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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
WMT icon
126
Walmart Inc
WMT
$888B
$636K 0.15%
16,047
+5,868
+58% +$233K
ADBE icon
127
Adobe
ADBE
$98.5B
$599K 0.15%
1,815
+666
+58% +$196K
DBI icon
128
Designer Brands
DBI
$308M
$587K 0.14%
37,302
+447
+1% +$7.41K
AMGN icon
129
Amgen
AMGN
$207B
$580K 0.14%
2,404
+821
+52% +$181K
ABT icon
130
Abbott
ABT
$182B
$566K 0.14%
6,517
+2,440
+60% +$204K
VO icon
131
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$550K 0.13%
+12,344
New +$530K
NFLX icon
132
Netflix
NFLX
$298B
$523K 0.13%
16,150
+6,010
+59% +$178K
SCHO icon
133
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$512K 0.12%
20,288
– –
UNP icon
134
Union Pacific
UNP
$174B
$500K 0.12%
2,766
+967
+54% +$166K
NKE icon
135
Nike
NKE
$62B
$498K 0.12%
4,920
+1,719
+54% +$162K
COST icon
136
Costco
COST
$423B
$493K 0.12%
1,677
+605
+56% +$180K
PM icon
137
Philip Morris
PM
$301B
$491K 0.12%
5,773
+2,138
+59% +$176K
HON icon
138
Honeywell
HON
$77.1B
$488K 0.12%
2,925
+1,053
+56% +$172K
TMO icon
139
Thermo Fisher Scientific
TMO
$212B
$486K 0.12%
1,495
+554
+59% +$168K
BMY icon
140
Bristol-Myers Squibb
BMY
$133B
$484K 0.12%
+7,535
New +$432K
CRM icon
141
Salesforce
CRM
$149B
$470K 0.11%
2,888
+1,208
+72% +$189K
VPU
142
Vanguard Utilities ETF
VPU
$8.52B
$468K 0.11%
3,275
– –
PYPL icon
143
PayPal
PYPL
$48.7B
$464K 0.11%
4,290
+1,617
+60% +$169K
TXN icon
144
Texas Instruments
TXN
$252B
$461K 0.11%
3,590
+1,284
+56% +$158K
LLY icon
145
Eli Lilly
LLY
$1.02T
$448K 0.11%
3,408
+1,166
+52% +$135K
RTX icon
146
RTX Corp
RTX
$290B
$444K 0.11%
4,708
+1,770
+60% +$161K
NVDA icon
147
NVIDIA
NVDA
$4.75T
$442K 0.11%
+75,200
New +$391K
IBM icon
148
IBM
IBM
$207B
$440K 0.11%
3,435
+1,277
+59% +$166K
SBUX icon
149
Starbucks
SBUX
$120B
$435K 0.11%
4,946
+1,647
+50% +$140K
NEE icon
150
NextEra Energy
NEE
$183B
$430K 0.1%
7,096
+2,684
+61% +$157K
4 5
6
7 8

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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.