We are live on ! Find out more
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
ALK icon
101
Alaska Air
ALK
$5.42B
– –
-10,609
Closed -$810K
ALL icon
102
Allstate
ALL
$70.1B
– –
-2,207
Closed -$203K
ANET icon
103
Arista Networks
ANET
$214B
– –
-19,488
Closed -$231K
BA icon
104
Boeing
BA
$175B
– –
-1,472
Closed -$375K
BAC icon
105
Bank of America
BAC
$439B
– –
-10,525
Closed -$267K
BAX icon
106
Baxter International
BAX
$12.6B
– –
-3,389
Closed -$213K
BBD icon
107
Banco Bradesco
BBD
$38.3B
– –
-22,840
Closed -$144K
BIL icon
108
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
– –
-26,149
Closed -$2.39M
BVN icon
109
Compañía de Minas Buenaventura
BVN
$7.72B
– –
-10,920
Closed -$140K
C icon
110
Citigroup
C
$222B
– –
-2,952
Closed -$215K
CGNX icon
111
Cognex
CGNX
$10B
– –
-3,786
Closed -$209K
CLF icon
112
Cleveland-Cliffs
CLF
$6.84B
– –
-152,517
Closed -$1.09M
CMCSA icon
113
Comcast
CMCSA
$85.8B
– –
-5,174
Closed -$200K
CVS icon
114
CVS Health
CVS
$140B
– –
-16,337
Closed -$1.33M
CVX icon
115
Chevron
CVX
$374B
– –
-1,971
Closed -$232K
DBC icon
116
Invesco DB Commodity Index Tracking Fund
DBC
$1.65B
– –
-186,363
Closed -$2.87M
EMLC icon
117
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
– –
-5,500
Closed -$212K
FL
118
DELISTED
Foot Locker
FL
– –
-48,507
Closed -$1.71M
GE icon
119
GE Aerospace
GE
$377B
– –
-2,013
Closed -$234K
GLD icon
120
SPDR Gold Trust
GLD
$131B
– –
-22,155
Closed -$2.69M
GME icon
121
GameStop
GME
$9.94B
– –
-384,592
Closed -$1.99M
GOOG icon
122
Alphabet (Google) Class C
GOOG
$4.07T
– –
-6,520
Closed -$313K
GOOGL icon
123
Alphabet (Google) Class A
GOOGL
$4.08T
– –
-6,040
Closed -$295K
GVAL icon
124
Cambria Global Value ETF
GVAL
$572M
– –
-9,172
Closed -$232K
HD icon
125
Home Depot
HD
$343B
– –
-1,322
Closed -$217K
3 4
5
6 7

Similar funds

AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
GS
Gilead Sciences Foster City, California $2.12B AUM 143.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return

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.