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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
RRX icon
301
Regal Rexnord
RRX
$11.9B
– –
-14,447
Closed -$1.26M
SCHR
302
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
– –
-58,910
Closed -$1.73M
SPR
303
DELISTED
Spirit AeroSystems
SPR
– –
-13,039
Closed -$312K
STLD icon
304
Steel Dynamics
STLD
$37.3B
– –
-37,444
Closed -$977K
URBN icon
305
Urban Outfitters
URBN
$6.61B
– –
-43,406
Closed -$661K
VONE icon
306
Vanguard Russell 1000 ETF
VONE
$8.58B
– –
-4,243
Closed -$602K
9 10 11 12
13

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AAP
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BCM
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NAAA
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IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
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HJGA
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CF
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BWC
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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.