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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
MCO icon
201
Moody's
MCO
$82.8B
$298K 0.08%
1,084
+134
+14% +$34K
NEM icon
202
Newmont
NEM
$98.7B
$297K 0.08%
+4,809
New +$285K
BAX icon
203
Baxter International
BAX
$13.5B
$288K 0.07%
3,341
+429
+15% +$37.4K
EBAY icon
204
eBay
EBAY
$50.6B
$287K 0.07%
+5,466
New +$231K
BIL icon
205
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47B
$286K 0.07%
3,129
-52,037
-94% -$4.76M
EW icon
206
Edwards Lifesciences
EW
$49.6B
$281K 0.07%
4,070
+449
+12% +$31.9K
EL icon
207
Estee Lauder
EL
$30.4B
$277K 0.07%
1,470
+178
+14% +$31.8K
WM icon
208
Waste Management
WM
$90.6B
$276K 0.07%
2,608
+320
+14% +$32.3K
MO icon
209
Altria Group
MO
$114B
$274K 0.07%
6,985
+249
+4% +$9.71K
LHX icon
210
L3Harris
LHX
$51.6B
$264K 0.07%
1,558
+174
+13% +$32.7K
ROP icon
211
Roper Technologies
ROP
$38.8B
$264K 0.07%
+680
New +$244K
DD icon
212
DuPont de Nemours
DD
$18.5B
$263K 0.07%
+3,950
New +$231K
SCHW
213
Charles Schwab
SCHW
$183B
$261K 0.07%
7,735
+926
+14% +$33.2K
VYM icon
214
Vanguard High Dividend Yield ETF
VYM
$80.9B
$261K 0.07%
3,308
– –
AEP icon
215
American Electric Power
AEP
$69.6B
$260K 0.07%
3,261
+417
+15% +$34K
EA icon
216
Electronic Arts
EA
$53B
$259K 0.07%
+1,958
New +$231K
NOW icon
217
ServiceNow
NOW
$115B
$254K 0.07%
+3,135
New +$221K
EMR icon
218
Emerson Electric
EMR
$83.9B
$253K 0.06%
+4,073
New +$231K
GD icon
219
General Dynamics
GD
$104B
$248K 0.06%
+1,658
New +$234K
GIS icon
220
General Mills
GIS
$19.1B
$245K 0.06%
+3,966
New +$239K
EXC icon
221
Exelon
EXC
$47.2B
$231K 0.06%
8,935
+1,119
+14% +$29.7K
BNY
222
Bank of New York Mellon
BNY
$106B
$228K 0.06%
+5,897
New +$216K
FDX icon
223
FedEx
FDX
$72.7B
$225K 0.06%
+1,602
New +$202K
ORLY icon
224
O'Reilly Automotive
ORLY
$72.9B
$221K 0.06%
+7,845
New +$205K
WBA
225
DELISTED
Walgreens Boots Alliance
WBA
$220K 0.06%
5,183
+620
+14% +$26.3K
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.