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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
+5.44%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$214M
AUM Growth
+$65.6M
Cap. Flow
+$57.6M
Cap. Flow %
26.95%
Top 10 Hldgs %
59.2%
Holding
706
New
17
Increased
46
Reduced
22
Closed
620

Top Buys

Rank Stock Value
1
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$11.7M
2
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$7.68M
3
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$4.77M
4
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$4.13M
5
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$3.52M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$2.53M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$1.64M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$1.09M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$684K
5
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$545K

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 13.14%
2 Technology 6.06%
3 Healthcare 4.95%
4 Consumer Staples 4.09%
5 Industrials 3.6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PLCE icon
451
Children's Place
PLCE
$53.8M
– –
-270
Closed -$28K
PLUS icon
452
ePlus
PLUS
$2.43B
– –
-192
Closed -$6K
PM icon
453
Philip Morris
PM
$309B
– –
-696
Closed -$64K
PLXS icon
454
Plexus
PLXS
$6.43B
– –
-264
Closed -$15K
PNC icon
455
PNC Financial Services
PNC
$99.1B
– –
-235
Closed -$28K
PNW icon
456
Pinnacle West Capital
PNW
$12.4B
– –
-49
Closed -$4K
PPG icon
457
PPG Industries
PPG
$24.9B
– –
-122
Closed -$12K
PPL
458
PPL Corp
PPL
$26.9B
– –
-278
Closed -$10K
PRU icon
459
Prudential Financial
PRU
$42.6B
– –
-204
Closed -$22K
PSX icon
460
Phillips 66
PSX
$82.9B
– –
-250
Closed -$22K
PVH icon
461
PVH
PVH
$4.07B
– –
-36
Closed -$4K
PWR icon
462
Quanta Services
PWR
$84.2B
– –
-94
Closed -$4K
PXH icon
463
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.89B
– –
-5,391
Closed -$98K
PYPL icon
464
PayPal
PYPL
$49.9B
– –
-559
Closed -$23K
QCOM icon
465
Qualcomm
QCOM
$164B
– –
-943
Closed -$62K
R icon
466
Ryder
R
$9.9B
– –
-23
Closed -$2K
REGN icon
467
Regeneron Pharmaceuticals
REGN
$72.9B
– –
-44
Closed -$17K
RF icon
468
Regions Financial
RF
$26.4B
– –
-607
Closed -$9K
RGR icon
469
Sturm, Ruger & Co
RGR
$603M
– –
-112
Closed -$6K
RJF icon
470
Raymond James Financial
RJF
$33.5B
– –
-275
Closed -$13K
RL icon
471
Ralph Lauren
RL
$22.4B
– –
-40
Closed -$4K
ROG icon
472
Rogers Corp
ROG
$2.09B
– –
-189
Closed -$15K
ROK icon
473
Rockwell Automation
ROK
$51.1B
– –
-61
Closed -$9K
ROP icon
474
Roper Technologies
ROP
$40.4B
– –
-44
Closed -$9K
ROST icon
475
Ross Stores
ROST
$80.8B
– –
-383
Closed -$26K
17 18
19
20 21

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AAP
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BCM
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GS
Gilead Sciences Foster City, California $2.12B AUM 143.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
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HJGA
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Empirical Finance's Q1 2017 Portfolio in Review

As of Q1 2017, Empirical Finance held 706 positions worth $214M, up 44% from $148M the previous quarter. Its ten largest holdings account for 59% of the portfolio.

Empirical Finance deployed $57.6M of net new capital in Q1 2017, opening 17 new positions and adding to 46 existing holdings. Its largest new stake was iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036: 63,262 shares worth $1.49M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 13% of assets, up from 12% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $190K trimmed.

  • Empirical Finance's largest Q1 2017 buy was iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036: 63,262 shares worth $1.49M.
  • Empirical Finance added most to Alpha Architect International Quantitative Momentum ETF in Q1 2017, an estimated $11.7M increase.
  • Empirical Finance's biggest Q1 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $190K.
  • Empirical Finance fully exited iShares 1-3 Year Treasury Bond ETF in Q1 2017, selling an estimated $2.53M.
  • Empirical Finance's ten largest holdings make up 59% of its $214M portfolio in Q1 2017.
  • Empirical Finance opened 17 new positions and closed 620 in Q1 2017.
  • Empirical Finance's portfolio value rose 44% quarter-over-quarter to $214M.

Based on Empirical Finance's 13F filing for Q1 2017, filed 11 May 2017.