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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 | |
|---|---|---|---|---|---|---|
251
MSCI
MSCI
$41.2B
| $235K | 0.05% |
+659
| New | +$239K |
|
252
Zimmer Biomet
ZBH
$18.5B
| $235K | 0.05% |
+1,780
| New | +$233K |
|
253
Cadence Design Systems
CDNS
$93.2B
| $234K | 0.05% |
+2,191
| New | +$231K |
|
254
Travelers Companies
TRV
$80.5B
| $234K | 0.05% |
+2,161
| New | +$248K |
|
255
DexCom
DXCM
$31.3B
| $233K | 0.05% |
+2,260
| New | +$236K |
|
256
Kroger
KR
$35.1B
| $233K | 0.05% |
+6,867
| New | +$237K |
|
257
Ball Corp
BALL
$16.7B
| $231K | 0.05% |
+2,779
| New | +$214K |
|
258
Public Service Enterprise Group
PEG
$37.4B
| $231K | 0.05% |
+4,203
| New | +$223K |
|
259
Eversource Energy
ES
$27.1B
| $230K | 0.05% |
+2,748
| New | +$235K |
|
|
WBA
260
DELISTED
Walgreens Boots Alliance
WBA
| $230K | 0.05% |
6,406
+1,223
| +24% | +$47.8K |
|
261
IQVIA
IQV
$38.3B
| $225K | 0.05% |
+1,427
| New | +$224K |
|
262
Aflac
AFL
$64.5B
| $223K | 0.05% |
+6,126
| New | +$223K |
|
263
Clorox
CLX
$12.8B
| $223K | 0.05% |
+1,061
| New | +$236K |
|
264
Motorola Solutions
MSI
$78.5B
| $223K | 0.05% |
+1,421
| New | +$208K |
|
|
265
Best Buy
BBY
$16.9B
| $220K | 0.05% |
1,981
-14,944
| -88% | -$1.53M |
|
266
Parker-Hannifin
PH
$135B
| $220K | 0.05% |
+1,086
| New | +$214K |
|
267
American Water Works
AWK
$26.8B
| $218K | 0.05% |
+1,503
| New | +$213K |
|
268
Archer Daniels Midland
ADM
$37.4B
| $217K | 0.05% |
+4,667
| New | +$204K |
|
269
Rockwell Automation
ROK
$49.1B
| $217K | 0.05% |
+984
| New | +$220K |
|
270
Ford
F
$55B
| $216K | 0.05% |
32,487
+6,721
| +26% | +$45.5K |
|
271
Fastenal
FAST
$58.3B
| $215K | 0.05% |
+9,534
| New | +$219K |
|
272
Prudential Financial
PRU
$41.9B
| $215K | 0.05% |
+3,392
| New | +$223K |
|
|
XLNX
273
DELISTED
Xilinx Inc
XLNX
| $215K | 0.05% |
+2,062
| New | +$212K |
|
274
Corning
GLW
$135B
| $214K | 0.05% |
+6,605
| New | +$204K |
|
275
Marriott International
MAR
$93.8B
| $214K | 0.05% |
+2,312
| New | +$218K |
|
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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.