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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
+2.26%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$402M
AUM Growth
+$7.22M
Cap. Flow
+$697K
Cap. Flow %
0.17%
Top 10 Hldgs %
60.64%
Holding
174
New
35
Increased
74
Reduced
28
Closed
22

Top Buys

Rank Stock Value
1
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$3.74M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$2.44M
3
AMAT icon
Applied Materials
AMAT
+$1.68M
4
MU icon
Micron Technology
MU
+$1.66M
5
SRLN icon
State Street Blackstone Senior Loan ETF
SRLN
+$1.62M

Top Sells

Rank Stock Value
1
BND icon
Vanguard Total Bond Market
BND
+$7.92M
2
URBN icon
Urban Outfitters
URBN
+$2.58M
3
NTAP icon
NetApp
NTAP
+$2.38M
4
SCHM icon
Schwab US Mid-Cap ETF
SCHM
+$1.96M
5
HLF icon
Herbalife
HLF
+$1.86M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 10.65%
2 Technology 6.65%
3 Healthcare 3.85%
4 Materials 2.76%
5 Industrials 2.6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QMOM icon
1
Alpha Architect US Quantitative Momentum ETF
QMOM
$414M
$50.1M 12.46%
1,472,827
-4,392
-0.3% -$143K
QVAL icon
2
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$45.1M 11.21%
1,453,334
-12,748
-0.9% -$405K
IMOM icon
3
Alpha Architect International Quantitative Momentum ETF
IMOM
$148M
$43.3M 10.78%
1,518,910
-206
-0% -$5.86K
IVAL icon
4
Alpha Architect International Quantitative Value ETF
IVAL
$219M
$41.9M 10.42%
1,363,837
-3,764
-0.3% -$115K
AAVM
5
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
$40.7M 10.14%
1,406,580
-6,353
-0.4% -$184K
SCHM icon
6
Schwab US Mid-Cap ETF
SCHM
$14.5B
$5.99M 1.49%
310,425
-102,636
-25% -$1.96M
AAPL icon
7
Apple
AAPL
$4.99T
$4.52M 1.12%
80,060
+4,456
+6% +$232K
PDBC icon
8
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.17B
$4.14M 1.03%
220,734
+17,960
+9% +$323K
BIL icon
9
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$4.08M 1.02%
44,542
-297
-0.7% -$27.2K
VNQ icon
10
Vanguard Real Estate ETF
VNQ
$40.2B
$3.88M 0.96%
48,059
+321
+0.7% +$26.4K
IEF icon
11
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$3.71M 0.92%
+36,664
New +$3.74M
QQQ icon
12
Invesco QQQ Trust
QQQ
$446B
$3.34M 0.83%
17,976
– –
KSS icon
13
Kohl's
KSS
$2.17B
$3.17M 0.79%
42,507
-11,030
-21% -$835K
HPQ icon
14
HP
HPQ
$25.4B
$3.08M 0.77%
119,396
+7,427
+7% +$179K
BBY icon
15
Best Buy
BBY
$19B
$2.94M 0.73%
37,085
+805
+2% +$62.3K
HRB icon
16
H&R Block
HRB
$5.67B
$2.85M 0.71%
110,554
+19,912
+22% +$505K
GILD icon
17
Gilead Sciences
GILD
$166B
$2.82M 0.7%
36,562
+20,749
+131% +$1.57M
IDCC icon
18
InterDigital
IDCC
$6.77B
$2.81M 0.7%
35,121
+2,358
+7% +$193K
UTHR icon
19
United Therapeutics
UTHR
$26.2B
$2.67M 0.66%
20,867
+3,896
+23% +$482K
DKS icon
20
Dick's Sporting Goods
DKS
$18.7B
$2.58M 0.64%
72,628
+39,034
+116% +$1.4M
LRCX icon
21
Lam Research
LRCX
$335B
$2.53M 0.63%
166,500
+89,020
+115% +$1.52M
GAP
22
The Gap Inc
GAP
$7.3B
$2.51M 0.63%
87,123
+1,097
+1% +$32.9K
SPY icon
23
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$2.49M 0.62%
+8,558
New +$2.44M
LEA icon
24
Lear
LEA
$7.48B
$2.4M 0.6%
16,523
+1,639
+11% +$281K
DLX icon
25
Deluxe
DLX
$1.27B
$2.39M 0.59%
41,979
+25,788
+159% +$1.56M
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 Q3 2018 Portfolio in Review

As of Q3 2018, Empirical Finance held 174 positions worth $402M, up 1.8% from $395M the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Empirical Finance's Q3 2018 filing shows 35 new, 74 increased, 28 reduced and 22 closed positions. Its largest new stake was iShares 7-10 Year Treasury Bond ETF: 36,664 shares worth $3.71M. The largest sale was Vanguard Total Bond Market, an estimated $7.92M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, down from 11% a quarter earlier, followed by Technology and Healthcare.

  • Empirical Finance's largest Q3 2018 buy was iShares 7-10 Year Treasury Bond ETF: 36,664 shares worth $3.71M.
  • Empirical Finance added most to Gilead Sciences in Q3 2018, an estimated $1.57M increase.
  • Empirical Finance's biggest Q3 2018 reduction was Urban Outfitters, cutting an estimated $2.58M.
  • Empirical Finance fully exited Vanguard Total Bond Market in Q3 2018, selling an estimated $7.92M.
  • Empirical Finance's ten largest holdings make up 61% of its $402M portfolio in Q3 2018.
  • Empirical Finance opened 35 new positions and closed 22 in Q3 2018.
  • Empirical Finance's portfolio value rose 1.8% quarter-over-quarter to $402M.

Based on Empirical Finance's 13F filing for Q3 2018, filed 18 Oct 2018.