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
PCAR icon
326
PACCAR
PCAR
$70.2B
$344K 0.05%
6,533
+366
+6% +$20.3K
ITOT icon
327
iShares Core S&P Total US Stock Market ETF
ITOT
$97.3B
$342K 0.05%
3,478
– –
DAL icon
328
Delta Air Lines
DAL
$61.3B
$339K 0.05%
7,953
+447
+6% +$18.2K
IT icon
329
Gartner
IT
$12.5B
$338K 0.05%
1,113
+58
+5% +$16.8K
KEYS icon
330
Keysight
KEYS
$57.4B
$336K 0.05%
2,047
+150
+8% +$25.2K
VOO icon
331
Vanguard S&P 500 ETF
VOO
$1.01T
$333K 0.05%
845
+9
+1% +$3.65K
CPRT icon
332
Copart
CPRT
$26.8B
$331K 0.05%
9,536
+668
+8% +$23.9K
URI icon
333
United Rentals
URI
$72.3B
$326K 0.05%
929
-3,068
-77% -$1.03M
RSG icon
334
Republic Services
RSG
$63.7B
$321K 0.05%
2,671
+149
+6% +$17.8K
WST icon
335
West Pharmaceutical
WST
$24.7B
$320K 0.05%
753
+59
+9% +$24.9K
HIG icon
336
Hartford Financial Services
HIG
$39.4B
$316K 0.05%
4,497
+234
+5% +$15.5K
OXY icon
337
Occidental Petroleum
OXY
$53.5B
$315K 0.05%
10,657
+624
+6% +$16.7K
STZ icon
338
Constellation Brands
STZ
$22.3B
$313K 0.05%
1,484
+226
+18% +$49.3K
VSXY
339
Victoria's Secret
VSXY
$7.14B
$313K 0.05%
+5,668
New +$344K
IXUS icon
340
iShares Core MSCI Total International Stock ETF
IXUS
$59.7B
$312K 0.05%
4,389
– –
HSY icon
341
Hershey
HSY
$36.1B
$311K 0.05%
1,838
+105
+6% +$18.6K
ED icon
342
Consolidated Edison
ED
$39.9B
$306K 0.05%
4,209
+248
+6% +$18.5K
ALB icon
343
Albemarle
ALB
$14B
$303K 0.05%
1,384
+80
+6% +$17.1K
TSCO icon
344
Tractor Supply
TSCO
$17.5B
$301K 0.05%
7,440
+405
+6% +$15.7K
KHC icon
345
Kraft Heinz
KHC
$30.5B
$297K 0.04%
8,056
+476
+6% +$17.9K
FTV icon
346
Fortive
FTV
$18.5B
$291K 0.04%
5,475
+337
+7% +$18.4K
ZBRA icon
347
Zebra Technologies
ZBRA
$17.6B
$287K 0.04%
557
+45
+9% +$25.1K
NTRS icon
348
Northern Trust
NTRS
$33.7B
$286K 0.04%
2,651
+150
+6% +$17K
DLTR icon
349
Dollar Tree
DLTR
$24.7B
$284K 0.04%
2,962
+164
+6% +$15.8K
DOV icon
350
Dover
DOV
$28.3B
$284K 0.04%
1,827
+101
+6% +$16.7K
12 13
14
15 16

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.