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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
BMY icon
76
Bristol-Myers Squibb
BMY
$134B
$1.66M 0.25%
28,111
+1,560
+6% +$103K
BBWI icon
77
Bath & Body Works
BBWI
$4.23B
$1.66M 0.25%
26,332
+5,246
+25% +$333K
UPS icon
78
United Parcel Service
UPS
$90.8B
$1.63M 0.25%
8,934
+536
+6% +$106K
GS icon
79
Goldman Sachs
GS
$303B
$1.62M 0.24%
4,277
+232
+6% +$90.6K
RTX icon
80
RTX Corp
RTX
$292B
$1.61M 0.24%
18,743
+1,090
+6% +$93.2K
UHS icon
81
Universal Health Services
UHS
$10.2B
$1.61M 0.24%
11,633
-192
-2% -$29.1K
CI icon
82
Cigna
CI
$74.5B
$1.6M 0.24%
8,005
+235
+3% +$51.1K
AMKR icon
83
Amkor Technology
AMKR
$12.6B
$1.59M 0.24%
63,851
+24,046
+60% +$613K
AMGN icon
84
Amgen
AMGN
$204B
$1.58M 0.24%
7,428
+402
+6% +$92.5K
PHM icon
85
Pultegroup
PHM
$24.6B
$1.57M 0.24%
34,114
+712
+2% +$37K
IBM icon
86
IBM
IBM
$213B
$1.56M 0.24%
11,752
+676
+6% +$90.4K
AMAT icon
87
Applied Materials
AMAT
$411B
$1.54M 0.23%
12,003
+665
+6% +$90.3K
WSM icon
88
Williams-Sonoma
WSM
$28.2B
$1.53M 0.23%
17,308
+6,520
+60% +$552K
NXST icon
89
Nexstar Media Group
NXST
$5.88B
$1.53M 0.23%
10,058
+3,954
+65% +$583K
LPX icon
90
Louisiana-Pacific
LPX
$5.15B
$1.51M 0.23%
24,662
+9,833
+66% +$579K
BA icon
91
Boeing
BA
$185B
$1.51M 0.23%
6,859
+396
+6% +$88.3K
ARW icon
92
Arrow Electronics
ARW
$11.1B
$1.5M 0.23%
13,329
+5,414
+68% +$626K
BLK icon
93
Blackrock
BLK
$175B
$1.48M 0.22%
1,770
+107
+6% +$95.9K
AMD icon
94
Advanced Micro Devices
AMD
$790B
$1.48M 0.22%
14,379
+999
+7% +$102K
ISRG icon
95
Intuitive Surgical
ISRG
$133B
$1.47M 0.22%
4,449
+255
+6% +$85.6K
BC icon
96
Brunswick
BC
$5.16B
$1.46M 0.22%
15,370
+6,362
+71% +$633K
GM icon
97
General Motors
GM
$76.9B
$1.46M 0.22%
27,720
+12,632
+84% +$671K
TGT icon
98
Target
TGT
$67.8B
$1.45M 0.22%
6,350
+346
+6% +$86.7K
HUM icon
99
Humana
HUM
$45B
$1.45M 0.22%
3,728
-1,310
-26% -$556K
TGNA
100
DELISTED
TEGNA Inc
TGNA
$1.45M 0.22%
73,584
+29,445
+67% +$535K
2 3
4
5 6

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BCM
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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.