
New +$503K
MA icon
118
Mastercard
MA
$507B
$507K 0.13%
+2,155
New +$368K
T icon
119
AT&T
T
$159B
$506K 0.13%
+21,383
New +$595K
DIS icon
120
Walt Disney
DIS
$167B
$496K 0.13%
+4,463
New +$474K
WFC icon
121
Wells Fargo
WFC
$262B
$493K 0.13%
+10,196
New +$606K
BA icon
122
Boeing
BA
$171B
$492K 0.13%
+1,289
New +$435K
SCHO icon
123
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$454K 0.12%
+18,104
New +$451K
CMCSA icon
124
Comcast
CMCSA
$85.2B
$433K 0.11%
+10,834
New +$420K
VPU
125
Vanguard Utilities ETF
VPU
$8.5B
$424K 0.11%
3,275
– –
3 4
5
6 7

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AAP
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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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GA
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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.