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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
QMOM icon
1
Alpha Architect US Quantitative Momentum ETF
QMOM
$414M
$42.8M 10.89%
1,451,563
+153,488
+12% +$4.34M
QVAL icon
2
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$41.8M 10.64%
1,457,428
+38,635
+3% +$1.09M
IMOM icon
3
Alpha Architect International Quantitative Momentum ETF
IMOM
$147M
$39.7M 10.11%
1,539,577
+54,218
+4% +$1.35M
IVAL icon
4
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$38.7M 9.83%
1,376,927
+30,655
+2% +$845K
AAVM
5
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
$30.5M 7.75%
1,229,878
+42,846
+4% +$1.06M
VTI icon
6
Vanguard Total Stock Market ETF
VTI
$653B
$7.89M 2.01%
54,526
+1,080
+2% +$151K
IEF icon
7
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$7.07M 1.8%
66,293
+27,695
+72% +$2.9M
IVV icon
8
iShares Core S&P 500 ETF
IVV
$868B
$5.67M 1.44%
19,913
+11,835
+147% +$3.24M
BIL icon
9
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$4.46M 1.13%
48,695
-42,538
-47% -$3.89M
QQQ icon
10
Invesco QQQ Trust
QQQ
$442B
$4.32M 1.1%
24,066
-2
-0% -$339
VNQ icon
11
Vanguard Real Estate ETF
VNQ
$40.2B
$4.17M 1.06%
47,935
-2,863
-6% -$237K
SCHR
12
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$4.04M 1.03%
+150,266
New +$3.99M
VEU icon
13
Vanguard FTSE All-World ex-US ETF
VEU
$65.3B
$3.23M 0.82%
64,392
+1,398
+2% +$68.5K
FL
14
DELISTED
Foot Locker
FL
$2.94M 0.75%
48,438
-56
-0.1% -$3.26K
KLAC icon
15
KLA
KLAC
$249B
$2.82M 0.72%
236,380
+470
+0.2% +$5.05K
TECD
16
DELISTED
Tech Data Corp
TECD
$2.82M 0.72%
27,519
+9,781
+55% +$956K
CMI icon
17
Cummins
CMI
$87.8B
$2.77M 0.71%
17,578
+571
+3% +$85.7K
BBY icon
18
Best Buy
BBY
$19B
$2.59M 0.66%
36,434
-574
-2% -$35.8K
PHM icon
19
Pultegroup
PHM
$25.7B
$2.54M 0.65%
90,930
+36,539
+67% +$996K
STX icon
20
Seagate
STX
$163B
$2.53M 0.64%
52,832
+2,697
+5% +$120K
WU icon
21
Western Union
WU
$2.58B
$2.51M 0.64%
135,871
+53,518
+65% +$962K
GILD icon
22
Gilead Sciences
GILD
$167B
$2.46M 0.63%
37,842
+1,550
+4% +$103K
DKS icon
23
Dick's Sporting Goods
DKS
$18.6B
$2.44M 0.62%
66,363
-6,265
-9% -$223K
VIAB
24
DELISTED
Viacom Inc. Class B
VIAB
$2.42M 0.61%
86,053
+33,618
+64% +$965K
MAN icon
25
ManpowerGroup
MAN
$2.61B
$2.4M 0.61%
28,984
+12,099
+72% +$953K
1
2 3 4 5

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GHA
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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 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.