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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
GM icon
51
General Motors
GM
$80B
$1.48M 0.38%
39,875
+736
+2% +$28K
FCX icon
52
Freeport-McMoran
FCX
$91.2B
$1.46M 0.37%
113,209
+809
+0.7% +$9.79K
CI icon
53
Cigna
CI
$76.1B
$1.45M 0.37%
9,000
-3,793
-30% -$693K
LUV icon
54
Southwest Airlines
LUV
$22.3B
$1.41M 0.36%
27,167
+289
+1% +$15.2K
INGR icon
55
Ingredion
INGR
$6.33B
$1.41M 0.36%
14,866
– –
EPOL icon
56
iShares MSCI Poland ETF
EPOL
$699M
$1.39M 0.35%
60,558
– –
EWJ icon
57
iShares MSCI Japan ETF
EWJ
$22.1B
$1.38M 0.35%
25,207
– –
THD icon
58
iShares MSCI Thailand ETF
THD
$364M
$1.37M 0.35%
15,484
– –
EWS icon
59
iShares MSCI Singapore ETF
EWS
$1.05B
$1.34M 0.34%
56,307
– –
DAL icon
60
Delta Air Lines
DAL
$58.3B
$1.33M 0.34%
25,724
+334
+1% +$16.6K
NUE icon
61
Nucor
NUE
$58.5B
$1.3M 0.33%
22,224
+171
+0.8% +$10K
VSH icon
62
Vishay Intertechnology
VSH
$5.18B
$1.28M 0.33%
69,544
– –
EWY icon
63
iShares MSCI South Korea ETF
EWY
$22.5B
$1.24M 0.32%
20,402
– –
MU icon
64
Micron Technology
MU
$988B
$1.16M 0.29%
+28,054
New +$1.08M
ALV icon
65
Autoliv
ALV
$9.09B
$1.15M 0.29%
15,623
– –
STLD icon
66
Steel Dynamics
STLD
$36.2B
$1.15M 0.29%
32,587
– –
COHR
67
DELISTED
Coherent Inc
COHR
$1.15M 0.29%
+8,090
New +$1.02M
BBWI icon
68
Bath & Body Works
BBWI
$4.02B
$1.09M 0.28%
48,709
+177
+0.4% +$3.89K
SWN
69
DELISTED
Southwestern Energy Company
SWN
$1.08M 0.27%
230,105
– –
EME icon
70
Emcor
EME
$35.4B
$1.08M 0.27%
+14,737
New +$1,000K
BBBY
71
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.07M 0.27%
+63,052
New +$952K
AMAT icon
72
Applied Materials
AMAT
$398B
$1.07M 0.27%
26,871
-83
-0.3% -$3.15K
LRCX icon
73
Lam Research
LRCX
$373B
$1.05M 0.27%
+58,900
New +$983K
M icon
74
Macy's
M
$6.56B
$1.04M 0.26%
43,305
-25,031
-37% -$632K
NVR icon
75
NVR
NVR
$16.8B
$1.03M 0.26%
374
– –
1 2
3
4 5

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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.