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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
+22.34%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$391M
AUM Growth
+$69.1M
(+21%)
Cap. Flow
+$6.66M
Cap. Flow
% of AUM
1.71%
Top 10 Holdings %
Top 10 Hldgs %
40.64%
Holding
240
New
31
Increased
182
Reduced
11
Closed
5
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Emerging Markets Government Bond ETF
VWOB
|
+$1.91M |
| 2 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
+$1.65M |
| 3 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$1.54M |
| 4 |
SPDR Gold Trust
GLD
|
+$1.51M |
| 5 |
VanEck Fallen Angel High Yield Bond ETF
ANGL
|
+$1.36M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$9.63M |
| 2 |
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$4.76M |
| 3 |
SCHR
Schwab Intermediately-Term US Treasury ETF
SCHR
|
+$4.58M |
| 4 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$3.36M |
| 5 |
Invesco QQQ Trust
QQQ
|
+$2.01M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 13.31% |
| 2 | Technology | 10.78% |
| 3 | Healthcare | 9.38% |
| 4 | Industrials | 7.66% |
| 5 | Communication Services | 4.96% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Allstate
ALL
$67.6B
| $216K | 0.06% |
+2,226
| New | +$219K |
|
227
Xcel Energy
XEL
$48.6B
| $215K | 0.06% |
+3,440
| New | +$217K |
|
228
Sempra
SRE
$56.6B
| $212K | 0.05% |
+3,618
| New | +$222K |
|
229
MetLife
MET
$61.9B
| $209K | 0.05% |
+5,736
| New | +$200K |
|
230
Ross Stores
ROST
$80.5B
| $209K | 0.05% |
+2,448
| New | +$222K |
|
231
KLA
KLAC
$255B
| $205K | 0.05% |
+10,540
| New | +$180K |
|
232
Phillips 66
PSX
$82.5B
| $205K | 0.05% |
+2,845
| New | +$201K |
|
233
Dow Inc
DOW
$21.9B
| $201K | 0.05% |
+4,940
| New | +$181K |
|
234
Kinder Morgan
KMI
$69.9B
| $189K | 0.05% |
12,458
+1,591
| +15% | +$24.2K |
|
235
Ford
F
$56.8B
| $157K | 0.04% |
25,766
+3,158
| +14% | +$17.5K |
|
236
iHeartMedia
IHRT
$582M
| – | – |
-10,197
| Closed | -$75K |
|
237
Korn Ferry
KFY
$4.23B
| – | – |
-8,575
| Closed | -$209K |
|
238
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.18B
| – | – |
-12,638
| Closed | -$149K |
|
239
Vanguard Real Estate ETF
VNQ
$39.2B
| – | – |
-15,496
| Closed | -$1.08M |
|
|
RTN
240
DELISTED
Raytheon Company
RTN
| – | – |
-1,634
| Closed | -$214K |
|
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Empirical Finance's Q2 2020 Portfolio in Review
As of Q2 2020, Empirical Finance held 240 positions worth $391M, up 21% from $322M the previous quarter. Its ten largest holdings account for 41% of the portfolio.
Empirical Finance's Q2 2020 filing shows 31 new, 182 increased, 11 reduced and 5 closed positions. Its largest new stake was Vanguard Emerging Markets Government Bond ETF: 25,806 shares worth $2.01M. The largest sale was iShares 1-3 Year Treasury Bond ETF, an estimated $9.63M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 13% of assets, up from 11% a quarter earlier, followed by Technology and Healthcare.
- Empirical Finance's largest Q2 2020 buy was Vanguard Emerging Markets Government Bond ETF: 25,806 shares worth $2.01M.
- Empirical Finance added most to Alpha Architect International Quantitative Momentum ETF in Q2 2020, an estimated $1.65M increase.
- Empirical Finance's biggest Q2 2020 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $9.63M.
- Empirical Finance fully exited Vanguard Real Estate ETF in Q2 2020, selling an estimated $1.08M.
- Empirical Finance's ten largest holdings make up 41% of its $391M portfolio in Q2 2020.
- Empirical Finance opened 31 new positions and closed 5 in Q2 2020.
- Empirical Finance's portfolio value rose 21% quarter-over-quarter to $391M.
Based on Empirical Finance's 13F filing for Q2 2020, filed 20 Jul 2020.