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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
STLD icon
51
Steel Dynamics
STLD
$37.5B
$1.45M 0.48%
33,568
– –
THD icon
52
iShares MSCI Thailand ETF
THD
$364M
$1.4M 0.46%
15,174
– –
MDP
53
DELISTED
Meredith Corporation
MDP
$1.39M 0.46%
21,076
– –
EPOL icon
54
iShares MSCI Poland ETF
EPOL
$674M
$1.39M 0.46%
51,195
– –
TGT icon
55
Target
TGT
$65.5B
$1.38M 0.46%
21,189
-16,860
-44% -$1.02M
EWJ icon
56
iShares MSCI Japan ETF
EWJ
$21.3B
$1.38M 0.45%
22,949
– –
EGPT
57
DELISTED
VanEck Egypt Index ETF
EGPT
$1.37M 0.45%
41,790
– –
MAN icon
58
ManpowerGroup
MAN
$2.58B
$1.35M 0.45%
10,744
-251
-2% -$31.4K
EWS icon
59
iShares MSCI Singapore ETF
EWS
$1.03B
$1.35M 0.45%
52,051
– –
ELV icon
60
Elevance Health
ELV
$83.7B
$1.35M 0.44%
5,987
-280
-4% -$59.6K
SHOO icon
61
Steven Madden
SHOO
$3.22B
$1.35M 0.44%
43,263
– –
EWH icon
62
iShares MSCI Hong Kong ETF
EWH
$1.24B
$1.33M 0.44%
52,523
– –
DG icon
63
Dollar General
DG
$27.8B
$1.32M 0.43%
14,165
-289
-2% -$24.8K
UTHR icon
64
United Therapeutics
UTHR
$26.1B
$1.32M 0.43%
8,894
-6,712
-43% -$853K
FFIV icon
65
F5
FFIV
$22.8B
$1.29M 0.42%
9,816
-318
-3% -$39.5K
TGNA
66
DELISTED
TEGNA Inc
TGNA
$1.27M 0.42%
90,568
-33,100
-27% -$433K
EHC icon
67
Encompass Health
EHC
$11.5B
$1.27M 0.42%
32,245
– –
PPC icon
68
Pilgrim's Pride
PPC
$7.09B
$1.25M 0.41%
40,143
-1,006
-2% -$32.9K
IDCC icon
69
InterDigital
IDCC
$6.72B
$1.24M 0.41%
16,263
-11,317
-41% -$846K
GRMN
70
Garmin
GRMN
$48.9B
$1.23M 0.41%
20,686
– –
BBBY
71
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.19M 0.39%
54,099
+31,914
+144% +$693K
VYX icon
72
NCR Voyix
VYX
$1.19B
$1.18M 0.39%
+56,576
New +$1.15M
STX icon
73
Seagate
STX
$169B
$1.16M 0.38%
+27,738
New +$1.06M
AEO icon
74
American Eagle Outfitters
AEO
$3.04B
$1.16M 0.38%
61,500
– –
AMGN icon
75
Amgen
AMGN
$212B
$1.15M 0.38%
+6,605
New +$1.17M
1 2
3
4 5

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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.