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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
+8.72%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$411M
AUM Growth
+$53.1M
Cap. Flow
+$22.8M
Cap. Flow %
5.55%
Top 10 Hldgs %
53.21%
Holding
205
New
46
Increased
91
Reduced
53
Closed
3

Top Buys

Rank Stock Value
1
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$9.75M
2
MSFT icon
Microsoft
MSFT
+$1.55M
3
AAPL icon
Apple
AAPL
+$1.5M
4
VGT icon
Vanguard Information Technology ETF
VGT
+$1.13M
5
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$1.13M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$4.02M
2
ADME icon
Aptus Behavioral Momentum ETF
ADME
+$1.63M
3
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$1.56M
4
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$1.41M
5
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$1.03M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 10.39%
2 Technology 7.08%
3 Healthcare 5.82%
4 Industrials 4.26%
5 Communication Services 3.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALSN icon
26
Allison Transmission
ALSN
$9.57B
$2.11M 0.51%
43,629
-5,762
-12% -$268K
URBN icon
27
Urban Outfitters
URBN
$6.49B
$2.08M 0.5%
74,738
-11,017
-13% -$306K
DINO icon
28
HF Sinclair
DINO
$16.7B
$1.99M 0.48%
39,310
-5,211
-12% -$276K
ABBV icon
29
AbbVie
ABBV
$455B
$1.92M 0.47%
21,670
-2,142
-9% -$178K
UTHR icon
30
United Therapeutics
UTHR
$26.2B
$1.92M 0.47%
21,750
-3,393
-13% -$299K
KSS icon
31
Kohl's
KSS
$2.21B
$1.86M 0.45%
36,460
-5,176
-12% -$263K
META icon
32
Meta Platforms (Facebook)
META
$1.37T
$1.85M 0.45%
9,002
+3,297
+58% +$639K
VWO icon
33
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$1.82M 0.44%
40,903
– –
LRCX icon
34
Lam Research
LRCX
$372B
$1.81M 0.44%
61,860
+2,660
+4% +$70.6K
GLD icon
35
SPDR Gold Trust
GLD
$133B
$1.77M 0.43%
12,374
+4,608
+59% +$644K
KLAC icon
36
KLA
KLAC
$236B
$1.76M 0.43%
99,070
+3,310
+3% +$55.5K
AMAT icon
37
Applied Materials
AMAT
$398B
$1.76M 0.43%
28,860
+1,568
+6% +$88.1K
XOM icon
38
ExxonMobil
XOM
$651B
$1.75M 0.42%
25,007
+5,822
+30% +$403K
JPM icon
39
JPMorgan Chase
JPM
$933B
$1.73M 0.42%
12,377
+4,393
+55% +$563K
FL
40
DELISTED
Foot Locker
FL
$1.7M 0.41%
43,701
-6,669
-13% -$281K
BRK.B icon
41
Berkshire Hathaway Class B
BRK.B
$1.1T
$1.64M 0.4%
7,217
+2,697
+60% +$586K
MU icon
42
Micron Technology
MU
$988B
$1.61M 0.39%
30,017
+1,823
+6% +$87.1K
BND icon
43
Vanguard Total Bond Market
BND
$158B
$1.61M 0.39%
19,202
– –
HUM icon
44
Humana
HUM
$44B
$1.6M 0.39%
4,380
-830
-16% -$263K
BIIB icon
45
Biogen
BIIB
$30.7B
$1.59M 0.39%
5,366
-975
-15% -$271K
ELV icon
46
Elevance Health
ELV
$81.6B
$1.59M 0.39%
5,270
-768
-13% -$211K
CAT icon
47
Caterpillar
CAT
$373B
$1.56M 0.38%
10,554
-1,422
-12% -$198K
CNC icon
48
Centene
CNC
$30.1B
$1.55M 0.38%
24,594
-5,409
-18% -$293K
VGSH icon
49
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$1.54M 0.38%
25,343
-1,228
-5% -$74.8K
GOOG icon
50
Alphabet (Google) Class C
GOOG
$4.08T
$1.53M 0.37%
22,860
+8,320
+57% +$537K
1
2
3 4 5

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BCM
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GS
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Empirical Finance's Q4 2019 Portfolio in Review

As of Q4 2019, Empirical Finance held 205 positions worth $411M, up 15% from $358M the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Empirical Finance deployed $22.8M of net new capital in Q4 2019, opening 46 new positions and adding to 91 existing holdings. Its largest new stake was Vanguard Information Technology ETF: 39,632 shares worth $1.21M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 10% of assets, down from 11% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Core S&P 500 ETF, an estimated $4.02M trimmed.

  • Empirical Finance's largest Q4 2019 buy was Vanguard Information Technology ETF: 39,632 shares worth $1.21M.
  • Empirical Finance added most to State Street SPDR Bloomberg 1-3 Month T-Bill ETF in Q4 2019, an estimated $9.75M increase.
  • Empirical Finance's biggest Q4 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $4.02M.
  • Empirical Finance fully exited Aptus Behavioral Momentum ETF in Q4 2019, selling an estimated $1.63M.
  • Empirical Finance's ten largest holdings make up 53% of its $411M portfolio in Q4 2019.
  • Empirical Finance opened 46 new positions and closed 3 in Q4 2019.
  • Empirical Finance's portfolio value rose 15% quarter-over-quarter to $411M.

Based on Empirical Finance's 13F filing for Q4 2019, filed 27 Jan 2020.