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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
% of AUM
98.7%
Top 10 Holdings %
Top 10 Hldgs %
59.19%
Holding
689
New
689
Increased
–
Reduced
–
Closed
–
Top Buys
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 | |
|---|---|---|---|---|---|---|
|
SNI
26
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $1.19M | 0.8% |
+16,638
| New | +$1.13M |
|
27
Kohl's
KSS
$2.16B
| $1.18M | 0.8% |
+23,948
| New | +$1.19M |
|
28
Gentex
GNTX
$5.12B
| $1.18M | 0.79% |
+59,817
| New | +$1.09M |
|
29
Deluxe
DLX
$1.25B
| $1.17M | 0.79% |
+16,261
| New | +$1.09M |
|
30
Cisco
CSCO
$456B
| $1.15M | 0.77% |
+37,873
| New | +$1.15M |
|
|
INVX
31
Innovex International
INVX
$1.79B
| $1.12M | 0.76% |
+18,668
| New | +$1.04M |
|
32
Cal-Maine
CALM
$4.42B
| $1.11M | 0.75% |
+25,162
| New | +$1M |
|
33
MillerKnoll
MLKN
$1.61B
| $1.09M | 0.74% |
+31,902
| New | +$994K |
|
34
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $1.09M | 0.74% |
+12,596
| New | +$1.08M |
|
35
Ford
F
$59.6B
| $1.09M | 0.73% |
+89,732
| New | +$1.09M |
|
36
NVR
NVR
$17.3B
| $1.08M | 0.73% |
+645
| New | +$1.03M |
|
37
H&R Block
HRB
$5.7B
| $1.05M | 0.71% |
+45,522
| New | +$1.04M |
|
38
Gilead Sciences
GILD
$167B
| $1.01M | 0.68% |
+14,163
| New | +$1.05M |
|
39
Williams-Sonoma
WSM
$27.8B
| $1M | 0.68% |
+41,448
| New | +$1.06M |
|
|
BIG
40
DELISTED
Big Lots, Inc.
BIG
| $1M | 0.68% |
+19,962
| New | +$980K |
|
41
Dillards
DDS
$9.2B
| $991K | 0.67% |
+15,801
| New | +$1.04M |
|
|
BBBY
42
DELISTED
Bed Bath & Beyond Inc
BBBY
| $970K | 0.65% |
+23,849
| New | +$1.03M |
|
|
GAP
43
The Gap Inc
GAP
$7.28B
| $946K | 0.64% |
+42,149
| New | +$1.09M |
|
44
GameStop
GME
$9.94B
| $887K | 0.6% |
+140,372
| New | +$867K |
|
45
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
| $876K | 0.59% |
+8,351
| New | +$897K |
|
|
VIAB
46
DELISTED
Viacom Inc. Class B
VIAB
| $872K | 0.59% |
+24,825
| New | +$912K |
|
47
Urban Outfitters
URBN
$6.44B
| $847K | 0.57% |
+29,711
| New | +$1M |
|
48
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
| $684K | 0.46% |
+6,194
| New | +$684K |
|
49
Ultrapar
UGP
$6.74B
| $580K | 0.39% |
+74,782
| New | +$786K |
|
50
Maui Land & Pineapple Co
MLP
$343M
| $552K | 0.37% |
+5,213
| New | +$35.4K |
|
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NAAA
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GA
HJGA
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.