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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
ISRG icon
151
Intuitive Surgical
ISRG
$134B
$444K 0.11%
2,340
+342
+17% +$61.3K
CI icon
152
Cigna
CI
$74B
$440K 0.11%
2,345
+302
+15% +$57.3K
ZTS icon
153
Zoetis
ZTS
$32.5B
$437K 0.11%
3,192
+406
+15% +$53K
AXP icon
154
American Express
AXP
$231B
$435K 0.11%
4,568
+547
+14% +$50.4K
GS icon
155
Goldman Sachs
GS
$300B
$434K 0.11%
2,198
+270
+14% +$50.7K
ADP icon
156
Automatic Data Processing
ADP
$108B
$429K 0.11%
2,881
+354
+14% +$50.7K
D icon
157
Dominion Energy
D
$60.5B
$426K 0.11%
5,245
+673
+15% +$54K
BDX icon
158
Becton Dickinson
BDX
$46.5B
$425K 0.11%
1,821
+246
+16% +$59.3K
CL icon
159
Colgate-Palmolive
CL
$72.7B
$416K 0.11%
5,685
+702
+14% +$49.9K
TGT icon
160
Target
TGT
$67.7B
$411K 0.11%
3,424
+422
+14% +$48.2K
TJX icon
161
TJX Companies
TJX
$172B
$410K 0.1%
8,100
+982
+14% +$49.3K
MS icon
162
Morgan Stanley
MS
$330B
$405K 0.1%
8,375
+943
+13% +$39.6K
VPU
163
Vanguard Utilities ETF
VPU
$8.48B
$405K 0.1%
3,275
– –
AMAT icon
164
Applied Materials
AMAT
$407B
$401K 0.1%
6,641
+763
+13% +$41.2K
GE icon
165
GE Aerospace
GE
$378B
$395K 0.1%
11,593
+1,450
+14% +$48.9K
ATVI
166
DELISTED
Activision Blizzard
ATVI
$383K 0.1%
5,041
+634
+14% +$44.2K
CME icon
167
CME Group
CME
$95.2B
$381K 0.1%
2,343
+299
+15% +$53.6K
DUK icon
168
Duke Energy
DUK
$97.1B
$381K 0.1%
4,765
+602
+14% +$50.9K
SYK icon
169
Stryker
SYK
$129B
$381K 0.1%
2,112
+275
+15% +$50.7K
MU icon
170
Micron Technology
MU
$930B
$380K 0.1%
7,376
+1,176
+19% +$55.5K
CSX icon
171
CSX Corp
CSX
$92.3B
$373K 0.1%
16,047
+1,890
+13% +$41.8K
AMD icon
172
Advanced Micro Devices
AMD
$785B
$363K 0.09%
6,905
+962
+16% +$51K
MRSH
173
Marsh
MRSH
$91.3B
$361K 0.09%
3,360
+421
+14% +$42.6K
ILMN icon
174
Illumina
ILMN
$30.5B
$359K 0.09%
997
+127
+15% +$40.9K
USB icon
175
US Bancorp
USB
$98.7B
$357K 0.09%
9,691
+1,150
+13% +$41K
5 6
7
8 9

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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.