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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
ADP icon
126
Automatic Data Processing
ADP
$106B
$1.08M 0.16%
5,417
+300
+6% +$61.8K
SYK icon
127
Stryker
SYK
$129B
$1.08M 0.16%
4,086
+240
+6% +$64.2K
LMT icon
128
Lockheed Martin
LMT
$135B
$1.07M 0.16%
3,107
-1,233
-28% -$446K
SCI icon
129
Service Corp International
SCI
$11.7B
$1.07M 0.16%
17,764
– –
DVA icon
130
DaVita
DVA
$14.9B
$1.06M 0.16%
9,145
+45
+0.5% +$5.64K
PNC icon
131
PNC Financial Services
PNC
$102B
$1.06M 0.16%
5,431
+294
+6% +$55.5K
HPQ icon
132
HP
HPQ
$25.5B
$1.05M 0.16%
38,494
-8,186
-18% -$235K
MDLZ icon
133
Mondelez International
MDLZ
$78.5B
$1.04M 0.16%
17,913
+988
+6% +$61.5K
USB icon
134
US Bancorp
USB
$101B
$1.04M 0.16%
17,524
+964
+6% +$54.9K
LRCX icon
135
Lam Research
LRCX
$393B
$1.04M 0.16%
18,280
+1,010
+6% +$61.4K
BPMC
136
DELISTED
Blueprint Medicines
BPMC
$1.02M 0.15%
9,951
– –
CAG icon
137
Conagra Brands
CAG
$7.18B
$1.02M 0.15%
30,109
+358
+1% +$12.1K
VVV icon
138
Valvoline
VVV
$5.01B
$1.01M 0.15%
32,453
– –
TJX icon
139
TJX Companies
TJX
$174B
$1M 0.15%
15,199
+879
+6% +$61.4K
KNX icon
140
Knight Transportation
KNX
$11.6B
$999K 0.15%
19,532
– –
MU icon
141
Micron Technology
MU
$1.01T
$998K 0.15%
14,057
+833
+6% +$62.5K
TFC icon
142
Truist Financial
TFC
$64.4B
$998K 0.15%
17,023
+957
+6% +$53.5K
MAS icon
143
Masco
MAS
$15.1B
$985K 0.15%
17,739
+177
+1% +$10.5K
NUE icon
144
Nucor
NUE
$61.5B
$974K 0.15%
9,888
+6,318
+177% +$672K
MRSH
145
Marsh
MRSH
$90.7B
$969K 0.15%
6,402
+361
+6% +$54.6K
MTH icon
146
Meritage Homes
MTH
$4.81B
$950K 0.14%
19,580
– –
COF icon
147
Capital One
COF
$136B
$938K 0.14%
5,792
+305
+6% +$49.8K
TSN icon
148
Tyson Foods
TSN
$20.5B
$931K 0.14%
11,797
+8,295
+237% +$626K
ORCL icon
149
Oracle
ORCL
$421B
$930K 0.14%
10,669
+2,341
+28% +$207K
DUK icon
150
Duke Energy
DUK
$96.6B
$919K 0.14%
9,413
+563
+6% +$58.3K
4 5
6
7 8

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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.