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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
EIX icon
301
Edison International
EIX
$25.9B
$234K 0.04%
+3,719
New +$224K
DTE icon
302
DTE Energy
DTE
$29.1B
$232K 0.04%
+2,248
New +$237K
FTV icon
303
Fortive
FTV
$18.4B
$232K 0.04%
4,351
+185
+4% +$9.51K
HSY icon
304
Hershey
HSY
$36.8B
$226K 0.04%
+1,483
New +$219K
KHC icon
305
Kraft Heinz
KHC
$29.6B
$224K 0.04%
+6,471
New +$210K
TTWO icon
306
Take-Two Interactive
TTWO
$43.5B
$220K 0.04%
+1,061
New +$186K
CHD icon
307
Church & Dwight Co
CHD
$24.5B
$217K 0.04%
+2,487
New +$220K
PPL
308
PPL Corp
PPL
$26B
$216K 0.04%
+7,648
New +$217K
LEN icon
309
Lennar Class A
LEN
$20.4B
$212K 0.04%
+2,876
New +$215K
KEYS icon
310
Keysight
KEYS
$57.6B
$210K 0.04%
+1,587
New +$183K
PARA
311
DELISTED
Paramount Global Class B
PARA
$210K 0.04%
+5,635
New +$181K
FRC
312
DELISTED
First Republic Bank
FRC
$210K 0.04%
+1,428
New +$186K
CBRE icon
313
CBRE Group
CBRE
$42.7B
$209K 0.04%
+3,329
New +$188K
CPAY icon
314
Corpay
CPAY
$26B
$209K 0.04%
+767
New +$197K
RSG icon
315
Republic Services
RSG
$64.5B
$208K 0.04%
+2,159
New +$205K
FRDM icon
316
Freedom 100 Emerging Markets ETF
FRDM
$3.34B
$206K 0.04%
+6,451
New +$183K
MXIM
317
DELISTED
Maxim Integrated Products
MXIM
$204K 0.04%
+2,300
New +$181K
LH icon
318
Labcorp
LH
$25.6B
$202K 0.04%
+1,154
New +$199K
NTRS icon
319
Northern Trust
NTRS
$33.7B
$201K 0.04%
+2,158
New +$190K
KSU
320
DELISTED
Kansas City Southern
KSU
$201K 0.04%
+983
New +$185K
SYF icon
321
Synchrony
SYF
$25.6B
$200K 0.04%
+5,772
New +$173K
KEY icon
322
KeyCorp
KEY
$24.3B
$166K 0.03%
+10,126
New +$148K
RF icon
323
Regions Financial
RF
$26.8B
$162K 0.03%
+10,049
New +$145K
HPE icon
324
Hewlett Packard
HPE
$69.4B
$161K 0.03%
13,564
+2,178
+19% +$22.9K
HBAN icon
325
Huntington Bancshares
HBAN
$35.1B
$133K 0.02%
+10,508
New +$119K
10 11 12
13
14

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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.