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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
MTUM icon
126
iShares MSCI USA Momentum Factor ETF
MTUM
$24.9B
$285K 0.08%
2,840
– –
EQAL icon
127
Invesco Russell 1000 Equal Weight ETF
EQAL
$817M
$283K 0.08%
+10,130
New +$308K
PEP icon
128
PepsiCo
PEP
$191B
$280K 0.08%
2,538
-233
-8% -$26.3K
JNK icon
129
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$268K 0.08%
2,658
+354
+15% +$37K
ABBV icon
130
AbbVie
ABBV
$455B
$258K 0.08%
2,802
-232
-8% -$20.4K
VYM icon
131
Vanguard High Dividend Yield ETF
VYM
$80.9B
$258K 0.08%
3,308
– –
C icon
132
Citigroup
C
$222B
$244K 0.07%
4,695
-551
-11% -$34.9K
WMT icon
133
Walmart Inc
WMT
$884B
$244K 0.07%
7,863
-2,910
-27% -$93.3K
ORCL icon
134
Oracle
ORCL
$367B
$241K 0.07%
5,337
-1,079
-17% -$51.7K
VT icon
135
Vanguard Total World Stock ETF
VT
$76.9B
$238K 0.07%
+3,632
New +$254K
EWI icon
136
iShares MSCI Italy ETF
EWI
$1.01B
$230K 0.07%
9,518
-35,495
-79% -$900K
ABT icon
137
Abbott
ABT
$183B
$225K 0.07%
3,109
-242
-7% -$17K
DD icon
138
DuPont de Nemours
DD
$18.7B
$219K 0.06%
1,621
-130
-7% -$18.7K
NFLX icon
139
Netflix
NFLX
$305B
$208K 0.06%
7,780
-440
-5% -$13.2K
TUR icon
140
iShares MSCI Turkey ETF
TUR
$198M
$205K 0.06%
8,338
-31,136
-79% -$763K
MMM icon
141
3M
MMM
$90.8B
$203K 0.06%
1,275
-127
-9% -$21.1K
GE icon
142
GE Aerospace
GE
$368B
$116K 0.03%
3,209
-363
-10% -$16.4K
ADBE icon
143
Adobe
ADBE
$98.5B
– –
-951
Closed -$257K
ALL icon
144
Allstate
ALL
$68.3B
– –
-2,522
Closed -$249K
DCH
145
Dauch Corp
DCH
$1.39B
– –
-67,640
Closed -$1.18M
BFH icon
146
Bread Financial
BFH
$4.47B
– –
-8,076
Closed -$1.52M
CHE icon
147
Chemed
CHE
$7.1B
– –
-813
Closed -$260K
CRM icon
148
Salesforce
CRM
$148B
– –
-1,283
Closed -$204K
CRUS icon
149
Cirrus Logic
CRUS
$6.65B
– –
-23,511
Closed -$908K
DHI icon
150
D.R. Horton
DHI
$40.7B
– –
-34,449
Closed -$1.45M
4 5
6
7 8

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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.