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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
+6.18%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$290M
AUM Growth
+$29.7M
Cap. Flow
+$15.5M
Cap. Flow %
5.36%
Top 10 Hldgs %
51.14%
Holding
168
New
46
Increased
35
Reduced
26
Closed
21

Top Buys

Rank Stock Value
1
TIP icon
iShares TIPS Bond ETF
TIP
+$2.81M
2
DBC icon
Invesco DB Commodity Index Tracking Fund
DBC
+$2.77M
3
PDBC icon
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
+$2.04M
4
INTC icon
Intel
INTC
+$1.37M
5
CVS icon
CVS Health
CVS
+$1.29M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$1.92M
2
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$1.8M
3
LOPE icon
Grand Canyon Education
LOPE
+$1.8M
4
VEU icon
Vanguard FTSE All-World ex-US ETF
VEU
+$1.67M
5
MLP icon
Maui Land & Pineapple Co
MLP
+$1.56M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 12.19%
2 Healthcare 6.48%
3 Technology 6.39%
4 Consumer Staples 3.64%
5 Industrials 2.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WSM icon
26
Williams-Sonoma
WSM
$27.8B
$2.35M 0.81%
94,120
+14,066
+18% +$327K
URBN icon
27
Urban Outfitters
URBN
$6.44B
$2.32M 0.8%
97,134
+30,559
+46% +$614K
TARO
28
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$2.32M 0.8%
20,589
+10,257
+99% +$1.12M
GNTX icon
29
Gentex
GNTX
$5.12B
$2.32M 0.8%
117,013
+11,429
+11% +$208K
TGT icon
30
Target
TGT
$65.5B
$2.25M 0.77%
38,049
+21,181
+126% +$1.19M
HRB icon
31
H&R Block
HRB
$5.7B
$2.22M 0.77%
83,837
-1,423
-2% -$41.3K
ESRX
32
DELISTED
Express Scripts Holding Company
ESRX
$2.21M 0.76%
34,844
+19,040
+120% +$1.18M
PDBC icon
33
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.2B
$2.11M 0.73%
+125,096
New +$2.04M
IDCC icon
34
InterDigital
IDCC
$6.72B
$2.04M 0.7%
27,580
+2,244
+9% +$164K
GME icon
35
GameStop
GME
$9.94B
$1.99M 0.69%
384,592
+86,724
+29% +$449K
UTHR icon
36
United Therapeutics
UTHR
$26.1B
$1.83M 0.63%
15,606
+1,190
+8% +$152K
FL
37
DELISTED
Foot Locker
FL
$1.71M 0.59%
48,507
+17,453
+56% +$734K
TGNA
38
DELISTED
TEGNA Inc
TGNA
$1.65M 0.57%
123,668
+52,993
+75% +$711K
HPQ icon
39
HP
HPQ
$25.9B
$1.56M 0.54%
78,281
+2,325
+3% +$44.3K
SAFM
40
DELISTED
Sanderson Farms Inc
SAFM
$1.5M 0.52%
+9,262
New +$1.28M
INTC icon
41
Intel
INTC
$435B
$1.47M 0.51%
+38,603
New +$1.37M
AET
42
DELISTED
Aetna Inc
AET
$1.43M 0.49%
8,981
-8,046
-47% -$1.26M
KSS icon
43
Kohl's
KSS
$2.16B
$1.4M 0.48%
30,697
+8,467
+38% +$347K
GREK
44
Global X MSCI Greece ETF
GREK
$291M
$1.4M 0.48%
49,244
– –
TUR icon
45
iShares MSCI Turkey ETF
TUR
$204M
$1.4M 0.48%
33,350
– –
AZO icon
46
AutoZone
AZO
$50.9B
$1.38M 0.48%
+2,324
New +$1.24M
WMT icon
47
Walmart Inc
WMT
$900B
$1.37M 0.47%
52,437
– –
LYB icon
48
LyondellBasell Industries
LYB
$18.8B
$1.36M 0.47%
+13,760
New +$1.24M
TSCO icon
49
Tractor Supply
TSCO
$16.5B
$1.36M 0.47%
+107,285
New +$1.22M
EPOL icon
50
iShares MSCI Poland ETF
EPOL
$674M
$1.36M 0.47%
51,195
– –
1
2
3 4 5

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Empirical Finance's Q3 2017 Portfolio in Review

As of Q3 2017, Empirical Finance held 168 positions worth $290M, up 11% from $260M the previous quarter. Its ten largest holdings account for 51% of the portfolio.

Empirical Finance deployed $15.5M of net new capital in Q3 2017, opening 46 new positions and adding to 35 existing holdings. Its largest new stake was iShares TIPS Bond ETF: 24,703 shares worth $2.81M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 12% of assets, down from 12% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was iShares 7-10 Year Treasury Bond ETF, an estimated $1.8M trimmed.

  • Empirical Finance's largest Q3 2017 buy was iShares TIPS Bond ETF: 24,703 shares worth $2.81M.
  • Empirical Finance added most to General Motors in Q3 2017, an estimated $1.21M increase.
  • Empirical Finance's biggest Q3 2017 reduction was iShares 7-10 Year Treasury Bond ETF, cutting an estimated $1.8M.
  • Empirical Finance fully exited iShares 1-3 Year Treasury Bond ETF in Q3 2017, selling an estimated $1.92M.
  • Empirical Finance's ten largest holdings make up 51% of its $290M portfolio in Q3 2017.
  • Empirical Finance opened 46 new positions and closed 21 in Q3 2017.
  • Empirical Finance's portfolio value rose 11% quarter-over-quarter to $290M.

Based on Empirical Finance's 13F filing for Q3 2017, filed 31 Oct 2017.