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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
LUV icon
76
Southwest Airlines
LUV
$22.3B
$1.19M 0.29%
22,043
-4,615
-17% -$256K
OMC icon
77
Omnicom Group
OMC
$21.8B
$1.17M 0.29%
14,465
-3,223
-18% -$253K
THO icon
78
Thor Industries
THO
$3.95B
$1.17M 0.28%
15,716
+187
+1% +$12.1K
PG icon
79
Procter & Gamble
PG
$335B
$1.16M 0.28%
9,319
+3,443
+59% +$421K
XLB icon
80
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$1.16M 0.28%
+37,908
New +$1.12M
XLY icon
81
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$1.16M 0.28%
+18,524
New +$1.13M
XLI icon
82
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$1.13M 0.28%
+13,885
New +$1.11M
OXY icon
83
Occidental Petroleum
OXY
$55.6B
$1.11M 0.27%
26,950
-5,017
-16% -$201K
BBBY
84
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.11M 0.27%
64,148
+768
+1% +$10.8K
LYB icon
85
LyondellBasell Industries
LYB
$19.5B
$1.1M 0.27%
11,687
+139
+1% +$12.7K
VGK icon
86
Vanguard FTSE Europe ETF
VGK
$30.8B
$1.1M 0.27%
18,740
– –
HBI
87
DELISTED
Hanesbrands
HBI
$1.07M 0.26%
72,149
-18,127
-20% -$276K
IJH icon
88
iShares Core S&P Mid-Cap ETF
IJH
$122B
$1.07M 0.26%
26,025
– –
VPL icon
89
Vanguard FTSE Pacific ETF
VPL
$8.16B
$1.07M 0.26%
15,372
– –
IPG
90
DELISTED
Interpublic Group of Companies
IPG
$1.06M 0.26%
45,967
+1,031
+2% +$22.7K
UNH icon
91
UnitedHealth
UNH
$383B
$1.06M 0.26%
3,609
+1,296
+56% +$339K
INTC icon
92
Intel
INTC
$460B
$1.03M 0.25%
17,207
+6,098
+55% +$341K
T icon
93
AT&T
T
$159B
$1.03M 0.25%
34,795
+13,316
+62% +$384K
AVT icon
94
Avnet
AVT
$7.12B
$1.02M 0.25%
24,043
-6,398
-21% -$263K
NUS icon
95
Nu Skin
NUS
$254M
$1.02M 0.25%
24,861
-6,612
-21% -$270K
VXUS icon
96
Vanguard Total International Stock ETF
VXUS
$155B
$1.01M 0.25%
18,222
-545
-3% -$29.3K
DIS icon
97
Walt Disney
DIS
$167B
$1.01M 0.25%
7,006
+2,467
+54% +$344K
MA icon
98
Mastercard
MA
$510B
$1.01M 0.25%
3,379
+1,226
+57% +$346K
SBH icon
99
Sally Beauty Holdings
SBH
$1.46B
$1M 0.24%
54,840
+653
+1% +$11.4K
DLX icon
100
Deluxe
DLX
$1.19B
$1M 0.24%
20,024
+240
+1% +$12K
2 3
4
5 6

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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.