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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
PHM icon
26
Pultegroup
PHM
$24.1B
$3.4M 0.6%
78,923
+481
+0.6% +$21.3K
DIS icon
27
Walt Disney
DIS
$167B
$3.38M 0.59%
18,641
+3,183
+21% +$457K
UTHR icon
28
United Therapeutics
UTHR
$25.8B
$3.36M 0.59%
22,111
– –
MAN icon
29
ManpowerGroup
MAN
$2.44B
$3.27M 0.58%
36,266
– –
HBI
30
DELISTED
Hanesbrands
HBI
$3.22M 0.57%
220,862
+615
+0.3% +$9.28K
MA icon
31
Mastercard
MA
$502B
$3.22M 0.57%
9,019
+1,567
+21% +$521K
INTC icon
32
Intel
INTC
$455B
$3.22M 0.57%
64,560
+7,504
+13% +$366K
RHI icon
33
Robert Half
RHI
$3.87B
$3.18M 0.56%
50,848
+199
+0.4% +$11.9K
VXF icon
34
Vanguard Extended Market ETF
VXF
$30.3B
$3.14M 0.55%
+19,088
New +$2.83M
CSCO icon
35
Cisco
CSCO
$457B
$3.11M 0.55%
69,560
+7,337
+12% +$302K
NVDA icon
36
NVIDIA
NVDA
$4.86T
$3.05M 0.54%
233,320
+44,080
+23% +$590K
TPR icon
37
Tapestry
TPR
$30.8B
$3.02M 0.53%
97,164
+486
+0.5% +$12.3K
HD icon
38
Home Depot
HD
$331B
$2.97M 0.52%
11,192
+1,896
+20% +$521K
GM icon
39
General Motors
GM
$80.4B
$2.97M 0.52%
71,219
+2,225
+3% +$86.5K
HLF icon
40
Herbalife
HLF
$1.29B
$2.96M 0.52%
61,673
– –
BWA icon
41
BorgWarner
BWA
$13.1B
$2.92M 0.51%
85,909
+541
+0.6% +$18.3K
ALSN icon
42
Allison Transmission
ALSN
$9.5B
$2.87M 0.5%
66,424
– –
AYI icon
43
Acuity Brands
AYI
$9.83B
$2.85M 0.5%
23,493
-18
-0.1% -$1.93K
RS icon
44
Reliance Steel & Aluminium
RS
$20.7B
$2.78M 0.49%
23,233
– –
PYPL icon
45
PayPal
PYPL
$48.9B
$2.77M 0.49%
11,816
+2,081
+21% +$431K
EMN icon
46
Eastman Chemical
EMN
$8B
$2.7M 0.48%
26,954
+241
+0.9% +$22.3K
WHR icon
47
Whirlpool
WHR
$2.43B
$2.69M 0.47%
14,908
+109
+0.7% +$20.9K
BC icon
48
Brunswick
BC
$5.13B
$2.64M 0.46%
34,607
– –
AGCO icon
49
AGCO
AGCO
$7.15B
$2.62M 0.46%
25,417
– –
VYX icon
50
NCR Voyix
VYX
$1.14B
$2.54M 0.45%
110,369
– –
1
2
3 4 5

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BCM
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GS
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SC
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NAAA
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IVAV
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HJGA
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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.