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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
ECL icon
201
Ecolab
ECL
$78.6B
$656K 0.1%
3,143
+178
+6% +$39K
KLAC icon
202
KLA
KLAC
$239B
$653K 0.1%
19,510
+1,110
+6% +$37.1K
CMG icon
203
Chipotle Mexican Grill
CMG
$47.5B
$627K 0.09%
17,250
+1,050
+6% +$38.2K
BIG
204
DELISTED
Big Lots, Inc.
BIG
$624K 0.09%
14,390
-13,194
-48% -$718K
AN icon
205
AutoNation
AN
$7.21B
$621K 0.09%
+5,101
New +$576K
NSIT icon
206
Insight Enterprises
NSIT
$3.98B
$621K 0.09%
6,897
-2,947
-30% -$285K
THC icon
207
Tenet Healthcare
THC
$20.1B
$621K 0.09%
+9,347
New +$663K
WLK icon
208
Westlake Corp
WLK
$8.95B
$621K 0.09%
+6,810
New +$583K
MSCI icon
209
MSCI
MSCI
$41.8B
$615K 0.09%
1,011
+68
+7% +$41.5K
PII icon
210
Polaris
PII
$4.02B
$615K 0.09%
+5,139
New +$653K
SWAN icon
211
Amplify BlackSwan Growth & Treasure Core ETF
SWAN
$159M
$614K 0.09%
17,933
– –
MET icon
212
MetLife
MET
$62B
$612K 0.09%
9,922
+514
+5% +$30.9K
A icon
213
Agilent Technologies
A
$39.5B
$611K 0.09%
3,876
+214
+6% +$34.6K
RS icon
214
Reliance Steel & Aluminium
RS
$20.9B
$609K 0.09%
4,273
-1,325
-24% -$199K
LYB icon
215
LyondellBasell Industries
LYB
$19.6B
$607K 0.09%
+6,472
New +$635K
LEA icon
216
Lear
LEA
$6.27B
$605K 0.09%
+3,868
New +$633K
CLF icon
217
Cleveland-Cliffs
CLF
$6.4B
$604K 0.09%
+30,503
New +$695K
SCCO icon
218
Southern Copper
SCCO
$146B
$604K 0.09%
+11,597
New +$672K
EBAY icon
219
eBay
EBAY
$47.6B
$603K 0.09%
8,657
+447
+5% +$32K
LHX icon
220
L3Harris
LHX
$51.7B
$603K 0.09%
2,739
+145
+6% +$33K
OC icon
221
Owens Corning
OC
$11.5B
$603K 0.09%
+7,049
New +$663K
AA icon
222
Alcoa
AA
$11.8B
$601K 0.09%
+12,273
New +$519K
AGCO icon
223
AGCO
AGCO
$7.28B
$600K 0.09%
+4,896
New +$640K
ALGN icon
224
Align Technology
ALGN
$12.4B
$600K 0.09%
902
+49
+6% +$33.3K
AIG icon
225
American International
AIG
$41.8B
$597K 0.09%
10,885
+602
+6% +$31K
7 8
9
10 11

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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.