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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
IMOM icon
1
Alpha Architect International Quantitative Momentum ETF
IMOM
$148M
$29.2M 6.26%
1,017,981
-53,160
-5% -$1.48M
IVAL icon
2
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$25M 5.35%
1,003,754
+36,699
+4% +$923K
QMOM icon
3
Alpha Architect US Quantitative Momentum ETF
QMOM
$413M
$22.1M 4.75%
527,645
-158,667
-23% -$6.28M
QVAL icon
4
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$21.4M 4.6%
876,455
-50,646
-5% -$1.21M
AAVM
5
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
$18.6M 3.98%
777,106
+6,610
+0.9% +$154K
AAPL icon
6
Apple
AAPL
$4.98T
$16.7M 3.58%
144,157
+26,001
+22% +$2.84M
MSFT icon
7
Microsoft
MSFT
$2.96T
$11.6M 2.48%
55,062
+13,401
+32% +$2.81M
AMZN icon
8
Amazon
AMZN
$2.48T
$11M 2.35%
69,780
+15,380
+28% +$2.42M
SHY icon
9
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$10.7M 2.3%
123,847
-24,864
-17% -$2.15M
QQQ icon
10
Invesco QQQ Trust
QQQ
$445B
$5.31M 1.14%
19,123
+4,061
+27% +$1.1M
META icon
11
Meta Platforms (Facebook)
META
$1.51T
$5.29M 1.13%
20,216
+4,342
+27% +$1.12M
IEF icon
12
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$5.24M 1.12%
42,988
-178
-0.4% -$21.7K
VTI icon
13
Vanguard Total Stock Market ETF
VTI
$656B
$5.2M 1.11%
30,553
-298
-1% -$50.1K
GLD icon
14
SPDR Gold Trust
GLD
$131B
$4.2M 0.9%
23,703
+1,878
+9% +$337K
DHI icon
15
D.R. Horton
DHI
$42.3B
$3.92M 0.84%
51,838
+14,888
+40% +$1.02M
GOOGL icon
16
Alphabet (Google) Class A
GOOGL
$4.07T
$3.68M 0.79%
50,220
+10,680
+27% +$814K
GOOG icon
17
Alphabet (Google) Class C
GOOG
$4.07T
$3.67M 0.79%
49,880
+9,780
+24% +$746K
PHM icon
18
Pultegroup
PHM
$25.7B
$3.63M 0.78%
78,442
-7,166
-8% -$307K
BRK.B icon
19
Berkshire Hathaway Class B
BRK.B
$1.1T
$3.5M 0.75%
16,451
+3,607
+28% +$738K
HBI
20
DELISTED
Hanesbrands
HBI
$3.47M 0.74%
220,247
-4,940
-2% -$72.5K
JNJ icon
21
Johnson & Johnson
JNJ
$653B
$3.32M 0.71%
22,282
+4,674
+27% +$692K
URI icon
22
United Rentals
URI
$70B
$3.2M 0.69%
18,324
+5,900
+47% +$992K
ELV icon
23
Elevance Health
ELV
$82.4B
$3.09M 0.66%
11,515
+63
+0.6% +$17K
INTC icon
24
Intel
INTC
$435B
$2.95M 0.63%
57,056
+27,353
+92% +$1.42M
BWA icon
25
BorgWarner
BWA
$12.9B
$2.91M 0.62%
85,368
-3,279
-4% -$113K
1
2 3 4 5

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GHA
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AAP
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BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
GS
Gilead Sciences Foster City, California $2.12B AUM 143.53% 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
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GA
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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.