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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
CRM icon
76
Salesforce
CRM
$158B
$1.95M 0.34%
8,771
+1,627
+23% +$396K
FLS icon
77
Flowserve
FLS
$10.1B
$1.94M 0.34%
52,754
-5,590
-10% -$183K
DAL icon
78
Delta Air Lines
DAL
$61.6B
$1.93M 0.34%
47,953
+1,184
+3% +$43.1K
RL icon
79
Ralph Lauren
RL
$22.8B
$1.91M 0.34%
18,426
+83
+0.5% +$6.96K
VOE icon
80
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
$1.91M 0.34%
16,024
-1,857
-10% -$208K
TMO icon
81
Thermo Fisher Scientific
TMO
$213B
$1.89M 0.33%
4,061
+712
+21% +$334K
ABBV icon
82
AbbVie
ABBV
$433B
$1.88M 0.33%
17,500
+3,164
+22% +$304K
LUV icon
83
Southwest Airlines
LUV
$23.9B
$1.86M 0.33%
39,914
+1,111
+3% +$48.1K
GRA
84
DELISTED
W.R. Grace & Co.
GRA
$1.85M 0.32%
33,678
– –
LMT icon
85
Lockheed Martin
LMT
$134B
$1.81M 0.32%
5,113
+441
+9% +$162K
MCK icon
86
McKesson
MCK
$100B
$1.81M 0.32%
10,417
+270
+3% +$45K
NKE icon
87
Nike
NKE
$62.3B
$1.8M 0.32%
12,728
+2,195
+21% +$291K
ALXN
88
DELISTED
Alexion Pharmaceuticals
ALXN
$1.73M 0.3%
11,081
+198
+2% +$25.4K
COST icon
89
Costco
COST
$417B
$1.71M 0.3%
4,535
+789
+21% +$295K
HPQ icon
90
HP
HPQ
$26.4B
$1.68M 0.3%
68,338
+2,285
+3% +$48K
HCA icon
91
HCA Healthcare
HCA
$88.5B
$1.68M 0.3%
10,206
+472
+5% +$69K
AVGO icon
92
Broadcom
AVGO
$2.01T
$1.68M 0.29%
38,280
+7,120
+23% +$278K
GILD icon
93
Gilead Sciences
GILD
$163B
$1.68M 0.29%
28,754
+2,234
+8% +$135K
CVX icon
94
Chevron
CVX
$373B
$1.64M 0.29%
19,384
+3,934
+25% +$319K
HUM icon
95
Humana
HUM
$44B
$1.62M 0.28%
3,945
+232
+6% +$96.5K
TXN icon
96
Texas Instruments
TXN
$256B
$1.54M 0.27%
9,413
+1,614
+21% +$251K
HON icon
97
Honeywell
HON
$78.8B
$1.53M 0.27%
7,653
+1,319
+21% +$240K
NEE icon
98
NextEra Energy
NEE
$179B
$1.52M 0.27%
19,681
+3,497
+22% +$262K
XRX icon
99
Xerox
XRX
$421M
$1.51M 0.27%
65,029
-8,473
-12% -$179K
OMC icon
100
Omnicom Group
OMC
$22.3B
$1.5M 0.26%
24,066
+383
+2% +$21.9K
2 3
4
5 6

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SC
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NAAA
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IVAV
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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.