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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
M icon
51
Macy's
M
$6.51B
$1.5M 0.37%
43,214
-12,930
-23% -$481K
JNPR
52
DELISTED
Juniper Networks
JNPR
$1.49M 0.37%
49,697
-42,024
-46% -$1.17M
MU icon
53
Micron Technology
MU
$835B
$1.49M 0.37%
+32,901
New +$1.66M
TSN icon
54
Tyson Foods
TSN
$21.5B
$1.49M 0.37%
+24,982
New +$1.56M
SKX
55
DELISTED
Skechers
SKX
$1.49M 0.37%
+53,156
New +$1.54M
XOM icon
56
ExxonMobil
XOM
$650B
$1.48M 0.37%
17,441
-297
-2% -$24.3K
PPC icon
57
Pilgrim's Pride
PPC
$7.13B
$1.48M 0.37%
81,772
+41,629
+104% +$770K
RS icon
58
Reliance Steel & Aluminium
RS
$20.6B
$1.48M 0.37%
+17,324
New +$1.53M
STLD icon
59
Steel Dynamics
STLD
$36.2B
$1.47M 0.37%
32,587
-981
-3% -$45.2K
AMAT icon
60
Applied Materials
AMAT
$347B
$1.47M 0.37%
+37,993
New +$1.68M
STX icon
61
Seagate
STX
$174B
$1.46M 0.36%
30,890
+3,152
+11% +$168K
THD icon
62
iShares MSCI Thailand ETF
THD
$361M
$1.46M 0.36%
15,484
+163
+1% +$14.4K
DHI icon
63
D.R. Horton
DHI
$41.2B
$1.45M 0.36%
+34,449
New +$1.49M
DINO icon
64
HF Sinclair
DINO
$16.2B
$1.45M 0.36%
+20,671
New +$1.46M
EPOL icon
65
iShares MSCI Poland ETF
EPOL
$680M
$1.45M 0.36%
60,558
+643
+1% +$15.1K
EWH icon
66
iShares MSCI Hong Kong ETF
EWH
$1.23B
$1.44M 0.36%
60,084
+638
+1% +$15.4K
NVR icon
67
NVR
NVR
$17.1B
$1.42M 0.35%
+574
New +$1.58M
EWY icon
68
iShares MSCI South Korea ETF
EWY
$20.1B
$1.39M 0.35%
20,402
+215
+1% +$14.2K
JWN
69
DELISTED
Nordstrom
JWN
$1.38M 0.34%
23,103
-24,488
-51% -$1.4M
LPX icon
70
Louisiana-Pacific
LPX
$5.14B
$1.37M 0.34%
+51,767
New +$1.48M
HUN icon
71
Huntsman Corp
HUN
$2.1B
$1.37M 0.34%
+50,265
New +$1.53M
EWS icon
72
iShares MSCI Singapore ETF
EWS
$1.04B
$1.37M 0.34%
56,307
+598
+1% +$14.2K
WLK icon
73
Westlake Corp
WLK
$9.26B
$1.36M 0.34%
+16,376
New +$1.6M
TARO
74
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.35M 0.34%
13,774
– –
MKSI icon
75
MKS Inc
MKSI
$17.4B
$1.32M 0.33%
+16,469
New +$1.5M
1 2
3
4 5

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BCM
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GS
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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.