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
+6.18%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$290M
AUM Growth
+$29.7M
Cap. Flow
+$15.5M
Cap. Flow %
5.36%
Top 10 Hldgs %
51.14%
Holding
168
New
46
Increased
35
Reduced
26
Closed
21

Top Buys

Rank Stock Value
1
TIP icon
iShares TIPS Bond ETF
TIP
+$2.81M
2
DBC icon
Invesco DB Commodity Index Tracking Fund
DBC
+$2.77M
3
PDBC icon
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
+$2.04M
4
INTC icon
Intel
INTC
+$1.37M
5
CVS icon
CVS Health
CVS
+$1.29M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$1.92M
2
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$1.8M
3
LOPE icon
Grand Canyon Education
LOPE
+$1.8M
4
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
+$1.67M
5
MLP icon
Maui Land & Pineapple Co
MLP
+$1.56M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 12.19%
2 Healthcare 6.48%
3 Technology 6.39%
4 Consumer Staples 3.64%
5 Industrials 2.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IVAL icon
1
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$31.7M 10.93%
988,922
-723
-0.1% -$22.5K
IMOM icon
2
Alpha Architect International Quantitative Momentum ETF
IMOM
$148M
$28.2M 9.74%
992,822
-819
-0.1% -$22.4K
QVAL icon
3
Alpha Architect US Quantitative Value ETF
QVAL
$590M
$27.7M 9.54%
1,018,633
-4,811
-0.5% -$124K
QMOM icon
4
Alpha Architect US Quantitative Momentum ETF
QMOM
$416M
$22.2M 7.66%
816,617
-758
-0.1% -$19.6K
AAVM
5
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$24.9M
$21.4M 7.39%
789,701
+34,684
+5% +$905K
IEF icon
6
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$4.17M 1.44%
39,126
-16,844
-30% -$1.8M
VNQ icon
7
Vanguard Real Estate ETF
VNQ
$40.1B
$3.82M 1.32%
45,975
-1,274
-3% -$106K
SPY icon
8
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$3.23M 1.11%
12,857
+1,382
+12% +$341K
HYS icon
9
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
$2.93M 1.01%
28,859
+11,484
+66% +$1.16M
DBC icon
10
Invesco DB Commodity Index Tracking Fund
DBC
$1.64B
$2.87M 0.99%
+186,363
New +$2.77M
TIP icon
11
iShares TIPS Bond ETF
TIP
$14.5B
$2.81M 0.97%
+24,703
New +$2.81M
TLT icon
12
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$2.76M 0.95%
22,147
+6,907
+45% +$868K
GILD icon
13
Gilead Sciences
GILD
$167B
$2.71M 0.93%
33,394
+5,178
+18% +$396K
GLD icon
14
SPDR Gold Trust
GLD
$131B
$2.69M 0.93%
22,155
+6,485
+41% +$789K
QQQ icon
15
Invesco QQQ Trust
QQQ
$445B
$2.62M 0.9%
17,976
+4,520
+34% +$648K
LEA icon
16
Lear
LEA
$7.43B
$2.61M 0.9%
15,099
+928
+7% +$140K
CSCO icon
17
Cisco
CSCO
$457B
$2.57M 0.89%
76,294
+1,971
+3% +$62.7K
GM icon
18
General Motors
GM
$81.6B
$2.49M 0.86%
61,718
+33,157
+116% +$1.21M
GAP
19
The Gap Inc
GAP
$7.29B
$2.44M 0.84%
82,712
+11,563
+16% +$284K
BBY icon
20
Best Buy
BBY
$18.9B
$2.44M 0.84%
42,804
-9,678
-18% -$555K
RHI icon
21
Robert Half
RHI
$4.02B
$2.42M 0.84%
48,122
+26,007
+118% +$1.2M
HUM icon
22
Humana
HUM
$46.2B
$2.41M 0.83%
9,892
-850
-8% -$208K
BIL icon
23
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$2.39M 0.83%
26,149
-7,127
-21% -$652K
AAPL icon
24
Apple
AAPL
$4.99T
$2.36M 0.81%
61,284
-3,528
-5% -$137K
BIG
25
DELISTED
Big Lots, Inc.
BIG
$2.36M 0.81%
44,045
+4,971
+13% +$245K
1
2 3 4 5

Similar funds

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
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return

Empirical Finance's Q3 2017 Portfolio in Review

As of Q3 2017, Empirical Finance held 168 positions worth $290M, up 11% from $260M the previous quarter. Its ten largest holdings account for 51% of the portfolio.

Empirical Finance deployed $15.5M of net new capital in Q3 2017, opening 46 new positions and adding to 35 existing holdings. Its largest new stake was iShares TIPS Bond ETF: 24,703 shares worth $2.81M.

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

On the sell side, the largest reduction was iShares 7-10 Year Treasury Bond ETF, an estimated $1.8M trimmed.

  • Empirical Finance's largest Q3 2017 buy was iShares TIPS Bond ETF: 24,703 shares worth $2.81M.
  • Empirical Finance added most to General Motors in Q3 2017, an estimated $1.21M increase.
  • Empirical Finance's biggest Q3 2017 reduction was iShares 7-10 Year Treasury Bond ETF, cutting an estimated $1.8M.
  • Empirical Finance fully exited iShares 1-3 Year Treasury Bond ETF in Q3 2017, selling an estimated $1.92M.
  • Empirical Finance's ten largest holdings make up 51% of its $290M portfolio in Q3 2017.
  • Empirical Finance opened 46 new positions and closed 21 in Q3 2017.
  • Empirical Finance's portfolio value rose 11% quarter-over-quarter to $290M.

Based on Empirical Finance's 13F filing for Q3 2017, filed 31 Oct 2017.