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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
LLY icon
51
Eli Lilly
LLY
$1T
$2.39M 0.36%
10,334
+546
+6% +$135K
AVGO icon
52
Broadcom
AVGO
$1.82T
$2.37M 0.36%
48,930
+3,290
+7% +$160K
ABBV icon
53
AbbVie
ABBV
$436B
$2.34M 0.35%
21,727
+1,286
+6% +$147K
NKE icon
54
Nike
NKE
$63.1B
$2.3M 0.35%
15,848
+922
+6% +$150K
TXN icon
55
Texas Instruments
TXN
$246B
$2.24M 0.34%
11,670
+669
+6% +$127K
IEF icon
56
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$2.23M 0.34%
+19,332
New +$2.26M
VOE icon
57
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.9B
$2.19M 0.33%
15,694
– –
ELV icon
58
Elevance Health
ELV
$81.4B
$2.07M 0.31%
5,546
-1,951
-26% -$741K
TSLA icon
59
Tesla
TSLA
$1.26T
$2.05M 0.31%
7,941
+1,752
+28% +$412K
LH icon
60
Labcorp
LH
$25.1B
$1.96M 0.3%
8,121
+2,650
+48% +$668K
NEE icon
61
NextEra Energy
NEE
$181B
$1.93M 0.29%
24,514
+1,412
+6% +$114K
LOW icon
62
Lowe's Companies
LOW
$118B
$1.9M 0.29%
9,380
+477
+5% +$95.1K
DGX icon
63
Quest Diagnostics
DGX
$25.7B
$1.9M 0.29%
13,077
+4,377
+50% +$640K
DKS icon
64
Dick's Sporting Goods
DKS
$17.8B
$1.9M 0.29%
15,866
+4,850
+44% +$564K
C icon
65
Citigroup
C
$222B
$1.9M 0.29%
27,031
+1,437
+6% +$100K
HON icon
66
Honeywell
HON
$79.1B
$1.88M 0.28%
9,389
+521
+6% +$111K
PM icon
67
Philip Morris
PM
$297B
$1.86M 0.28%
19,587
+1,127
+6% +$113K
PARA
68
DELISTED
Paramount Global Class B
PARA
$1.85M 0.28%
46,933
+15,879
+51% +$647K
INTU icon
69
Intuit
INTU
$88.1B
$1.8M 0.27%
3,333
+202
+6% +$109K
DISH
70
DELISTED
DISH Network Corp.
DISH
$1.79M 0.27%
41,140
+14,346
+54% +$611K
MS icon
71
Morgan Stanley
MS
$331B
$1.79M 0.27%
18,363
+1,014
+6% +$100K
HOLX
72
DELISTED
Hologic
HOLX
$1.78M 0.27%
24,164
+8,768
+57% +$658K
ATKR icon
73
Atkore
ATKR
$3.15B
$1.69M 0.25%
19,406
+6,497
+50% +$541K
UNP icon
74
Union Pacific
UNP
$173B
$1.68M 0.25%
8,590
+474
+6% +$102K
SBUX icon
75
Starbucks
SBUX
$120B
$1.67M 0.25%
15,151
+826
+6% +$96.7K
1 2
3
4 5

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AAP
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BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
GS
Gilead Sciences Foster City, California $2.12B AUM 143.53% 1-Year Est. Return
SC
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NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
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GA
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HJGA
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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.