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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
CPAY icon
376
Corpay
CPAY
$25.8B
$253K 0.04%
970
+65
+7% +$16.8K
AEE icon
377
Ameren
AEE
$30.2B
$252K 0.04%
3,106
+185
+6% +$15.8K
MKC icon
378
McCormick & Company Non-Voting
MKC
$14.1B
$252K 0.04%
3,105
+182
+6% +$15.6K
MTB icon
379
M&T Bank
MTB
$36.5B
$248K 0.04%
1,658
+90
+6% +$12.5K
PAYC icon
380
Paycom
PAYC
$8.15B
$248K 0.04%
+500
New +$223K
DRI icon
381
Darden Restaurants
DRI
$23.9B
$246K 0.04%
1,622
+92
+6% +$13.5K
ETR icon
382
Entergy
ETR
$49.9B
$246K 0.04%
4,962
+292
+6% +$15.6K
IFF icon
383
International Flavors & Fragrances
IFF
$22.5B
$244K 0.04%
1,827
+202
+12% +$29.7K
QRVO icon
384
Qorvo
QRVO
$8.4B
$244K 0.04%
1,461
+81
+6% +$15.1K
AZN icon
385
AstraZeneca
AZN
$250B
$243K 0.04%
+2,021
New +$235K
HAL icon
386
Halliburton
HAL
$26.6B
$241K 0.04%
11,152
+649
+6% +$13.3K
RVTY icon
387
Revvity
RVTY
$12.8B
$241K 0.04%
1,393
+78
+6% +$13.7K
SCHO icon
388
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$241K 0.04%
9,414
-630
-6% -$16.1K
KSU
389
DELISTED
Kansas City Southern
KSU
$240K 0.04%
888
-26
-3% -$7.24K
FE icon
390
FirstEnergy
FE
$27.7B
$238K 0.04%
6,674
+413
+7% +$15.7K
HPE icon
391
Hewlett Packard
HPE
$70.5B
$238K 0.04%
16,688
+933
+6% +$13.5K
ETSY icon
392
Etsy
ETSY
$8.15B
$230K 0.03%
1,104
+104
+10% +$21.1K
MGM icon
393
MGM Resorts International
MGM
$11.4B
$228K 0.03%
5,291
+314
+6% +$12.8K
VRSN icon
394
VeriSign
VRSN
$26.5B
$227K 0.03%
1,108
+83
+8% +$18.2K
COR icon
395
Cencora
COR
$61.7B
$225K 0.03%
1,884
+103
+6% +$12.4K
REGN icon
396
Regeneron Pharmaceuticals
REGN
$79.1B
$225K 0.03%
+372
New +$231K
BR icon
397
Broadridge
BR
$18.9B
$223K 0.03%
1,337
+96
+8% +$16.4K
GPC icon
398
Genuine Parts
GPC
$18.1B
$221K 0.03%
1,823
+102
+6% +$12.7K
GWW icon
399
W.W. Grainger
GWW
$60.7B
$221K 0.03%
562
+30
+6% +$13K
AVY icon
400
Avery Dennison
AVY
$13.4B
$219K 0.03%
1,056
+59
+6% +$12.7K
14 15
16
17 18

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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.