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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
+9.37%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$467M
AUM Growth
+$75.9M
Cap. Flow
+$44.6M
Cap. Flow %
9.56%
Top 10 Hldgs %
36.78%
Holding
306
New
71
Increased
179
Reduced
33
Closed
19

Top Buys

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$2.84M
2
MSFT icon
Microsoft
MSFT
+$2.81M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$2.49M
4
AMZN icon
Amazon
AMZN
+$2.42M
5
CSCO icon
Cisco
CSCO
+$1.44M

Top Sells

Rank Stock Value
1
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$6.28M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$2.15M
3
SCHR
Schwab Intermediately-Term US Treasury ETF
SCHR
+$1.73M
4
BBY icon
Best Buy
BBY
+$1.53M
5
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$1.48M

Sector Composition

Rank Sector Weight
1 Technology 13.85%
2 Consumer Discretionary 12.05%
3 Healthcare 9.65%
4 Industrials 8.92%
5 Communication Services 5.34%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TLT icon
51
iShares 20+ Year Treasury Bond ETF
TLT
$41.7B
$2.02M 0.43%
12,401
+3,056
+33% +$507K
WIZ
52
DELISTED
Alpha Architect Merlyn.AI Bull-Rider Bear-Fighter ETF
WIZ
$2.01M 0.43%
62,893
– –
ADBE icon
53
Adobe
ADBE
$102B
$1.99M 0.43%
4,063
+858
+27% +$399K
VWO icon
54
Vanguard FTSE Emerging Markets ETF
VWO
$123B
$1.93M 0.41%
44,706
+8,395
+23% +$365K
DIS icon
55
Walt Disney
DIS
$170B
$1.92M 0.41%
15,458
+3,228
+26% +$403K
PYPL icon
56
PayPal
PYPL
$50.1B
$1.92M 0.41%
9,735
+2,033
+26% +$383K
AGCO icon
57
AGCO
AGCO
$7.51B
$1.89M 0.4%
25,417
+221
+0.9% +$15.1K
ALV icon
58
Autoliv
ALV
$9.12B
$1.84M 0.39%
25,225
+219
+0.9% +$15.5K
NFLX icon
59
Netflix
NFLX
$306B
$1.84M 0.39%
36,720
+7,910
+27% +$394K
VEA icon
60
Vanguard FTSE Developed Markets ETF
VEA
$234B
$1.83M 0.39%
44,795
+8,066
+22% +$331K
FL
61
DELISTED
Foot Locker
FL
$1.82M 0.39%
54,997
-25,965
-32% -$791K
VOE icon
62
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
$1.81M 0.39%
17,881
+3,096
+21% +$314K
ARW icon
63
Arrow Electronics
ARW
$11.6B
$1.81M 0.39%
23,026
+200
+0.9% +$14.8K
CRM icon
64
Salesforce
CRM
$156B
$1.79M 0.38%
7,144
+1,691
+31% +$370K
LMT icon
65
Lockheed Martin
LMT
$136B
$1.79M 0.38%
4,672
+3,025
+184% +$1.15M
CMCSA icon
66
Comcast
CMCSA
$88.5B
$1.78M 0.38%
38,568
+8,024
+26% +$349K
MRK icon
67
Merck
MRK
$316B
$1.78M 0.38%
22,519
+4,551
+25% +$356K
PFE icon
68
Pfizer
PFE
$145B
$1.75M 0.37%
50,107
+10,668
+27% +$374K
TNL icon
69
Travel + Leisure Co
TNL
$4.78B
$1.7M 0.36%
55,258
-22,701
-29% -$677K
T icon
70
AT&T
T
$160B
$1.69M 0.36%
78,360
+15,712
+25% +$351K
GILD icon
71
Gilead Sciences
GILD
$168B
$1.68M 0.36%
26,520
+1,924
+8% +$133K
BAC icon
72
Bank of America
BAC
$440B
$1.68M 0.36%
69,550
+11,928
+21% +$297K
BND icon
73
Vanguard Total Bond Market
BND
$158B
$1.67M 0.36%
18,951
-251
-1% -$22.3K
WMT icon
74
Walmart Inc
WMT
$888B
$1.66M 0.36%
35,610
+7,257
+26% +$323K
CVS icon
75
CVS Health
CVS
$133B
$1.65M 0.35%
28,281
+19,994
+241% +$1.24M
1 2
3
4 5

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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 Q3 2020 Portfolio in Review

As of Q3 2020, Empirical Finance held 306 positions worth $467M, up 19% from $391M the previous quarter. Its ten largest holdings account for 37% of the portfolio.

Empirical Finance deployed $44.6M of net new capital in Q3 2020, opening 71 new positions and adding to 179 existing holdings. Its largest new stake was iShares Core S&P 500 ETF: 7,476 shares worth $2.51M.

By sector, the portfolio is most concentrated in Technology at 14% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Alpha Architect US Quantitative Momentum ETF, an estimated $6.28M trimmed.

  • Empirical Finance's largest Q3 2020 buy was iShares Core S&P 500 ETF: 7,476 shares worth $2.51M.
  • Empirical Finance added most to Apple in Q3 2020, an estimated $2.84M increase.
  • Empirical Finance's biggest Q3 2020 reduction was Alpha Architect US Quantitative Momentum ETF, cutting an estimated $6.28M.
  • Empirical Finance fully exited Schwab Intermediately-Term US Treasury ETF in Q3 2020, selling an estimated $1.73M.
  • Empirical Finance's ten largest holdings make up 37% of its $467M portfolio in Q3 2020.
  • Empirical Finance opened 71 new positions and closed 19 in Q3 2020.
  • Empirical Finance's portfolio value rose 19% quarter-over-quarter to $467M.

Based on Empirical Finance's 13F filing for Q3 2020, filed 26 Oct 2020.