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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
QMOM icon
1
Alpha Architect US Quantitative Momentum ETF
QMOM
$414M
$42.8M 10.89%
1,451,563
+589,242
+68% +$17.7M
QVAL icon
2
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$41.8M 10.64%
1,457,428
+468,883
+47% +$14.8M
IMOM icon
3
Alpha Architect International Quantitative Momentum ETF
IMOM
$147M
$39.7M 10.11%
1,539,577
+512,643
+50% +$16M
IVAL icon
4
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$38.7M 9.83%
1,376,927
+418,101
+44% +$13.9M
AAVM
5
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
$30.5M 7.75%
1,229,878
+416,536
+51% +$12.4M
VTI icon
6
Vanguard Total Stock Market ETF
VTI
$653B
$7.89M 2.01%
+54,526
New +$7.65M
IEF icon
7
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$7.07M 1.8%
66,293
+19,668
+42% +$2.03M
IVV icon
8
iShares Core S&P 500 ETF
IVV
$867B
$5.67M 1.44%
+19,913
New +$5.48M
BIL icon
9
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$4.46M 1.13%
+48,695
New +$4.45M
QQQ icon
10
Invesco QQQ Trust
QQQ
$442B
$4.32M 1.1%
24,066
+6,090
+34% +$1.01M
VNQ icon
11
Vanguard Real Estate ETF
VNQ
$40.2B
$4.17M 1.06%
47,935
+24,988
+109% +$1.91M
SCHR
12
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$4.04M 1.03%
+150,266
New +$3.95M
VEU icon
13
Vanguard FTSE All-World ex-US ETF
VEU
$65.3B
$3.23M 0.82%
+64,392
New +$3.59M
FL
14
DELISTED
Foot Locker
FL
$2.94M 0.75%
+48,438
New +$2.25M
KLAC icon
15
KLA
KLAC
$249B
$2.82M 0.72%
+236,380
New +$2.63M
TECD
16
DELISTED
Tech Data Corp
TECD
$2.82M 0.72%
+27,519
New +$2.68M
CMI icon
17
Cummins
CMI
$87.9B
$2.77M 0.71%
+17,578
New +$3.02M
BBY icon
18
Best Buy
BBY
$19B
$2.59M 0.66%
36,434
-4,508
-11% -$324K
PHM icon
19
Pultegroup
PHM
$25.7B
$2.54M 0.65%
+90,930
New +$2.82M
STX icon
20
Seagate
STX
$163B
$2.53M 0.64%
52,832
+25,094
+90% +$1.33M
WU icon
21
Western Union
WU
$2.58B
$2.51M 0.64%
+135,871
New +$2.73M
GILD icon
22
Gilead Sciences
GILD
$167B
$2.46M 0.63%
37,842
+23,592
+166% +$1.88M
DKS icon
23
Dick's Sporting Goods
DKS
$18.6B
$2.44M 0.62%
66,363
+8,365
+14% +$273K
VIAB
24
DELISTED
Viacom Inc. Class B
VIAB
$2.42M 0.61%
+86,053
New +$2.78M
MAN icon
25
ManpowerGroup
MAN
$2.61B
$2.4M 0.61%
28,984
+18,240
+170% +$2.25M
1
2 3 4 5

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GHA
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AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
GS
Gilead Sciences Foster City, California $2.12B AUM 143.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
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GA
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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 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 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.