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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
(+11%)
Cap. Flow
+$15.5M
Cap. Flow
% of AUM
5.36%
Top 10 Holdings %
Top 10 Hldgs %
51.14%
Holding
168
New
46
Increased
35
Reduced
26
Closed
21
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares TIPS Bond ETF
TIP
|
+$2.81M |
| 2 |
Invesco DB Commodity Index Tracking Fund
DBC
|
+$2.77M |
| 3 |
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
|
+$2.04M |
| 4 |
Intel
INTC
|
+$1.37M |
| 5 |
CVS Health
CVS
|
+$1.29M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$1.92M |
| 2 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$1.8M |
| 3 |
Grand Canyon Education
LOPE
|
+$1.8M |
| 4 |
Vanguard FTSE All-World ex-US ETF
VEU
|
+$1.67M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
126
Thermo Fisher Scientific
TMO
$214B
| $222K | 0.08% |
+1,171
| New | +$212K |
|
127
S&P Global
SPGI
$126B
| $219K | 0.08% |
+1,400
| New | +$213K |
|
128
Home Depot
HD
$343B
| $217K | 0.07% |
1,322
| – | – |
|
|
RHT
129
DELISTED
Red Hat Inc
RHT
| $217K | 0.07% |
+1,956
| New | +$200K |
|
130
Citigroup
C
$222B
| $215K | 0.07% |
+2,952
| New | +$202K |
|
131
Baxter International
BAX
$12.6B
| $213K | 0.07% |
+3,389
| New | +$209K |
|
132
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
| $212K | 0.07% |
5,500
| – | – |
|
133
Verizon
VZ
$201B
| $212K | 0.07% |
+4,264
| New | +$201K |
|
134
Moody's
MCO
$83.9B
| $210K | 0.07% |
+1,505
| New | +$198K |
|
135
Stryker
SYK
$133B
| $210K | 0.07% |
+1,478
| New | +$212K |
|
136
Cognex
CGNX
$10B
| $209K | 0.07% |
+3,786
| New | +$192K |
|
137
Allstate
ALL
$70.1B
| $203K | 0.07% |
+2,207
| New | +$201K |
|
138
Intuit
INTU
$85.6B
| $203K | 0.07% |
+1,428
| New | +$197K |
|
139
Comcast
CMCSA
$85.8B
| $200K | 0.07% |
5,174
| – | – |
|
|
PGTI
140
DELISTED
PGT, Inc.
PGTI
| $160K | 0.06% |
+10,700
| New | +$143K |
|
141
NeoGenomics
NEO
$1.74B
| $159K | 0.05% |
+14,274
| New | +$139K |
|
|
ENIA
142
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $157K | 0.05% |
15,269
+4,301
| +39% | +$43.8K |
|
143
Nomad Foods
NOMD
$1.7B
| $152K | 0.05% |
+10,388
| New | +$152K |
|
|
CISN
144
DELISTED
Cision Ltd. Ordinary Share
CISN
| $146K | 0.05% |
+11,212
| New | +$131K |
|
145
Banco Bradesco
BBD
$38.3B
| $144K | 0.05% |
+22,840
| New | +$133K |
|
146
Compañía de Minas Buenaventura
BVN
$7.72B
| $140K | 0.05% |
+10,920
| New | +$138K |
|
147
Alamos Gold
AGI
$12.1B
| $138K | 0.05% |
+20,392
| New | +$150K |
|
148
ASE Group
ASX
$74.4B
| – | – |
-17,341
| Closed | -$110K |
|
149
Cal-Maine
CALM
$4.42B
| – | – |
-22,320
| Closed | -$884K |
|
150
Dillards
DDS
$9.2B
| – | – |
-14,158
| Closed | -$817K |
|
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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.