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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
NSC icon
176
Norfolk Southern
NSC
$75.4B
$773K 0.12%
3,233
+181
+6% +$46.4K
WHR icon
177
Whirlpool
WHR
$2.43B
$771K 0.12%
+3,784
New +$830K
BSX icon
178
Boston Scientific
BSX
$69.5B
$769K 0.12%
17,728
+1,027
+6% +$45.4K
FISV
179
Fiserv Inc
FISV
$28.8B
$768K 0.12%
7,077
+481
+7% +$53.7K
TMUS icon
180
T-Mobile US
TMUS
$185B
$763K 0.12%
5,970
+471
+9% +$65.6K
KBH icon
181
KB Home
KBH
$3.37B
$762K 0.11%
19,574
-15,436
-44% -$641K
ITW icon
182
Illinois Tool Works
ITW
$82.6B
$756K 0.11%
3,661
+206
+6% +$46.4K
ADSK icon
183
Autodesk
ADSK
$49.5B
$754K 0.11%
2,643
+181
+7% +$55.4K
SNA icon
184
Snap-on
SNA
$21.2B
$752K 0.11%
+3,599
New +$798K
ATVI
185
DELISTED
Activision Blizzard
ATVI
$750K 0.11%
9,689
+577
+6% +$48.2K
ILMN icon
186
Illumina
ILMN
$31B
$743K 0.11%
1,884
+102
+6% +$46.9K
D icon
187
Dominion Energy
D
$60.8B
$739K 0.11%
10,117
+601
+6% +$45.8K
WM icon
188
Waste Management
WM
$90.6B
$735K 0.11%
4,918
+277
+6% +$41.5K
BWA icon
189
BorgWarner
BWA
$13.1B
$733K 0.11%
19,269
-701
-4% -$27.9K
MCO icon
190
Moody's
MCO
$82.8B
$723K 0.11%
2,035
+115
+6% +$43.3K
EMR icon
191
Emerson Electric
EMR
$83.9B
$715K 0.11%
7,593
+429
+6% +$42.8K
NOC icon
192
Northrop Grumman
NOC
$77.1B
$712K 0.11%
1,976
+101
+5% +$36.5K
APD icon
193
Air Products & Chemicals
APD
$65.7B
$711K 0.11%
2,778
+160
+6% +$44.3K
APA icon
194
APA Corp
APA
$13.2B
$705K 0.11%
+32,883
New +$629K
EBS icon
195
Emergent Biosolutions
EBS
$373M
$705K 0.11%
14,083
– –
F icon
196
Ford
F
$58.5B
$694K 0.1%
48,978
+2,565
+6% +$34.9K
PGR icon
197
Progressive
PGR
$123B
$680K 0.1%
7,518
+419
+6% +$39.9K
FDX icon
198
FedEx
FDX
$72.7B
$668K 0.1%
3,044
+169
+6% +$45.9K
IDXX icon
199
Idexx Laboratories
IDXX
$44.1B
$668K 0.1%
1,074
+59
+6% +$39.6K
DG icon
200
Dollar General
DG
$28B
$661K 0.1%
3,115
+163
+6% +$36.8K
6 7
8
9 10

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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.