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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
TGT icon
151
Target
TGT
$67.1B
$671K 0.14%
4,263
+839
+25% +$115K
FIS icon
152
Fidelity National Information Services
FIS
$22.2B
$668K 0.14%
4,540
+1,131
+33% +$163K
ZTS icon
153
Zoetis
ZTS
$31.1B
$666K 0.14%
4,026
+834
+26% +$128K
BKNG icon
154
Booking.com
BKNG
$160B
$609K 0.13%
8,900
+1,700
+24% +$119K
VRTX icon
155
Vertex Pharmaceuticals
VRTX
$123B
$594K 0.13%
2,183
+485
+29% +$134K
DE icon
156
Deere & Co
DE
$166B
$581K 0.12%
2,620
+537
+26% +$104K
SYK icon
157
Stryker
SYK
$128B
$566K 0.12%
2,716
+604
+29% +$117K
AXP icon
158
American Express
AXP
$235B
$565K 0.12%
5,639
+1,071
+23% +$105K
NOW icon
159
ServiceNow
NOW
$121B
$565K 0.12%
5,820
+2,685
+86% +$240K
TJX icon
160
TJX Companies
TJX
$176B
$565K 0.12%
10,160
+2,060
+25% +$111K
BDX icon
161
Becton Dickinson
BDX
$46.4B
$556K 0.12%
2,450
+629
+35% +$155K
GS icon
162
Goldman Sachs
GS
$317B
$556K 0.12%
2,769
+571
+26% +$116K
CL icon
163
Colgate-Palmolive
CL
$74.2B
$553K 0.12%
7,165
+1,480
+26% +$113K
APD icon
164
Air Products & Chemicals
APD
$65.8B
$545K 0.12%
1,830
+379
+26% +$109K
DUK icon
165
Duke Energy
DUK
$95.9B
$538K 0.12%
6,072
+1,307
+27% +$108K
D icon
166
Dominion Energy
D
$60B
$537K 0.12%
6,805
+1,560
+30% +$123K
ATVI
167
DELISTED
Activision Blizzard
ATVI
$520K 0.11%
6,428
+1,387
+28% +$113K
CSX icon
168
CSX Corp
CSX
$94.4B
$515K 0.11%
19,881
+3,834
+24% +$94.6K
FDX icon
169
FedEx
FDX
$73.6B
$509K 0.11%
2,022
+420
+26% +$84K
CI icon
170
Cigna
CI
$71.7B
$506K 0.11%
2,987
+642
+27% +$113K
ADP icon
171
Automatic Data Processing
ADP
$107B
$505K 0.11%
3,617
+736
+26% +$103K
MS icon
172
Morgan Stanley
MS
$344B
$501K 0.11%
10,353
+1,978
+24% +$99.6K
CME icon
173
CME Group
CME
$94.6B
$495K 0.11%
2,959
+616
+26% +$104K
ANGL icon
174
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.06B
$491K 0.11%
16,504
-32,832
-67% -$984K
MRSH
175
Marsh
MRSH
$91.2B
$490K 0.11%
4,275
+915
+27% +$105K
5 6
7
8 9

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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.