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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
-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
Cap. Flow
+$568K
Cap. Flow %
0.17%
Top 10 Hldgs %
56.93%
Holding
187
New
35
Increased
19
Reduced
65
Closed
45

Top Buys

Rank Stock Value
1
VTI icon
Vanguard Total Stock Market ETF
VTI
+$7.38M
2
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$4.27M
3
SCHX icon
Schwab US Large- Cap ETF
SCHX
+$4.25M
4
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
+$3.03M
5
KLAC icon
KLA
KLAC
+$2.2M

Top Sells

Rank Stock Value
1
SCHM icon
Schwab US Mid-Cap ETF
SCHM
+$5.99M
2
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
+$5.69M
3
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$4.87M
4
PDBC icon
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
+$4.14M
5
UTHR icon
United Therapeutics
UTHR
+$2.67M

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
QVAL icon
1
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$35.5M 10.53%
1,418,793
-34,541
-2% -$973K
IMOM icon
2
Alpha Architect International Quantitative Momentum ETF
IMOM
$147M
$34.5M 10.22%
1,485,359
-33,551
-2% -$841K
IVAL icon
3
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$33.6M 9.97%
1,346,272
-17,565
-1% -$478K
QMOM icon
4
Alpha Architect US Quantitative Momentum ETF
QMOM
$414M
$32.8M 9.71%
1,298,075
-174,752
-12% -$4.87M
AAVM
5
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
$28.8M 8.53%
1,187,032
-219,548
-16% -$5.69M
BIL icon
6
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$8.34M 2.47%
91,233
+46,691
+105% +$4.27M
VTI icon
7
Vanguard Total Stock Market ETF
VTI
$653B
$6.82M 2.02%
+53,446
New +$7.38M
IEF icon
8
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$4.02M 1.19%
38,598
+1,934
+5% +$196K
SCHX icon
9
Schwab US Large- Cap ETF
SCHX
$71B
$3.94M 1.17%
+396,108
New +$4.25M
VNQ icon
10
Vanguard Real Estate ETF
VNQ
$40.2B
$3.79M 1.12%
50,798
+2,739
+6% +$216K
QQQ icon
11
Invesco QQQ Trust
QQQ
$442B
$3.71M 1.1%
24,068
+6,092
+34% +$1.02M
VEU icon
12
Vanguard FTSE All-World ex-US ETF
VEU
$65.3B
$2.87M 0.85%
+62,994
New +$3.03M
KSS icon
13
Kohl's
KSS
$2.14B
$2.87M 0.85%
43,255
+748
+2% +$52.5K
HRB icon
14
H&R Block
HRB
$5.58B
$2.8M 0.83%
110,497
-57
-0.1% -$1.52K
AAPL icon
15
Apple
AAPL
$4.94T
$2.78M 0.82%
70,544
-9,516
-12% -$461K
FL
16
DELISTED
Foot Locker
FL
$2.58M 0.76%
48,494
+17,280
+55% +$867K
SPY icon
17
State Street SPDR S&P 500 ETF Trust
SPY
$780B
$2.55M 0.76%
10,203
+1,645
+19% +$444K
HPQ icon
18
HP
HPQ
$24.8B
$2.44M 0.72%
119,052
-344
-0.3% -$8.02K
CI icon
19
Cigna
CI
$78.2B
$2.43M 0.72%
12,793
+4,060
+46% +$847K
IDCC icon
20
InterDigital
IDCC
$6.63B
$2.33M 0.69%
35,121
– –
CMI icon
21
Cummins
CMI
$87.8B
$2.27M 0.67%
17,007
+5,989
+54% +$846K
GILD icon
22
Gilead Sciences
GILD
$167B
$2.27M 0.67%
36,292
-270
-0.7% -$18.9K
DKS icon
23
Dick's Sporting Goods
DKS
$18.6B
$2.27M 0.67%
72,628
– –
GAP
24
The Gap Inc
GAP
$7.22B
$2.24M 0.66%
86,994
-129
-0.1% -$3.45K
KLAC icon
25
KLA
KLAC
$249B
$2.11M 0.63%
+235,910
New +$2.2M
1
2 3 4 5

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AAP
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BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
GS
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SC
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NAAA
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IVAV
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GA
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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 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 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.