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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
HIBB
476
DELISTED
Hibbett, Inc. Common Stock
HIBB
$7K ﹤0.01%
+162
New +$6.56K
SHPG
477
DELISTED
Shire pic
SHPG
$7K ﹤0.01%
+36
New +$6.38K
PGEM
478
DELISTED
Ply Gem Holdings, Inc.
PGEM
$7K ﹤0.01%
+423
New +$6.29K
AEE icon
479
Ameren
AEE
$30.3B
$6K ﹤0.01%
+107
New +$5.3K
AKAM icon
480
Akamai
AKAM
$16.7B
$6K ﹤0.01%
+79
New +$5.03K
AME icon
481
Ametek
AME
$55.4B
$6K ﹤0.01%
+108
New +$5.12K
ANIK icon
482
Anika Therapeutics
ANIK
$258M
$6K ﹤0.01%
+105
New +$4.86K
BFH icon
483
Bread Financial
BFH
$4.37B
$6K ﹤0.01%
+29
New +$5.04K
CATO icon
484
Cato Corp
CATO
$68.3M
$6K ﹤0.01%
+191
New +$5.88K
CINF icon
485
Cincinnati Financial
CINF
$27.3B
$6K ﹤0.01%
+72
New +$5.36K
CMA
486
DELISTED
Comerica
CMA
$6K ﹤0.01%
+80
New +$4.69K
CMG icon
487
Chipotle Mexican Grill
CMG
$47.2B
$6K ﹤0.01%
+700
New +$5.52K
DELL icon
488
Dell
DELL
$262B
$6K ﹤0.01%
+353
New +$5.06K
DOV icon
489
Dover
DOV
$27.6B
$6K ﹤0.01%
+93
New +$5.37K
EMN icon
490
Eastman Chemical
EMN
$8B
$6K ﹤0.01%
+67
New +$4.84K
ETR icon
491
Entergy
ETR
$50.2B
$6K ﹤0.01%
+158
New +$5.66K
FE icon
492
FirstEnergy
FE
$28B
$6K ﹤0.01%
+185
New +$5.92K
HOG icon
493
Harley-Davidson
HOG
$2.58B
$6K ﹤0.01%
+97
New +$5.53K
M icon
494
Macy's
M
$6.53B
$6K ﹤0.01%
+163
New +$6.34K
MCHP icon
495
Microchip Technology
MCHP
$40.3B
$6K ﹤0.01%
+176
New +$5.54K
MKC icon
496
McCormick & Company Non-Voting
MKC
$13.7B
$6K ﹤0.01%
+116
New +$5.41K
MOS icon
497
The Mosaic Company
MOS
$7.03B
$6K ﹤0.01%
+176
New +$4.72K
MRTN icon
498
Marten Transport
MRTN
$1.21B
$6K ﹤0.01%
+580
New +$5.21K
NAT icon
499
Nordic American Tanker
NAT
$1.38B
$6K ﹤0.01%
+655
New +$5.82K
NDAQ icon
500
Nasdaq
NDAQ
$52.7B
$6K ﹤0.01%
+225
New +$4.96K
18 19
20
21 22

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AAP
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BCM
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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
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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.