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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
ED icon
276
Consolidated Edison
ED
$40.2B
$213K 0.05%
+2,732
New +$202K
PAYX icon
277
Paychex
PAYX
$42.7B
$212K 0.05%
+2,656
New +$199K
SWK icon
278
Stanley Black & Decker
SWK
$15.3B
$212K 0.05%
+1,308
New +$204K
MCHP icon
279
Microchip Technology
MCHP
$40.4B
$211K 0.05%
+4,106
New +$214K
SWKS icon
280
Skyworks Solutions
SWKS
$10.1B
$208K 0.04%
+1,431
New +$199K
OTIS icon
281
Otis Worldwide
OTIS
$28.1B
$205K 0.04%
+3,288
New +$201K
TDG icon
282
TransDigm Group
TDG
$69.8B
$205K 0.04%
+431
New +$203K
CARR icon
283
Carrier Global
CARR
$52.7B
$202K 0.04%
+6,614
New +$187K
FTV icon
284
Fortive
FTV
$18.4B
$200K 0.04%
+4,166
New +$190K
KMI icon
285
Kinder Morgan
KMI
$69.7B
$195K 0.04%
15,790
+3,332
+27% +$46.4K
FCX icon
286
Freeport-McMoran
FCX
$95.5B
$187K 0.04%
+11,925
New +$172K
HPE icon
287
Hewlett Packard
HPE
$69.4B
$107K 0.02%
+11,386
New +$109K
AMCX icon
288
AMC Global Media
AMCX
$490M
– –
-22,038
Closed -$515K
AVT icon
289
Avnet
AVT
$7.94B
– –
-24,442
Closed -$682K
BIL icon
290
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
– –
-3,129
Closed -$286K
DINO icon
291
HF Sinclair
DINO
$14.7B
– –
-22,247
Closed -$650K
IP icon
292
International Paper
IP
$21.5B
– –
-31,286
Closed -$1.04M
OPLN
293
Openlane
OPLN
$4.62B
– –
-39,401
Closed -$542K
KSS icon
294
Kohl's
KSS
$2.09B
– –
-21,867
Closed -$454K
NUE icon
295
Nucor
NUE
$61.9B
– –
-23,202
Closed -$961K
NUS icon
296
Nu Skin
NUS
$252M
– –
-25,268
Closed -$966K
OXY icon
297
Occidental Petroleum
OXY
$56B
– –
-29,946
Closed -$548K
PKG icon
298
Packaging Corp of America
PKG
$22.5B
– –
-11,334
Closed -$1.13M
PSX icon
299
Phillips 66
PSX
$82B
– –
-2,845
Closed -$205K
PVH icon
300
PVH
PVH
$3.99B
– –
-12,642
Closed -$607K
9 10 11
12
13

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AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 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
BWC
Blue Whale Capital London, United Kingdom $2.1B AUM 97.03% 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.