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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
ABT icon
101
Abbott
ABT
$183B
$1.07M 0.27%
11,674
+1,458
+14% +$132K
IP icon
102
International Paper
IP
$21.6B
$1.04M 0.27%
31,286
+809
+3% +$25.8K
CRM icon
103
Salesforce
CRM
$151B
$1.02M 0.26%
5,453
+718
+15% +$121K
VOO icon
104
Vanguard S&P 500 ETF
VOO
$979B
$1.02M 0.26%
3,592
– –
STLD icon
105
Steel Dynamics
STLD
$36B
$977K 0.25%
37,444
+603
+2% +$15.1K
XRX icon
106
Xerox
XRX
$387M
$976K 0.25%
63,841
+1,263
+2% +$21.8K
AMGN icon
107
Amgen
AMGN
$208B
$972K 0.25%
4,122
+487
+13% +$111K
NUS icon
108
Nu Skin
NUS
$252M
$966K 0.25%
25,268
+407
+2% +$13.1K
TMO icon
109
Thermo Fisher Scientific
TMO
$213B
$963K 0.25%
2,659
+331
+14% +$111K
LLY icon
110
Eli Lilly
LLY
$1.02T
$961K 0.25%
5,851
+710
+14% +$109K
NUE icon
111
Nucor
NUE
$58.6B
$961K 0.25%
23,202
+602
+3% +$24.3K
COST icon
112
Costco
COST
$422B
$899K 0.23%
2,964
+363
+14% +$110K
BMY icon
113
Bristol-Myers Squibb
BMY
$133B
$850K 0.22%
14,458
+1,984
+16% +$119K
VXUS icon
114
Vanguard Total International Stock ETF
VXUS
$155B
$839K 0.21%
17,054
-5,981
-26% -$276K
NKE icon
115
Nike
NKE
$61.9B
$816K 0.21%
8,319
+1,023
+14% +$94.4K
UNP icon
116
Union Pacific
UNP
$174B
$803K 0.21%
4,751
+560
+13% +$89.7K
TXN icon
117
Texas Instruments
TXN
$252B
$794K 0.2%
6,252
+767
+14% +$89.4K
C icon
118
Citigroup
C
$222B
$785K 0.2%
15,363
+1,772
+13% +$84.1K
NEE icon
119
NextEra Energy
NEE
$181B
$767K 0.2%
12,776
+1,608
+14% +$96.2K
AVGO icon
120
Broadcom
AVGO
$1.85T
$759K 0.19%
24,060
+3,270
+16% +$91.5K
DHR icon
121
Danaher
DHR
$137B
$747K 0.19%
4,767
+576
+14% +$82.7K
PM icon
122
Philip Morris
PM
$297B
$719K 0.18%
10,262
+1,273
+14% +$92.8K
IBM icon
123
IBM
IBM
$211B
$706K 0.18%
6,117
+768
+14% +$89.2K
LOW icon
124
Lowe's Companies
LOW
$117B
$701K 0.18%
5,189
+625
+14% +$71.4K
HON icon
125
Honeywell
HON
$77B
$696K 0.18%
5,111
+617
+14% +$81.6K
3 4
5
6 7

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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.