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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
HON icon
126
Honeywell
HON
$78.3B
– –
-2,186
Closed -$280K
HYS icon
127
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
– –
-28,859
Closed -$2.93M
IEMG icon
128
iShares Core MSCI Emerging Markets ETF
IEMG
$147B
– –
-23,621
Closed -$1.28M
INTU icon
129
Intuit
INTU
$85.6B
– –
-1,428
Closed -$203K
JNJ icon
130
Johnson & Johnson
JNJ
$643B
– –
-4,051
Closed -$527K
JPM icon
131
JPMorgan Chase
JPM
$950B
– –
-3,774
Closed -$361K
MCD icon
132
McDonald's
MCD
$194B
– –
-1,582
Closed -$248K
MCO icon
133
Moody's
MCO
$83.9B
– –
-1,505
Closed -$210K
MMM icon
134
3M
MMM
$94.1B
– –
-1,715
Closed -$301K
NEE icon
135
NextEra Energy
NEE
$186B
– –
-6,376
Closed -$234K
NEO icon
136
NeoGenomics
NEO
$1.74B
– –
-14,274
Closed -$159K
NOMD icon
137
Nomad Foods
NOMD
$1.7B
– –
-10,388
Closed -$152K
ORCL icon
138
Oracle
ORCL
$346B
– –
-7,242
Closed -$351K
PFE icon
139
Pfizer
PFE
$144B
– –
-6,735
Closed -$229K
PG icon
140
Procter & Gamble
PG
$347B
– –
-2,730
Closed -$249K
PM icon
141
Philip Morris
PM
$312B
– –
-2,969
Closed -$330K
SPGI icon
142
S&P Global
SPGI
$126B
– –
-1,400
Closed -$219K
SUPV
143
Grupo Supervielle
SUPV
$842M
– –
-9,685
Closed -$240K
SYK icon
144
Stryker
SYK
$133B
– –
-1,478
Closed -$210K
T icon
145
AT&T
T
$169B
– –
-8,463
Closed -$251K
TIP icon
146
iShares TIPS Bond ETF
TIP
$14.5B
– –
-24,703
Closed -$2.81M
TLT icon
147
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
– –
-22,147
Closed -$2.76M
TMO icon
148
Thermo Fisher Scientific
TMO
$214B
– –
-1,171
Closed -$222K
VEU icon
149
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
– –
-7,368
Closed -$389K
VZ icon
150
Verizon
VZ
$201B
– –
-4,264
Closed -$212K
3 4 5
6
7

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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.