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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
COP icon
51
ConocoPhillips
COP
$144B
$1.52M 0.37%
23,458
-3,652
-13% -$215K
WU icon
52
Western Union
WU
$2.53B
$1.5M 0.36%
55,875
+1,232
+2% +$31.9K
GOOGL icon
53
Alphabet (Google) Class A
GOOGL
$4.12T
$1.49M 0.36%
22,260
+8,220
+59% +$530K
AMCX icon
54
AMC Global Media
AMCX
$450M
$1.49M 0.36%
37,628
-5,520
-13% -$232K
NVR icon
55
NVR
NVR
$17.1B
$1.47M 0.36%
385
+9
+2% +$33.3K
JNJ icon
56
Johnson & Johnson
JNJ
$640B
$1.46M 0.35%
9,992
+3,633
+57% +$493K
TECD
57
DELISTED
Tech Data Corp
TECD
$1.43M 0.35%
9,952
+119
+1% +$15.3K
VT icon
58
Vanguard Total World Stock ETF
VT
$75.3B
$1.4M 0.34%
17,252
+13,620
+375% +$1.06M
VSS icon
59
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11B
$1.4M 0.34%
12,568
+3,338
+36% +$356K
DKS icon
60
Dick's Sporting Goods
DKS
$18.4B
$1.38M 0.33%
27,806
+332
+1% +$14.1K
COHR
61
DELISTED
Coherent Inc
COHR
$1.37M 0.33%
8,231
+98
+1% +$15.2K
STX icon
62
Seagate
STX
$174B
$1.33M 0.32%
22,326
+267
+1% +$15.3K
EME icon
63
Emcor
EME
$29.9B
$1.29M 0.31%
14,994
+179
+1% +$15.8K
PVH icon
64
PVH
PVH
$4.07B
$1.29M 0.31%
12,232
-3,051
-20% -$291K
RS icon
65
Reliance Steel & Aluminium
RS
$20.6B
$1.27M 0.31%
10,639
-2,774
-21% -$314K
NTAP icon
66
NetApp
NTAP
$34B
$1.27M 0.31%
20,440
-4,755
-19% -$277K
STLD icon
67
Steel Dynamics
STLD
$36.2B
$1.25M 0.3%
36,841
-9,636
-21% -$308K
NUE icon
68
Nucor
NUE
$58.3B
$1.24M 0.3%
21,976
-5,043
-19% -$275K
BC icon
69
Brunswick
BC
$5.23B
$1.24M 0.3%
20,608
-5,460
-21% -$316K
VOO icon
70
Vanguard S&P 500 ETF
VOO
$956B
$1.23M 0.3%
4,140
+1,341
+48% +$379K
PKG icon
71
Packaging Corp of America
PKG
$22.2B
$1.22M 0.3%
10,884
-2,681
-20% -$296K
RRX icon
72
Regal Rexnord
RRX
$12.5B
$1.22M 0.3%
14,212
-3,755
-21% -$298K
VGT icon
73
Vanguard Information Technology ETF
VGT
$133B
$1.21M 0.3%
+39,632
New +$1.13M
BAC icon
74
Bank of America
BAC
$429B
$1.21M 0.29%
34,391
+11,513
+50% +$372K
TPR icon
75
Tapestry
TPR
$30.3B
$1.21M 0.29%
44,874
-11,214
-20% -$292K
1 2
3
4 5

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BCM
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GS
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SC
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NAAA
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IVAV
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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.