We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
126
Eli Lilly
LLY
$1.08T
| $37K | 0.03% |
+493
| New | +$36.7K |
|
127
Morgan Stanley
MS
$319B
| $37K | 0.03% |
+869
| New | +$32.9K |
|
128
Starbucks
SBUX
$119B
| $37K | 0.03% |
+666
| New | +$36.9K |
|
|
CA
129
DELISTED
CA, Inc.
CA
| $36K | 0.02% |
+1,104
| New | +$35.3K |
|
130
American Express
AXP
$224B
| $35K | 0.02% |
+468
| New | +$32.4K |
|
131
Texas Instruments
TXN
$248B
| $35K | 0.02% |
+477
| New | +$34K |
|
|
WBA
132
DELISTED
Walgreens Boots Alliance
WBA
| $35K | 0.02% |
+420
| New | +$34.7K |
|
133
Booking.com
BKNG
$156B
| $34K | 0.02% |
+575
| New | +$34.3K |
|
134
Mondelez International
MDLZ
$83.4B
| $34K | 0.02% |
+748
| New | +$32.2K |
|
135
Hewlett Packard
HPE
$58.8B
| $33K | 0.02% |
+2,438
| New | +$32.6K |
|
136
Lockheed Martin
LMT
$131B
| $33K | 0.02% |
+131
| New | +$32.7K |
|
137
Robert Half
RHI
$4.11B
| $33K | 0.02% |
+672
| New | +$28.8K |
|
138
Costco
COST
$432B
| $32K | 0.02% |
+194
| New | +$29.6K |
|
139
Deere & Co
DE
$165B
| $32K | 0.02% |
+304
| New | +$28.6K |
|
140
Lowe's Companies
LOW
$121B
| $32K | 0.02% |
+449
| New | +$31.8K |
|
141
Medtronic
MDT
$112B
| $32K | 0.02% |
+441
| New | +$34.6K |
|
142
Applied Materials
AMAT
$347B
| $31K | 0.02% |
+959
| New | +$29.2K |
|
143
DuPont de Nemours
DD
$18.6B
| $31K | 0.02% |
+210
| New | +$29.2K |
|
144
Biogen
BIIB
$30.9B
| $30K | 0.02% |
+104
| New | +$30.8K |
|
|
DFS
145
DELISTED
Discover Financial Services
DFS
| $30K | 0.02% |
+408
| New | +$25.9K |
|
146
Sally Beauty Holdings
SBH
$1.47B
| $30K | 0.02% |
+1,101
| New | +$29K |
|
|
TARO
147
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $30K | 0.02% |
+282
| New | +$29.5K |
|
|
DD
148
DELISTED
Du Pont De Nemours E I
DD
| $30K | 0.02% |
+403
| New | +$28.6K |
|
149
Adeia
ADEA
$2.55B
| $29K | 0.02% |
+2,442
| New | +$25.9K |
|
150
Blackrock
BLK
$167B
| $29K | 0.02% |
+75
| New | +$27.5K |
|
Similar funds
AAP
BCM
GS
SC
NAAA
IVAV
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.