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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
+7.77%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$303M
AUM Growth
+$13.3M
Cap. Flow
-$7.11M
Cap. Flow %
-2.35%
Top 10 Hldgs %
54.66%
Holding
158
New
11
Increased
16
Reduced
46
Closed
62

Top Buys

Rank Stock Value
1
BND icon
Vanguard Total Bond Market
BND
+$8.09M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$2.99M
3
HLF icon
Herbalife
HLF
+$2.93M
4
JWN
Nordstrom
JWN
+$2.69M
5
WBD icon
Warner Bros
WBD
+$1.72M

Top Sells

Rank Stock Value
1
HYS icon
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
+$2.93M
2
DBC icon
Invesco DB Commodity Index Tracking Fund
DBC
+$2.87M
3
TIP icon
iShares TIPS Bond ETF
TIP
+$2.81M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$2.76M
5
GLD icon
SPDR Gold Trust
GLD
+$2.69M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 15.18%
2 Technology 8.51%
3 Consumer Staples 4.43%
4 Healthcare 4.36%
5 Materials 1.92%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IVAL icon
1
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$31.7M 10.45%
958,826
-30,096
-3% -$980K
IMOM icon
2
Alpha Architect International Quantitative Momentum ETF
IMOM
$147M
$31.2M 10.29%
1,026,934
+34,112
+3% +$1.01M
QVAL icon
3
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$30.4M 10.01%
988,545
-30,088
-3% -$857K
QMOM icon
4
Alpha Architect US Quantitative Momentum ETF
QMOM
$414M
$24.7M 8.14%
862,321
+45,704
+6% +$1.29M
AAVM
5
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
$23.6M 7.78%
813,342
+23,641
+3% +$665K
BND icon
6
Vanguard Total Bond Market
BND
$158B
$8.08M 2.66%
+99,020
New +$8.09M
IEF icon
7
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$4.92M 1.62%
46,625
+7,499
+19% +$795K
EEM icon
8
iShares MSCI Emerging Markets ETF
EEM
$28.1B
$4.39M 1.45%
93,091
+64,606
+227% +$2.99M
KSS icon
9
Kohl's
KSS
$2.16B
$3.49M 1.15%
64,365
+33,668
+110% +$1.55M
URBN icon
10
Urban Outfitters
URBN
$6.42B
$3.36M 1.11%
95,789
-1,345
-1% -$37.7K
AZO icon
11
AutoZone
AZO
$50.7B
$3.34M 1.1%
4,697
+2,373
+102% +$1.52M
LYB icon
12
LyondellBasell Industries
LYB
$18.9B
$3.27M 1.08%
29,667
+15,907
+116% +$1.65M
SPY icon
13
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$3.17M 1.05%
11,891
-966
-8% -$251K
WBD icon
14
Warner Bros
WBD
$64.1B
$3.12M 1.03%
139,339
+87,872
+171% +$1.72M
M icon
15
Macy's
M
$6.61B
$3.09M 1.02%
122,560
+66,617
+119% +$1.46M
JWN
16
DELISTED
Nordstrom
JWN
$2.96M 0.98%
+62,555
New +$2.69M
JNPR
17
DELISTED
Juniper Networks
JNPR
$2.95M 0.97%
103,407
+59,798
+137% +$1.62M
HLF icon
18
Herbalife
HLF
$1.29B
$2.83M 0.93%
+83,710
New +$2.93M
BBY icon
19
Best Buy
BBY
$18.8B
$2.8M 0.92%
40,942
-1,862
-4% -$110K
QQQ icon
20
Invesco QQQ Trust
QQQ
$446B
$2.8M 0.92%
17,976
– –
GAP
21
The Gap Inc
GAP
$7.27B
$2.77M 0.91%
81,351
-1,361
-2% -$40.6K
SAFM
22
DELISTED
Sanderson Farms Inc
SAFM
$2.72M 0.9%
19,612
+10,350
+112% +$1.6M
CSCO icon
23
Cisco
CSCO
$456B
$2.69M 0.89%
70,111
-6,183
-8% -$221K
LEA icon
24
Lear
LEA
$7.45B
$2.64M 0.87%
14,923
-176
-1% -$30.9K
RHI icon
25
Robert Half
RHI
$4.05B
$2.63M 0.87%
47,368
-754
-2% -$40.1K
1
2 3 4 5

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AAP
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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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Empirical Finance's Q4 2017 Portfolio in Review

As of Q4 2017, Empirical Finance held 158 positions worth $303M, up 4.6% from $290M the previous quarter. Its ten largest holdings account for 55% of the portfolio.

Empirical Finance's Q4 2017 filing shows 11 new, 16 increased, 46 reduced and 62 closed positions. Its largest new stake was Vanguard Total Bond Market: 99,020 shares worth $8.08M. The largest sale was PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund, an estimated $2.93M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 12% a quarter earlier, followed by Technology and Consumer Staples.

  • Empirical Finance's largest Q4 2017 buy was Vanguard Total Bond Market: 99,020 shares worth $8.08M.
  • Empirical Finance added most to iShares MSCI Emerging Markets ETF in Q4 2017, an estimated $2.99M increase.
  • Empirical Finance's biggest Q4 2017 reduction was Vanguard Real Estate ETF, cutting an estimated $1.93M.
  • Empirical Finance fully exited PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund in Q4 2017, selling an estimated $2.93M.
  • Empirical Finance's ten largest holdings make up 55% of its $303M portfolio in Q4 2017.
  • Empirical Finance opened 11 new positions and closed 62 in Q4 2017.
  • Empirical Finance's portfolio value rose 4.6% quarter-over-quarter to $303M.

Based on Empirical Finance's 13F filing for Q4 2017, filed 1 Feb 2018.