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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
(+19%)
Cap. Flow
+$44.6M
Cap. Flow
% of AUM
9.56%
Top 10 Holdings %
Top 10 Hldgs %
36.78%
Holding
306
New
71
Increased
179
Reduced
33
Closed
19
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$2.84M |
| 2 |
Microsoft
MSFT
|
+$2.81M |
| 3 |
iShares Core S&P 500 ETF
IVV
|
+$2.49M |
| 4 |
Amazon
AMZN
|
+$2.42M |
| 5 |
Cisco
CSCO
|
+$1.44M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$6.28M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$2.15M |
| 3 |
SCHR
Schwab Intermediately-Term US Treasury ETF
SCHR
|
+$1.73M |
| 4 |
Best Buy
BBY
|
+$1.53M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
226
Ross Stores
ROST
$81.6B
| $285K | 0.06% |
3,059
+611
| +25% | +$54.8K |
|
227
Idexx Laboratories
IDXX
$46.5B
| $284K | 0.06% |
+723
| New | +$267K |
|
228
Sempra
SRE
$55.1B
| $280K | 0.06% |
4,738
+1,120
| +31% | +$68.9K |
|
229
Capital One
COF
$135B
| $279K | 0.06% |
+3,880
| New | +$259K |
|
230
Chipotle Mexican Grill
CMG
$42.7B
| $276K | 0.06% |
+11,100
| New | +$268K |
|
231
Amphenol
APH
$210B
| $269K | 0.06% |
+9,940
| New | +$262K |
|
232
Vanguard High Dividend Yield ETF
VYM
$82.3B
| $268K | 0.06% |
3,308
| – | – |
|
233
Agilent Technologies
A
$39.9B
| $266K | 0.06% |
+2,634
| New | +$255K |
|
234
Centene
CNC
$31.7B
| $266K | 0.06% |
4,552
-22,305
| -83% | -$1.39M |
|
235
MetLife
MET
$63.7B
| $261K | 0.06% |
7,024
+1,288
| +22% | +$48.9K |
|
236
Sysco
SYY
$40.4B
| $260K | 0.06% |
+4,171
| New | +$243K |
|
237
Monster Beverage
MNST
$92.1B
| $257K | 0.06% |
+6,406
| New | +$253K |
|
238
Allstate
ALL
$69.6B
| $256K | 0.05% |
2,722
+496
| +22% | +$46.3K |
|
239
KLA
KLAC
$252B
| $255K | 0.05% |
13,180
+2,640
| +25% | +$52.2K |
|
|
TWTR
240
DELISTED
Twitter, Inc.
TWTR
| $255K | 0.05% |
+5,735
| New | +$220K |
|
241
WEC Energy
WEC
$35.2B
| $253K | 0.05% |
+2,616
| New | +$244K |
|
242
Verisk Analytics
VRSK
$24.7B
| $251K | 0.05% |
+1,357
| New | +$248K |
|
243
State Street SPDR S&P 500 ETF Trust
SPY
$818B
| $250K | 0.05% |
+748
| New | +$248K |
|
244
T. Rowe Price
TROW
$24.2B
| $250K | 0.05% |
+1,946
| New | +$257K |
|
245
Qualcomm
QCOM
$168B
| $247K | 0.05% |
+2,098
| New | +$224K |
|
|
BNY
246
Bank of New York Mellon
BNY
$108B
| $246K | 0.05% |
7,177
+1,280
| +22% | +$46.6K |
|
247
PACCAR
PCAR
$69.5B
| $246K | 0.05% |
+4,326
| New | +$243K |
|
248
PPG Industries
PPG
$26B
| $244K | 0.05% |
+1,998
| New | +$233K |
|
249
AutoZone
AZO
$50.1B
| $239K | 0.05% |
+203
| New | +$240K |
|
250
Cintas
CTAS
$80.9B
| $237K | 0.05% |
+2,852
| New | +$220K |
|
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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.