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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
AGCO icon
76
AGCO
AGCO
$7.15B
$1.4M 0.36%
25,196
– –
ADBE icon
77
Adobe
ADBE
$99.5B
$1.4M 0.36%
3,205
+408
+15% +$151K
NVDA icon
78
NVIDIA
NVDA
$4.86T
$1.39M 0.36%
146,200
+20,240
+16% +$164K
BAC icon
79
Bank of America
BAC
$435B
$1.37M 0.35%
57,622
+6,595
+13% +$156K
DIS icon
80
Walt Disney
DIS
$167B
$1.36M 0.35%
12,230
+1,507
+14% +$166K
CSCO icon
81
Cisco
CSCO
$457B
$1.36M 0.35%
29,141
+3,521
+14% +$154K
PYPL icon
82
PayPal
PYPL
$48.9B
$1.34M 0.34%
7,702
+965
+14% +$133K
MRK icon
83
Merck
MRK
$322B
$1.33M 0.34%
17,968
+2,415
+16% +$182K
AYI icon
84
Acuity Brands
AYI
$9.83B
$1.31M 0.34%
13,713
+57
+0.4% +$5.01K
RL icon
85
Ralph Lauren
RL
$22.6B
$1.31M 0.34%
18,100
+769
+4% +$56.5K
NFLX icon
86
Netflix
NFLX
$299B
$1.31M 0.34%
28,810
+3,610
+14% +$154K
DAL icon
87
Delta Air Lines
DAL
$57.5B
$1.27M 0.32%
45,152
+1,382
+3% +$35.2K
RRX icon
88
Regal Rexnord
RRX
$13.7B
$1.26M 0.32%
14,447
+235
+2% +$17.6K
TARO
89
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$1.25M 0.32%
18,749
+550
+3% +$36.9K
PEP icon
90
PepsiCo
PEP
$190B
$1.22M 0.31%
9,251
+1,144
+14% +$151K
PFE icon
91
Pfizer
PFE
$143B
$1.22M 0.31%
39,439
+4,919
+14% +$167K
CTRA
92
DELISTED
Coterra Energy
CTRA
$1.2M 0.31%
69,929
+334
+0.5% +$6.48K
CMCSA icon
93
Comcast
CMCSA
$85B
$1.19M 0.3%
30,544
+3,719
+14% +$142K
VYX icon
94
NCR Voyix
VYX
$1.14B
$1.16M 0.3%
109,407
– –
HPQ icon
95
HP
HPQ
$24.9B
$1.16M 0.3%
66,601
+2,151
+3% +$34.2K
KO icon
96
Coca-Cola
KO
$377B
$1.13M 0.29%
25,378
+3,149
+14% +$145K
COP icon
97
ConocoPhillips
COP
$147B
$1.13M 0.29%
26,944
+1,214
+5% +$49.1K
WMT icon
98
Walmart Inc
WMT
$885B
$1.13M 0.29%
28,353
+3,513
+14% +$145K
PKG icon
99
Packaging Corp of America
PKG
$21.9B
$1.13M 0.29%
11,334
+253
+2% +$24.1K
CVX icon
100
Chevron
CVX
$392B
$1.09M 0.28%
12,273
+1,535
+14% +$137K
2 3
4
5 6

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BCM
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GS
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SC
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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.