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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 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
GME icon
26
GameStop
GME
$9.85B
$1.68M 0.79%
298,068
+157,696
+112% +$963K
LOPE icon
27
Grand Canyon Education
LOPE
$4B
$1.65M 0.77%
23,002
-2,203
-9% -$137K
URBN icon
28
Urban Outfitters
URBN
$6.41B
$1.57M 0.74%
66,215
+36,504
+123% +$946K
TIP icon
29
iShares TIPS Bond ETF
TIP
$14.5B
$1.53M 0.72%
13,347
+10,195
+323% +$1.16M
GLD icon
30
SPDR Gold Trust
GLD
$131B
$1.52M 0.71%
+12,809
New +$1.49M
DJP icon
31
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$787M
$1.49M 0.7%
+63,262
New +$1.52M
HPQ icon
32
HP
HPQ
$25.5B
$1.35M 0.63%
75,433
+73,755
+4,395% +$1.19M
CTB
33
DELISTED
Cooper Tire & Rubber Co.
CTB
$1.3M 0.61%
29,392
-2,577
-8% -$101K
WLK icon
34
Westlake Corp
WLK
$9.32B
$1.29M 0.6%
19,577
-1,659
-8% -$105K
RAI
35
DELISTED
Reynolds American Inc
RAI
$1.24M 0.58%
19,675
-1,635
-8% -$98.2K
WMT icon
36
Walmart Inc
WMT
$903B
$1.23M 0.57%
51,021
+46,755
+1,096% +$1.08M
BRCD
37
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$1.21M 0.57%
97,076
-8,436
-8% -$105K
NVR icon
38
NVR
NVR
$17.3B
$1.21M 0.56%
572
-73
-11% -$138K
TARO
39
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.2M 0.56%
10,309
+10,027
+3,556% +$1.11M
SNI
40
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$1.19M 0.56%
15,168
-1,470
-9% -$114K
JNPR
41
DELISTED
Juniper Networks
JNPR
$1.18M 0.55%
42,302
-3,579
-8% -$99.8K
TUP
42
DELISTED
Tupperware Brands Corporation
TUP
$1.13M 0.53%
+18,076
New +$1.07M
MAN icon
43
ManpowerGroup
MAN
$2.6B
$1.13M 0.53%
+11,035
New +$1.07M
EHC icon
44
Encompass Health
EHC
$11.6B
$1.13M 0.53%
33,098
+32,687
+7,953% +$1.07M
HYS icon
45
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
$1.12M 0.53%
+11,119
New +$1.12M
SKX
46
DELISTED
Skechers
SKX
$1.11M 0.52%
+40,654
New +$1.05M
SHOO icon
47
Steven Madden
SHOO
$3.23B
$1.11M 0.52%
+43,263
New +$1.05M
RHI icon
48
Robert Half
RHI
$4.06B
$1.08M 0.5%
22,042
+21,370
+3,180% +$1.03M
DLX icon
49
Deluxe
DLX
$1.26B
$1.07M 0.5%
14,831
-1,430
-9% -$105K
TNL icon
50
Travel + Leisure Co
TNL
$4.77B
$1.07M 0.5%
28,119
+27,995
+22,577% +$1.03M
1
2
3 4 5

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AAP
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BCM
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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.