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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
+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
IP icon
351
International Paper
IP
$21.9B
$11K 0.01%
+204
New +$9.43K
ISRG icon
352
Intuitive Surgical
ISRG
$127B
$11K 0.01%
+153
New +$11.2K
JCI icon
353
Johnson Controls International
JCI
$89B
$11K 0.01%
+244
New +$10.7K
MEI icon
354
Methode Electronics
MEI
$497M
$11K 0.01%
+259
New +$9.5K
MU icon
355
Micron Technology
MU
$946B
$11K 0.01%
+467
New +$8.77K
SRE icon
356
Sempra
SRE
$58.4B
$11K 0.01%
+216
New +$11K
UVV icon
357
Universal Corp
UVV
$1.32B
$11K 0.01%
+160
New +$9.13K
VFC icon
358
VF Corp
VFC
$5.68B
$11K 0.01%
+206
New +$10.7K
ALXN
359
DELISTED
Alexion Pharmaceuticals
ALXN
$11K 0.01%
+87
New +$10.6K
MSGN
360
DELISTED
MSG Networks Inc.
MSGN
$11K 0.01%
+472
New +$9.4K
AGN
361
DELISTED
Allergan plc
AGN
$11K 0.01%
+48
New +$9.94K
STJ
362
DELISTED
St Jude Medical
STJ
$11K 0.01%
+125
New +$9.92K
ACCO icon
363
Acco Brands
ACCO
$389M
$10K 0.01%
+753
New +$8.81K
AMP icon
364
Ameriprise Financial
AMP
$48.4B
$10K 0.01%
+84
New +$8.87K
APH icon
365
Amphenol
APH
$199B
$10K 0.01%
+560
New +$9.33K
APOG icon
366
Apogee Enterprises
APOG
$830M
$10K 0.01%
+173
New +$8.02K
CAL icon
367
Caleres
CAL
$433M
$10K 0.01%
+304
New +$8.91K
CSGS
368
DELISTED
CSG Systems International
CSGS
$10K 0.01%
+188
New +$8.09K
ED icon
369
Consolidated Edison
ED
$40.3B
$10K 0.01%
+129
New +$9.32K
FIS icon
370
Fidelity National Information Services
FIS
$23.2B
$10K 0.01%
+128
New +$9.76K
GCO icon
371
Genesco
GCO
$425M
$10K 0.01%
+153
New +$9.34K
HIG icon
372
Hartford Financial Services
HIG
$39.1B
$10K 0.01%
+197
New +$9.03K
HUBG icon
373
HUB Group
HUBG
$2.83B
$10K 0.01%
+428
New +$8.84K
LZB icon
374
La-Z-Boy
LZB
$1.58B
$10K 0.01%
+301
New +$8.15K
MATX icon
375
Matsons
MATX
$6.15B
$10K 0.01%
+264
New +$10.2K
13 14
15
16 17

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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
Gilead Sciences Foster City, California $2.12B AUM 143.53% 1-Year Est. Return
SC
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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
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HJGA
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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 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.