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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
KFY icon
201
Korn Ferry
KFY
$4.25B
$209K 0.07%
8,575
-12,270
-59% -$452K
WBA
202
DELISTED
Walgreens Boots Alliance
WBA
$209K 0.07%
+4,563
New +$232K
EL icon
203
Estee Lauder
EL
$31.5B
$206K 0.06%
+1,292
New +$249K
EXC icon
204
Exelon
EXC
$47.1B
$205K 0.06%
+7,816
New +$246K
MCO icon
205
Moody's
MCO
$83.8B
$201K 0.06%
+950
New +$231K
KMI icon
206
Kinder Morgan
KMI
$69.3B
$151K 0.05%
+10,867
New +$207K
PDBC icon
207
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.21B
$149K 0.05%
+12,638
New +$184K
F icon
208
Ford
F
$56.3B
$109K 0.03%
22,608
+8,119
+56% +$60.9K
IHRT icon
209
iHeartMedia
IHRT
$576M
$75K 0.02%
+10,197
New +$150K
AGGY icon
210
WisdomTree Yield Enhanced US Aggregate Bond Fund
AGGY
$927M
– –
-8,028
Closed -$419K
ANGL icon
211
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.05B
– –
-14,379
Closed -$429K
CALM icon
212
Cal-Maine
CALM
$4.02B
– –
-22,575
Closed -$965K
CLF icon
213
Cleveland-Cliffs
CLF
$7.22B
– –
-83,950
Closed -$705K
DBI icon
214
Designer Brands
DBI
$339M
– –
-37,302
Closed -$587K
DKS icon
215
Dick's Sporting Goods
DKS
$17.9B
– –
-27,806
Closed -$1.38M
DLX icon
216
Deluxe
DLX
$1.22B
– –
-20,024
Closed -$1M
EME icon
217
Emcor
EME
$36.3B
– –
-14,994
Closed -$1.29M
EQAL icon
218
Invesco Russell 1000 Equal Weight ETF
EQAL
$831M
– –
-10,258
Closed -$351K
HRB icon
219
H&R Block
HRB
$5.82B
– –
-42,072
Closed -$988K
IDCC icon
220
InterDigital
IDCC
$8.53B
– –
-13,552
Closed -$738K
IJH icon
221
iShares Core S&P Mid-Cap ETF
IJH
$125B
– –
-26,025
Closed -$1.07M
IJR icon
222
iShares Core S&P Small-Cap ETF
IJR
$112B
– –
-8,295
Closed -$696K
IPG
223
DELISTED
Interpublic Group of Companies
IPG
– –
-45,967
Closed -$1.06M
IVV icon
224
iShares Core S&P 500 ETF
IVV
$898B
– –
-10,341
Closed -$3.34M
KLAC icon
225
KLA
KLAC
$252B
– –
-99,070
Closed -$1.76M
7 8
9
10 11

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BCM
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SC
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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.