We are live on
!
Find out more
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
(+15%)
Cap. Flow
+$22.8M
Cap. Flow
% of AUM
5.55%
Top 10 Holdings %
Top 10 Hldgs %
53.21%
Holding
205
New
46
Increased
91
Reduced
53
Closed
3
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$9.75M |
| 2 |
Microsoft
MSFT
|
+$1.55M |
| 3 |
Apple
AAPL
|
+$1.5M |
| 4 |
Vanguard Information Technology ETF
VGT
|
+$1.13M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$1.13M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$4.02M |
| 2 |
Aptus Behavioral Momentum ETF
ADME
|
+$1.63M |
| 3 |
Alpha Architect US Quantitative Value ETF
QVAL
|
+$1.56M |
| 4 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$1.41M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
176
Becton Dickinson
BDX
$45.6B
| $265K | 0.06% |
+997
| New | +$249K |
|
177
Intuitive Surgical
ISRG
$126B
| $262K | 0.06% |
+1,329
| New | +$249K |
|
178
CME Group
CME
$96.1B
| $261K | 0.06% |
+1,302
| New | +$267K |
|
179
Cigna
CI
$76.1B
| $260K | 0.06% |
+1,272
| New | +$233K |
|
180
S&P Global
SPGI
$122B
| $254K | 0.06% |
+929
| New | +$241K |
|
181
Target
TGT
$65.6B
| $252K | 0.06% |
+1,965
| New | +$231K |
|
182
Morgan Stanley
MS
$330B
| $251K | 0.06% |
+4,916
| New | +$233K |
|
183
Stryker
SYK
$133B
| $247K | 0.06% |
+1,177
| New | +$244K |
|
184
Intuit
INTU
$86.3B
| $246K | 0.06% |
+939
| New | +$246K |
|
185
Duke Energy
DUK
$98.4B
| $241K | 0.06% |
+2,643
| New | +$242K |
|
186
Southern Company
SO
$106B
| $241K | 0.06% |
+3,789
| New | +$235K |
|
187
Zoetis
ZTS
$31.9B
| $238K | 0.06% |
+1,801
| New | +$224K |
|
188
Dominion Energy
D
$61.3B
| $236K | 0.06% |
+2,852
| New | +$233K |
|
189
Boston Scientific
BSX
$68.4B
| $232K | 0.06% |
+5,129
| New | +$215K |
|
|
RTN
190
DELISTED
Raytheon Company
RTN
| $232K | 0.06% |
+1,058
| New | +$224K |
|
191
Fidelity National Information Services
FIS
$23.8B
| $228K | 0.06% |
+1,641
| New | +$220K |
|
192
CSX Corp
CSX
$93B
| $226K | 0.06% |
+9,351
| New | +$221K |
|
193
Northrop Grumman
NOC
$76B
| $226K | 0.06% |
+658
| New | +$231K |
|
194
Blackrock
BLK
$170B
| $225K | 0.05% |
+447
| New | +$212K |
|
195
Colgate-Palmolive
CL
$73.3B
| $222K | 0.05% |
+3,218
| New | +$219K |
|
|
FISV
196
Fiserv Inc
FISV
$28.8B
| $218K | 0.05% |
+1,882
| New | +$208K |
|
|
MRSH
197
Marsh
MRSH
$91.4B
| $211K | 0.05% |
+1,894
| New | +$198K |
|
|
SCHW
198
Charles Schwab
SCHW
$181B
| $210K | 0.05% |
+4,422
| New | +$195K |
|
199
Vertex Pharmaceuticals
VRTX
$122B
| $208K | 0.05% |
+949
| New | +$192K |
|
200
Deere & Co
DE
$162B
| $204K | 0.05% |
+1,175
| New | +$202K |
|
Similar funds
AAP
BCM
GS
SC
NAAA
IVAV
GA
HJGA
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.