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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
SO icon
176
Southern Company
SO
$109B
$355K 0.09%
6,843
+861
+14% +$47.9K
ORCL icon
177
Oracle
ORCL
$397B
$354K 0.09%
6,397
+268
+4% +$14.2K
APD icon
178
Air Products & Chemicals
APD
$64.9B
$350K 0.09%
1,451
+179
+14% +$40.9K
IAU icon
179
iShares Gold Trust
IAU
$62.6B
$346K 0.09%
+10,170
New +$333K
ITW icon
180
Illinois Tool Works
ITW
$83.4B
$345K 0.09%
1,972
+250
+15% +$40.8K
FISV
181
Fiserv Inc
FISV
$29.5B
$344K 0.09%
3,524
+450
+15% +$45.3K
SCHO icon
182
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$340K 0.09%
13,176
-1,936
-13% -$50K
TFC icon
183
Truist Financial
TFC
$63.4B
$338K 0.09%
8,990
+1,087
+14% +$39.1K
NOC icon
184
Northrop Grumman
NOC
$78.1B
$333K 0.09%
1,084
+133
+14% +$43.6K
ECL icon
185
Ecolab
ECL
$79B
$332K 0.08%
1,670
+197
+13% +$38.1K
GPN icon
186
Global Payments
GPN
$23.8B
$332K 0.08%
1,957
+254
+15% +$42.3K
DE icon
187
Deere & Co
DE
$164B
$327K 0.08%
2,083
+265
+15% +$38.4K
KMB icon
188
Kimberly-Clark
KMB
$37.3B
$324K 0.08%
2,291
+290
+14% +$40K
SHW icon
189
Sherwin-Williams
SHW
$85.7B
$324K 0.08%
1,683
+189
+13% +$34.1K
DG icon
190
Dollar General
DG
$28.6B
$323K 0.08%
1,694
+207
+14% +$37.5K
IXUS icon
191
iShares Core MSCI Total International Stock ETF
IXUS
$58.3B
$323K 0.08%
+5,923
New +$305K
PGR icon
192
Progressive
PGR
$124B
$323K 0.08%
4,030
+479
+13% +$37.4K
BSX icon
193
Boston Scientific
BSX
$72.7B
$322K 0.08%
9,161
+1,145
+14% +$41.2K
LRCX icon
194
Lam Research
LRCX
$350B
$322K 0.08%
9,970
+1,200
+14% +$32.7K
ITOT icon
195
iShares Core S&P Total US Stock Market ETF
ITOT
$95.1B
$321K 0.08%
+4,629
New +$303K
PNC icon
196
PNC Financial Services
PNC
$100B
$314K 0.08%
2,981
+357
+14% +$37.6K
ADSK icon
197
Autodesk
ADSK
$51.4B
$312K 0.08%
+1,304
New +$256K
SPR
198
DELISTED
Spirit AeroSystems
SPR
$312K 0.08%
13,039
+214
+2% +$4.85K
NSC icon
199
Norfolk Southern
NSC
$75.5B
$311K 0.08%
1,770
+213
+14% +$36.1K
ADI icon
200
Analog Devices
ADI
$173B
$299K 0.08%
+2,438
New +$268K
6 7
8
9 10

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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.