We are live on ! Find out more
EF

Empirical Finance Portfolio holdings

AUM $2.13B
1-Year Est. Return 29.56%
This Fund
S&P 500
This Quarter Est. Return
-20.14%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$322M
AUM Growth
-$89.5M
Cap. Flow
+$6.81M
Cap. Flow %
2.12%
Top 10 Hldgs %
43.93%
Holding
251
New
49
Increased
124
Reduced
26
Closed
42

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$22.2M
2
SCHR
Schwab Intermediately-Term US Treasury ETF
SCHR
+$6.07M
3
MSFT icon
Microsoft
MSFT
+$2.57M
4
AAPL icon
Apple
AAPL
+$2.48M
5
DAL icon
Delta Air Lines
DAL
+$2.17M

Top Sells

Rank Stock Value
1
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$11.1M
2
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$10.6M
3
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$9.99M
4
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$9.29M
5
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$8.46M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 11.03%
2 Healthcare 9.44%
3 Technology 9%
4 Industrials 7.53%
5 Communication Services 4.58%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MCK icon
51
McKesson
MCK
$99.4B
$1.32M 0.41%
+9,726
New +$1.42M
CTSH icon
52
Cognizant
CTSH
$25.1B
$1.29M 0.4%
+27,815
New +$1.66M
VZ icon
53
Verizon
VZ
$190B
$1.28M 0.4%
23,861
+8,565
+56% +$490K
MA icon
54
Mastercard
MA
$500B
$1.26M 0.39%
5,228
+1,849
+55% +$550K
DAL icon
55
Delta Air Lines
DAL
$61.7B
$1.25M 0.39%
+43,770
New +$2.17M
URI icon
56
United Rentals
URI
$72.2B
$1.25M 0.39%
+12,107
New +$1.6M
HD icon
57
Home Depot
HD
$351B
$1.22M 0.38%
6,545
+2,227
+52% +$489K
T icon
58
AT&T
T
$157B
$1.21M 0.37%
54,763
+19,968
+57% +$546K
DHI icon
59
D.R. Horton
DHI
$42.3B
$1.21M 0.37%
+35,441
New +$1.84M
WHR icon
60
Whirlpool
WHR
$2.99B
$1.2M 0.37%
+13,986
New +$1.84M
CTRA
61
DELISTED
Coterra Energy
CTRA
$1.2M 0.37%
+69,595
New +$1.1M
PII icon
62
Polaris
PII
$4.22B
$1.19M 0.37%
+24,765
New +$2.03M
AGCO icon
63
AGCO
AGCO
$7.34B
$1.19M 0.37%
+25,196
New +$1.6M
EMN icon
64
Eastman Chemical
EMN
$8.37B
$1.19M 0.37%
+25,579
New +$1.64M
FLS icon
65
Flowserve
FLS
$10.1B
$1.19M 0.37%
+49,812
New +$2.01M
GRA
66
DELISTED
W.R. Grace & Co.
GRA
$1.19M 0.37%
+33,385
New +$1.91M
VYX icon
67
NCR Voyix
VYX
$1.28B
$1.19M 0.37%
+109,407
New +$1.88M
XRX icon
68
Xerox
XRX
$413M
$1.19M 0.37%
+62,578
New +$1.99M
AYI icon
69
Acuity Brands
AYI
$10.7B
$1.17M 0.36%
+13,656
New +$1.5M
ITT icon
70
ITT
ITT
$18.3B
$1.16M 0.36%
+25,653
New +$1.59M
ARW icon
71
Arrow Electronics
ARW
$11.5B
$1.16M 0.36%
+22,396
New +$1.59M
RL icon
72
Ralph Lauren
RL
$22.9B
$1.16M 0.36%
+17,331
New +$1.82M
HLF icon
73
Herbalife
HLF
$1.33B
$1.15M 0.36%
+39,473
New +$1.47M
MRK icon
74
Merck
MRK
$319B
$1.14M 0.36%
15,553
+5,297
+52% +$416K
RHI icon
75
Robert Half
RHI
$4.11B
$1.13M 0.35%
+30,044
New +$1.63M
1 2
3
4 5

Similar funds

AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return
CF
Centaurus Financial Anaheim, California $2.1B AUM 21.28% 1-Year Est. Return

Empirical Finance's Q1 2020 Portfolio in Review

As of Q1 2020, Empirical Finance held 251 positions worth $322M, down 22% from $411M the previous quarter. Its ten largest holdings account for 44% of the portfolio.

Empirical Finance's Q1 2020 filing shows 49 new, 124 increased, 26 reduced and 42 closed positions. Its largest new stake was iShares 1-3 Year Treasury Bond ETF: 259,926 shares worth $22.5M. The largest sale was Alpha Architect International Quantitative Momentum ETF, an estimated $11.1M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, up from 10% a quarter earlier, followed by Healthcare and Technology.

  • Empirical Finance's largest Q1 2020 buy was iShares 1-3 Year Treasury Bond ETF: 259,926 shares worth $22.5M.
  • Empirical Finance added most to Microsoft in Q1 2020, an estimated $2.57M increase.
  • Empirical Finance's biggest Q1 2020 reduction was Alpha Architect International Quantitative Momentum ETF, cutting an estimated $11.1M.
  • Empirical Finance fully exited Vanguard FTSE All-World ex-US ETF in Q1 2020, selling an estimated $3.7M.
  • Empirical Finance's ten largest holdings make up 44% of its $322M portfolio in Q1 2020.
  • Empirical Finance opened 49 new positions and closed 42 in Q1 2020.
  • Empirical Finance's portfolio value fell 22% quarter-over-quarter to $322M.

Based on Empirical Finance's 13F filing for Q1 2020, filed 16 Apr 2020.