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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 | |
|---|---|---|---|---|---|---|
76
iShares MSCI Japan ETF
EWJ
$21.3B
| $118K | 0.08% |
+2,407
| New | +$120K |
|
77
AT&T
T
$169B
| $116K | 0.08% |
+3,599
| New | +$106K |
|
78
Alphabet (Google) Class C
GOOG
$4.07T
| $115K | 0.08% |
+2,960
| New | +$115K |
|
79
iShares MSCI Canada ETF
EWC
$6.18B
| $110K | 0.07% |
+4,178
| New | +$108K |
|
80
Bank of America
BAC
$439B
| $103K | 0.07% |
+4,636
| New | +$89.3K |
|
81
Procter & Gamble
PG
$347B
| $101K | 0.07% |
+1,194
| New | +$102K |
|
82
Chevron
CVX
$374B
| $99K | 0.07% |
+841
| New | +$91.6K |
|
|
83
Alphabet (Google) Class A
GOOGL
$4.08T
| $99K | 0.07% |
+2,480
| New | +$99.2K |
|
84
Walmart Inc
WMT
$900B
| $99K | 0.07% |
+4,266
| New | +$99.6K |
|
85
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
| $98K | 0.07% |
+2,768
| New | +$99.9K |
|
86
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.9B
| $98K | 0.07% |
+5,391
| New | +$98.2K |
|
87
Verizon
VZ
$201B
| $98K | 0.07% |
+1,824
| New | +$91.2K |
|
88
Pfizer
PFE
$144B
| $92K | 0.06% |
+2,968
| New | +$90.6K |
|
89
Vanguard FTSE Developed Markets ETF
VEA
$225B
| $90K | 0.06% |
+2,461
| New | +$89.8K |
|
90
Visa
V
$697B
| $88K | 0.06% |
+1,116
| New | +$89.7K |
|
91
UnitedHealth
UNH
$389B
| $84K | 0.06% |
+523
| New | +$78.1K |
|
92
Home Depot
HD
$343B
| $82K | 0.06% |
+608
| New | +$78.4K |
|
93
Walt Disney
DIS
$172B
| $81K | 0.05% |
+772
| New | +$75.3K |
|
94
Coca-Cola
KO
$380B
| $81K | 0.05% |
+1,940
| New | +$80.7K |
|
95
Citigroup
C
$222B
| $80K | 0.05% |
+1,338
| New | +$72.2K |
|
96
Comcast
CMCSA
$85.8B
| $80K | 0.05% |
+2,298
| New | +$76.7K |
|
97
Intel
INTC
$435B
| $80K | 0.05% |
+2,190
| New | +$78.4K |
|
98
IBM
IBM
$214B
| $77K | 0.05% |
+480
| New | +$73.1K |
|
99
Merck
MRK
$326B
| $77K | 0.05% |
+1,357
| New | +$79.4K |
|
100
Oracle
ORCL
$346B
| $76K | 0.05% |
+1,964
| New | +$76.8K |
|
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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.