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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
-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
AVGO icon
126
Broadcom
AVGO
$2.01T
$493K 0.15%
20,790
+8,260
+66% +$233K
LMT icon
127
Lockheed Martin
LMT
$134B
$492K 0.15%
1,451
+529
+57% +$208K
PVH icon
128
PVH
PVH
$4.03B
$466K 0.14%
12,391
+159
+1% +$12.2K
OPLN
129
Openlane
OPLN
$4.62B
$465K 0.14%
38,757
– –
SBUX icon
130
Starbucks
SBUX
$120B
$465K 0.14%
7,071
+2,125
+43% +$172K
BA icon
131
Boeing
BA
$184B
$459K 0.14%
3,077
+1,048
+52% +$287K
MMM icon
132
3M
MMM
$92.9B
$457K 0.14%
4,007
+1,403
+54% +$185K
RTX icon
133
RTX Corp
RTX
$300B
$439K 0.14%
7,402
+2,694
+57% +$228K
CHTR icon
134
Charter Communications
CHTR
$18.7B
$429K 0.13%
983
+318
+48% +$156K
CVS icon
135
CVS Health
CVS
$124B
$428K 0.13%
7,218
+2,708
+60% +$181K
MDLZ icon
136
Mondelez International
MDLZ
$80.2B
$421K 0.13%
8,416
+2,960
+54% +$160K
GE icon
137
GE Aerospace
GE
$390B
$401K 0.12%
10,143
+3,626
+56% +$193K
VPU
138
Vanguard Utilities ETF
VPU
$8.32B
$399K 0.12%
3,275
– –
LOW icon
139
Lowe's Companies
LOW
$122B
$393K 0.12%
4,564
+1,573
+53% +$172K
SCHO icon
140
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$391K 0.12%
15,112
-5,176
-26% -$132K
UPS icon
141
United Parcel Service
UPS
$88B
$377K 0.12%
4,034
+1,453
+56% +$151K
CI icon
142
Cigna
CI
$72.8B
$362K 0.11%
2,043
+771
+61% +$150K
FIS icon
143
Fidelity National Information Services
FIS
$21.9B
$356K 0.11%
2,926
+1,285
+78% +$178K
SPGI icon
144
S&P Global
SPGI
$120B
$354K 0.11%
1,443
+514
+55% +$141K
BDX icon
145
Becton Dickinson
BDX
$48.7B
$353K 0.11%
1,575
+578
+58% +$143K
CME icon
146
CME Group
CME
$94.8B
$353K 0.11%
2,044
+742
+57% +$148K
VRTX icon
147
Vertex Pharmaceuticals
VRTX
$123B
$353K 0.11%
1,482
+533
+56% +$122K
BKNG icon
148
Booking.com
BKNG
$156B
$347K 0.11%
6,450
+2,125
+49% +$149K
ADP icon
149
Automatic Data Processing
ADP
$108B
$345K 0.11%
2,527
+895
+55% +$144K
AXP icon
150
American Express
AXP
$232B
$344K 0.11%
4,021
+1,391
+53% +$162K
4 5
6
7 8

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BCM
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NAAA
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IVAV
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HJGA
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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.