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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
IVAL icon
1
Alpha Architect International Quantitative Value ETF
IVAL
$218M
$32.3M 4.86%
1,194,420
+246,569
+26% +$7.02M
QVAL icon
2
Alpha Architect US Quantitative Value ETF
QVAL
$589M
$32M 4.83%
936,289
+139,121
+17% +$4.86M
IMOM icon
3
Alpha Architect International Quantitative Momentum ETF
IMOM
$147M
$30.2M 4.55%
886,327
+233,356
+36% +$8.43M
AAPL icon
4
Apple
AAPL
$4.94T
$29.2M 4.4%
206,229
+11,047
+6% +$1.63M
MSFT icon
5
Microsoft
MSFT
$2.92T
$24.6M 3.71%
87,290
+6,068
+7% +$1.77M
QMOM icon
6
Alpha Architect US Quantitative Momentum ETF
QMOM
$414M
$21.9M 3.3%
444,489
+112,009
+34% +$5.59M
AMZN icon
7
Amazon
AMZN
$2.47T
$17.5M 2.64%
106,580
+6,340
+6% +$1.09M
VTI icon
8
Vanguard Total Stock Market ETF
VTI
$653B
$15.5M 2.33%
69,635
– –
AAVM
9
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
$25M
$13.4M 2.02%
501,826
-12,302
-2% -$341K
QQQ icon
10
Invesco QQQ Trust
QQQ
$442B
$11.2M 1.69%
31,314
+15,000
+92% +$5.52M
META icon
11
Meta Platforms (Facebook)
META
$1.51T
$10.3M 1.55%
30,316
+1,765
+6% +$636K
GOOGL icon
12
Alphabet (Google) Class A
GOOGL
$4T
$10.1M 1.52%
75,600
+4,280
+6% +$582K
GOOG icon
13
Alphabet (Google) Class C
GOOG
$3.99T
$9.79M 1.48%
73,460
+3,980
+6% +$549K
PDBC icon
14
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.26B
$7.68M 1.16%
364,919
-1,609
-0.4% -$32.3K
BRK.B icon
15
Berkshire Hathaway Class B
BRK.B
$1.1T
$6.6M 1%
24,194
+1,346
+6% +$378K
JPM icon
16
JPMorgan Chase
JPM
$944B
$6.38M 0.96%
39,000
+2,098
+6% +$329K
NVDA icon
17
NVIDIA
NVDA
$4.72T
$6.15M 0.93%
296,940
+20,380
+7% +$423K
UNH icon
18
UnitedHealth
UNH
$380B
$5.58M 0.84%
14,294
+672
+5% +$278K
JNJ icon
19
Johnson & Johnson
JNJ
$656B
$5.37M 0.81%
33,271
+1,867
+6% +$319K
VEA icon
20
Vanguard FTSE Developed Markets ETF
VEA
$225B
$5.24M 0.79%
103,746
– –
VWO icon
21
Vanguard FTSE Emerging Markets ETF
VWO
$118B
$4.72M 0.71%
94,362
-5,205
-5% -$269K
HD icon
22
Home Depot
HD
$346B
$4.52M 0.68%
13,765
+740
+6% +$243K
PG icon
23
Procter & Gamble
PG
$354B
$4.35M 0.66%
31,090
+1,718
+6% +$244K
BAC icon
24
Bank of America
BAC
$437B
$4.23M 0.64%
99,628
+5,299
+6% +$213K
DIS icon
25
Walt Disney
DIS
$171B
$3.9M 0.59%
23,024
+1,275
+6% +$227K
1
2 3 4 5

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AAP
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BCM
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GS
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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.