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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
EFX icon
301
Equifax
EFX
$20.8B
$387K 0.06%
1,527
+89
+6% +$23.1K
PEG icon
302
Public Service Enterprise Group
PEG
$37.6B
$386K 0.06%
6,341
+354
+6% +$22.1K
AWK icon
303
American Water Works
AWK
$26.7B
$384K 0.06%
2,274
+127
+6% +$22.2K
PSX icon
304
Phillips 66
PSX
$81.2B
$382K 0.06%
5,448
+312
+6% +$22.6K
PXD
305
DELISTED
Pioneer Natural Resource Co.
PXD
$381K 0.06%
2,288
+202
+10% +$30.6K
STT icon
306
State Street
STT
$51.4B
$380K 0.06%
4,482
+258
+6% +$22.4K
ZBH icon
307
Zimmer Biomet
ZBH
$19B
$380K 0.06%
2,675
+154
+6% +$22.7K
FITB
308
Fifth Third Bancorp
FITB
$52.2B
$379K 0.06%
8,920
+497
+6% +$19K
AGG icon
309
iShares Core US Aggregate Bond ETF
AGG
$138B
$374K 0.06%
3,260
– –
LUV icon
310
Southwest Airlines
LUV
$23.9B
$374K 0.06%
7,274
+421
+6% +$21.3K
BALL icon
311
Ball Corp
BALL
$16.9B
$373K 0.06%
4,149
+228
+6% +$20.2K
FAST icon
312
Fastenal
FAST
$57.4B
$372K 0.06%
14,414
+826
+6% +$22.4K
FRC
313
DELISTED
First Republic Bank
FRC
$366K 0.06%
1,896
+139
+8% +$27.3K
VLO icon
314
Valero Energy
VLO
$87.1B
$363K 0.05%
5,146
+288
+6% +$19.2K
AME icon
315
Ametek
AME
$58.4B
$358K 0.05%
2,887
+169
+6% +$22.7K
GLW icon
316
Corning
GLW
$135B
$357K 0.05%
9,779
+566
+6% +$22.6K
HLT icon
317
Hilton Worldwide
HLT
$73B
$356K 0.05%
2,694
– –
IEFA icon
318
iShares Core MSCI EAFE ETF
IEFA
$194B
$354K 0.05%
4,768
-799
-14% -$60.8K
DHI icon
319
D.R. Horton
DHI
$42.4B
$352K 0.05%
4,193
-7,701
-65% -$709K
VSS icon
320
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.7B
$351K 0.05%
2,622
– –
SWK icon
321
Stanley Black & Decker
SWK
$15.6B
$350K 0.05%
1,994
+115
+6% +$22.4K
SWKS icon
322
Skyworks Solutions
SWKS
$10.1B
$349K 0.05%
2,118
+120
+6% +$21.9K
WEC icon
323
WEC Energy
WEC
$35.3B
$349K 0.05%
3,952
+220
+6% +$20.6K
ES icon
324
Eversource Energy
ES
$27.3B
$346K 0.05%
4,231
+246
+6% +$21.4K
SYF icon
325
Synchrony
SYF
$25.8B
$345K 0.05%
7,060
+374
+6% +$18.2K
11 12
13
14 15

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SC
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NAAA
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IVAV
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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.