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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
MON
176
DELISTED
Monsanto Co
MON
$25K 0.02%
+231
New +$23.7K
BNY
177
Bank of New York Mellon
BNY
$104B
$24K 0.02%
+500
New +$22.6K
DHR icon
178
Danaher
DHR
$146B
$24K 0.02%
+347
New +$24.1K
TJX icon
179
TJX Companies
TJX
$135B
$24K 0.02%
+620
New +$23.4K
ESRX
180
DELISTED
Express Scripts Holding Company
ESRX
$24K 0.02%
+342
New +$24.5K
ADBE icon
181
Adobe
ADBE
$99.6B
$23K 0.02%
+219
New +$23.2K
ITW icon
182
Illinois Tool Works
ITW
$76.1B
$23K 0.02%
+185
New +$22.3K
KHC icon
183
The Kraft Heinz Company
KHC
$29.3B
$23K 0.02%
+263
New +$22.5K
KLIC icon
184
Kulicke & Soffa
KLIC
$4.16B
$23K 0.02%
+1,402
New +$20.4K
NEE icon
185
NextEra Energy
NEE
$168B
$23K 0.02%
+768
New +$22.9K
NFLX icon
186
Netflix
NFLX
$318B
$23K 0.02%
+1,820
New +$21.6K
NOC icon
187
Northrop Grumman
NOC
$75.4B
$23K 0.02%
+95
New +$22.1K
PYPL icon
188
PayPal
PYPL
$45.1B
$23K 0.02%
+559
New +$22.5K
SCHW
189
Charles Schwab
SCHW
$182B
$23K 0.02%
+573
New +$20.5K
ADP icon
190
Automatic Data Processing
ADP
$109B
$22K 0.01%
+212
New +$19.8K
BLD
191
DELISTED
TopBuild
BLD
$22K 0.01%
+612
New +$21.1K
COF icon
192
Capital One
COF
$125B
$22K 0.01%
+252
New +$20.3K
PRU icon
193
Prudential Financial
PRU
$40.4B
$22K 0.01%
+204
New +$19.3K
PSX icon
194
Phillips 66
PSX
$106B
$22K 0.01%
+250
New +$20.8K
CLW icon
195
Clearwater Paper
CLW
$341M
$21K 0.01%
+310
New +$19.2K
HAL icon
196
Halliburton
HAL
$28.8B
$21K 0.01%
+375
New +$18.7K
LRCX icon
197
Lam Research
LRCX
$337B
$21K 0.01%
+1,970
New +$20K
SYK icon
198
Stryker
SYK
$109B
$21K 0.01%
+167
New +$19.2K
CPLA
199
DELISTED
Capella Education Company
CPLA
$21K 0.01%
+234
New +$18.1K
AVGO icon
200
Broadcom
AVGO
$1.62T
$20K 0.01%
+1,090
New +$18.9K
6 7
8
9 10

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RC
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DCM
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ACH
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LFM
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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 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.