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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
+2.26%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$402M
AUM Growth
+$7.22M
Cap. Flow
+$697K
Cap. Flow %
0.17%
Top 10 Hldgs %
60.64%
Holding
174
New
35
Increased
74
Reduced
28
Closed
22

Top Buys

Rank Stock Value
1
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$3.74M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$2.44M
3
AMAT icon
Applied Materials
AMAT
+$1.68M
4
MU icon
Micron Technology
MU
+$1.66M
5
SRLN icon
State Street Blackstone Senior Loan ETF
SRLN
+$1.62M

Top Sells

Rank Stock Value
1
BND icon
Vanguard Total Bond Market
BND
+$7.92M
2
URBN icon
Urban Outfitters
URBN
+$2.58M
3
NTAP icon
NetApp
NTAP
+$2.38M
4
SCHM icon
Schwab US Mid-Cap ETF
SCHM
+$1.96M
5
HLF icon
Herbalife
HLF
+$1.86M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 10.65%
2 Technology 6.65%
3 Healthcare 3.85%
4 Materials 2.76%
5 Industrials 2.6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LYB icon
26
LyondellBasell Industries
LYB
$18.8B
$2.38M 0.59%
23,194
+202
+0.9% +$22.1K
CLF icon
27
Cleveland-Cliffs
CLF
$6.84B
$2.06M 0.51%
163,107
– –
BBBY
28
DELISTED
Bed Bath & Beyond Inc
BBBY
$2.03M 0.51%
135,494
+29,192
+27% +$546K
AEO icon
29
American Eagle Outfitters
AEO
$3.04B
$2.02M 0.5%
81,334
– –
THO icon
30
Thor Industries
THO
$4.13B
$1.95M 0.49%
23,302
+15,717
+207% +$1.5M
HLF icon
31
Herbalife
HLF
$1.3B
$1.9M 0.47%
34,812
-33,736
-49% -$1.86M
AMGN icon
32
Amgen
AMGN
$212B
$1.83M 0.45%
8,810
-6,454
-42% -$1.27M
CI icon
33
Cigna
CI
$79.6B
$1.82M 0.45%
+8,733
New +$1.62M
URBN icon
34
Urban Outfitters
URBN
$6.44B
$1.79M 0.44%
43,704
-57,328
-57% -$2.58M
VIAB
35
DELISTED
Viacom Inc. Class B
VIAB
$1.77M 0.44%
+52,518
New +$1.58M
WSM icon
36
Williams-Sonoma
WSM
$27.8B
$1.76M 0.44%
53,622
-51,256
-49% -$1.63M
WBD icon
37
Warner Bros
WBD
$64.2B
$1.74M 0.43%
54,515
-51,194
-48% -$1.44M
ENS icon
38
EnerSys
ENS
$6.69B
$1.69M 0.42%
19,431
– –
ERUS
39
DELISTED
iShares MSCI Russia ETF
ERUS
$1.66M 0.41%
47,039
+500
+1% +$16.6K
ESRX
40
DELISTED
Express Scripts Holding Company
ESRX
$1.64M 0.41%
17,211
-19,022
-52% -$1.62M
SRLN icon
41
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$1.63M 0.4%
+34,362
New +$1.62M
CMI icon
42
Cummins
CMI
$88.5B
$1.61M 0.4%
+11,018
New +$1.55M
FL
43
DELISTED
Foot Locker
FL
$1.59M 0.4%
+31,214
New +$1.55M
AMZN icon
44
Amazon
AMZN
$2.48T
$1.58M 0.39%
15,820
+1,820
+13% +$171K
WU icon
45
Western Union
WU
$2.58B
$1.57M 0.39%
+82,447
New +$1.6M
ALSN icon
46
Allison Transmission
ALSN
$10B
$1.57M 0.39%
+30,187
New +$1.42M
INGR icon
47
Ingredion
INGR
$6.48B
$1.56M 0.39%
+14,866
New +$1.52M
PCAR icon
48
PACCAR
PCAR
$72.7B
$1.53M 0.38%
+33,743
New +$1.49M
BFH icon
49
Bread Financial
BFH
$4.36B
$1.52M 0.38%
+8,076
New +$1.52M
EWJ icon
50
iShares MSCI Japan ETF
EWJ
$21.3B
$1.52M 0.38%
25,207
+266
+1% +$15.5K
1
2
3 4 5

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GS
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NAAA
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Empirical Finance's Q3 2018 Portfolio in Review

As of Q3 2018, Empirical Finance held 174 positions worth $402M, up 1.8% from $395M the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Empirical Finance's Q3 2018 filing shows 35 new, 74 increased, 28 reduced and 22 closed positions. Its largest new stake was iShares 7-10 Year Treasury Bond ETF: 36,664 shares worth $3.71M. The largest sale was Vanguard Total Bond Market, an estimated $7.92M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, down from 11% a quarter earlier, followed by Technology and Healthcare.

  • Empirical Finance's largest Q3 2018 buy was iShares 7-10 Year Treasury Bond ETF: 36,664 shares worth $3.71M.
  • Empirical Finance added most to Gilead Sciences in Q3 2018, an estimated $1.57M increase.
  • Empirical Finance's biggest Q3 2018 reduction was Urban Outfitters, cutting an estimated $2.58M.
  • Empirical Finance fully exited Vanguard Total Bond Market in Q3 2018, selling an estimated $7.92M.
  • Empirical Finance's ten largest holdings make up 61% of its $402M portfolio in Q3 2018.
  • Empirical Finance opened 35 new positions and closed 22 in Q3 2018.
  • Empirical Finance's portfolio value rose 1.8% quarter-over-quarter to $402M.

Based on Empirical Finance's 13F filing for Q3 2018, filed 18 Oct 2018.