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
DXCM icon
251
DexCom
DXCM
$31.2B
$534K 0.08%
3,908
+308
+9% +$38.8K
DDS icon
252
Dillards
DDS
$9.63B
$531K 0.08%
+3,077
New +$586K
PRU icon
253
Prudential Financial
PRU
$41.7B
$531K 0.08%
5,045
+276
+6% +$28.4K
DD icon
254
DuPont de Nemours
DD
$19.9B
$530K 0.08%
6,211
+255
+4% +$23.6K
NEM icon
255
Newmont
NEM
$110B
$523K 0.08%
9,627
+651
+7% +$38.4K
CARR icon
256
Carrier Global
CARR
$53.9B
$522K 0.08%
10,076
+596
+6% +$32.1K
EA icon
257
Electronic Arts
EA
$52.9B
$520K 0.08%
3,655
+203
+6% +$28.5K
CDNS icon
258
Cadence Design Systems
CDNS
$92.8B
$514K 0.08%
3,396
+230
+7% +$35K
BAX icon
259
Baxter International
BAX
$14.1B
$510K 0.08%
6,340
+359
+6% +$28.4K
CTSH icon
260
Cognizant
CTSH
$25.1B
$507K 0.08%
6,834
+377
+6% +$27.8K
AEP icon
261
American Electric Power
AEP
$68.8B
$506K 0.08%
6,232
+353
+6% +$30.8K
MPC icon
262
Marathon Petroleum
MPC
$86.9B
$505K 0.08%
8,171
+448
+6% +$25.8K
MAR icon
263
Marriott International
MAR
$94.2B
$503K 0.08%
3,396
+185
+6% +$25.8K
ALL icon
264
Allstate
ALL
$68.1B
$501K 0.08%
3,933
+208
+6% +$27.5K
SYY icon
265
Sysco
SYY
$40.3B
$499K 0.08%
6,357
+367
+6% +$28K
MCHP icon
266
Microchip Technology
MCHP
$42.2B
$497K 0.07%
6,474
+418
+7% +$31.3K
ROST icon
267
Ross Stores
ROST
$81.2B
$492K 0.07%
4,520
+256
+6% +$30.7K
AZO icon
268
AutoZone
AZO
$50.1B
$491K 0.07%
289
+16
+6% +$25.7K
MSI icon
269
Motorola Solutions
MSI
$72.7B
$491K 0.07%
2,114
+121
+6% +$28.1K
TRV icon
270
Travelers Companies
TRV
$79.8B
$489K 0.07%
3,218
+178
+6% +$27.6K
DFS
271
DELISTED
Discover Financial Services
DFS
$484K 0.07%
3,943
+207
+6% +$25.9K
XLNX
272
DELISTED
Xilinx Inc
XLNX
$470K 0.07%
3,111
+182
+6% +$26.7K
SRE icon
273
Sempra
SRE
$55.3B
$469K 0.07%
7,422
+496
+7% +$32.7K
RMD icon
274
ResMed
RMD
$32.5B
$460K 0.07%
1,744
+114
+7% +$31.2K
GIS icon
275
General Mills
GIS
$19.2B
$456K 0.07%
7,620
+441
+6% +$26.1K
9 10
11
12 13

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.