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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
IP icon
351
International Paper
IP
$18B
$11K 0.01%
+204
New +$9.43K
ISRG icon
352
Intuitive Surgical
ISRG
$135B
$11K 0.01%
+153
New +$11.2K
JCI icon
353
Johnson Controls International
JCI
$85.1B
$11K 0.01%
+244
New +$10.7K
MEI icon
354
Methode Electronics
MEI
$473M
$11K 0.01%
+259
New +$9.5K
MU icon
355
Micron Technology
MU
$1.05T
$11K 0.01%
+467
New +$8.77K
SRE icon
356
Sempra
SRE
$53.4B
$11K 0.01%
+216
New +$11K
UVV icon
357
Universal Corp
UVV
$1.11B
$11K 0.01%
+160
New +$9.13K
VFC icon
358
VF Corp
VFC
$5B
$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
$392M
$10K 0.01%
+753
New +$8.81K
AMP icon
364
Ameriprise Financial
AMP
$47.8B
$10K 0.01%
+84
New +$8.87K
APH icon
365
Amphenol
APH
$191B
$10K 0.01%
+1,120
New +$9.33K
APOG icon
366
Apogee Enterprises
APOG
$787M
$10K 0.01%
+173
New +$8.02K
CAL icon
367
Caleres
CAL
$415M
$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
$39B
$10K 0.01%
+129
New +$9.32K
FIS icon
370
Fidelity National Information Services
FIS
$19B
$10K 0.01%
+128
New +$9.76K
GCO icon
371
Genesco
GCO
$361M
$10K 0.01%
+153
New +$9.34K
HIG icon
372
Hartford Financial Services
HIG
$36.6B
$10K 0.01%
+197
New +$9.03K
HUBG icon
373
HUB Group
HUBG
$2.03B
$10K 0.01%
+428
New +$8.84K
LZB icon
374
La-Z-Boy
LZB
$1.21B
$10K 0.01%
+301
New +$8.15K
MATX icon
375
Matsons
MATX
$7.05B
$10K 0.01%
+264
New +$10.2K
13 14
15
16 17

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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
Discovery Capital Management South Norwalk, Connecticut $2.41B AUM 286.33% 1-Year Est. Return
ACH
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BC
Blackhill Capital Morristown, New Jersey $2.41B AUM 44.07% 1-Year Est. Return
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.