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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
NKE icon
151
Nike
NKE
$61.9B
$254K 0.06%
+3,014
New +$199K
MO icon
152
Altria Group
MO
$114B
$253K 0.06%
+4,406
New +$292K
COST icon
153
Costco
COST
$422B
$249K 0.06%
+1,027
New +$194K
TXN icon
154
Texas Instruments
TXN
$252B
$245K 0.06%
+2,309
New +$250K
RTX icon
155
RTX Corp
RTX
$290B
$238K 0.06%
+2,932
New +$242K
SBUX icon
156
Starbucks
SBUX
$120B
$238K 0.06%
+3,198
New +$185K
NEE icon
157
NextEra Energy
NEE
$181B
$213K 0.05%
+4,400
New +$170K
LOW icon
158
Lowe's Companies
LOW
$117B
$212K 0.05%
+1,936
New +$183K
AVGO icon
159
Broadcom
AVGO
$1.85T
$204K 0.05%
+6,770
New +$170K
GE icon
160
GE Aerospace
GE
$374B
$204K 0.05%
+4,268
New +$316K
TUR icon
161
iShares MSCI Turkey ETF
TUR
$200M
$202K 0.05%
8,338
-25,012
-75% -$1.1M
AEO icon
162
American Eagle Outfitters
AEO
$2.88B
– –
-61,500
Closed -$1.16M
AZO icon
163
AutoZone
AZO
$49.2B
– –
-4,697
Closed -$3.34M
BIIB icon
164
Biogen
BIIB
$30B
– –
-3,607
Closed -$1.15M
CARS icon
165
Cars.com
CARS
$662M
– –
-11,000
Closed -$317K
CRUS icon
166
Cirrus Logic
CRUS
$6.53B
– –
-34,858
Closed -$1.81M
CWB icon
167
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
– –
-4,904
Closed -$248K
DG icon
168
Dollar General
DG
$28B
– –
-14,165
Closed -$1.32M
DGS icon
169
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.69B
– –
-10,988
Closed -$573K
EEM icon
170
iShares MSCI Emerging Markets ETF
EEM
$28.8B
– –
-93,091
Closed -$4.39M
EHC icon
171
Encompass Health
EHC
$11B
– –
-32,245
Closed -$1.27M
ELV icon
172
Elevance Health
ELV
$81.5B
– –
-5,987
Closed -$1.35M
FFIV icon
173
F5
FFIV
$22.9B
– –
-9,816
Closed -$1.29M
GNTX icon
174
Gentex
GNTX
$4.97B
– –
-115,490
Closed -$2.42M
GREK
175
Global X MSCI Greece ETF
GREK
$300M
– –
-49,244
Closed -$1.52M
5 6
7
8 9

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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.