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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
UNP icon
101
Union Pacific
UNP
$176B
$1.47M 0.26%
7,035
+1,176
+20% +$235K
LLY icon
102
Eli Lilly
LLY
$1.06T
$1.45M 0.26%
8,613
+1,346
+19% +$201K
DHR icon
103
Danaher
DHR
$139B
$1.44M 0.25%
7,300
+1,274
+21% +$255K
BMY icon
104
Bristol-Myers Squibb
BMY
$131B
$1.42M 0.25%
22,881
+4,025
+21% +$247K
AMGN icon
105
Amgen
AMGN
$223B
$1.41M 0.25%
6,124
+1,008
+20% +$232K
TKR icon
106
Timken Company
TKR
$9.19B
$1.4M 0.25%
18,106
– –
TARO
107
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.39M 0.24%
18,913
– –
C icon
108
Citigroup
C
$232B
$1.36M 0.24%
22,035
+3,511
+19% +$178K
NSIT icon
109
Insight Enterprises
NSIT
$4.02B
$1.35M 0.24%
17,796
– –
EME icon
110
Emcor
EME
$36.4B
$1.33M 0.23%
14,558
– –
CIEN icon
111
Ciena
CIEN
$58.7B
$1.32M 0.23%
25,009
– –
SBUX icon
112
Starbucks
SBUX
$120B
$1.31M 0.23%
12,288
+1,989
+19% +$190K
PM icon
113
Philip Morris
PM
$292B
$1.3M 0.23%
15,754
+2,774
+21% +$216K
STX icon
114
Seagate
STX
$195B
$1.3M 0.23%
20,931
– –
MO icon
115
Altria Group
MO
$114B
$1.27M 0.22%
31,021
-1,027
-3% -$41.2K
UHS icon
116
Universal Health Services
UHS
$10.3B
$1.27M 0.22%
9,249
+138
+2% +$17.2K
LOW icon
117
Lowe's Companies
LOW
$123B
$1.25M 0.22%
7,795
+1,316
+20% +$214K
WFC icon
118
Wells Fargo
WFC
$270B
$1.25M 0.22%
41,352
+7,699
+23% +$199K
NSP icon
119
Insperity
NSP
$1.95B
$1.22M 0.21%
14,946
– –
MOH icon
120
Molina Healthcare
MOH
$9.97B
$1.21M 0.21%
5,667
– –
UPS icon
121
United Parcel Service
UPS
$91.7B
$1.2M 0.21%
7,140
+1,260
+21% +$213K
BA icon
122
Boeing
BA
$188B
$1.18M 0.21%
5,489
+936
+21% +$180K
CTRA
123
DELISTED
Coterra Energy
CTRA
$1.17M 0.21%
71,869
+689
+1% +$12.1K
VNQ icon
124
Vanguard Real Estate ETF
VNQ
$39B
$1.15M 0.2%
+13,572
New +$1.13M
IBM icon
125
IBM
IBM
$221B
$1.14M 0.2%
9,466
+1,683
+22% +$195K
3 4
5
6 7

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BCM
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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.