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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
IVAL icon
1
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$29.9M 14%
1,057,757
+280,912
+36% +$7.68M
QVAL icon
2
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$28.4M 13.3%
1,118,261
+164,429
+17% +$4.13M
IMOM icon
3
Alpha Architect International Quantitative Momentum ETF
IMOM
$148M
$26.6M 12.46%
1,063,059
+485,201
+84% +$11.7M
QMOM icon
4
Alpha Architect US Quantitative Momentum ETF
QMOM
$410M
$22.7M 10.62%
885,742
+185,870
+27% +$4.77M
VTI icon
5
Vanguard Total Stock Market ETF
VTI
$656B
$3.9M 1.82%
32,116
+29,379
+1,073% +$3.52M
VNQ icon
6
Vanguard Real Estate ETF
VNQ
$40.2B
$3.73M 1.74%
43,835
+20,971
+92% +$1.74M
PDBC icon
7
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.21B
$3.48M 1.63%
202,919
+7,327
+4% +$124K
SPY icon
8
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$2.77M 1.3%
11,762
-816
-6% -$190K
BBY icon
9
Best Buy
BBY
$19B
$2.58M 1.21%
52,446
+19,636
+60% +$877K
CSCO icon
10
Cisco
CSCO
$457B
$2.39M 1.12%
70,638
+32,765
+87% +$1.06M
FL
11
DELISTED
Foot Locker
FL
$2.31M 1.08%
30,849
+13,346
+76% +$963K
ALK icon
12
Alaska Air
ALK
$5.39B
$2.3M 1.08%
24,930
+8,997
+56% +$851K
GNTX icon
13
Gentex
GNTX
$5.03B
$2.25M 1.05%
105,457
+45,640
+76% +$958K
AET
14
DELISTED
Aetna Inc
AET
$2.24M 1.05%
17,560
+7,829
+80% +$983K
IDCC icon
15
InterDigital
IDCC
$6.78B
$2.19M 1.02%
25,327
+9,565
+61% +$860K
HUM icon
16
Humana
HUM
$45.7B
$2.17M 1.02%
10,532
+4,372
+71% +$904K
WSM icon
17
Williams-Sonoma
WSM
$28.2B
$2.15M 1%
80,060
+38,612
+93% +$941K
ALGT icon
18
Allegiant Air
ALGT
$2.68B
$2.13M 1%
13,282
+5,113
+63% +$861K
HRB icon
19
H&R Block
HRB
$5.64B
$2.01M 0.94%
86,412
+40,890
+90% +$914K
IEF icon
20
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$1.98M 0.93%
18,787
+10,436
+125% +$1.1M
UTHR icon
21
United Therapeutics
UTHR
$26.3B
$1.95M 0.91%
14,402
+5,797
+67% +$878K
BIG
22
DELISTED
Big Lots, Inc.
BIG
$1.9M 0.89%
39,100
+19,138
+96% +$965K
GILD icon
23
Gilead Sciences
GILD
$167B
$1.86M 0.87%
27,416
+13,253
+94% +$932K
AAPL icon
24
Apple
AAPL
$4.98T
$1.85M 0.87%
51,524
+35,492
+221% +$1.17M
INVX
25
Innovex International
INVX
$1.82B
$1.77M 0.83%
32,427
+13,759
+74% +$822K
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
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
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GA
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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.