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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
DLX icon
151
Deluxe
DLX
$1.19B
– –
-41,979
Closed -$2.39M
FISV
152
Fiserv Inc
FISV
$28.8B
– –
-3,371
Closed -$278K
FSV icon
153
FirstService
FSV
$6.65B
– –
-2,450
Closed -$207K
HON icon
154
Honeywell
HON
$76.7B
– –
-1,621
Closed -$244K
HUN icon
155
Huntsman Corp
HUN
$2.12B
– –
-50,265
Closed -$1.37M
INTU icon
156
Intuit
INTU
$86.3B
– –
-1,642
Closed -$373K
LLY icon
157
Eli Lilly
LLY
$1.03T
– –
-1,921
Closed -$206K
LPX icon
158
Louisiana-Pacific
LPX
$5.02B
– –
-51,767
Closed -$1.37M
LRCX icon
159
Lam Research
LRCX
$372B
– –
-166,500
Closed -$2.53M
MCO icon
160
Moody's
MCO
$83.5B
– –
-1,652
Closed -$276K
MO icon
161
Altria Group
MO
$113B
– –
-3,711
Closed -$224K
MU icon
162
Micron Technology
MU
$988B
– –
-32,901
Closed -$1.49M
NEE icon
163
NextEra Energy
NEE
$183B
– –
-8,036
Closed -$337K
NKE icon
164
Nike
NKE
$62.7B
– –
-2,711
Closed -$230K
NOMD icon
165
Nomad Foods
NOMD
$1.73B
– –
-10,388
Closed -$210K
PCAR icon
166
PACCAR
PCAR
$70.4B
– –
-33,743
Closed -$1.53M
PDBC icon
167
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.36B
– –
-220,734
Closed -$4.14M
PM icon
168
Philip Morris
PM
$299B
– –
-2,991
Closed -$244K
PPC icon
169
Pilgrim's Pride
PPC
$6.98B
– –
-81,772
Closed -$1.48M
ROP icon
170
Roper Technologies
ROP
$38.5B
– –
-885
Closed -$262K
RS icon
171
Reliance Steel & Aluminium
RS
$20.5B
– –
-17,324
Closed -$1.48M
RTX icon
172
RTX Corp
RTX
$289B
– –
-2,396
Closed -$211K
SCHM icon
173
Schwab US Mid-Cap ETF
SCHM
$14.5B
– –
-310,425
Closed -$5.99M
SPGI icon
174
S&P Global
SPGI
$122B
– –
-1,624
Closed -$317K
SRLN icon
175
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
– –
-34,362
Closed -$1.63M
4 5 6
7
8

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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 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.