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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
ODFL icon
351
Old Dominion Freight Line
ODFL
$44B
$284K 0.04%
1,984
+156
+9% +$21.6K
VMC icon
352
Vulcan Materials
VMC
$36.5B
$281K 0.04%
1,659
+97
+6% +$17.4K
XYL icon
353
Xylem
XYL
$28.2B
$280K 0.04%
2,267
+130
+6% +$16.7K
NDAQ icon
354
Nasdaq
NDAQ
$52.9B
$279K 0.04%
4,332
+240
+6% +$15.1K
EXPE icon
355
Expedia Group
EXPE
$36.8B
$278K 0.04%
1,697
+108
+7% +$16.7K
IP icon
356
International Paper
IP
$21.5B
$278K 0.04%
5,257
+295
+6% +$16.4K
CERN
357
DELISTED
Cerner Corp
CERN
$272K 0.04%
3,860
+207
+6% +$16K
VFC icon
358
VF Corp
VFC
$5.8B
$271K 0.04%
4,052
+229
+6% +$17.6K
DTE icon
359
DTE Energy
DTE
$29.1B
$269K 0.04%
2,405
-254
-10% -$29.8K
MLM icon
360
Martin Marietta Materials
MLM
$32.3B
$269K 0.04%
786
+47
+6% +$17.1K
CDW icon
361
CDW
CDW
$18.1B
$268K 0.04%
1,473
+114
+8% +$21.5K
KEY icon
362
KeyCorp
KEY
$24.3B
$268K 0.04%
12,385
+672
+6% +$13.6K
KMX icon
363
CarMax
KMX
$8.24B
$267K 0.04%
2,087
+115
+6% +$15.3K
PPL
364
PPL Corp
PPL
$26B
$266K 0.04%
9,538
+567
+6% +$16.4K
RF icon
365
Regions Financial
RF
$26.8B
$264K 0.04%
12,367
+667
+6% +$13.3K
CLX icon
366
Clorox
CLX
$12.8B
$263K 0.04%
1,587
+89
+6% +$15.3K
HES
367
DELISTED
Hess
HES
$263K 0.04%
3,361
+205
+6% +$15.1K
WAT icon
368
Waters Corp
WAT
$39.2B
$260K 0.04%
728
+44
+6% +$17.2K
EIX icon
369
Edison International
EIX
$25.9B
$259K 0.04%
4,670
+280
+6% +$16.1K
NTAP icon
370
NetApp
NTAP
$37.6B
$258K 0.04%
2,875
+160
+6% +$13.5K
CFG icon
371
Citizens Financial Group
CFG
$30.5B
$257K 0.04%
5,468
+295
+6% +$13K
EXPD icon
372
Expeditors International
EXPD
$23.2B
$256K 0.04%
2,149
+124
+6% +$15.5K
ULTA icon
373
Ulta Beauty
ULTA
$23.2B
$256K 0.04%
709
+39
+6% +$14.1K
CHD icon
374
Church & Dwight Co
CHD
$24.5B
$255K 0.04%
3,088
+173
+6% +$14.7K
COO icon
375
Cooper Companies
COO
$14.3B
$254K 0.04%
2,456
+140
+6% +$14.9K
13 14
15
16 17

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AAP
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BCM
Basswood Capital Management New York $2.12B AUM 19.53% 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
BWC
Blue Whale Capital London, United Kingdom $2.1B AUM 97.03% 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.