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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
MNST icon
376
Monster Beverage
MNST
$95.5B
$10K 0.01%
+438
New +$10K
MSI icon
377
Motorola Solutions
MSI
$71.5B
$10K 0.01%
+112
New +$8.78K
NTRS icon
378
Northern Trust
NTRS
$22.4B
$10K 0.01%
+105
New +$8.35K
PAYX icon
379
Paychex
PAYX
$41.4B
$10K 0.01%
+160
New +$9.22K
PCAR icon
380
PACCAR
PCAR
$70.4B
$10K 0.01%
+234
New +$9.44K
PEG icon
381
Public Service Enterprise Group
PEG
$38.6B
$10K 0.01%
+223
New +$9.3K
PGR icon
382
Progressive
PGR
$124B
$10K 0.01%
+262
New +$8.66K
PH icon
383
Parker-Hannifin
PH
$121B
$10K 0.01%
+66
New +$8.78K
PPL
384
PPL Corp
PPL
$26.8B
$10K 0.01%
+278
New +$9.32K
RSG icon
385
Republic Services
RSG
$65B
$10K 0.01%
+158
New +$8.47K
TSN icon
386
Tyson Foods
TSN
$21.4B
$10K 0.01%
+150
New +$9.86K
USNA icon
387
Usana Health Sciences
USNA
$409M
$10K 0.01%
+154
New +$10K
BBWI icon
388
Bath & Body Works
BBWI
$4.02B
$9K 0.01%
+158
New +$8.98K
CB icon
389
Chubb
CB
$135B
$9K 0.01%
+65
New +$8.29K
CPB icon
390
Campbell Soup
CPB
$6.58B
$9K 0.01%
+138
New +$7.74K
DVN icon
391
Devon Energy
DVN
$50.9B
$9K 0.01%
+179
New +$7.9K
EBS icon
392
Emergent Biosolutions
EBS
$375M
$9K 0.01%
+264
New +$7.92K
EW icon
393
Edwards Lifesciences
EW
$50B
$9K 0.01%
+276
New +$8.94K
FOSL icon
394
Fossil Group
FOSL
$288M
$9K 0.01%
+322
New +$9.69K
FTV icon
395
Fortive
FTV
$17.7B
$9K 0.01%
+244
New +$8.07K
GBX icon
396
The Greenbrier Companies
GBX
$1.52B
$9K 0.01%
+194
New +$7.24K
GIII icon
397
G-III Apparel Group
GIII
$1.55B
$9K 0.01%
+293
New +$8.51K
HES
398
DELISTED
Hess
HES
$9K 0.01%
+139
New +$7.6K
HRL icon
399
Hormel Foods
HRL
$14B
$9K 0.01%
+232
New +$8.38K
KALU icon
400
Kaiser Aluminum
KALU
$2.61B
$9K 0.01%
+112
New +$8.95K
14 15
16
17 18

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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.