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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
+15.58%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$569M
AUM Growth
+$102M
Cap. Flow
+$36.4M
Cap. Flow %
6.4%
Top 10 Hldgs %
34.56%
Holding
334
New
47
Increased
226
Reduced
21
Closed
9

Top Buys

Rank Stock Value
1
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$7.27M
2
GLD icon
SPDR Gold Trust
GLD
+$3.68M
3
AAPL icon
Apple
AAPL
+$3.18M
4
MSFT icon
Microsoft
MSFT
+$2.89M
5
VXF icon
Vanguard Extended Market ETF
VXF
+$2.83M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$10.7M
2
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
+$5.2M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$2.51M
4
VWOB icon
Vanguard Emerging Markets Government Bond ETF
VWOB
+$2.41M
5
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$2.22M

Sector Composition

Rank Sector Weight
1 Technology 15.17%
2 Consumer Discretionary 12.01%
3 Healthcare 10.13%
4 Industrials 9.63%
5 Financials 6.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AFL icon
251
Aflac
AFL
$64.5B
$323K 0.06%
7,255
+1,129
+18% +$46.2K
ZBH icon
252
Zimmer Biomet
ZBH
$18.8B
$323K 0.06%
2,161
+381
+21% +$53.8K
PRU icon
253
Prudential Financial
PRU
$41.9B
$320K 0.06%
4,094
+702
+21% +$50.7K
IQV icon
254
IQVIA
IQV
$38.3B
$319K 0.06%
1,779
+352
+25% +$59.3K
BALL icon
255
Ball Corp
BALL
$16.7B
$313K 0.06%
3,354
+575
+21% +$53.2K
HLT icon
256
Hilton Worldwide
HLT
$72.5B
$313K 0.06%
+2,810
New +$278K
CTAS icon
257
Cintas
CTAS
$80.9B
$309K 0.05%
3,492
+640
+22% +$55.6K
PSX icon
258
Phillips 66
PSX
$82.4B
$307K 0.05%
+4,391
New +$258K
CARR icon
259
Carrier Global
CARR
$52.7B
$305K 0.05%
8,077
+1,463
+22% +$53K
WBA
260
DELISTED
Walgreens Boots Alliance
WBA
$304K 0.05%
7,634
+1,228
+19% +$47.6K
VYM icon
261
Vanguard High Dividend Yield ETF
VYM
$82.3B
$303K 0.05%
3,308
– –
PCAR icon
262
PACCAR
PCAR
$69.5B
$302K 0.05%
5,249
+923
+21% +$54.2K
PAYX icon
263
Paychex
PAYX
$42.7B
$300K 0.05%
3,222
+566
+21% +$50.3K
ORCL icon
264
Oracle
ORCL
$413B
$299K 0.05%
4,625
-1,605
-26% -$95.5K
PEG icon
265
Public Service Enterprise Group
PEG
$37.4B
$297K 0.05%
5,101
+898
+21% +$52.3K
ROK icon
266
Rockwell Automation
ROK
$49.2B
$297K 0.05%
1,184
+200
+20% +$48.9K
CTVA icon
267
Corteva
CTVA
$51.3B
$295K 0.05%
+7,608
New +$272K
MSI icon
268
Motorola Solutions
MSI
$78.7B
$294K 0.05%
1,726
+305
+21% +$51.2K
DFS
269
DELISTED
Discover Financial Services
DFS
$292K 0.05%
+3,227
New +$241K
RMD icon
270
ResMed
RMD
$32.4B
$292K 0.05%
+1,372
New +$274K
WEC icon
271
WEC Energy
WEC
$35.2B
$292K 0.05%
3,173
+557
+21% +$54.2K
AZO icon
272
AutoZone
AZO
$50.1B
$290K 0.05%
245
+42
+21% +$48.6K
ES icon
273
Eversource Energy
ES
$27.1B
$290K 0.05%
3,351
+603
+22% +$53.7K
EOG icon
274
EOG Resources
EOG
$71.4B
$289K 0.05%
+5,804
New +$252K
ADM icon
275
Archer Daniels Midland
ADM
$37.4B
$285K 0.05%
5,653
+986
+21% +$48.7K
9 10
11
12 13

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AAP
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BCM
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NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
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HJGA
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CF
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BWC
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Empirical Finance's Q4 2020 Portfolio in Review

As of Q4 2020, Empirical Finance held 334 positions worth $569M, up 22% from $467M the previous quarter. Its ten largest holdings account for 35% of the portfolio.

Empirical Finance deployed $36.4M of net new capital in Q4 2020, opening 47 new positions and adding to 226 existing holdings. Its largest new stake was Vanguard Extended Market ETF: 19,088 shares worth $3.14M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 14% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was EA Series Trust Alpha Architect Global Factor Equity ETF, an estimated $5.2M trimmed.

  • Empirical Finance's largest Q4 2020 buy was Vanguard Extended Market ETF: 19,088 shares worth $3.14M.
  • Empirical Finance added most to Vanguard Morningstar Total Stock Market ETF in Q4 2020, an estimated $7.27M increase.
  • Empirical Finance's biggest Q4 2020 reduction was EA Series Trust Alpha Architect Global Factor Equity ETF, cutting an estimated $5.2M.
  • Empirical Finance fully exited iShares 1-3 Year Treasury Bond ETF in Q4 2020, selling an estimated $10.7M.
  • Empirical Finance's ten largest holdings make up 35% of its $569M portfolio in Q4 2020.
  • Empirical Finance opened 47 new positions and closed 9 in Q4 2020.
  • Empirical Finance's portfolio value rose 22% quarter-over-quarter to $569M.

Based on Empirical Finance's 13F filing for Q4 2020, filed 2 Feb 2021.