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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
CTRA
101
DELISTED
Coterra Energy
CTRA
$1.24M 0.26%
71,180
+1,251
+2% +$23.4K
HCA icon
102
HCA Healthcare
HCA
$87.5B
$1.21M 0.26%
+9,734
New +$1.2M
OMC icon
103
Omnicom Group
OMC
$22.7B
$1.17M 0.25%
23,683
-13,290
-36% -$711K
PDBC icon
104
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.21B
$1.16M 0.25%
+85,118
New +$1.16M
UNP icon
105
Union Pacific
UNP
$176B
$1.15M 0.25%
5,859
+1,108
+23% +$206K
DHR icon
106
Danaher
DHR
$139B
$1.15M 0.25%
6,026
+1,259
+26% +$224K
BMY icon
107
Bristol-Myers Squibb
BMY
$131B
$1.14M 0.24%
18,856
+4,398
+30% +$265K
AVGO icon
108
Broadcom
AVGO
$2.01T
$1.14M 0.24%
31,160
+7,100
+30% +$238K
NEE icon
109
NextEra Energy
NEE
$180B
$1.12M 0.24%
16,184
+3,408
+27% +$235K
TXN icon
110
Texas Instruments
TXN
$258B
$1.11M 0.24%
7,799
+1,547
+25% +$210K
CVX icon
111
Chevron
CVX
$377B
$1.11M 0.24%
15,450
+3,177
+26% +$267K
VOO icon
112
Vanguard S&P 500 ETF
VOO
$1.02T
$1.11M 0.24%
3,606
+14
+0.4% +$4.26K
SNX icon
113
TD Synnex
SNX
$20.8B
$1.08M 0.23%
+15,494
New +$975K
LLY icon
114
Eli Lilly
LLY
$1.06T
$1.08M 0.23%
7,267
+1,416
+24% +$219K
LOW icon
115
Lowe's Companies
LOW
$123B
$1.07M 0.23%
6,479
+1,290
+25% +$199K
WU icon
116
Western Union
WU
$2.3B
$1.05M 0.23%
+49,071
New +$1.11M
MOH icon
117
Molina Healthcare
MOH
$9.97B
$1.04M 0.22%
+5,667
New +$1.03M
TARO
118
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.04M 0.22%
18,913
+164
+0.9% +$10.2K
STX icon
119
Seagate
STX
$195B
$1.03M 0.22%
+20,931
New +$983K
KBH icon
120
KB Home
KBH
$3.57B
$1.02M 0.22%
+26,578
New +$929K
SFM icon
121
Sprouts Farmers Market
SFM
$8.11B
$1.02M 0.22%
+48,697
New +$1.17M
USNA icon
122
Usana Health Sciences
USNA
$317M
$1.01M 0.22%
+13,746
New +$1.1M
BIG
123
DELISTED
Big Lots, Inc.
BIG
$1.01M 0.22%
+22,692
New +$1.02M
FIX icon
124
Comfort Systems
FIX
$63.2B
$1.01M 0.22%
+19,609
New +$952K
NSIT icon
125
Insight Enterprises
NSIT
$4B
$1.01M 0.22%
+17,796
New +$955K
3 4
5
6 7

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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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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.