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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
BIIB icon
76
Biogen
BIIB
$30.4B
$1.15M 0.38%
3,607
-231
-6% -$74.1K
WDC icon
77
Western Digital
WDC
$160B
$1.15M 0.38%
+19,105
New +$1.23M
TUP
78
DELISTED
Tupperware Brands Corporation
TUP
$1.1M 0.36%
17,613
– –
CA
79
DELISTED
CA, Inc.
CA
$1.07M 0.35%
32,097
-385
-1% -$12.8K
TARO
80
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.05M 0.35%
10,068
-10,521
-51% -$1.16M
GILD icon
81
Gilead Sciences
GILD
$167B
$1.02M 0.34%
14,250
-19,144
-57% -$1.45M
ERUS
82
DELISTED
iShares MSCI Russia ETF
ERUS
$995K 0.33%
29,693
-5,939
-17% -$201K
USIG icon
83
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.4B
$976K 0.32%
+17,422
New +$975K
SSO icon
84
ProShares Ultra S&P500
SSO
$7.75B
$592K 0.2%
43,280
-4,336
-9% -$56.1K
DGS icon
85
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.69B
$573K 0.19%
10,988
-730
-6% -$36.2K
IJH icon
86
iShares Core S&P Mid-Cap ETF
IJH
$123B
$553K 0.18%
14,570
-970
-6% -$35.9K
VOO icon
87
Vanguard S&P 500 ETF
VOO
$971B
$534K 0.18%
2,176
– –
VPU
88
Vanguard Utilities ETF
VPU
$8.68B
$382K 0.13%
3,275
– –
PIZ icon
89
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$713M
$349K 0.12%
12,641
– –
CARS icon
90
Cars.com
CARS
$705M
$317K 0.1%
11,000
-33
-0.3% -$854
MSFT icon
91
Microsoft
MSFT
$2.92T
$313K 0.1%
3,655
– –
VYM icon
92
Vanguard High Dividend Yield ETF
VYM
$81.9B
$283K 0.09%
3,308
– –
CWB icon
93
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.52B
$248K 0.08%
+4,904
New +$252K
AMZN icon
94
Amazon
AMZN
$2.48T
$236K 0.08%
4,040
-4,720
-54% -$260K
BRK.B icon
95
Berkshire Hathaway Class B
BRK.B
$1.11T
$215K 0.07%
1,086
-1,132
-51% -$215K
META icon
96
Meta Platforms (Facebook)
META
$1.51T
$202K 0.07%
1,142
-1,422
-55% -$251K
ABBV icon
97
AbbVie
ABBV
$465B
– –
-3,388
Closed -$302K
ABT icon
98
Abbott
ABT
$187B
– –
-5,087
Closed -$272K
AGI icon
99
Alamos Gold
AGI
$12.1B
– –
-20,392
Closed -$138K
ALGT icon
100
Allegiant Air
ALGT
$2.73B
– –
-5,737
Closed -$756K
2 3
4
5 6

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AAP
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BCM
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GS
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SC
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NAAA
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IVAV
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HJGA
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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.