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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
VGSH icon
76
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$1.63M 0.35%
26,177
+874
+3% +$54.3K
ABT icon
77
Abbott
ABT
$181B
$1.62M 0.35%
14,845
+3,171
+27% +$322K
PEP icon
78
PepsiCo
PEP
$190B
$1.61M 0.35%
11,648
+2,397
+26% +$326K
FLS icon
79
Flowserve
FLS
$10.1B
$1.59M 0.34%
58,344
+6,725
+13% +$196K
KO icon
80
Coca-Cola
KO
$374B
$1.59M 0.34%
32,141
+6,763
+27% +$325K
ITT icon
81
ITT
ITT
$18.2B
$1.58M 0.34%
26,730
+232
+0.9% +$14.1K
HUM icon
82
Humana
HUM
$43.5B
$1.54M 0.33%
3,713
-1,115
-23% -$448K
MCK icon
83
McKesson
MCK
$99.6B
$1.51M 0.32%
10,147
+289
+3% +$43.9K
TPR icon
84
Tapestry
TPR
$32.1B
$1.51M 0.32%
96,678
-43,207
-31% -$636K
VYX icon
85
NCR Voyix
VYX
$1.28B
$1.5M 0.32%
110,369
+962
+0.9% +$11.4K
TMO icon
86
Thermo Fisher Scientific
TMO
$213B
$1.48M 0.32%
3,349
+690
+26% +$285K
LUV icon
87
Southwest Airlines
LUV
$23.9B
$1.46M 0.31%
38,803
-18,773
-33% -$667K
DAL icon
88
Delta Air Lines
DAL
$61.8B
$1.43M 0.31%
46,769
+1,617
+4% +$46.6K
XOM icon
89
ExxonMobil
XOM
$631B
$1.39M 0.3%
40,544
+7,467
+23% +$305K
XRX icon
90
Xerox
XRX
$409M
$1.38M 0.3%
73,502
+9,661
+15% +$169K
GRA
91
DELISTED
W.R. Grace & Co.
GRA
$1.36M 0.29%
33,678
+293
+0.9% +$13.4K
NTAP icon
92
NetApp
NTAP
$37.1B
$1.35M 0.29%
30,842
-19,173
-38% -$836K
COST icon
93
Costco
COST
$419B
$1.33M 0.29%
3,746
+782
+26% +$263K
NKE icon
94
Nike
NKE
$61.8B
$1.32M 0.28%
10,533
+2,214
+27% +$238K
AMGN icon
95
Amgen
AMGN
$222B
$1.3M 0.28%
5,116
+994
+24% +$246K
ABBV icon
96
AbbVie
ABBV
$437B
$1.26M 0.27%
14,336
-12,171
-46% -$1.15M
HPQ icon
97
HP
HPQ
$25.9B
$1.25M 0.27%
66,053
-548
-0.8% -$10K
RL icon
98
Ralph Lauren
RL
$22.8B
$1.25M 0.27%
18,343
+243
+1% +$17.3K
ALXN
99
DELISTED
Alexion Pharmaceuticals
ALXN
$1.25M 0.27%
+10,883
New +$1.17M
MO icon
100
Altria Group
MO
$114B
$1.24M 0.27%
32,048
+25,063
+359% +$1.04M
2 3
4
5 6

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AAP
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BCM
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SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 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
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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.