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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
PDBC icon
126
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.21B
$1.12M 0.2%
73,124
-11,994
-14% -$171K
WU icon
127
Western Union
WU
$2.26B
$1.09M 0.19%
49,783
+712
+1% +$15.4K
RTX icon
128
RTX Corp
RTX
$300B
$1.08M 0.19%
15,158
+2,796
+23% +$184K
USNA icon
129
Usana Health Sciences
USNA
$277M
$1.06M 0.19%
13,746
– –
CHTR icon
130
Charter Communications
CHTR
$18.3B
$1.05M 0.19%
1,594
+243
+18% +$155K
BLK icon
131
Blackrock
BLK
$176B
$1.05M 0.19%
1,459
+248
+20% +$164K
STRA icon
132
Strategic Education
STRA
$1.89B
$1.04M 0.18%
10,958
– –
VXUS icon
133
Vanguard Total International Stock ETF
VXUS
$158B
$1.03M 0.18%
17,187
+133
+0.8% +$7.48K
FIX icon
134
Comfort Systems
FIX
$61.1B
$1.03M 0.18%
19,609
– –
MMM icon
135
3M
MMM
$93.9B
$1.03M 0.18%
7,035
+1,233
+21% +$175K
VOO icon
136
Vanguard S&P 500 ETF
VOO
$1.01T
$1.03M 0.18%
2,991
-615
-17% -$200K
CAT icon
137
Caterpillar
CAT
$401B
$1.02M 0.18%
5,603
+964
+21% +$163K
AMD icon
138
Advanced Micro Devices
AMD
$786B
$1.02M 0.18%
11,099
+2,102
+23% +$181K
INTU icon
139
Intuit
INTU
$89.7B
$994K 0.17%
2,616
+466
+22% +$164K
MS icon
140
Morgan Stanley
MS
$343B
$994K 0.17%
14,509
+4,156
+40% +$238K
ISRG icon
141
Intuitive Surgical
ISRG
$133B
$986K 0.17%
3,615
+639
+21% +$159K
SFM icon
142
Sprouts Farmers Market
SFM
$7.94B
$979K 0.17%
48,697
– –
BIG
143
DELISTED
Big Lots, Inc.
BIG
$974K 0.17%
22,692
– –
GE icon
144
GE Aerospace
GE
$396B
$957K 0.17%
17,786
+3,138
+21% +$141K
BKNG icon
145
Booking.com
BKNG
$160B
$951K 0.17%
10,675
+1,775
+20% +$137K
TGT icon
146
Target
TGT
$67.1B
$909K 0.16%
5,147
+884
+21% +$147K
GS icon
147
Goldman Sachs
GS
$313B
$900K 0.16%
3,411
+642
+23% +$143K
KBH icon
148
KB Home
KBH
$3.61B
$891K 0.16%
26,578
– –
DE icon
149
Deere & Co
DE
$165B
$856K 0.15%
3,181
+561
+21% +$139K
MU icon
150
Micron Technology
MU
$1.01T
$853K 0.15%
11,342
+1,992
+21% +$120K
4 5
6
7 8

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BCM
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SC
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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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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.