We are live on ! Find out more
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
VIAB
51
DELISTED
Viacom Inc. Class B
VIAB
$1.07M 0.5%
22,894
-1,931
-8% -$81.5K
GRMN
52
Garmin
GRMN
$48.9B
$1.06M 0.49%
20,686
+19,829
+2,314% +$998K
CA
53
DELISTED
CA, Inc.
CA
$1.05M 0.49%
33,197
+32,093
+2,907% +$1.03M
UGP icon
54
Ultrapar
UGP
$6.73B
$1.05M 0.49%
111,476
+36,694
+49% +$394K
ANDV
55
DELISTED
Andeavor
ANDV
$1.04M 0.49%
12,890
-1,090
-8% -$91.3K
DG icon
56
Dollar General
DG
$27.7B
$1.03M 0.48%
14,721
+14,583
+10,567% +$1.07M
LEA icon
57
Lear
LEA
$7.46B
$1.02M 0.48%
+7,230
New +$1.03M
ESRX
58
DELISTED
Express Scripts Holding Company
ESRX
$1.02M 0.48%
15,434
+15,092
+4,413% +$1.04M
BIIB icon
59
Biogen
BIIB
$29.8B
$1.01M 0.47%
3,711
+3,607
+3,468% +$1.02M
MLP icon
60
Maui Land & Pineapple Co
MLP
$347M
$984K 0.46%
8,645
+3,432
+66% +$30.5K
GM icon
61
General Motors
GM
$81.1B
$981K 0.46%
27,746
+27,046
+3,864% +$989K
GAP
62
The Gap Inc
GAP
$7.28B
$947K 0.44%
39,004
-3,145
-7% -$75.1K
F icon
63
Ford
F
$58.9B
$938K 0.44%
80,648
-9,084
-10% -$113K
MLKN icon
64
MillerKnoll
MLKN
$1.6B
$895K 0.42%
28,396
-3,506
-11% -$108K
TGT icon
65
Target
TGT
$65.3B
$885K 0.41%
16,038
+15,373
+2,312% +$957K
BBBY
66
DELISTED
Bed Bath & Beyond Inc
BBBY
$874K 0.41%
22,161
-1,688
-7% -$67.8K
KSS icon
67
Kohl's
KSS
$2.16B
$851K 0.4%
21,379
-2,569
-11% -$105K
CALM icon
68
Cal-Maine
CALM
$4.37B
$821K 0.38%
22,320
-2,842
-11% -$114K
DDS icon
69
Dillards
DDS
$9.2B
$739K 0.35%
14,158
-1,643
-10% -$90K
QQQ icon
70
Invesco QQQ Trust
QQQ
$445B
$719K 0.34%
5,432
+1,114
+26% +$142K
IJR icon
71
iShares Core S&P Small-Cap ETF
IJR
$110B
$707K 0.33%
+10,230
New +$705K
EFA icon
72
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
$509K 0.24%
+8,172
New +$494K
EVK
73
DELISTED
Ever-Glory International Group, Inc.
EVK
$502K 0.23%
+16,432
New +$41.2K
VOO icon
74
Vanguard S&P 500 ETF
VOO
$971B
$470K 0.22%
2,176
+2,161
+14,407% +$461K
XIV
75
PUT
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$401K 0.19%
+5,499
New +$352K
1 2
3
4 5

Similar funds

GHA
GW Henssler & Associates Kennesaw, Georgia $2.12B AUM 20.77% 1-Year Est. Return
AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
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
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return

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.