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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
MA icon
26
Mastercard
MA
$502B
$3.87M 0.58%
11,116
+618
+6% +$225K
PYPL icon
27
PayPal
PYPL
$48.9B
$3.82M 0.58%
14,667
+855
+6% +$243K
ADBE icon
28
Adobe
ADBE
$99.5B
$3.48M 0.53%
6,052
+350
+6% +$220K
XOM icon
29
ExxonMobil
XOM
$644B
$3.44M 0.52%
58,439
+3,088
+6% +$176K
NFLX icon
30
Netflix
NFLX
$299B
$3.38M 0.51%
55,370
+3,130
+6% +$172K
CMCSA icon
31
Comcast
CMCSA
$85B
$3.23M 0.49%
57,763
+3,189
+6% +$186K
VXF icon
32
Vanguard Extended Market ETF
VXF
$30.3B
$3.16M 0.48%
17,312
– –
CRM icon
33
Salesforce
CRM
$151B
$3.04M 0.46%
11,197
+780
+7% +$198K
PFE icon
34
Pfizer
PFE
$143B
$3.04M 0.46%
70,591
+3,920
+6% +$174K
CSCO icon
35
Cisco
CSCO
$457B
$2.93M 0.44%
53,910
-11,156
-17% -$626K
TMO icon
36
Thermo Fisher Scientific
TMO
$213B
$2.84M 0.43%
4,975
+274
+6% +$150K
INTC icon
37
Intel
INTC
$455B
$2.82M 0.42%
52,862
-8,562
-14% -$464K
VZ icon
38
Verizon
VZ
$195B
$2.81M 0.42%
52,047
+2,944
+6% +$163K
ABT icon
39
Abbott
ABT
$183B
$2.62M 0.4%
22,210
+1,293
+6% +$159K
PEP icon
40
PepsiCo
PEP
$190B
$2.62M 0.39%
17,418
+994
+6% +$154K
KO icon
41
Coca-Cola
KO
$377B
$2.55M 0.38%
48,652
+2,793
+6% +$156K
COST icon
42
Costco
COST
$422B
$2.52M 0.38%
5,604
+319
+6% +$140K
WMT icon
43
Walmart Inc
WMT
$885B
$2.45M 0.37%
52,779
+2,925
+6% +$141K
CVX icon
44
Chevron
CVX
$392B
$2.44M 0.37%
24,061
+1,390
+6% +$139K
DHR icon
45
Danaher
DHR
$137B
$2.43M 0.37%
9,004
+518
+6% +$141K
T icon
46
AT&T
T
$159B
$2.42M 0.37%
118,760
+7,044
+6% +$148K
VNQ icon
47
Vanguard Real Estate ETF
VNQ
$39.2B
$2.41M 0.36%
23,717
-361
-1% -$38.3K
WFC icon
48
Wells Fargo
WFC
$261B
$2.41M 0.36%
51,860
+2,863
+6% +$133K
MRK icon
49
Merck
MRK
$322B
$2.4M 0.36%
32,022
+1,779
+6% +$135K
CVS icon
50
CVS Health
CVS
$133B
$2.39M 0.36%
28,136
-8,916
-24% -$747K
1
2
3 4 5

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BCM
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GS
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NAAA
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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.