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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
GLW icon
276
Corning
GLW
$135B
$285K 0.05%
7,923
+1,318
+20% +$46.8K
SWK icon
277
Stanley Black & Decker
SWK
$15.3B
$285K 0.05%
1,597
+289
+22% +$51.2K
FAST icon
278
Fastenal
FAST
$58.3B
$282K 0.05%
11,550
+2,016
+21% +$47.5K
MTD icon
279
Mettler-Toledo International
MTD
$28.5B
$282K 0.05%
+247
New +$271K
AWK icon
280
American Water Works
AWK
$26.8B
$280K 0.05%
1,823
+320
+21% +$49.3K
AME icon
281
Ametek
AME
$57.6B
$279K 0.05%
+2,308
New +$260K
VFC icon
282
VF Corp
VFC
$5.8B
$279K 0.05%
+3,264
New +$261K
DXCM icon
283
DexCom
DXCM
$31.3B
$274K 0.05%
2,960
+700
+31% +$62.5K
MPC icon
284
Marathon Petroleum
MPC
$84B
$274K 0.05%
+6,623
New +$238K
OTIS icon
285
Otis Worldwide
OTIS
$28.1B
$271K 0.05%
4,014
+726
+22% +$47.1K
STT icon
286
State Street
STT
$50.8B
$265K 0.05%
+3,645
New +$247K
KMI icon
287
Kinder Morgan
KMI
$69.7B
$263K 0.05%
19,266
+3,476
+22% +$46.5K
SWKS icon
288
Skyworks Solutions
SWKS
$10.1B
$263K 0.05%
1,721
+290
+20% +$42.5K
KR icon
289
Kroger
KR
$35.1B
$260K 0.05%
8,200
+1,333
+19% +$43.2K
CLX icon
290
Clorox
CLX
$12.8B
$259K 0.05%
1,281
+220
+21% +$45.5K
DLTR icon
291
Dollar Tree
DLTR
$24.9B
$259K 0.05%
+2,396
New +$241K
QCOM icon
292
Qualcomm
QCOM
$168B
$256K 0.05%
1,683
-415
-20% -$57.8K
AMP icon
293
Ameriprise Financial
AMP
$49.5B
$249K 0.04%
+1,283
New +$230K
CERN
294
DELISTED
Cerner Corp
CERN
$247K 0.04%
+3,142
New +$233K
ED icon
295
Consolidated Edison
ED
$40.2B
$241K 0.04%
3,329
+597
+22% +$46.4K
BBY icon
296
Best Buy
BBY
$16.9B
$238K 0.04%
2,383
+402
+20% +$45K
EFX icon
297
Equifax
EFX
$20.7B
$237K 0.04%
+1,227
New +$206K
CPRT icon
298
Copart
CPRT
$26.9B
$235K 0.04%
+7,388
New +$215K
MKC icon
299
McCormick & Company Non-Voting
MKC
$14.1B
$235K 0.04%
+2,462
New +$232K
VLO icon
300
Valero Energy
VLO
$87.2B
$235K 0.04%
+4,158
New +$204K
10 11
12
13 14

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AAP
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BCM
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NAAA
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IVAV
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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.