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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
SHW icon
176
Sherwin-Williams
SHW
$89B
$488K 0.1%
2,100
+417
+25% +$91.1K
AMAT icon
177
Applied Materials
AMAT
$430B
$487K 0.1%
8,194
+1,553
+23% +$95.9K
PGR icon
178
Progressive
PGR
$123B
$477K 0.1%
5,038
+1,008
+25% +$90.6K
ITW icon
179
Illinois Tool Works
ITW
$85.2B
$474K 0.1%
2,451
+479
+24% +$91K
SO icon
180
Southern Company
SO
$107B
$473K 0.1%
8,728
+1,885
+28% +$101K
IAU icon
181
iShares Gold Trust
IAU
$66B
$469K 0.1%
13,029
+2,859
+28% +$104K
NSC icon
182
Norfolk Southern
NSC
$76.5B
$469K 0.1%
2,194
+424
+24% +$85.2K
FISV
183
Fiserv Inc
FISV
$28.9B
$464K 0.1%
4,498
+974
+28% +$97K
BSX icon
184
Boston Scientific
BSX
$68.5B
$456K 0.1%
11,931
+2,770
+30% +$107K
GE icon
185
GE Aerospace
GE
$395B
$455K 0.1%
14,648
+3,055
+26% +$99.3K
DG icon
186
Dollar General
DG
$28.1B
$445K 0.1%
2,125
+431
+25% +$84.8K
GPN icon
187
Global Payments
GPN
$24B
$443K 0.09%
2,497
+540
+28% +$93.4K
MU icon
188
Micron Technology
MU
$1.03T
$439K 0.09%
9,350
+1,974
+27% +$95.5K
TFC icon
189
Truist Financial
TFC
$64.6B
$431K 0.09%
11,339
+2,349
+26% +$88.5K
KMB icon
190
Kimberly-Clark
KMB
$37.2B
$425K 0.09%
2,877
+586
+26% +$88K
NOC icon
191
Northrop Grumman
NOC
$78.9B
$425K 0.09%
1,348
+264
+24% +$86.1K
USB icon
192
US Bancorp
USB
$101B
$425K 0.09%
11,845
+2,154
+22% +$78.8K
VPU
193
Vanguard Utilities ETF
VPU
$8.34B
$423K 0.09%
3,275
– –
ECL icon
194
Ecolab
ECL
$79.9B
$419K 0.09%
2,096
+426
+26% +$85.1K
EW icon
195
Edwards Lifesciences
EW
$51.3B
$415K 0.09%
5,196
+1,126
+28% +$87.9K
LRCX icon
196
Lam Research
LRCX
$391B
$413K 0.09%
12,440
+2,470
+25% +$85.1K
EL icon
197
Estee Lauder
EL
$31.7B
$409K 0.09%
1,873
+403
+27% +$82.9K
PNC icon
198
PNC Financial Services
PNC
$102B
$402K 0.09%
3,653
+672
+23% +$72.3K
MCO icon
199
Moody's
MCO
$83.6B
$394K 0.08%
1,361
+277
+26% +$79.1K
ADSK icon
200
Autodesk
ADSK
$50.3B
$392K 0.08%
1,695
+391
+30% +$92.9K
6 7
8
9 10

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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
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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.