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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
MDLZ icon
151
Mondelez International
MDLZ
$79.2B
$852K 0.15%
14,576
+2,522
+21% +$144K
AMAT icon
152
Applied Materials
AMAT
$434B
$843K 0.15%
9,770
+1,576
+19% +$116K
TJX icon
153
TJX Companies
TJX
$174B
$839K 0.15%
12,292
+2,132
+21% +$130K
NOW icon
154
ServiceNow
NOW
$122B
$828K 0.15%
7,525
+1,705
+29% +$177K
AXP icon
155
American Express
AXP
$234B
$820K 0.14%
6,783
+1,144
+20% +$127K
SPGI icon
156
S&P Global
SPGI
$122B
$815K 0.14%
2,478
+429
+21% +$145K
SYK icon
157
Stryker
SYK
$129B
$811K 0.14%
3,308
+592
+22% +$134K
ZTS icon
158
Zoetis
ZTS
$31.9B
$806K 0.14%
4,873
+847
+21% +$138K
FIS icon
159
Fidelity National Information Services
FIS
$22.9B
$799K 0.14%
5,648
+1,108
+24% +$158K
ADP icon
160
Automatic Data Processing
ADP
$108B
$772K 0.14%
4,381
+764
+21% +$125K
CNXC icon
161
Concentrix
CNXC
$1.56B
$765K 0.13%
+7,747
New +$774K
CI icon
162
Cigna
CI
$72.4B
$756K 0.13%
3,633
+646
+22% +$127K
CL icon
163
Colgate-Palmolive
CL
$73.8B
$743K 0.13%
8,685
+1,520
+21% +$126K
BDX icon
164
Becton Dickinson
BDX
$46.9B
$728K 0.13%
2,983
+533
+22% +$124K
ATVI
165
DELISTED
Activision Blizzard
ATVI
$724K 0.13%
7,799
+1,371
+21% +$111K
CSX icon
166
CSX Corp
CSX
$94.5B
$721K 0.13%
23,832
+3,951
+20% +$114K
LRCX icon
167
Lam Research
LRCX
$398B
$705K 0.12%
14,920
+2,480
+20% +$104K
SCHW
168
Charles Schwab
SCHW
$185B
$677K 0.12%
12,770
+2,978
+30% +$135K
DUK icon
169
Duke Energy
DUK
$96.9B
$676K 0.12%
7,388
+1,316
+22% +$122K
USB icon
170
US Bancorp
USB
$100B
$663K 0.12%
14,230
+2,385
+20% +$101K
TFC icon
171
Truist Financial
TFC
$64.3B
$658K 0.12%
13,730
+2,391
+21% +$108K
CME icon
172
CME Group
CME
$94.4B
$656K 0.12%
3,601
+642
+22% +$109K
PNC icon
173
PNC Financial Services
PNC
$101B
$655K 0.12%
4,399
+746
+20% +$95.3K
GPN icon
174
Global Payments
GPN
$24.1B
$654K 0.12%
3,035
+538
+22% +$100K
SO icon
175
Southern Company
SO
$107B
$652K 0.11%
10,613
+1,885
+22% +$113K
5 6
7
8 9

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AAP
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BCM
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SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
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.