We are live on ! Find out more
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
VRTX icon
226
Vertex Pharmaceuticals
VRTX
$123B
$592K 0.09%
3,263
+186
+6% +$36.3K
FL
227
DELISTED
Foot Locker
FL
$591K 0.09%
+12,946
New +$719K
STLD icon
228
Steel Dynamics
STLD
$38.1B
$591K 0.09%
+10,114
New +$646K
EXC icon
229
Exelon
EXC
$47.1B
$589K 0.09%
17,090
+975
+6% +$33.3K
GD icon
230
General Dynamics
GD
$104B
$587K 0.09%
2,996
+163
+6% +$31.9K
GPN icon
231
Global Payments
GPN
$23.9B
$587K 0.09%
3,722
+211
+6% +$36.7K
SIG icon
232
Signet Jewelers
SIG
$3.75B
$587K 0.09%
+7,429
New +$546K
URBN icon
233
Urban Outfitters
URBN
$6.67B
$587K 0.09%
+19,779
New +$707K
ROP icon
234
Roper Technologies
ROP
$39B
$584K 0.09%
1,310
+74
+6% +$35.5K
ANF icon
235
Abercrombie & Fitch
ANF
$4.86B
$582K 0.09%
+15,457
New +$597K
M icon
236
Macy's
M
$6.71B
$581K 0.09%
+25,726
New +$514K
EOG icon
237
EOG Resources
EOG
$71.5B
$579K 0.09%
7,219
+425
+6% +$31K
BIIB icon
238
Biogen
BIIB
$30.5B
$577K 0.09%
2,038
-1,919
-48% -$629K
LAD icon
239
Lithia Motors
LAD
$8.1B
$570K 0.09%
+1,798
New +$626K
KSS icon
240
Kohl's
KSS
$2.23B
$569K 0.09%
+12,089
New +$646K
KMB icon
241
Kimberly-Clark
KMB
$37.3B
$568K 0.09%
4,288
+235
+6% +$32K
TROW icon
242
T. Rowe Price
TROW
$24.5B
$568K 0.09%
2,890
+158
+6% +$33.3K
ORLY icon
243
O'Reilly Automotive
ORLY
$76.3B
$563K 0.08%
13,815
+735
+6% +$29.4K
SAGE
244
DELISTED
Sage Therapeutics
SAGE
$558K 0.08%
12,589
– –
MO icon
245
Altria Group
MO
$114B
$557K 0.08%
12,237
-12,557
-51% -$606K
APH icon
246
Amphenol
APH
$212B
$550K 0.08%
15,034
+866
+6% +$31.8K
TWTR
247
DELISTED
Twitter, Inc.
TWTR
$547K 0.08%
9,061
+642
+8% +$42.2K
BNY
248
Bank of New York Mellon
BNY
$108B
$541K 0.08%
10,433
+571
+6% +$29.7K
DOW icon
249
Dow Inc
DOW
$21.4B
$541K 0.08%
9,397
+541
+6% +$33.1K
IQV icon
250
IQVIA
IQV
$38.9B
$541K 0.08%
2,257
+153
+7% +$38.6K
8 9
10
11 12

Similar funds

AAP
Aristotle Atlantic Partners Sarasota, Florida $2.14B AUM 37.01% 1-Year Est. Return
BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
SC
SouthState Corp Winter Haven, Florida $2.14B AUM 18.39% 1-Year Est. Return
NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
Index Venture Associates VI St. Helier, Channel Islands, Jersey $2.11B AUM 13.76% 1-Year Est. Return
GA
General Atlantic New York $2.15B AUM 35.02% 1-Year Est. Return
HJGA
Hardman Johnston Global Advisors Stamford, Connecticut $2.1B AUM 41.89% 1-Year Est. Return
CF
Centaurus Financial Anaheim, California $2.1B AUM 21.28% 1-Year Est. Return

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.