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EF

Empirical Finance Portfolio holdings

AUM $2.41B
1-Year Est. Return 41.48%
This Fund
S&P 500
This Quarter Est. Return
+22.34%
1 Year Est. Return
+41.48%
3 Year Est. Return
+124.48%
5 Year Est. Return
+157.81%
10 Year Est. Return
–
AUM
$391M
AUM Growth
+$69.1M
Cap. Flow
+$6.66M
Cap. Flow %
1.71%
Top 10 Hldgs %
40.64%
Holding
240
New
31
Increased
182
Reduced
11
Closed
5

Top Buys

Rank Stock Value
1
VWOB icon
Vanguard Emerging Markets Government Bond ETF
VWOB
+$1.91M
2
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$1.65M
3
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$1.54M
4
GLD icon
SPDR Gold Trust
GLD
+$1.51M
5
ANGL icon
VanEck Fallen Angel High Yield Bond ETF
ANGL
+$1.36M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$9.63M
2
BIL icon
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
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$3.36M
5
QQQ icon
Invesco QQQ Trust
QQQ
+$2.01M

Sector Composition

Rank Sector Weight
1 Miscellaneous 42.23%
2 Consumer Discretionary 13.31%
3 Technology 10.78%
4 Healthcare 9.38%
5 Industrials 7.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JNJ icon
26
Johnson & Johnson
JNJ
$644B
$2.48M 0.63%
17,608
+2,167
+14% +$316K
FL
27
DELISTED
Foot Locker
FL
$2.36M 0.6%
80,962
+2,135
+3% +$56.4K
MAN icon
28
ManpowerGroup
MAN
$2.69B
$2.34M 0.6%
34,039
+206
+0.6% +$14.1K
RS icon
29
Reliance Steel & Aluminium
RS
$20.1B
$2.31M 0.59%
24,369
+396
+2% +$36.1K
BRK.B icon
30
Berkshire Hathaway Class B
BRK.B
$1.11T
$2.29M 0.59%
12,844
+1,582
+14% +$289K
PII icon
31
Polaris
PII
$3.15B
$2.29M 0.59%
24,765
– –
NTAP icon
32
NetApp
NTAP
$37.6B
$2.22M 0.57%
50,015
+579
+1% +$24.9K
TNL icon
33
Travel + Leisure Co
TNL
$3.95B
$2.2M 0.56%
77,959
+1,876
+2% +$50.8K
ALSN icon
34
Allison Transmission
ALSN
$9.8B
$2.17M 0.56%
59,120
+376
+0.6% +$13.5K
DHI icon
35
D.R. Horton
DHI
$38.7B
$2.05M 0.52%
36,950
+1,509
+4% +$73.1K
OMC icon
36
Omnicom Group
OMC
$21.8B
$2.02M 0.52%
36,973
+1,171
+3% +$63.7K
JPM icon
37
JPMorgan Chase
JPM
$927B
$2.01M 0.52%
21,401
+2,555
+14% +$242K
VWOB icon
38
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.26B
$2.01M 0.51%
+25,806
New +$1.91M
PG icon
39
Procter & Gamble
PG
$341B
$1.98M 0.51%
16,526
+2,040
+14% +$238K
LUV icon
40
Southwest Airlines
LUV
$19.2B
$1.97M 0.5%
57,576
+2,101
+4% +$66.8K
GILD icon
41
Gilead Sciences
GILD
$183B
$1.89M 0.48%
24,596
+1,481
+6% +$114K
WHR icon
42
Whirlpool
WHR
$2.11B
$1.89M 0.48%
14,566
+580
+4% +$66.4K
HUM icon
43
Humana
HUM
$46.2B
$1.87M 0.48%
4,828
+177
+4% +$66.2K
UNH icon
44
UnitedHealth
UNH
$337B
$1.87M 0.48%
6,330
+774
+14% +$222K
HD icon
45
Home Depot
HD
$302B
$1.86M 0.48%
7,440
+895
+14% +$205K
TPR icon
46
Tapestry
TPR
$23.5B
$1.86M 0.48%
139,885
+5,327
+4% +$75.6K
URI icon
47
United Rentals
URI
$62.6B
$1.85M 0.47%
12,424
+317
+3% +$40.2K
EMN icon
48
Eastman Chemical
EMN
$7.44B
$1.83M 0.47%
26,251
+672
+3% +$42.3K
HLF icon
49
Herbalife
HLF
$1.24B
$1.82M 0.47%
40,500
+1,027
+3% +$39.9K
WIZ
50
DELISTED
Alpha Architect Merlyn.AI Bull-Rider Bear-Fighter ETF
WIZ
$1.79M 0.46%
62,893
– –
1
2
3 4 5

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DCM
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ACH
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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 Miscellaneous at 42% of assets, down from 48% a quarter earlier, followed by Consumer Discretionary and Technology.

  • 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.