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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
-0.34%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$663M
AUM Growth
+$50M
Cap. Flow
+$57.2M
Cap. Flow %
8.62%
Top 10 Hldgs %
34.33%
Holding
439
New
36
Increased
317
Reduced
32
Closed
21

Top Buys

Rank Stock Value
1
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$8.43M
2
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$7.02M
3
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$5.59M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$5.52M
5
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$4.86M

Top Sells

Rank Stock Value
1
ALXN
Alexion Pharmaceuticals
ALXN
+$1.25M
2
RHI icon
Robert Half
RHI
+$1.08M
3
UTHR icon
United Therapeutics
UTHR
+$1.06M
4
URI icon
United Rentals
URI
+$1.03M
5
AYI icon
Acuity Brands
AYI
+$1.03M

Sector Composition

Rank Sector Weight
1 Technology 16.36%
2 Consumer Discretionary 10.63%
3 Healthcare 10.55%
4 Communication Services 8.58%
5 Financials 8.55%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PH icon
276
Parker-Hannifin
PH
$126B
$455K 0.07%
1,627
+90
+6% +$26.8K
PAYX icon
277
Paychex
PAYX
$42.1B
$452K 0.07%
4,018
+223
+6% +$25.1K
WIZ
278
DELISTED
Alpha Architect Merlyn.AI Bull-Rider Bear-Fighter ETF
WIZ
$451K 0.07%
12,980
-21
-0.2% -$752
FTNT icon
279
Fortinet
FTNT
$120B
$449K 0.07%
7,680
+570
+8% +$33K
AFL icon
280
Aflac
AFL
$63.9B
$440K 0.07%
8,449
+439
+5% +$24K
WBA
281
DELISTED
Walgreens Boots Alliance
WBA
$436K 0.07%
9,258
+504
+6% +$24.3K
CNC icon
282
Centene
CNC
$33.1B
$434K 0.07%
6,964
+447
+7% +$29.9K
ROK icon
283
Rockwell Automation
ROK
$50.1B
$433K 0.07%
1,474
+83
+6% +$25.5K
PPG icon
284
PPG Industries
PPG
$26.5B
$429K 0.06%
2,997
+169
+6% +$27.1K
ADM icon
285
Archer Daniels Midland
ADM
$37.4B
$422K 0.06%
7,027
+399
+6% +$23.9K
MNST icon
286
Monster Beverage
MNST
$92.4B
$422K 0.06%
9,510
+530
+6% +$25.1K
CMI icon
287
Cummins
CMI
$89.7B
$421K 0.06%
1,875
+103
+6% +$24.1K
TDG icon
288
TransDigm Group
TDG
$70.2B
$418K 0.06%
669
+37
+6% +$23.1K
CTAS icon
289
Cintas
CTAS
$80.6B
$414K 0.06%
4,352
+248
+6% +$24.3K
MCK icon
290
McKesson
MCK
$103B
$414K 0.06%
2,074
+109
+6% +$21.8K
OTIS icon
291
Otis Worldwide
OTIS
$27.8B
$414K 0.06%
5,037
+303
+6% +$26.6K
XEL icon
292
Xcel Energy
XEL
$48.2B
$414K 0.06%
6,617
+388
+6% +$26.2K
MTD icon
293
Mettler-Toledo International
MTD
$28.5B
$413K 0.06%
300
+17
+6% +$25.6K
SIVB
294
DELISTED
SVB Financial Group
SIVB
$409K 0.06%
632
+45
+8% +$26.1K
VRSK icon
295
Verisk Analytics
VRSK
$24.6B
$408K 0.06%
2,037
+118
+6% +$22.9K
CBRE icon
296
CBRE Group
CBRE
$43.8B
$406K 0.06%
4,172
+249
+6% +$23.1K
AMP icon
297
Ameriprise Financial
AMP
$49.6B
$405K 0.06%
1,533
+81
+6% +$21.2K
KMI icon
298
Kinder Morgan
KMI
$69.3B
$403K 0.06%
24,115
+1,430
+6% +$24.3K
KR icon
299
Kroger
KR
$34.7B
$398K 0.06%
9,838
+516
+6% +$21.7K
CTVA icon
300
Corteva
CTVA
$52.5B
$395K 0.06%
9,384
+524
+6% +$22.7K
10 11
12
13 14

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BCM
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SC
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NAAA
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IVAV
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GA
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HJGA
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CF
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Empirical Finance's Q3 2021 Portfolio in Review

As of Q3 2021, Empirical Finance held 439 positions worth $663M, up 8.2% from $613M the previous quarter. Its ten largest holdings account for 34% of the portfolio.

Empirical Finance deployed $57.2M of net new capital in Q3 2021, opening 36 new positions and adding to 317 existing holdings. Its largest new stake was iShares 7-10 Year Treasury Bond ETF: 19,332 shares worth $2.23M.

By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 17% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was United Therapeutics, an estimated $1.06M trimmed.

  • Empirical Finance's largest Q3 2021 buy was iShares 7-10 Year Treasury Bond ETF: 19,332 shares worth $2.23M.
  • Empirical Finance added most to Alpha Architect International Quantitative Momentum ETF in Q3 2021, an estimated $8.43M increase.
  • Empirical Finance's biggest Q3 2021 reduction was United Therapeutics, cutting an estimated $1.06M.
  • Empirical Finance fully exited Alexion Pharmaceuticals in Q3 2021, selling an estimated $1.25M.
  • Empirical Finance's ten largest holdings make up 34% of its $663M portfolio in Q3 2021.
  • Empirical Finance opened 36 new positions and closed 21 in Q3 2021.
  • Empirical Finance's portfolio value rose 8.2% quarter-over-quarter to $663M.

Based on Empirical Finance's 13F filing for Q3 2021, filed 12 Nov 2021.