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
+3.78%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$148M
AUM Growth
–
Cap. Flow
+$146M
Cap. Flow %
98.7%
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 Consumer Discretionary 11.77%
2 Technology 5.08%
3 Consumer Staples 3.92%
4 Industrials 3.69%
5 Healthcare 3.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AEP icon
276
American Electric Power
AEP
$69.5B
$14K 0.01%
+215
New +$13.3K
AFL icon
277
Aflac
AFL
$64.8B
$14K 0.01%
+400
New +$14.1K
ALB icon
278
Albemarle
ALB
$13.9B
$14K 0.01%
+156
New +$13.2K
APD icon
279
Air Products & Chemicals
APD
$66.8B
$14K 0.01%
+93
New +$13K
BRC icon
280
Brady Corp
BRC
$4.39B
$14K 0.01%
+357
New +$12.8K
CAKE icon
281
Cheesecake Factory
CAKE
$5.03B
$14K 0.01%
+231
New +$13.1K
CPRT icon
282
Copart
CPRT
$27.4B
$14K 0.01%
+1,896
New +$12.9K
EHC icon
283
Encompass Health
EHC
$11B
$14K 0.01%
+411
New +$13.3K
EL icon
284
Estee Lauder
EL
$30.7B
$14K 0.01%
+171
New +$13.9K
EME icon
285
Emcor
EME
$35.7B
$14K 0.01%
+192
New +$12.6K
EXC icon
286
Exelon
EXC
$46.6B
$14K 0.01%
+530
New +$12.6K
GDOT icon
287
Green Dot
GDOT
$743M
$14K 0.01%
+555
New +$13K
HII icon
288
Huntington Ingalls Industries
HII
$12.6B
$14K 0.01%
+72
New +$12.2K
NYT icon
289
New York Times
NYT
$12.3B
$14K 0.01%
+998
New +$12.3K
ODFL icon
290
Old Dominion Freight Line
ODFL
$44.2B
$14K 0.01%
+459
New +$12.3K
ORLY icon
291
O'Reilly Automotive
ORLY
$72.4B
$14K 0.01%
+705
New +$12.9K
RS icon
292
Reliance Steel & Aluminium
RS
$20.5B
$14K 0.01%
+174
New +$13.3K
SAIC icon
293
Saic
SAIC
$4.89B
$14K 0.01%
+165
New +$12.7K
SCL icon
294
Stepan Co
SCL
$1.48B
$14K 0.01%
+168
New +$13K
HTO
295
H2O America
HTO
$2.59B
$14K 0.01%
+249
New +$12.6K
SKYW icon
296
Skywest
SKYW
$4.29B
$14K 0.01%
+372
New +$12.5K
TT icon
297
Trane Technologies
TT
$97.3B
$14K 0.01%
+177
New +$12.8K
UGI icon
298
UGI
UGI
$7.76B
$14K 0.01%
+303
New +$13.6K
UI icon
299
Ubiquiti
UI
$32.3B
$14K 0.01%
+237
New +$12.9K
UNF icon
300
Unifirst Corp
UNF
$5.31B
$14K 0.01%
+93
New +$12.6K
10 11
12
13 14

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 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 Consumer Discretionary at 12% of assets, followed by Technology and Consumer Staples.

  • 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.