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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
IJR icon
101
iShares Core S&P Small-Cap ETF
IJR
$110B
$577K 0.17%
+8,321
New +$643K
META icon
102
Meta Platforms (Facebook)
META
$1.37T
$562K 0.17%
4,289
-386
-8% -$55.9K
GOOG icon
103
Alphabet (Google) Class C
GOOG
$4.08T
$559K 0.17%
10,800
-1,040
-9% -$55.7K
GOOGL icon
104
Alphabet (Google) Class A
GOOGL
$4.08T
$556K 0.16%
10,640
-620
-6% -$33.5K
PFE icon
105
Pfizer
PFE
$142B
$463K 0.14%
11,178
-1,034
-8% -$42.9K
UNH icon
106
UnitedHealth
UNH
$383B
$431K 0.13%
1,729
-132
-7% -$34.9K
MSFT icon
107
Microsoft
MSFT
$3.35T
$428K 0.13%
4,209
-1,166
-22% -$125K
BAC icon
108
Bank of America
BAC
$433B
$424K 0.13%
17,208
-1,735
-9% -$47.1K
PG icon
109
Procter & Gamble
PG
$335B
$417K 0.12%
4,534
-414
-8% -$37K
VZ icon
110
Verizon
VZ
$193B
$414K 0.12%
7,363
-523
-7% -$29.7K
INTC icon
111
Intel
INTC
$460B
$395K 0.12%
8,409
-744
-8% -$34.8K
VPU
112
Vanguard Utilities ETF
VPU
$8.52B
$386K 0.11%
3,275
– –
CSCO icon
113
Cisco
CSCO
$448B
$376K 0.11%
8,686
-834
-9% -$38.2K
MRK icon
114
Merck
MRK
$321B
$370K 0.11%
5,074
-492
-9% -$34.7K
WFC icon
115
Wells Fargo
WFC
$258B
$364K 0.11%
7,894
-963
-11% -$49.3K
HD icon
116
Home Depot
HD
$332B
$362K 0.11%
2,106
-249
-11% -$44.7K
T icon
117
AT&T
T
$159B
$349K 0.1%
16,171
-1,363
-8% -$31.7K
CVX icon
118
Chevron
CVX
$383B
$345K 0.1%
3,171
-233
-7% -$27K
SCHO icon
119
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$331K 0.1%
13,278
+5,200
+64% +$129K
KO icon
120
Coca-Cola
KO
$381B
$325K 0.1%
6,874
-734
-10% -$35.1K
VWOB icon
121
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.15B
$323K 0.1%
+4,334
New +$323K
BA icon
122
Boeing
BA
$175B
$322K 0.1%
997
-156
-14% -$53.9K
MA icon
123
Mastercard
MA
$510B
$314K 0.09%
1,662
-239
-13% -$47.5K
DIS icon
124
Walt Disney
DIS
$167B
$292K 0.09%
2,667
-304
-10% -$34.6K
CMCSA icon
125
Comcast
CMCSA
$84B
$285K 0.08%
8,361
-877
-9% -$32K
3 4
5
6 7

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BCM
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NAAA
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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.