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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
-0.59%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$358M
AUM Growth
-$6.81M
Cap. Flow
-$4.27M
Cap. Flow %
-1.19%
Top 10 Hldgs %
56.44%
Holding
174
New
21
Increased
77
Reduced
33
Closed
15

Top Buys

Rank Stock Value
1
ELV icon
Elevance Health
ELV
+$1.65M
2
COP icon
ConocoPhillips
COP
+$1.54M
3
OXY icon
Occidental Petroleum
OXY
+$1.51M
4
TPR icon
Tapestry
TPR
+$1.48M
5
BIIB icon
Biogen
BIIB
+$1.48M

Top Sells

Rank Stock Value
1
TSN icon
Tyson Foods
TSN
+$2.05M
2
KLAC icon
KLA
KLAC
+$1.99M
3
WU icon
Western Union
WU
+$1.78M
4
TECD
Tech Data Corp
TECD
+$1.75M
5
SKX
Skechers
SKX
+$1.69M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 11.47%
2 Technology 5.54%
3 Healthcare 4.87%
4 Industrials 4.3%
5 Communication Services 2.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IMOM icon
1
Alpha Architect International Quantitative Momentum ETF
IMOM
$147M
$37.5M 10.46%
1,462,057
-9,822
-0.7% -$253K
IVAL icon
2
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$37M 10.35%
1,377,338
-11,270
-0.8% -$295K
QVAL icon
3
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$36.8M 10.29%
1,322,622
-12,294
-0.9% -$339K
QMOM icon
4
Alpha Architect US Quantitative Momentum ETF
QMOM
$414M
$35.1M 9.8%
1,168,327
-20,670
-2% -$665K
AAVM
5
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
$24.6M 6.86%
1,044,716
-3,996
-0.4% -$94.8K
VTI icon
6
Vanguard Total Stock Market ETF
VTI
$653B
$9.09M 2.54%
60,228
+218
+0.4% +$32.9K
IVV icon
7
iShares Core S&P 500 ETF
IVV
$867B
$6.96M 1.94%
23,320
+3,168
+16% +$942K
IEF icon
8
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$5.95M 1.66%
52,888
-7,034
-12% -$785K
BIL icon
9
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$4.58M 1.28%
50,016
-4,698
-9% -$430K
QQQ icon
10
Invesco QQQ Trust
QQQ
$442B
$4.54M 1.27%
24,050
– –
VEU icon
11
Vanguard FTSE All-World ex-US ETF
VEU
$65.3B
$3.43M 0.96%
68,810
– –
VNQ icon
12
Vanguard Real Estate ETF
VNQ
$40.2B
$3.13M 0.87%
33,548
-8,822
-21% -$801K
PHM icon
13
Pultegroup
PHM
$25.8B
$2.75M 0.77%
75,334
-16,387
-18% -$545K
AAPL icon
14
Apple
AAPL
$4.94T
$2.62M 0.73%
46,816
+664
+1% +$34.7K
BBY icon
15
Best Buy
BBY
$19B
$2.51M 0.7%
36,380
-347
-0.9% -$24.2K
CMI icon
16
Cummins
CMI
$87.9B
$2.46M 0.69%
15,130
-2,596
-15% -$415K
URBN icon
17
Urban Outfitters
URBN
$6.36B
$2.41M 0.67%
85,755
+54,095
+171% +$1.26M
DINO icon
18
HF Sinclair
DINO
$16.3B
$2.39M 0.67%
44,521
+26,711
+150% +$1.3M
GILD icon
19
Gilead Sciences
GILD
$167B
$2.37M 0.66%
37,411
-678
-2% -$44.3K
TNL icon
20
Travel + Leisure Co
TNL
$4.71B
$2.35M 0.66%
50,994
+28,663
+128% +$1.28M
MAN icon
21
ManpowerGroup
MAN
$2.61B
$2.33M 0.65%
27,718
-1,518
-5% -$132K
IP icon
22
International Paper
IP
$23.6B
$2.33M 0.65%
58,887
+35,424
+151% +$1.38M
ALSN icon
23
Allison Transmission
ALSN
$10.1B
$2.32M 0.65%
49,391
+28,813
+140% +$1.31M
BWA icon
24
BorgWarner
BWA
$12.8B
$2.29M 0.64%
70,986
+3,187
+5% +$103K
HPQ icon
25
HP
HPQ
$24.8B
$2.22M 0.62%
117,319
+8,400
+8% +$165K
1
2 3 4 5

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AAP
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BCM
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GS
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SC
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NAAA
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IVAV
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GA
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Empirical Finance's Q3 2019 Portfolio in Review

As of Q3 2019, Empirical Finance held 174 positions worth $358M, down 1.9% from $365M the previous quarter. Its ten largest holdings account for 56% of the portfolio.

Empirical Finance's Q3 2019 filing shows 21 new, 77 increased, 33 reduced and 15 closed positions. Its largest new stake was Elevance Health: 6,038 shares worth $1.45M. The largest sale was Tyson Foods, an estimated $2.05M.

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

  • Empirical Finance's largest Q3 2019 buy was Elevance Health: 6,038 shares worth $1.45M.
  • Empirical Finance added most to AbbVie in Q3 2019, an estimated $1.39M increase.
  • Empirical Finance's biggest Q3 2019 reduction was KLA, cutting an estimated $1.99M.
  • Empirical Finance fully exited Tyson Foods in Q3 2019, selling an estimated $2.05M.
  • Empirical Finance's ten largest holdings make up 56% of its $358M portfolio in Q3 2019.
  • Empirical Finance opened 21 new positions and closed 15 in Q3 2019.
  • Empirical Finance's portfolio value fell 1.9% quarter-over-quarter to $358M.

Based on Empirical Finance's 13F filing for Q3 2019, filed 30 Oct 2019.