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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
+12.01%
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
+$55.6M
Cap. Flow
+$20.5M
Cap. Flow %
5.2%
Top 10 Hldgs %
56.71%
Holding
179
New
37
Increased
77
Reduced
25
Closed
18

Top Buys

Rank Stock Value
1
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$4.34M
2
SCHR
Schwab Intermediately-Term US Treasury ETF
SCHR
+$3.99M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$3.24M
4
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$2.9M
5
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$1.35M

Top Sells

Rank Stock Value
1
SCHX icon
Schwab US Large- Cap ETF
SCHX
+$3.94M
2
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$3.89M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$2.55M
4
HLF icon
Herbalife
HLF
+$2.05M
5
AEO icon
American Eagle Outfitters
AEO
+$1.62M

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
HRB icon
26
H&R Block
HRB
$5.98B
$2.37M 0.6%
99,070
-11,427
-10% -$281K
KSS icon
27
Kohl's
KSS
$2.16B
$2.36M 0.6%
34,335
-8,920
-21% -$605K
GAP
28
The Gap Inc
GAP
$7.3B
$2.36M 0.6%
90,200
+3,206
+4% +$81.9K
SBH icon
29
Sally Beauty Holdings
SBH
$1.47B
$2.3M 0.58%
124,766
+7,723
+7% +$138K
BWA icon
30
BorgWarner
BWA
$12.8B
$2.27M 0.58%
67,228
+28,706
+75% +$993K
AAPL icon
31
Apple
AAPL
$4.97T
$2.22M 0.57%
46,780
-23,764
-34% -$1.01M
LEA icon
32
Lear
LEA
$7.39B
$2.18M 0.55%
16,031
+6,493
+68% +$952K
RSP icon
33
Invesco S&P 500 Equal Weight ETF
RSP
$97.3B
$2.15M 0.55%
20,556
-9
-0% -$908
AMCX icon
34
AMC Global Media
AMCX
$450M
$2.14M 0.54%
37,649
+15,675
+71% +$963K
LYB icon
35
LyondellBasell Industries
LYB
$19.5B
$2.11M 0.54%
25,144
+11,487
+84% +$993K
IDCC icon
36
InterDigital
IDCC
$6.75B
$2.11M 0.54%
31,940
-3,181
-9% -$221K
HPQ icon
37
HP
HPQ
$26B
$2.09M 0.53%
107,683
-11,369
-10% -$241K
IBM icon
38
IBM
IBM
$213B
$1.83M 0.47%
13,553
+516
+4% +$65.8K
AMZN icon
39
Amazon
AMZN
$2.44T
$1.79M 0.46%
20,140
+5,100
+34% +$424K
SKX
40
DELISTED
Skechers
SKX
$1.79M 0.45%
53,156
– –
VWO icon
41
Vanguard FTSE Emerging Markets ETF
VWO
$117B
$1.75M 0.45%
41,167
+142
+0.3% +$5.85K
TSN icon
42
Tyson Foods
TSN
$21.5B
$1.74M 0.44%
25,084
+160
+0.6% +$9.9K
ERUS
43
DELISTED
iShares MSCI Russia ETF
ERUS
$1.62M 0.41%
47,039
– –
VGSH icon
44
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$1.61M 0.41%
26,616
+6
+0% +$361
CAT icon
45
Caterpillar
CAT
$361B
$1.59M 0.41%
11,768
+332
+3% +$44.1K
EWH icon
46
iShares MSCI Hong Kong ETF
EWH
$1.23B
$1.57M 0.4%
60,084
– –
ADME icon
47
Aptus Behavioral Momentum ETF
ADME
$284M
$1.57M 0.4%
53,605
-25
-0% -$709
BND icon
48
Vanguard Total Bond Market
BND
$158B
$1.56M 0.4%
19,250
-8
-0% -$639
XOM icon
49
ExxonMobil
XOM
$650B
$1.55M 0.39%
19,185
+2,310
+14% +$176K
XRX icon
50
Xerox
XRX
$345M
$1.49M 0.38%
46,671
+124
+0.3% +$3.5K
1
2
3 4 5

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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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HJGA
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Empirical Finance's Q1 2019 Portfolio in Review

As of Q1 2019, Empirical Finance held 179 positions worth $393M, up 16% from $337M the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Empirical Finance deployed $20.5M of net new capital in Q1 2019, opening 37 new positions and adding to 77 existing holdings. Its largest new stake was Schwab Intermediately-Term US Treasury ETF: 150,266 shares worth $4.04M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, down from 12% a quarter earlier, followed by Technology and Industrials.

On the sell side, the largest reduction was State Street SPDR Bloomberg 1-3 Month T-Bill ETF, an estimated $3.89M trimmed.

  • Empirical Finance's largest Q1 2019 buy was Schwab Intermediately-Term US Treasury ETF: 150,266 shares worth $4.04M.
  • Empirical Finance added most to Alpha Architect US Quantitative Momentum ETF in Q1 2019, an estimated $4.34M increase.
  • Empirical Finance's biggest Q1 2019 reduction was State Street SPDR Bloomberg 1-3 Month T-Bill ETF, cutting an estimated $3.89M.
  • Empirical Finance fully exited Schwab US Large- Cap ETF in Q1 2019, selling an estimated $3.94M.
  • Empirical Finance's ten largest holdings make up 57% of its $393M portfolio in Q1 2019.
  • Empirical Finance opened 37 new positions and closed 18 in Q1 2019.
  • Empirical Finance's portfolio value rose 16% quarter-over-quarter to $393M.

Based on Empirical Finance's 13F filing for Q1 2019, filed 10 May 2019.