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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
(+8.2%)
Cap. Flow
+$57.2M
Cap. Flow
% of AUM
8.62%
Top 10 Holdings %
Top 10 Hldgs %
34.33%
Holding
439
New
36
Increased
317
Reduced
32
Closed
21
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alpha Architect International Quantitative Momentum ETF
IMOM
|
+$8.43M |
| 2 |
Alpha Architect International Quantitative Value ETF
IVAL
|
+$7.02M |
| 3 |
Alpha Architect US Quantitative Momentum ETF
QMOM
|
+$5.59M |
| 4 |
Invesco QQQ Trust
QQQ
|
+$5.52M |
| 5 |
Alpha Architect US Quantitative Value ETF
QVAL
|
+$4.86M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ALXN
Alexion Pharmaceuticals
ALXN
|
+$1.25M |
| 2 |
Robert Half
RHI
|
+$1.08M |
| 3 |
United Therapeutics
UTHR
|
+$1.06M |
| 4 |
United Rentals
URI
|
+$1.03M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
426
Comfort Systems
FIX
$61.1B
| – | – |
-11,152
| Closed | -$879K |
|
427
Freedom 100 Emerging Markets ETF
FRDM
$3.39B
| – | – |
-10,787
| Closed | -$370K |
|
|
HBI
428
DELISTED
Hanesbrands
HBI
| – | – |
-40,081
| Closed | -$748K |
|
429
ManpowerGroup
MAN
$2.53B
| – | – |
-8,590
| Closed | -$1.02M |
|
430
Molina Healthcare
MOH
$10.2B
| – | – |
-3,202
| Closed | -$810K |
|
431
Insperity
NSP
$1.95B
| – | – |
-8,844
| Closed | -$799K |
|
|
432
Robert Half
RHI
$4.15B
| – | – |
-12,188
| Closed | -$1.08M |
|
433
Strategic Education
STRA
$1.89B
| – | – |
-6,135
| Closed | -$467K |
|
434
Seagate
STX
$190B
| – | – |
-11,648
| Closed | -$1.02M |
|
435
Timken Company
TKR
$9.13B
| – | – |
-10,194
| Closed | -$822K |
|
436
Usana Health Sciences
USNA
$277M
| – | – |
-7,469
| Closed | -$765K |
|
437
Western Union
WU
$2.26B
| – | – |
-30,276
| Closed | -$695K |
|
|
MXIM
438
DELISTED
Maxim Integrated Products
MXIM
| – | – |
-2,745
| Closed | -$289K |
|
|
ALXN
439
DELISTED
Alexion Pharmaceuticals
ALXN
| – | – |
-6,828
| Closed | -$1.25M |
|
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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.