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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
(-16%)
Cap. Flow
+$568K
Cap. Flow
% of AUM
0.17%
Top 10 Holdings %
Top 10 Hldgs %
56.93%
Holding
187
New
35
Increased
19
Reduced
65
Closed
45
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Morningstar Total Stock Market ETF
VTI
|
+$7.38M |
| 2 |
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$4.27M |
| 3 |
Schwab US Large- Cap ETF
SCHX
|
+$4.25M |
| 4 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$3.03M |
| 5 |
KLA
KLAC
|
+$2.2M |
Top Sells
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 | |
|---|---|---|---|---|---|---|
176
Steris
STE
$22.5B
| – | – |
-2,057
| Closed | -$235K |
|
177
Thor Industries
THO
$3.95B
| – | – |
-23,302
| Closed | -$1.95M |
|
178
Texas Instruments
TXN
$255B
| – | – |
-1,950
| Closed | -$209K |
|
179
Union Pacific
UNP
$172B
| – | – |
-1,573
| Closed | -$256K |
|
180
United Therapeutics
UTHR
$26.2B
| – | – |
-20,867
| Closed | -$2.67M |
|
181
NCR Voyix
VYX
$1.12B
| – | – |
-54,775
| Closed | -$955K |
|
182
Western Digital
WDC
$184B
| – | – |
-23,314
| Closed | -$1.03M |
|
183
Waste Management
WM
$90.5B
| – | – |
-2,812
| Closed | -$254K |
|
|
TUP
184
DELISTED
Tupperware Brands Corporation
TUP
| – | – |
-20,185
| Closed | -$675K |
|
|
BIG
185
DELISTED
Big Lots, Inc.
BIG
| – | – |
-16,808
| Closed | -$702K |
|
|
BBBY
186
DELISTED
Bed Bath & Beyond Inc
BBBY
| – | – |
-135,494
| Closed | -$2.03M |
|
|
ESRX
187
DELISTED
Express Scripts Holding Company
ESRX
| – | – |
-17,211
| Closed | -$1.64M |
|
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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.