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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
QVAL icon
1
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$23.6M 15.92%
+953,832
New +$22.9M
IVAL icon
2
Alpha Architect International Quantitative Value ETF
IVAL
$219M
$20M 13.46%
+776,845
New +$19.7M
QMOM icon
3
Alpha Architect US Quantitative Momentum ETF
QMOM
$414M
$17.3M 11.66%
+699,872
New +$17.1M
IMOM icon
4
Alpha Architect International Quantitative Momentum ETF
IMOM
$148M
$13.2M 8.89%
+577,858
New +$13.8M
PDBC icon
5
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.2B
$3.38M 2.28%
+195,592
New +$3.43M
SPY icon
6
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$2.81M 1.9%
+12,578
New +$2.75M
SHY icon
7
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$2.53M 1.71%
+30,000
New +$2.54M
VNQ icon
8
Vanguard Real Estate ETF
VNQ
$40.3B
$1.89M 1.27%
+22,864
New +$1.86M
IVV icon
9
iShares Core S&P 500 ETF
IVV
$871B
$1.64M 1.1%
+7,269
New +$1.6M
LOPE icon
10
Grand Canyon Education
LOPE
$4.01B
$1.47M 0.99%
+25,205
New +$1.29M
OEF icon
11
PUT
iShares S&P 100 ETF
OEF
$19.9B
$1.47M 0.99%
+25,463
New +$2.47M
IDCC icon
12
InterDigital
IDCC
$6.75B
$1.44M 0.97%
+15,762
New +$1.26M
ALK icon
13
Alaska Air
ALK
$5.47B
$1.41M 0.95%
+15,933
New +$1.25M
BBY icon
14
Best Buy
BBY
$18.8B
$1.4M 0.95%
+32,810
New +$1.39M
ALGT icon
15
Allegiant Air
ALGT
$2.73B
$1.36M 0.92%
+8,169
New +$1.28M
BRCD
16
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$1.32M 0.89%
+105,512
New +$1.19M
JNPR
17
DELISTED
Juniper Networks
JNPR
$1.3M 0.87%
+45,881
New +$1.2M
HUM icon
18
Humana
HUM
$46.5B
$1.26M 0.85%
+6,160
New +$1.17M
CTB
19
DELISTED
Cooper Tire & Rubber Co.
CTB
$1.24M 0.84%
+31,969
New +$1.2M
FL
20
DELISTED
Foot Locker
FL
$1.24M 0.84%
+17,503
New +$1.25M
UTHR icon
21
United Therapeutics
UTHR
$26.3B
$1.24M 0.83%
+8,605
New +$1.1M
ANDV
22
DELISTED
Andeavor
ANDV
$1.22M 0.82%
+13,980
New +$1.19M
AET
23
DELISTED
Aetna Inc
AET
$1.21M 0.81%
+9,731
New +$1.17M
RAI
24
DELISTED
Reynolds American Inc
RAI
$1.2M 0.81%
+21,310
New +$1.13M
WLK icon
25
Westlake Corp
WLK
$9.33B
$1.19M 0.8%
+21,236
New +$1.16M
1
2 3 4 5

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AAP
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BCM
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SC
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NAAA
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IVAV
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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.