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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
HRB icon
101
H&R Block
HRB
$5.61B
$988K 0.24%
42,072
+770
+2% +$18.5K
CALM icon
102
Cal-Maine
CALM
$4.13B
$965K 0.23%
22,575
+271
+1% +$11.3K
HD icon
103
Home Depot
HD
$332B
$943K 0.23%
4,318
+1,504
+53% +$341K
VZ icon
104
Verizon
VZ
$193B
$939K 0.23%
15,296
+5,693
+59% +$343K
PARA
105
DELISTED
Paramount Global Class B
PARA
$936K 0.23%
+22,312
New +$864K
SPR
106
DELISTED
Spirit AeroSystems
SPR
$935K 0.23%
12,825
-3,337
-21% -$275K
WLK icon
107
Westlake Corp
WLK
$9.19B
$926K 0.23%
13,196
+157
+1% +$10.5K
LEA icon
108
Lear
LEA
$7.33B
$906K 0.22%
6,605
+78
+1% +$9.66K
MRK icon
109
Merck
MRK
$321B
$890K 0.22%
10,256
+3,699
+56% +$304K
KFY icon
110
Korn Ferry
KFY
$4.18B
$884K 0.22%
20,845
+249
+1% +$9.62K
PFE icon
111
Pfizer
PFE
$142B
$852K 0.21%
22,907
+8,000
+54% +$285K
TARO
112
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$851K 0.21%
9,676
+115
+1% +$9.7K
OPLN
113
Openlane
OPLN
$4.29B
$845K 0.21%
38,757
-10,472
-21% -$239K
WFC icon
114
Wells Fargo
WFC
$258B
$843K 0.21%
15,674
+5,509
+54% +$289K
CVX icon
115
Chevron
CVX
$383B
$822K 0.2%
6,821
+2,616
+62% +$308K
CSCO icon
116
Cisco
CSCO
$448B
$809K 0.2%
16,869
+5,827
+53% +$271K
KO icon
117
Coca-Cola
KO
$381B
$788K 0.19%
14,235
+5,297
+59% +$285K
CMCSA icon
118
Comcast
CMCSA
$84B
$783K 0.19%
17,422
+6,244
+56% +$278K
IDCC icon
119
InterDigital
IDCC
$7.84B
$738K 0.18%
13,552
+162
+1% +$8.95K
C icon
120
Citigroup
C
$222B
$730K 0.18%
9,134
+3,106
+52% +$229K
GAP
121
The Gap Inc
GAP
$7.34B
$721K 0.18%
40,784
+772
+2% +$13.1K
PEP icon
122
PepsiCo
PEP
$191B
$714K 0.17%
5,227
+1,928
+58% +$262K
CLF icon
123
Cleveland-Cliffs
CLF
$6.64B
$705K 0.17%
83,950
+1,000
+1% +$7.68K
IJR icon
124
iShares Core S&P Small-Cap ETF
IJR
$110B
$696K 0.17%
8,295
– –
BA icon
125
Boeing
BA
$175B
$661K 0.16%
2,029
+742
+58% +$263K
3 4
5
6 7

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AAP
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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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HJGA
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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.