EF
Empirical Finance Portfolio holdings
AUM
$1.91B
This Quarter Return
-14.59%
1 Year Return
+20.92%
3 Year Return
+99.72%
5 Year Return
+166.86%
10 Year Return
–
AUM
$785M
AUM Growth
+$785M
(-12%)
Cap. Flow
+$51M
Cap. Flow
% of AUM
6.5%
Top 10 Holdings %
Top 10 Hldgs %
31.27%
Holding
509
New
30
Increased
398
Reduced
28
Closed
43
Top Buys
| 1 |
Amazon
AMZN
|
$17.5M |
| 2 |
Alpha Architect US Quantitative Value ETF
QVAL
|
$6.52M |
| 3 |
iShares Short Treasury Bond ETF
SHV
|
$6.5M |
| 4 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
$5.94M |
| 5 |
Relative Sentiment Tactical Allocation ETF
MOOD
|
$2.66M |
Top Sells
| 1 |
Invesco QQQ Trust
QQQ
|
$4.14M |
| 2 |
Vanguard Extended Market ETF
VXF
|
$2.55M |
| 3 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
$2.13M |
| 4 |
Vanguard FTSE Developed Markets ETF
VEA
|
$1.91M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
$1.36M |
Sector Composition
| 1 | Technology | 19.33% |
| 2 | Healthcare | 12.41% |
| 3 | Financials | 9.57% |
| 4 | Consumer Discretionary | 8.57% |
| 5 | Communication Services | 7.5% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
ATVI
151
DELISTED
Activision Blizzard Inc.
ATVI
| $997K | 0.13% |
12,809
| – | – |
|
152
KLA
KLAC
$112B
| $993K | 0.13% |
3,111
+168
| +6% | +$53.6K |
|
153
Centene
CNC
$14.5B
| $977K | 0.12% |
11,546
+624
| +6% | +$52.8K |
|
154
American Electric Power
AEP
$59.2B
| $974K | 0.12% |
10,150
+554
| +6% | +$53.2K |
|
155
Emerson Electric
EMR
$73.5B
| $970K | 0.12% |
12,192
+647
| +6% | +$51.5K |
|
|
PARA
156
DELISTED
Paramount Global Class B
PARA
| $968K | 0.12% |
39,208
+3,061
| +8% | +$75.6K |
|
157
AutoZone
AZO
$70.2B
| $961K | 0.12% |
447
+22
| +5% | +$47.3K |
|
158
MetLife
MET
$53.5B
| $959K | 0.12% |
15,267
+757
| +5% | +$47.6K |
|
159
Newmont
NEM
$82.6B
| $947K | 0.12% |
15,866
+870
| +6% | +$51.9K |
|
160
Capital One
COF
$143B
| $942K | 0.12% |
9,037
+446
| +5% | +$46.5K |
|
161
Kimberly-Clark
KMB
$42.6B
| $934K | 0.12% |
6,913
+367
| +6% | +$49.6K |
|
162
Sempra
SRE
$54.2B
| $933K | 0.12% |
6,211
+351
| +6% | +$52.7K |
|
163
Vanguard Total International Stock ETF
VXUS
$101B
| $933K | 0.12% |
18,080
+50
| +0.3% | +$2.58K |
|
164
General Mills
GIS
$26.4B
| $932K | 0.12% |
12,356
+659
| +6% | +$49.7K |
|
|
PXD
165
DELISTED
Pioneer Natural Resource Co.
PXD
| $906K | 0.12% |
4,061
+246
| +6% | +$54.9K |
|
166
O'Reilly Automotive
ORLY
$87.8B
| $902K | 0.12% |
1,428
+72
| +5% | +$45.5K |
|
167
Exelon
EXC
$44B
| $898K | 0.11% |
19,805
+1,055
| +6% | +$47.8K |
|
168
Moody's
MCO
$90B
| $896K | 0.11% |
3,295
+178
| +6% | +$48.4K |
|
169
Altria Group
MO
$112B
| $892K | 0.11% |
21,361
| – | – |
|
170
Valero Energy
VLO
$47.4B
| $890K | 0.11% |
8,378
+451
| +6% | +$47.9K |
|
171
Arrow Electronics
ARW
$6.39B
| $886K | 0.11% |
7,903
+3,743
| +90% | +$420K |
|
172
Ford
F
$47.2B
| $883K | 0.11% |
79,374
+4,433
| +6% | +$49.3K |
|
173
American International
AIG
$44.6B
| $882K | 0.11% |
17,248
+892
| +5% | +$45.6K |
|
174
Archer Daniels Midland
ADM
$30.1B
| $880K | 0.11% |
11,340
+590
| +5% | +$45.8K |
|
175
Sysco
SYY
$38.6B
| $867K | 0.11% |
10,230
+528
| +5% | +$44.7K |
|