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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
GE icon
101
GE Aerospace
GE
$383B
$1.42M 0.21%
22,083
+1,242
+6% +$79.9K
ACI icon
102
Albertsons Companies
ACI
$5.58B
$1.41M 0.21%
45,418
– –
AXP icon
103
American Express
AXP
$233B
$1.4M 0.21%
8,330
+453
+6% +$75.7K
CHTR icon
104
Charter Communications
CHTR
$17.2B
$1.36M 0.21%
1,872
+90
+5% +$68.3K
V icon
105
Visa
V
$683B
$1.36M 0.2%
6,099
+1,379
+29% +$323K
CAT icon
106
Caterpillar
CAT
$382B
$1.33M 0.2%
6,940
+403
+6% +$83.9K
DE icon
107
Deere & Co
DE
$163B
$1.32M 0.2%
3,943
+221
+6% +$79.6K
SPGI icon
108
S&P Global
SPGI
$123B
$1.3M 0.2%
3,057
+173
+6% +$75K
MMM icon
109
3M
MMM
$91.4B
$1.28M 0.19%
8,730
+493
+6% +$79.9K
NOW icon
110
ServiceNow
NOW
$118B
$1.26M 0.19%
10,120
+805
+9% +$97.5K
BKNG icon
111
Booking.com
BKNG
$149B
$1.24M 0.19%
13,100
+725
+6% +$65K
SCHW
112
Charles Schwab
SCHW
$184B
$1.22M 0.18%
16,756
+1,148
+7% +$82K
FCX icon
113
Freeport-McMoran
FCX
$91.5B
$1.2M 0.18%
36,824
+19,785
+116% +$697K
LEN icon
114
Lennar Class A
LEN
$20.5B
$1.18M 0.18%
12,986
+224
+2% +$22.2K
ASO icon
115
Academy Sports + Outdoors
ASO
$3.01B
$1.17M 0.18%
29,263
– –
O icon
116
Realty Income
O
$59.2B
$1.17M 0.18%
18,602
– –
ZTS icon
117
Zoetis
ZTS
$32.3B
$1.16M 0.17%
5,975
+336
+6% +$67.8K
COP icon
118
ConocoPhillips
COP
$145B
$1.15M 0.17%
16,961
+981
+6% +$56.6K
SEE
119
DELISTED
Sealed Air
SEE
$1.14M 0.17%
20,832
+109
+0.5% +$6.33K
BJ icon
120
BJs Wholesale Club
BJ
$12.4B
$1.14M 0.17%
20,758
– –
NNN icon
121
NNN REIT
NNN
$9.03B
$1.12M 0.17%
25,909
– –
GILD icon
122
Gilead Sciences
GILD
$163B
$1.11M 0.17%
15,883
-7,950
-33% -$559K
MUSA icon
123
Murphy USA
MUSA
$10.9B
$1.11M 0.17%
6,617
– –
ADI icon
124
Analog Devices
ADI
$176B
$1.09M 0.16%
6,525
+2,149
+49% +$360K
VXUS icon
125
Vanguard Total International Stock ETF
VXUS
$156B
$1.09M 0.16%
17,279
– –
3 4
5
6 7

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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.