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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
FDX icon
176
FedEx
FDX
$73.2B
$637K 0.11%
2,454
+432
+21% +$120K
ADSK icon
177
Autodesk
ADSK
$50.1B
$636K 0.11%
2,084
+389
+23% +$103K
SNX icon
178
TD Synnex
SNX
$20.3B
$631K 0.11%
7,747
-7,747
-50% -$592K
NSC icon
179
Norfolk Southern
NSC
$75.6B
$628K 0.11%
2,644
+450
+21% +$102K
VRTX icon
180
Vertex Pharmaceuticals
VRTX
$119B
$626K 0.11%
2,649
+466
+21% +$107K
D icon
181
Dominion Energy
D
$60.9B
$625K 0.11%
8,305
+1,500
+22% +$119K
FISV
182
Fiserv Inc
FISV
$29B
$625K 0.11%
5,490
+992
+22% +$107K
SHW icon
183
Sherwin-Williams
SHW
$87.8B
$624K 0.11%
2,547
+447
+21% +$106K
APD icon
184
Air Products & Chemicals
APD
$65.2B
$608K 0.11%
2,227
+397
+22% +$112K
MRSH
185
Marsh
MRSH
$92B
$607K 0.11%
5,185
+910
+21% +$103K
EL icon
186
Estee Lauder
EL
$30.6B
$605K 0.11%
2,274
+401
+21% +$96.5K
ITW icon
187
Illinois Tool Works
ITW
$83B
$604K 0.11%
2,963
+512
+21% +$105K
PGR icon
188
Progressive
PGR
$122B
$601K 0.11%
6,078
+1,040
+21% +$98.4K
TMUS icon
189
T-Mobile US
TMUS
$190B
$601K 0.11%
4,460
+1,038
+30% +$128K
SWAN icon
190
Amplify BlackSwan Growth & Treasure Core ETF
SWAN
$162M
$579K 0.1%
+17,652
New +$570K
EW icon
191
Edwards Lifesciences
EW
$51.6B
$575K 0.1%
6,308
+1,112
+21% +$92.2K
ADI icon
192
Analog Devices
ADI
$185B
$552K 0.1%
3,737
+659
+21% +$87.4K
ECL icon
193
Ecolab
ECL
$78.6B
$550K 0.1%
2,540
+444
+21% +$92.8K
ILMN icon
194
Illumina
ILMN
$29.9B
$548K 0.1%
1,522
+265
+21% +$84.5K
DG icon
195
Dollar General
DG
$28.2B
$540K 0.1%
2,567
+442
+21% +$94.4K
DD icon
196
DuPont de Nemours
DD
$19.1B
$536K 0.09%
6,004
+1,051
+21% +$82.5K
BSX icon
197
Boston Scientific
BSX
$71.1B
$521K 0.09%
14,495
+2,564
+21% +$92.4K
NOC icon
198
Northrop Grumman
NOC
$77.9B
$494K 0.09%
1,622
+274
+20% +$83.8K
EMR icon
199
Emerson Electric
EMR
$89B
$493K 0.09%
6,132
+1,065
+21% +$79.2K
MCO icon
200
Moody's
MCO
$83.7B
$479K 0.08%
1,650
+289
+21% +$80.8K
6 7
8
9 10

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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.