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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
+7.77%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$303M
AUM Growth
+$13.3M
Cap. Flow
-$7.11M
Cap. Flow %
-2.35%
Top 10 Hldgs %
54.66%
Holding
158
New
11
Increased
16
Reduced
46
Closed
62

Top Buys

Rank Stock Value
1
BND icon
Vanguard Total Bond Market
BND
+$8.09M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$2.99M
3
HLF icon
Herbalife
HLF
+$2.93M
4
JWN
Nordstrom
JWN
+$2.69M
5
WBD icon
Warner Bros
WBD
+$1.72M

Top Sells

Rank Stock Value
1
HYS icon
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
+$2.93M
2
DBC icon
Invesco DB Commodity Index Tracking Fund
DBC
+$2.87M
3
TIP icon
iShares TIPS Bond ETF
TIP
+$2.81M
4
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$2.76M
5
GLD icon
SPDR Gold Trust
GLD
+$2.69M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 15.18%
2 Technology 8.51%
3 Consumer Staples 4.43%
4 Healthcare 4.36%
5 Materials 1.92%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HPQ icon
26
HP
HPQ
$25.9B
$2.58M 0.85%
122,908
+44,627
+57% +$949K
ESRX
27
DELISTED
Express Scripts Holding Company
ESRX
$2.51M 0.83%
33,670
-1,174
-3% -$75.1K
BIG
28
DELISTED
Big Lots, Inc.
BIG
$2.44M 0.8%
43,443
-602
-1% -$32.6K
GM icon
29
General Motors
GM
$81.7B
$2.44M 0.8%
59,453
-2,265
-4% -$98.3K
GNTX icon
30
Gentex
GNTX
$5.12B
$2.42M 0.8%
115,490
-1,523
-1% -$30.3K
AAPL icon
31
Apple
AAPL
$4.99T
$2.41M 0.8%
56,972
-4,312
-7% -$180K
WSM icon
32
Williams-Sonoma
WSM
$27.8B
$2.4M 0.79%
92,924
-1,196
-1% -$30.5K
HUM icon
33
Humana
HUM
$46.7B
$2.39M 0.79%
9,621
-271
-3% -$66.9K
HRB icon
34
H&R Block
HRB
$5.7B
$2.16M 0.71%
82,471
-1,366
-2% -$35.5K
SBH icon
35
Sally Beauty Holdings
SBH
$1.48B
$1.96M 0.65%
104,707
+44,960
+75% +$779K
PDBC icon
36
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.2B
$1.92M 0.63%
110,213
-14,883
-12% -$258K
VNQ icon
37
Vanguard Real Estate ETF
VNQ
$40B
$1.9M 0.63%
22,947
-23,028
-50% -$1.93M
CRUS icon
38
Cirrus Logic
CRUS
$6.87B
$1.81M 0.6%
34,858
+13,641
+64% +$737K
DKS icon
39
Dick's Sporting Goods
DKS
$18.9B
$1.67M 0.55%
+57,998
New +$1.6M
NTAP icon
40
NetApp
NTAP
$34.2B
$1.65M 0.54%
29,787
-1,010
-3% -$50.7K
TSCO icon
41
Tractor Supply
TSCO
$16.5B
$1.59M 0.53%
106,585
-700
-0.7% -$8.99K
SYNT
42
DELISTED
Syntel Inc
SYNT
$1.58M 0.52%
+68,957
New +$1.63M
AET
43
DELISTED
Aetna Inc
AET
$1.56M 0.51%
8,626
-355
-4% -$61K
SKX
44
DELISTED
Skechers
SKX
$1.54M 0.51%
40,654
– –
GREK
45
Global X MSCI Greece ETF
GREK
$291M
$1.52M 0.5%
49,244
– –
INTC icon
46
Intel
INTC
$435B
$1.51M 0.5%
32,793
-5,810
-15% -$254K
WMT icon
47
Walmart Inc
WMT
$900B
$1.5M 0.49%
45,519
-6,918
-13% -$212K
TNL icon
48
Travel + Leisure Co
TNL
$4.81B
$1.46M 0.48%
27,995
-264
-0.9% -$13.1K
EWY icon
49
iShares MSCI South Korea ETF
EWY
$21.1B
$1.45M 0.48%
19,392
– –
TUR icon
50
iShares MSCI Turkey ETF
TUR
$204M
$1.45M 0.48%
33,350
– –
1
2
3 4 5

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BCM
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GS
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NAAA
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Empirical Finance's Q4 2017 Portfolio in Review

As of Q4 2017, Empirical Finance held 158 positions worth $303M, up 4.6% from $290M the previous quarter. Its ten largest holdings account for 55% of the portfolio.

Empirical Finance's Q4 2017 filing shows 11 new, 16 increased, 46 reduced and 62 closed positions. Its largest new stake was Vanguard Total Bond Market: 99,020 shares worth $8.08M. The largest sale was PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund, an estimated $2.93M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 12% a quarter earlier, followed by Technology and Consumer Staples.

  • Empirical Finance's largest Q4 2017 buy was Vanguard Total Bond Market: 99,020 shares worth $8.08M.
  • Empirical Finance added most to iShares MSCI Emerging Markets ETF in Q4 2017, an estimated $2.99M increase.
  • Empirical Finance's biggest Q4 2017 reduction was Vanguard Real Estate ETF, cutting an estimated $1.93M.
  • Empirical Finance fully exited PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund in Q4 2017, selling an estimated $2.93M.
  • Empirical Finance's ten largest holdings make up 55% of its $303M portfolio in Q4 2017.
  • Empirical Finance opened 11 new positions and closed 62 in Q4 2017.
  • Empirical Finance's portfolio value rose 4.6% quarter-over-quarter to $303M.

Based on Empirical Finance's 13F filing for Q4 2017, filed 1 Feb 2018.