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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
CCEP icon
576
Coca-Cola Europacific Partners
CCEP
$45.3B
$4K ﹤0.01%
+112
New +$3.94K
CF icon
577
CF Industries
CF
$20B
$4K ﹤0.01%
+120
New +$3.23K
DHI icon
578
D.R. Horton
DHI
$38.7B
$4K ﹤0.01%
+142
New +$4.06K
FLR icon
579
Fluor
FLR
$7.09B
$4K ﹤0.01%
+70
New +$3.63K
FMC icon
580
FMC
FMC
$1.35B
$4K ﹤0.01%
+68
New +$3.1K
GT icon
581
Goodyear
GT
$1.49B
$4K ﹤0.01%
+109
New +$3.37K
HP icon
582
Helmerich & Payne
HP
$4.16B
$4K ﹤0.01%
+47
New +$3.34K
J icon
583
Jacobs Solutions
J
$16.8B
$4K ﹤0.01%
+70
New +$3.22K
JEF icon
584
Jefferies Financial Group
JEF
$10.9B
$4K ﹤0.01%
+179
New +$3.34K
KFRC icon
585
Kforce
KFRC
$935M
$4K ﹤0.01%
+173
New +$3.55K
LEN icon
586
Lennar Class A
LEN
$18.9B
$4K ﹤0.01%
+92
New +$3.72K
MTRX icon
587
Matrix Service
MTRX
$280M
$4K ﹤0.01%
+172
New +$3.42K
NAVI icon
588
Navient
NAVI
$913M
$4K ﹤0.01%
+189
New +$2.94K
NI icon
589
NiSource
NI
$19.5B
$4K ﹤0.01%
+139
New +$3.09K
PETS icon
590
PetMed Express
PETS
$34.7M
$4K ﹤0.01%
+144
New +$3.08K
PHM icon
591
Pultegroup
PHM
$22.4B
$4K ﹤0.01%
+168
New +$3.19K
PKOH icon
592
Park-Ohio Holdings
PKOH
$653M
$4K ﹤0.01%
+89
New +$3.42K
PNW icon
593
Pinnacle West Capital
PNW
$11.5B
$4K ﹤0.01%
+49
New +$3.67K
PVH icon
594
PVH
PVH
$3.31B
$4K ﹤0.01%
+36
New +$3.79K
PWR icon
595
Quanta Services
PWR
$93.1B
$4K ﹤0.01%
+94
New +$2.95K
RL icon
596
Ralph Lauren
RL
$20.2B
$4K ﹤0.01%
+40
New +$4.06K
SHOE
597
Shoe Station Group
SHOE
$351M
$4K ﹤0.01%
+274
New +$3.75K
SEE
598
DELISTED
Sealed Air
SEE
$4K ﹤0.01%
+86
New +$3.95K
VOO icon
599
Vanguard S&P 500 ETF
VOO
$1.03T
$4K ﹤0.01%
+15
New +$3.01K
WYNN icon
600
Wynn Resorts
WYNN
$8.67B
$4K ﹤0.01%
+45
New +$4.21K
22 23
24
25 26

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LMC
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CI
Cavalier Investments Alpharetta, Georgia $2.41B AUM 38.24% 1-Year Est. Return
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
ArrowMark Colorado Holdings Denver, Colorado $2.4B AUM 42.85% 1-Year Est. Return
BC
Blackhill Capital Morristown, New Jersey $2.41B AUM 44.07% 1-Year Est. Return
LFM
LGT Fund Management Vaduz, Liechtenstein $2.4B AUM 38.22% 1-Year Est. Return
AAP
Aristotle Atlantic Partners Sarasota, Florida $2.41B AUM 41.95% 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 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.