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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
A icon
226
Agilent Technologies
A
$39.9B
$377K 0.07%
3,184
+550
+21% +$60.8K
SRE icon
227
Sempra
SRE
$55.1B
$368K 0.06%
5,774
+1,036
+22% +$66.6K
CDNS icon
228
Cadence Design Systems
CDNS
$93.2B
$367K 0.06%
2,690
+499
+23% +$58.5K
TRV icon
229
Travelers Companies
TRV
$80.5B
$367K 0.06%
2,614
+453
+21% +$58.2K
GD icon
230
General Dynamics
GD
$105B
$366K 0.06%
2,459
+400
+19% +$58.5K
MAR icon
231
Marriott International
MAR
$93.8B
$366K 0.06%
2,775
+463
+20% +$52.9K
EBAY icon
232
eBay
EBAY
$48.9B
$364K 0.06%
7,238
+1,036
+17% +$52.9K
BNY
233
Bank of New York Mellon
BNY
$108B
$363K 0.06%
8,543
+1,366
+19% +$52.5K
MSCI icon
234
MSCI
MSCI
$41.2B
$361K 0.06%
809
+150
+23% +$58.9K
ALL icon
235
Allstate
ALL
$70.8B
$359K 0.06%
3,265
+543
+20% +$53.4K
GIS icon
236
General Mills
GIS
$19.3B
$358K 0.06%
6,080
+1,085
+22% +$65.6K
PH icon
237
Parker-Hannifin
PH
$135B
$358K 0.06%
1,314
+228
+21% +$56.5K
MNST icon
238
Monster Beverage
MNST
$92.1B
$356K 0.06%
7,692
+1,286
+20% +$54K
TROW icon
239
T. Rowe Price
TROW
$24.2B
$356K 0.06%
2,349
+403
+21% +$57.7K
XLNX
240
DELISTED
Xilinx Inc
XLNX
$354K 0.06%
2,495
+433
+21% +$56.3K
ORLY icon
241
O'Reilly Automotive
ORLY
$76.2B
$352K 0.06%
11,670
+1,890
+19% +$57.1K
XEL icon
242
Xcel Energy
XEL
$48.1B
$352K 0.06%
5,277
+933
+21% +$65K
PPG icon
243
PPG Industries
PPG
$26B
$349K 0.06%
2,418
+420
+21% +$58.5K
MCHP icon
244
Microchip Technology
MCHP
$40.4B
$347K 0.06%
5,026
+920
+22% +$57.3K
F icon
245
Ford
F
$55B
$346K 0.06%
39,404
+6,917
+21% +$57.9K
VRSK icon
246
Verisk Analytics
VRSK
$24.7B
$342K 0.06%
1,649
+292
+22% +$56.8K
CNC icon
247
Centene
CNC
$31.7B
$335K 0.06%
5,587
+1,035
+23% +$65.8K
SCHO icon
248
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$334K 0.06%
12,994
– –
AIG icon
249
American International
AIG
$42.4B
$333K 0.06%
+8,807
New +$310K
TDG icon
250
TransDigm Group
TDG
$69.8B
$330K 0.06%
533
+102
+24% +$56.1K
8 9
10
11 12

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AAP
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BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return
CF
Centaurus Financial Anaheim, California $2.1B AUM 21.28% 1-Year Est. Return
BWC
Blue Whale Capital London, United Kingdom $2.1B AUM 97.03% 1-Year Est. Return

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.