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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
GRMN
176
Garmin
GRMN
$56.7B
– –
-20,686
Closed -$1.23M
HLF icon
177
Herbalife
HLF
$1.29B
– –
-83,710
Closed -$2.83M
HUM icon
178
Humana
HUM
$43.7B
– –
-9,621
Closed -$2.39M
JNPR
179
DELISTED
Juniper Networks
JNPR
– –
-103,407
Closed -$2.95M
JWN
180
DELISTED
Nordstrom
JWN
– –
-62,555
Closed -$2.96M
NTAP icon
181
NetApp
NTAP
$35B
– –
-29,787
Closed -$1.65M
PDBC icon
182
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.38B
– –
-110,213
Closed -$1.92M
PPC icon
183
Pilgrim's Pride
PPC
$6.51B
– –
-40,143
Closed -$1.25M
RHI icon
184
Robert Half
RHI
$3.87B
– –
-47,368
Closed -$2.63M
SHOO icon
185
Steven Madden
SHOO
$3.37B
– –
-43,263
Closed -$1.35M
SPY icon
186
State Street SPDR S&P 500 ETF Trust
SPY
$790B
– –
-11,891
Closed -$3.17M
SSO icon
187
ProShares Ultra S&P500
SSO
$7.87B
– –
-43,280
Closed -$592K
TGNA
188
DELISTED
TEGNA Inc
TGNA
– –
-90,568
Closed -$1.27M
TGT icon
189
Target
TGT
$65.6B
– –
-21,189
Closed -$1.38M
TSCO icon
190
Tractor Supply
TSCO
$16.1B
– –
-106,585
Closed -$1.59M
USIG icon
191
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
– –
-17,422
Closed -$976K
VYX icon
192
NCR Voyix
VYX
$1.14B
– –
-56,576
Closed -$1.18M
WBD icon
193
Warner Bros
WBD
$65.9B
– –
-139,339
Closed -$3.12M
WDC icon
194
Western Digital
WDC
$188B
– –
-19,105
Closed -$1.15M
WSM icon
195
Williams-Sonoma
WSM
$26.9B
– –
-92,924
Closed -$2.4M
TUP
196
DELISTED
Tupperware Brands Corporation
TUP
– –
-17,613
Closed -$1.1M
BIG
197
DELISTED
Big Lots, Inc.
BIG
– –
-43,443
Closed -$2.44M
SAFM
198
DELISTED
Sanderson Farms Inc
SAFM
– –
-19,612
Closed -$2.72M
MDP
199
DELISTED
Meredith Corporation
MDP
– –
-21,076
Closed -$1.39M
ESRX
200
DELISTED
Express Scripts Holding Company
ESRX
– –
-33,670
Closed -$2.51M
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.