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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
WFC icon
126
Wells Fargo
WFC
$266B
$683K 0.17%
26,674
+3,118
+13% +$85.3K
AVT icon
127
Avnet
AVT
$7.3B
$682K 0.17%
24,442
+399
+2% +$11.1K
URBN icon
128
Urban Outfitters
URBN
$6.66B
$661K 0.17%
43,406
+710
+2% +$12.2K
BA icon
129
Boeing
BA
$185B
$657K 0.17%
3,584
+507
+16% +$77.9K
DINO icon
130
HF Sinclair
DINO
$15.8B
$650K 0.17%
22,247
+477
+2% +$14.2K
SBUX icon
131
Starbucks
SBUX
$118B
$613K 0.16%
8,326
+1,255
+18% +$94.3K
PVH icon
132
PVH
PVH
$4.1B
$607K 0.16%
12,642
+251
+2% +$11.7K
VONE icon
133
Vanguard Russell 1000 ETF
VONE
$8.4B
$602K 0.15%
4,243
– –
LMT icon
134
Lockheed Martin
LMT
$135B
$601K 0.15%
1,647
+196
+14% +$74K
MMM icon
135
3M
MMM
$91.4B
$596K 0.15%
4,570
+563
+14% +$70.9K
RTX icon
136
RTX Corp
RTX
$292B
$581K 0.15%
9,429
+2,027
+27% +$126K
CHTR icon
137
Charter Communications
CHTR
$17.2B
$568K 0.15%
1,114
+131
+13% +$66.5K
OXY icon
138
Occidental Petroleum
OXY
$55.2B
$548K 0.14%
29,946
+1,335
+5% +$21K
OPLN
139
Openlane
OPLN
$4.37B
$542K 0.14%
39,401
+644
+2% +$8.84K
SPGI icon
140
S&P Global
SPGI
$123B
$539K 0.14%
1,637
+194
+13% +$58.3K
CVS icon
141
CVS Health
CVS
$134B
$538K 0.14%
8,287
+1,069
+15% +$67.3K
AMCX icon
142
AMC Global Media
AMCX
$478M
$515K 0.13%
22,038
+360
+2% +$9.43K
UPS icon
143
United Parcel Service
UPS
$90.8B
$513K 0.13%
4,611
+577
+14% +$57.6K
INTU icon
144
Intuit
INTU
$87.1B
$500K 0.13%
1,688
+212
+14% +$58.2K
VRTX icon
145
Vertex Pharmaceuticals
VRTX
$119B
$493K 0.13%
1,698
+216
+15% +$58.6K
MDLZ icon
146
Mondelez International
MDLZ
$78.8B
$491K 0.13%
9,609
+1,193
+14% +$61.3K
BKNG icon
147
Booking.com
BKNG
$149B
$459K 0.12%
7,200
+750
+12% +$45.7K
FIS icon
148
Fidelity National Information Services
FIS
$23.2B
$457K 0.12%
3,409
+483
+17% +$63.4K
KSS icon
149
Kohl's
KSS
$2.28B
$454K 0.12%
21,867
+466
+2% +$8.98K
BLK icon
150
Blackrock
BLK
$175B
$446K 0.11%
820
+132
+19% +$66.7K
4 5
6
7 8

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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.