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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
STRA icon
126
Strategic Education
STRA
$1.89B
$1M 0.21%
+10,958
New +$1.33M
CIEN icon
127
Ciena
CIEN
$57.9B
$993K 0.21%
+25,009
New +$1.32M
EME icon
128
Emcor
EME
$36.3B
$986K 0.21%
+14,558
New +$1.01M
HON icon
129
Honeywell
HON
$78.6B
$983K 0.21%
6,334
+1,223
+24% +$182K
TKR icon
130
Timken Company
TKR
$9.13B
$982K 0.21%
+18,106
New +$935K
UPS icon
131
United Parcel Service
UPS
$91.5B
$980K 0.21%
5,880
+1,269
+28% +$185K
NSP icon
132
Insperity
NSP
$1.95B
$979K 0.21%
+14,946
New +$997K
UHS icon
133
Universal Health Services
UHS
$10.4B
$975K 0.21%
+9,111
New +$974K
PM icon
134
Philip Morris
PM
$294B
$973K 0.21%
12,980
+2,718
+26% +$210K
IBM icon
135
IBM
IBM
$222B
$905K 0.19%
7,783
+1,666
+27% +$196K
VXUS icon
136
Vanguard Total International Stock ETF
VXUS
$158B
$890K 0.19%
17,054
– –
SBUX icon
137
Starbucks
SBUX
$121B
$885K 0.19%
10,299
+1,973
+24% +$157K
CHTR icon
138
Charter Communications
CHTR
$18.3B
$843K 0.18%
1,351
+237
+21% +$140K
C icon
139
Citigroup
C
$231B
$799K 0.17%
18,524
+3,161
+21% +$157K
WFC icon
140
Wells Fargo
WFC
$270B
$791K 0.17%
33,653
+6,979
+26% +$172K
MMM icon
141
3M
MMM
$93.9B
$777K 0.17%
5,802
+1,232
+27% +$166K
BA icon
142
Boeing
BA
$190B
$752K 0.16%
4,553
+969
+27% +$165K
SPGI icon
143
S&P Global
SPGI
$121B
$739K 0.16%
2,049
+412
+25% +$145K
AMD icon
144
Advanced Micro Devices
AMD
$786B
$738K 0.16%
8,997
+2,092
+30% +$155K
RTX icon
145
RTX Corp
RTX
$300B
$711K 0.15%
12,362
+2,933
+31% +$179K
ISRG icon
146
Intuitive Surgical
ISRG
$133B
$704K 0.15%
2,976
+636
+27% +$143K
INTU icon
147
Intuit
INTU
$89.7B
$701K 0.15%
2,150
+462
+27% +$145K
MDLZ icon
148
Mondelez International
MDLZ
$79.9B
$693K 0.15%
12,054
+2,445
+25% +$136K
CAT icon
149
Caterpillar
CAT
$401B
$692K 0.15%
4,639
-7,631
-62% -$1.07M
BLK icon
150
Blackrock
BLK
$176B
$682K 0.15%
1,211
+391
+48% +$223K
4 5
6
7 8

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AAP
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BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
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
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

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.