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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
NTAP icon
51
NetApp
NTAP
$34.2B
$1.35M 0.47%
+30,797
New +$1.27M
TNL icon
52
Travel + Leisure Co
TNL
$4.81B
$1.34M 0.46%
28,259
– –
EWY icon
53
iShares MSCI South Korea ETF
EWY
$21.1B
$1.34M 0.46%
19,392
– –
CVS icon
54
CVS Health
CVS
$140B
$1.33M 0.46%
+16,337
New +$1.29M
THD icon
55
iShares MSCI Thailand ETF
THD
$364M
$1.31M 0.45%
15,174
– –
EWH icon
56
iShares MSCI Hong Kong ETF
EWH
$1.24B
$1.3M 0.45%
52,523
– –
MAN icon
57
ManpowerGroup
MAN
$2.58B
$1.3M 0.45%
10,995
-20
-0.2% -$2.24K
EWJ icon
58
iShares MSCI Japan ETF
EWJ
$21.3B
$1.28M 0.44%
22,949
– –
EEM icon
59
iShares MSCI Emerging Markets ETF
EEM
$28B
$1.28M 0.44%
+28,485
New +$1.25M
IEMG icon
60
iShares Core MSCI Emerging Markets ETF
IEMG
$147B
$1.28M 0.44%
23,621
-5,097
-18% -$270K
EWS icon
61
iShares MSCI Singapore ETF
EWS
$1.03B
$1.27M 0.44%
52,051
– –
SHOO icon
62
Steven Madden
SHOO
$3.22B
$1.25M 0.43%
43,263
– –
FFIV icon
63
F5
FFIV
$22.8B
$1.22M 0.42%
+10,134
New +$1.22M
M icon
64
Macy's
M
$6.62B
$1.22M 0.42%
+55,943
New +$1.23M
EGPT
65
DELISTED
VanEck Egypt Index ETF
EGPT
$1.22M 0.42%
41,790
– –
JNPR
66
DELISTED
Juniper Networks
JNPR
$1.21M 0.42%
43,609
+1,081
+3% +$30.3K
BIIB icon
67
Biogen
BIIB
$30.4B
$1.2M 0.41%
3,838
– –
ERUS
68
DELISTED
iShares MSCI Russia ETF
ERUS
$1.2M 0.41%
35,632
– –
ELV icon
69
Elevance Health
ELV
$83.7B
$1.19M 0.41%
+6,267
New +$1.19M
EHC icon
70
Encompass Health
EHC
$11.5B
$1.19M 0.41%
32,245
– –
DG icon
71
Dollar General
DG
$27.8B
$1.17M 0.4%
14,454
-13,020
-47% -$975K
PPC icon
72
Pilgrim's Pride
PPC
$7.09B
$1.17M 0.4%
+41,149
New +$1.08M
SBH icon
73
Sally Beauty Holdings
SBH
$1.48B
$1.17M 0.4%
+59,747
New +$1.17M
MDP
74
DELISTED
Meredith Corporation
MDP
$1.17M 0.4%
+21,076
New +$1.19M
STLD icon
75
Steel Dynamics
STLD
$37.5B
$1.16M 0.4%
+33,568
New +$1.18M
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.