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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
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 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
INTC icon
51
Intel
INTC
$455B
$1.78M 0.45%
29,703
+3,581
+14% +$214K
MA icon
52
Mastercard
MA
$502B
$1.76M 0.45%
5,956
+728
+14% +$205K
SCHR
53
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$1.73M 0.44%
58,910
-156,090
-73% -$4.58M
CNC icon
54
Centene
CNC
$30.7B
$1.71M 0.44%
26,857
+909
+4% +$59.2K
BND icon
55
Vanguard Total Bond Market
BND
$157B
$1.7M 0.43%
19,202
– –
GRA
56
DELISTED
W.R. Grace & Co.
GRA
$1.7M 0.43%
33,385
– –
GM icon
57
General Motors
GM
$80.4B
$1.68M 0.43%
66,245
+2,690
+4% +$65.4K
RHI icon
58
Robert Half
RHI
$3.87B
$1.64M 0.42%
31,085
+1,041
+3% +$49.4K
CTSH icon
59
Cognizant
CTSH
$24.9B
$1.63M 0.42%
28,684
+869
+3% +$46.7K
ALV icon
60
Autoliv
ALV
$9.02B
$1.61M 0.41%
25,006
+539
+2% +$32.4K
VGSH icon
61
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$1.57M 0.4%
25,303
– –
ARW icon
62
Arrow Electronics
ARW
$11.1B
$1.57M 0.4%
22,826
+430
+2% +$27.2K
ITT icon
63
ITT
ITT
$17.5B
$1.56M 0.4%
26,498
+845
+3% +$44.8K
CAT icon
64
Caterpillar
CAT
$375B
$1.55M 0.4%
12,270
+586
+5% +$69.5K
TLT icon
65
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$1.53M 0.39%
+9,345
New +$1.54M
MCK icon
66
McKesson
MCK
$100B
$1.51M 0.39%
9,858
+132
+1% +$19.1K
VZ icon
67
Verizon
VZ
$195B
$1.5M 0.38%
27,270
+3,409
+14% +$192K
XOM icon
68
ExxonMobil
XOM
$644B
$1.48M 0.38%
33,077
+3,432
+12% +$154K
BBY icon
69
Best Buy
BBY
$18.2B
$1.48M 0.38%
16,925
+433
+3% +$32.8K
FLS icon
70
Flowserve
FLS
$9.71B
$1.47M 0.38%
51,619
+1,807
+4% +$48.2K
VWO icon
71
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$1.44M 0.37%
+36,311
New +$1.34M
T icon
72
AT&T
T
$159B
$1.43M 0.37%
62,648
+7,885
+14% +$180K
VEA icon
73
Vanguard FTSE Developed Markets ETF
VEA
$229B
$1.43M 0.36%
+36,729
New +$1.34M
ANGL icon
74
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.05B
$1.42M 0.36%
+49,336
New +$1.36M
VOE icon
75
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.7B
$1.42M 0.36%
+14,785
New +$1.36M
1 2
3
4 5

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BCM
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GS
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NAAA
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IVAV
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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.