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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
AEP icon
276
American Electric Power
AEP
$65.7B
$14K 0.01%
+215
New +$13.3K
AFL icon
277
Aflac
AFL
$58.6B
$14K 0.01%
+400
New +$14.1K
ALB icon
278
Albemarle
ALB
$12.9B
$14K 0.01%
+156
New +$13.2K
APD icon
279
Air Products & Chemicals
APD
$63.9B
$14K 0.01%
+93
New +$13K
BRC icon
280
Brady Corp
BRC
$3.97B
$14K 0.01%
+357
New +$12.8K
CAKE icon
281
Cheesecake Factory
CAKE
$4.83B
$14K 0.01%
+231
New +$13.1K
CPRT icon
282
Copart
CPRT
$28.5B
$14K 0.01%
+1,896
New +$12.9K
EHC icon
283
Encompass Health
EHC
$12.2B
$14K 0.01%
+411
New +$13.3K
EL icon
284
Estee Lauder
EL
$34.6B
$14K 0.01%
+171
New +$13.9K
EME icon
285
Emcor
EME
$32.6B
$14K 0.01%
+192
New +$12.6K
EXC icon
286
Exelon
EXC
$43.7B
$14K 0.01%
+530
New +$12.6K
GDOT icon
287
Green Dot
GDOT
$756M
$14K 0.01%
+555
New +$13K
HII icon
288
Huntington Ingalls Industries
HII
$11B
$14K 0.01%
+72
New +$12.2K
NYT icon
289
New York Times
NYT
$11.7B
$14K 0.01%
+998
New +$12.3K
ODFL icon
290
Old Dominion Freight Line
ODFL
$36.2B
$14K 0.01%
+459
New +$12.3K
ORLY icon
291
O'Reilly Automotive
ORLY
$67.7B
$14K 0.01%
+705
New +$12.9K
RS icon
292
Reliance Steel & Aluminium
RS
$20.1B
$14K 0.01%
+174
New +$13.3K
SAIC icon
293
Saic
SAIC
$5.56B
$14K 0.01%
+165
New +$12.7K
SCL icon
294
Stepan Co
SCL
$1.4B
$14K 0.01%
+168
New +$13K
HTO
295
H2O America
HTO
$2.64B
$14K 0.01%
+249
New +$12.6K
SKYW icon
296
Skywest
SKYW
$3.77B
$14K 0.01%
+372
New +$12.5K
TT icon
297
Trane Technologies
TT
$92.8B
$14K 0.01%
+177
New +$12.8K
UGI icon
298
UGI
UGI
$8.19B
$14K 0.01%
+303
New +$13.6K
UI icon
299
Ubiquiti
UI
$34.5B
$14K 0.01%
+237
New +$12.9K
UNF icon
300
Unifirst Corp
UNF
$4.81B
$14K 0.01%
+93
New +$12.6K
10 11
12
13 14

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CI
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RC
RBF Capital San Francisco, California $2.41B AUM 39.41% 1-Year Est. Return
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.