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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
WFC icon
151
Wells Fargo
WFC
$263B
– –
-4,957
Closed -$274K
XOM icon
152
ExxonMobil
XOM
$634B
– –
-4,448
Closed -$365K
INVX
153
Innovex International
INVX
$1.79B
– –
-15,864
Closed -$701K
PGTI
154
DELISTED
PGT, Inc.
PGTI
– –
-10,700
Closed -$160K
ENIA
155
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-15,269
Closed -$157K
CISN
156
DELISTED
Cision Ltd. Ordinary Share
CISN
– –
-11,212
Closed -$146K
AAAP
157
DELISTED
Advanced Accelerator Applications S.A.
AAAP
– –
-3,914
Closed -$265K
RHT
158
DELISTED
Red Hat Inc
RHT
– –
-1,956
Closed -$217K
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.