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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
TMUS icon
201
T-Mobile US
TMUS
$185B
$391K 0.08%
+3,422
New +$379K
NEM icon
202
Newmont
NEM
$110B
$390K 0.08%
6,145
+1,336
+28% +$87.1K
ILMN icon
203
Illumina
ILMN
$29.9B
$378K 0.08%
1,257
+260
+26% +$89.6K
ORCL icon
204
Oracle
ORCL
$417B
$372K 0.08%
6,230
-167
-3% -$9.49K
WM icon
205
Waste Management
WM
$89.6B
$372K 0.08%
3,289
+681
+26% +$75.3K
ADI icon
206
Analog Devices
ADI
$185B
$359K 0.08%
3,078
+640
+26% +$74.9K
SCHW
207
Charles Schwab
SCHW
$188B
$355K 0.08%
9,792
+2,057
+27% +$71.6K
ITOT icon
208
iShares Core S&P Total US Stock Market ETF
ITOT
$97.5B
$349K 0.07%
4,620
-9
-0.2% -$672
DD icon
209
DuPont de Nemours
DD
$19.8B
$345K 0.07%
4,953
+1,003
+25% +$70.3K
IXUS icon
210
iShares Core MSCI Total International Stock ETF
IXUS
$59.8B
$345K 0.07%
5,912
-11
-0.2% -$641
ROP icon
211
Roper Technologies
ROP
$38.8B
$341K 0.07%
862
+182
+27% +$75.7K
BAX icon
212
Baxter International
BAX
$14.2B
$340K 0.07%
4,222
+881
+26% +$74.1K
AEP icon
213
American Electric Power
AEP
$68.8B
$336K 0.07%
4,110
+849
+26% +$69.9K
SCHO icon
214
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$335K 0.07%
12,994
-182
-1% -$4.69K
EMR icon
215
Emerson Electric
EMR
$91.3B
$332K 0.07%
5,067
+994
+24% +$65.5K
LHX icon
216
L3Harris
LHX
$53.2B
$328K 0.07%
1,931
+373
+24% +$65.4K
EBAY icon
217
eBay
EBAY
$47.9B
$323K 0.07%
6,202
+736
+13% +$40.5K
EA icon
218
Electronic Arts
EA
$52.9B
$322K 0.07%
2,469
+511
+26% +$69.7K
GIS icon
219
General Mills
GIS
$19B
$308K 0.07%
4,995
+1,029
+26% +$64.3K
ORLY icon
220
O'Reilly Automotive
ORLY
$75.9B
$301K 0.06%
9,780
+1,935
+25% +$58.8K
XEL icon
221
Xcel Energy
XEL
$48.4B
$300K 0.06%
4,344
+904
+26% +$61.7K
COP icon
222
ConocoPhillips
COP
$141B
$297K 0.06%
9,031
-17,913
-66% -$679K
DOW icon
223
Dow Inc
DOW
$21.6B
$294K 0.06%
6,249
+1,309
+26% +$58.8K
EXC icon
224
Exelon
EXC
$46.9B
$287K 0.06%
11,266
+2,331
+26% +$61.8K
GD icon
225
General Dynamics
GD
$104B
$285K 0.06%
2,059
+401
+24% +$59.2K
7 8
9
10 11

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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.