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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
VWO icon
51
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$545K 0.37%
+15,210
New +$557K
IJS icon
52
iShares S&P Small-Cap 600 Value ETF
IJS
$8.2B
$522K 0.35%
+7,456
New +$488K
QQQ icon
53
Invesco QQQ Trust
QQQ
$445B
$512K 0.35%
+4,318
New +$510K
AAPL icon
54
Apple
AAPL
$4.99T
$465K 0.31%
+16,032
New +$455K
SYNT
55
DELISTED
Syntel Inc
SYNT
$462K 0.31%
+23,317
New +$502K
PIZ icon
56
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$713M
$413K 0.28%
+19,275
New +$422K
TIP icon
57
iShares TIPS Bond ETF
TIP
$14.5B
$357K 0.24%
+3,152
New +$360K
VXF icon
58
Vanguard Extended Market ETF
VXF
$30.5B
$318K 0.21%
+3,308
New +$306K
VTI icon
59
Vanguard Total Stock Market ETF
VTI
$656B
$316K 0.21%
+2,737
New +$308K
TVIZ
60
PUT
DELISTED
VelocityShares Daily 2x VIX Medium Term ETN
TVIZ
$232K 0.16%
+4,858
New +$194K
MSFT icon
61
Microsoft
MSFT
$2.92T
$228K 0.15%
+3,655
New +$220K
GVAL icon
62
Cambria Global Value ETF
GVAL
$572M
$202K 0.14%
+9,999
New +$197K
VPL icon
63
Vanguard FTSE Pacific ETF
VPL
$7.89B
$189K 0.13%
+3,249
New +$193K
USCI icon
64
US Commodity Index
USCI
$364M
$185K 0.12%
+4,601
New +$190K
XOM icon
65
ExxonMobil
XOM
$634B
$172K 0.12%
+1,903
New +$166K
XLF icon
66
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$168K 0.11%
+7,196
New +$154K
XLK icon
67
State Street Technology Select Sector SPDR ETF
XLK
$112B
$165K 0.11%
+6,816
New +$163K
XLI icon
68
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$159K 0.11%
+2,550
New +$154K
AMZN icon
69
Amazon
AMZN
$2.48T
$152K 0.1%
+4,040
New +$158K
JNJ icon
70
Johnson & Johnson
JNJ
$643B
$144K 0.1%
+1,246
New +$144K
JPM icon
71
JPMorgan Chase
JPM
$950B
$144K 0.1%
+1,668
New +$127K
GE icon
72
GE Aerospace
GE
$377B
$140K 0.09%
+921
New +$134K
META icon
73
Meta Platforms (Facebook)
META
$1.51T
$132K 0.09%
+1,142
New +$140K
WFC icon
74
Wells Fargo
WFC
$263B
$128K 0.09%
+2,313
New +$116K
RSX
75
DELISTED
VanEck Russia ETF
RSX
$126K 0.09%
+5,911
New +$115K
1 2
3
4 5

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BCM
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GS
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NAAA
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IVAV
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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.