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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
KMB icon
201
Kimberly-Clark
KMB
$35.7B
$470K 0.08%
3,485
+608
+21% +$85.1K
WM icon
202
Waste Management
WM
$90.5B
$470K 0.08%
3,982
+693
+21% +$80.8K
COF icon
203
Capital One
COF
$134B
$463K 0.08%
4,687
+807
+21% +$68.6K
NEM icon
204
Newmont
NEM
$103B
$453K 0.08%
7,559
+1,414
+23% +$87.1K
ROST icon
205
Ross Stores
ROST
$80.5B
$453K 0.08%
3,687
+628
+21% +$65.8K
ROP icon
206
Roper Technologies
ROP
$38.8B
$452K 0.08%
1,048
+186
+22% +$76.4K
VPU
207
Vanguard Utilities ETF
VPU
$8.43B
$449K 0.08%
3,275
– –
COP icon
208
ConocoPhillips
COP
$145B
$438K 0.08%
10,942
+1,911
+21% +$70.4K
LHX icon
209
L3Harris
LHX
$51.7B
$438K 0.08%
2,318
+387
+20% +$70.8K
IDXX icon
210
Idexx Laboratories
IDXX
$46.4B
$436K 0.08%
873
+150
+21% +$67.1K
EA icon
211
Electronic Arts
EA
$53B
$427K 0.08%
2,975
+506
+20% +$65.2K
DOW icon
212
Dow Inc
DOW
$21.6B
$421K 0.07%
7,593
+1,344
+22% +$69.4K
AEP icon
213
American Electric Power
AEP
$69.9B
$416K 0.07%
4,994
+884
+22% +$76.7K
EXC icon
214
Exelon
EXC
$47B
$412K 0.07%
13,692
+2,426
+22% +$71.6K
KLAC icon
215
KLA
KLAC
$255B
$412K 0.07%
15,930
+2,750
+21% +$64.1K
BAX icon
216
Baxter International
BAX
$14.7B
$411K 0.07%
5,127
+905
+21% +$71.7K
ITOT icon
217
iShares Core S&P Total US Stock Market ETF
ITOT
$97.5B
$398K 0.07%
4,613
-7
-0.2% -$567
IXUS icon
218
iShares Core MSCI Total International Stock ETF
IXUS
$59.6B
$397K 0.07%
5,902
-10
-0.2% -$628
APH icon
219
Amphenol
APH
$211B
$394K 0.07%
12,044
+2,104
+21% +$64.7K
ALGN icon
220
Align Technology
ALGN
$12.4B
$389K 0.07%
+728
New +$327K
MET icon
221
MetLife
MET
$62B
$389K 0.07%
8,285
+1,261
+18% +$54.6K
TWTR
222
DELISTED
Twitter, Inc.
TWTR
$386K 0.07%
7,134
+1,399
+24% +$66.8K
CMG icon
223
Chipotle Mexican Grill
CMG
$42.8B
$379K 0.07%
13,650
+2,550
+23% +$66.9K
FCX icon
224
Freeport-McMoran
FCX
$96.7B
$378K 0.07%
14,533
+2,608
+22% +$54.2K
SYY icon
225
Sysco
SYY
$40.7B
$378K 0.07%
5,089
+918
+22% +$63.1K
7 8
9
10 11

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AAP
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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.