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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
SPY icon
176
State Street SPDR S&P 500 ETF Trust
SPY
$790B
– –
-10,203
Closed -$2.55M
VWOB icon
177
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.15B
– –
-4,334
Closed -$323K
WBD icon
178
Warner Bros
WBD
$65.9B
– –
-54,413
Closed -$1.35M
WSM icon
179
Williams-Sonoma
WSM
$26.9B
– –
-53,622
Closed -$1.35M
4 5 6 7
8

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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.