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EF

Empirical Finance Portfolio holdings

AUM $2.41B
1-Year Est. Return 41.48%
This Fund
S&P 500
This Quarter Est. Return
+3.78%
1 Year Est. Return
+41.48%
3 Year Est. Return
+124.48%
5 Year Est. Return
+157.81%
10 Year Est. Return
–
AUM
$148M
AUM Growth
–
Cap. Flow
+$144M
Cap. Flow %
96.9%
Top 10 Hldgs %
59.19%
Holding
689
New
689
Increased
–
Reduced
–
Closed
–

Top Buys

Rank Stock Value
1
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$22.9M
2
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$19.7M
3
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$17.1M
4
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$13.8M
5
PDBC icon
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
+$3.43M

Top Sells

No sells this quarter

Sector Composition

Rank Sector Weight
1 Miscellaneous 64.35%
2 Consumer Discretionary 11.79%
3 Technology 5.1%
4 Consumer Staples 3.92%
5 Industrials 3.7%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MCK icon
251
McKesson
MCK
$103B
$15K 0.01%
+101
New +$14.9K
MSM icon
252
MSC Industrial Direct
MSM
$6.73B
$15K 0.01%
+156
New +$12.9K
NSC icon
253
Norfolk Southern
NSC
$71.2B
$15K 0.01%
+136
New +$13.7K
ODP
254
DELISTED
ODP
ODP
$15K 0.01%
+313
New +$13K
OKE icon
255
Oneok
OKE
$58.4B
$15K 0.01%
+261
New +$13.7K
OTTR icon
256
Otter Tail
OTTR
$3.74B
$15K 0.01%
+357
New +$13.3K
PLXS icon
257
Plexus
PLXS
$6.46B
$15K 0.01%
+264
New +$13.1K
ROG icon
258
Rogers Corp
ROG
$2.3B
$15K 0.01%
+189
New +$12.8K
SAIA icon
259
Saia
SAIA
$9.14B
$15K 0.01%
+327
New +$12.6K
SMG icon
260
ScottsMiracle-Gro
SMG
$3.19B
$15K 0.01%
+150
New +$13.5K
SPTN
261
DELISTED
SpartanNash
SPTN
$15K 0.01%
+363
New +$12.2K
STT icon
262
State Street
STT
$50.2B
$15K 0.01%
+190
New +$14.3K
SYY icon
263
Sysco
SYY
$37.7B
$15K 0.01%
+258
New +$13.4K
TFC icon
264
Truist Financial
TFC
$59.2B
$15K 0.01%
+313
New +$13.3K
TSE
265
DELISTED
Trinseo
TSE
$15K 0.01%
+237
New +$13.3K
VSH icon
266
Vishay Intertechnology
VSH
$4.8B
$15K 0.01%
+906
New +$13.5K
WM icon
267
Waste Management
WM
$85.5B
$15K 0.01%
+205
New +$13.7K
WMK icon
268
Weis Markets
WMK
$1.81B
$15K 0.01%
+219
New +$12.6K
SAVE
269
DELISTED
Spirit Airlines, Inc.
SAVE
$15K 0.01%
+249
New +$12.8K
MGLN
270
DELISTED
Magellan Health Services, Inc.
MGLN
$15K 0.01%
+195
New +$12.5K
CCMP
271
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$15K 0.01%
+222
New +$12.8K
NCI
272
DELISTED
Navigant Consulting, Inc.
NCI
$15K 0.01%
+543
New +$12.9K
AAN.A
273
DELISTED
The Aaron's Company Inc Class A
AAN.A
$15K 0.01%
+462
New +$15K
ADM icon
274
Archer Daniels Midland
ADM
$41B
$14K 0.01%
+289
New +$12.8K
AEIS icon
275
Advanced Energy
AEIS
$10.1B
$14K 0.01%
+246
New +$12.6K
9 10
11
12 13

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CI
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RC
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DCM
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ACH
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BC
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LFM
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AAP
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Empirical Finance's Q4 2016 Portfolio in Review

Q4 2016 is the first quarter with a 13F filing on record for Empirical Finance, which disclosed 689 positions worth $148M. Its ten largest holdings account for 59% of the portfolio.

Its largest position is Alpha Architect US Quantitative Value ETF: 953,832 shares worth $23.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 64% of assets, followed by Consumer Discretionary and Technology.

  • Empirical Finance's largest Q4 2016 buy was Alpha Architect US Quantitative Value ETF: 953,832 shares worth $23.6M.
  • Empirical Finance's ten largest holdings make up 59% of its $148M portfolio in Q4 2016.
  • Empirical Finance disclosed 689 positions in Q4 2016, its first 13F filing on record.

Based on Empirical Finance's 13F filing for Q4 2016, filed 13 Feb 2017.